QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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YearOnYearInflationSwap Member List

This is the complete list of members for YearOnYearInflationSwap, including all inherited members.

additionalResults() constInstrument
additionalResults_Instrumentmutableprotected
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
calculate() const overrideInstrumentprotectedvirtual
calculated_LazyObjectmutableprotected
deepUpdate() overrideSwapvirtual
endDiscounts(Size j) constSwap
endDiscounts_Swapprotected
engine_Instrumentprotected
errorEstimate() constInstrument
errorEstimate_Instrumentprotected
fairRate() constYearOnYearInflationSwapvirtual
fairRate_YearOnYearInflationSwapmutableprivate
fairSpread() constYearOnYearInflationSwapvirtual
fairSpread_YearOnYearInflationSwapmutableprivate
fetchResults(const PricingEngine::results *) const overrideYearOnYearInflationSwapvirtual
fixedDayCount() constYearOnYearInflationSwapvirtual
fixedDayCount_YearOnYearInflationSwapprivate
fixedLeg() constYearOnYearInflationSwapvirtual
fixedLegNPV() constYearOnYearInflationSwapvirtual
fixedRate() constYearOnYearInflationSwapvirtual
fixedRate_YearOnYearInflationSwapprivate
fixedSchedule() constYearOnYearInflationSwapvirtual
fixedSchedule_YearOnYearInflationSwapprivate
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
Instrument()Instrument
isCalculated() constLazyObject
isExpired() const overrideSwapvirtual
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
LazyObject()LazyObject
leg(Size j) constSwap
legBPS(Size j) constSwap
legBPS_Swapmutableprotected
legNPV(Size j) constSwap
legNPV_Swapmutableprotected
legs() constSwap
legs_Swapprotected
maturityDate() constSwapvirtual
nominal() constYearOnYearInflationSwapvirtual
nominal_YearOnYearInflationSwapprivate
notifyObservers()Observable
NPV() constInstrument
NPV_Instrumentmutableprotected
npvDateDiscount() constSwap
npvDateDiscount_Swapmutableprotected
numberOfLegs() constSwap
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
observationLag() constYearOnYearInflationSwapvirtual
observationLag_YearOnYearInflationSwapprivate
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observable &)Observable
QuantLib::operator=(Observable &&)=deleteObservable
QuantLib::Observer::operator=(const Observer &)Observer
Payer enum valueSwap
payer(Size j) constSwap
payer_Swapprotected
paymentCalendar() constYearOnYearInflationSwapvirtual
paymentCalendar_YearOnYearInflationSwapprivate
paymentConvention() constYearOnYearInflationSwapvirtual
paymentConvention_YearOnYearInflationSwapprivate
performCalculations() const overrideInstrumentprotectedvirtual
recalculate()LazyObject
Receiver enum valueSwap
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
QuantLib::set_type typedefObservableprivate
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *args) const overrideYearOnYearInflationSwapvirtual
setupExpired() const overrideYearOnYearInflationSwapprivatevirtual
spread() constYearOnYearInflationSwapvirtual
spread_YearOnYearInflationSwapprivate
startDate() constSwapvirtual
startDiscounts(Size j) constSwap
startDiscounts_Swapmutableprotected
Swap(const Leg &firstLeg, const Leg &secondLeg)Swap
Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer)Swap
Swap(Size legs)Swapprotected
type() constYearOnYearInflationSwapvirtual
Type enum nameSwap
type_YearOnYearInflationSwapprivate
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideLazyObjectvirtual
updating_LazyObjectprivate
valuationDate() constInstrument
valuationDate_Instrumentmutableprotected
YearOnYearInflationSwap(Type type, Real nominal, Schedule fixedSchedule, Rate fixedRate, DayCounter fixedDayCount, Schedule yoySchedule, ext::shared_ptr< YoYInflationIndex > yoyIndex, const Period &observationLag, Spread spread, DayCounter yoyDayCount, Calendar paymentCalendar, BusinessDayConvention paymentConvention=ModifiedFollowing)YearOnYearInflationSwap
yoyDayCount() constYearOnYearInflationSwapvirtual
yoyDayCount_YearOnYearInflationSwapprivate
yoyIndex_YearOnYearInflationSwapprivate
yoyInflationIndex() constYearOnYearInflationSwapvirtual
yoyLeg() constYearOnYearInflationSwapvirtual
yoyLegNPV() constYearOnYearInflationSwapvirtual
yoySchedule() constYearOnYearInflationSwapvirtual
yoySchedule_YearOnYearInflationSwapprivate
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
~YearOnYearInflationSwap() override=defaultYearOnYearInflationSwap