Loading [MathJax]/jax/input/TeX/config.js
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
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