additionalResults() const | Instrument | |
additionalResults_ | Instrument | mutableprotected |
alwaysForward_ | LazyObject | protected |
alwaysForwardNotifications() | LazyObject | |
calculate() const override | Instrument | protectedvirtual |
calculated_ | LazyObject | mutableprotected |
deepUpdate() override | Swap | virtual |
endDiscounts(Size j) const | Swap | |
endDiscounts_ | Swap | protected |
engine_ | Instrument | protected |
errorEstimate() const | Instrument | |
errorEstimate_ | Instrument | protected |
fairRate() const | YearOnYearInflationSwap | virtual |
fairRate_ | YearOnYearInflationSwap | mutableprivate |
fairSpread() const | YearOnYearInflationSwap | virtual |
fairSpread_ | YearOnYearInflationSwap | mutableprivate |
fetchResults(const PricingEngine::results *) const override | YearOnYearInflationSwap | virtual |
fixedDayCount() const | YearOnYearInflationSwap | virtual |
fixedDayCount_ | YearOnYearInflationSwap | private |
fixedLeg() const | YearOnYearInflationSwap | virtual |
fixedLegNPV() const | YearOnYearInflationSwap | virtual |
fixedRate() const | YearOnYearInflationSwap | virtual |
fixedRate_ | YearOnYearInflationSwap | private |
fixedSchedule() const | YearOnYearInflationSwap | virtual |
fixedSchedule_ | YearOnYearInflationSwap | private |
forwardFirstNotificationOnly() | LazyObject | |
freeze() | LazyObject | |
frozen_ | LazyObject | protected |
Instrument() | Instrument | |
isCalculated() const | LazyObject | |
isExpired() const override | Swap | virtual |
QuantLib::iterator typedef | Observable | private |
QuantLib::Observer::iterator typedef | Observer | |
LazyObject() | LazyObject | |
leg(Size j) const | Swap | |
legBPS(Size j) const | Swap | |
legBPS_ | Swap | mutableprotected |
legNPV(Size j) const | Swap | |
legNPV_ | Swap | mutableprotected |
legs() const | Swap | |
legs_ | Swap | protected |
maturityDate() const | Swap | virtual |
nominal() const | YearOnYearInflationSwap | virtual |
nominal_ | YearOnYearInflationSwap | private |
notifyObservers() | Observable | |
NPV() const | Instrument | |
NPV_ | Instrument | mutableprotected |
npvDateDiscount() const | Swap | |
npvDateDiscount_ | Swap | mutableprotected |
numberOfLegs() const | Swap | |
Observable() | Observable | |
Observable(const Observable &) | Observable | |
Observable(Observable &&)=delete | Observable | |
observables_ | Observer | private |
observationLag() const | YearOnYearInflationSwap | virtual |
observationLag_ | YearOnYearInflationSwap | private |
Observer()=default | Observer | |
QuantLib::Observer::Observer(const Observer &) | Observer | |
observers_ | Observable | private |
QuantLib::operator=(const Observable &) | Observable | |
QuantLib::operator=(Observable &&)=delete | Observable | |
QuantLib::Observer::operator=(const Observer &) | Observer | |
Payer enum value | Swap | |
payer(Size j) const | Swap | |
payer_ | Swap | protected |
paymentCalendar() const | YearOnYearInflationSwap | virtual |
paymentCalendar_ | YearOnYearInflationSwap | private |
paymentConvention() const | YearOnYearInflationSwap | virtual |
paymentConvention_ | YearOnYearInflationSwap | private |
performCalculations() const override | Instrument | protectedvirtual |
recalculate() | LazyObject | |
Receiver enum value | Swap | |
registerObserver(Observer *) | Observable | private |
registerWith(const ext::shared_ptr< Observable > &) | Observer | |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
result(const std::string &tag) const | Instrument | |
QuantLib::set_type typedef | Observable | private |
setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument | |
setupArguments(PricingEngine::arguments *args) const override | YearOnYearInflationSwap | virtual |
setupExpired() const override | YearOnYearInflationSwap | privatevirtual |
spread() const | YearOnYearInflationSwap | virtual |
spread_ | YearOnYearInflationSwap | private |
startDate() const | Swap | virtual |
startDiscounts(Size j) const | Swap | |
startDiscounts_ | Swap | mutableprotected |
Swap(const Leg &firstLeg, const Leg &secondLeg) | Swap | |
Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer) | Swap | |
Swap(Size legs) | Swap | protected |
type() const | YearOnYearInflationSwap | virtual |
Type enum name | Swap | |
type_ | YearOnYearInflationSwap | private |
unfreeze() | LazyObject | |
unregisterObserver(Observer *) | Observable | private |
unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
unregisterWithAll() | Observer | |
update() override | LazyObject | virtual |
updating_ | LazyObject | private |
valuationDate() const | Instrument | |
valuationDate_ | Instrument | mutableprotected |
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() const | YearOnYearInflationSwap | virtual |
yoyDayCount_ | YearOnYearInflationSwap | private |
yoyIndex_ | YearOnYearInflationSwap | private |
yoyInflationIndex() const | YearOnYearInflationSwap | virtual |
yoyLeg() const | YearOnYearInflationSwap | virtual |
yoyLegNPV() const | YearOnYearInflationSwap | virtual |
yoySchedule() const | YearOnYearInflationSwap | virtual |
yoySchedule_ | YearOnYearInflationSwap | private |
~LazyObject() override=default | LazyObject | |
~Observable()=default | Observable | virtual |
~Observer() | Observer | virtual |
~YearOnYearInflationSwap() override=default | YearOnYearInflationSwap | |