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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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EquityCashFlow Member List

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

accept(AcyclicVisitor &) overrideEquityCashFlowvirtual
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
amount() const overrideEquityCashFlowvirtual
amount_IndexedCashFlowmutableprotected
baseDate() constIndexedCashFlowvirtual
baseDate_IndexedCashFlowprivate
baseFixing() constIndexedCashFlowvirtual
calculate() constLazyObjectprotectedvirtual
calculated_LazyObjectmutableprotected
date() const overrideIndexedCashFlowvirtual
deepUpdate()Observervirtual
EquityCashFlow(Real notional, ext::shared_ptr< EquityIndex > index, const Date &baseDate, const Date &fixingDate, const Date &paymentDate, bool growthOnly=true)EquityCashFlow
exCouponDate() constCashFlowvirtual
fixingDate() constIndexedCashFlowvirtual
fixingDate_IndexedCashFlowprivate
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
growthOnly() constIndexedCashFlowvirtual
growthOnly_IndexedCashFlowprivate
hasOccurred(const Date &refDate=Date(), ext::optional< bool > includeRefDate=ext::nullopt) const overrideCashFlowvirtual
index() constIndexedCashFlowvirtual
index_IndexedCashFlowprivate
IndexedCashFlow(Real notional, ext::shared_ptr< Index > index, const Date &baseDate, const Date &fixingDate, const Date &paymentDate, bool growthOnly=false)IndexedCashFlow
indexFixing() constIndexedCashFlowvirtual
isCalculated() constLazyObject
QuantLib::iterator typedefObservableprivate
QuantLib::LazyObject::QuantLib::Observer::iterator typedefObserver
LazyObject()LazyObject
notifyObservers()Observable
notional() constIndexedCashFlowvirtual
notional_IndexedCashFlowprivate
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observable &)Observable
QuantLib::operator=(Observable &&)=deleteObservable
QuantLib::LazyObject::QuantLib::Observer::operator=(const Observer &)Observer
paymentDate_IndexedCashFlowprivate
performCalculations() const overrideIndexedCashFlowvirtual
pricer() constEquityCashFlow
pricer_EquityCashFlowprivate
recalculate()LazyObject
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
set_type typedefObservableprivate
setPricer(const ext::shared_ptr< EquityCashFlowPricer > &)EquityCashFlow
tradingExCoupon(const Date &refDate=Date()) constCashFlow
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideLazyObjectvirtual
updating_LazyObjectprivate
~CashFlow() override=defaultCashFlow
~Event() override=defaultEvent
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual