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

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

additionalResults() constInstrument
additionalResults_Instrumentmutableprotected
adjustInfObsDates_ZeroCouponInflationSwapprotected
adjustObservationDates() constZeroCouponInflationSwap
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
baseDate_ZeroCouponInflationSwapprotected
calculate() const overrideInstrumentprotectedvirtual
calculated_LazyObjectmutableprotected
dayCounter() constZeroCouponInflationSwap
dayCounter_ZeroCouponInflationSwapprotected
deepUpdate() overrideSwapvirtual
endDiscounts(Size j) constSwap
endDiscounts_Swapprotected
engine_Instrumentprotected
errorEstimate() constInstrument
errorEstimate_Instrumentprotected
fairRate() constZeroCouponInflationSwap
fetchResults(const PricingEngine::results *) const overrideSwapvirtual
fixCalendar_ZeroCouponInflationSwapprotected
fixConvention_ZeroCouponInflationSwapprotected
fixedCalendar() constZeroCouponInflationSwap
fixedConvention() constZeroCouponInflationSwap
fixedLeg() constZeroCouponInflationSwap
fixedLegNPV() constZeroCouponInflationSwap
fixedRate() constZeroCouponInflationSwap
fixedRate_ZeroCouponInflationSwapprotected
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
infCalendar_ZeroCouponInflationSwapprotected
infConvention_ZeroCouponInflationSwapprotected
infIndex_ZeroCouponInflationSwapprotected
inflationCalendar() constZeroCouponInflationSwap
inflationConvention() constZeroCouponInflationSwap
inflationIndex() constZeroCouponInflationSwap
inflationLeg() constZeroCouponInflationSwap
inflationLegNPV() constZeroCouponInflationSwap
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() const overrideZeroCouponInflationSwapvirtual
maturityDate_ZeroCouponInflationSwapprotected
nominal() constZeroCouponInflationSwap
nominal_ZeroCouponInflationSwapprotected
notifyObservers()Observable
NPV() constInstrument
NPV_Instrumentmutableprotected
npvDateDiscount() constSwap
npvDateDiscount_Swapmutableprotected
numberOfLegs() constSwap
obsDate_ZeroCouponInflationSwapprotected
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
observationInterpolation() constZeroCouponInflationSwap
observationInterpolation_ZeroCouponInflationSwapprotected
observationLag() constZeroCouponInflationSwap
observationLag_ZeroCouponInflationSwapprotected
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
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 *) const overrideSwapvirtual
setupExpired() const overrideSwapprotectedvirtual
startDate() const overrideZeroCouponInflationSwapvirtual
startDate_ZeroCouponInflationSwapprotected
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 enum nameSwap
type() constZeroCouponInflationSwap
type_ZeroCouponInflationSwapprotected
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideLazyObjectvirtual
updating_LazyObjectprivate
valuationDate() constInstrument
valuationDate_Instrumentmutableprotected
ZeroCouponInflationSwap(Type type, Real nominal, const Date &startDate, const Date &maturity, Calendar fixCalendar, BusinessDayConvention fixConvention, DayCounter dayCounter, Rate fixedRate, const ext::shared_ptr< ZeroInflationIndex > &infIndex, const Period &observationLag, CPI::InterpolationType observationInterpolation, bool adjustInfObsDates=false, Calendar infCalendar=Calendar(), BusinessDayConvention infConvention=BusinessDayConvention())ZeroCouponInflationSwap
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual