accept(AcyclicVisitor &) override | RangeAccrualFloatersCoupon | virtual |
accrualDays() const | Coupon | |
accrualEndDate() const | Coupon | |
accrualEndDate_ | Coupon | protected |
accrualPeriod() const | Coupon | |
accrualPeriod_ | Coupon | mutableprotected |
accrualStartDate() const | Coupon | |
accrualStartDate_ | Coupon | protected |
accruedAmount(const Date &) const override | FloatingRateCoupon | virtual |
accruedDays(const Date &) const | Coupon | |
accruedPeriod(const Date &) const | Coupon | |
adjustedFixing() const | FloatingRateCoupon | virtual |
alwaysForward_ | LazyObject | protected |
alwaysForwardNotifications() | LazyObject | |
amount() const override | FloatingRateCoupon | virtual |
calculate() const | LazyObject | protectedvirtual |
calculated_ | LazyObject | mutableprotected |
convexityAdjustment() const | FloatingRateCoupon | virtual |
convexityAdjustmentImpl(Rate fixing) const | FloatingRateCoupon | protected |
Coupon(const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | Coupon | |
date() const override | Coupon | virtual |
dayCounter() const override | FloatingRateCoupon | virtual |
dayCounter_ | FloatingRateCoupon | protected |
deepUpdate() | Observer | virtual |
endTime() const | RangeAccrualFloatersCoupon | |
endTime_ | RangeAccrualFloatersCoupon | private |
exCouponDate() const override | Coupon | virtual |
exCouponDate_ | Coupon | protected |
fixingDate() const | FloatingRateCoupon | virtual |
fixingDays() const | FloatingRateCoupon | |
fixingDays_ | FloatingRateCoupon | protected |
FloatingRateCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< InterestRateIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), DayCounter dayCounter=DayCounter(), bool isInArrears=false, const Date &exCouponDate=Date()) | FloatingRateCoupon | |
forwardFirstNotificationOnly() | LazyObject | |
freeze() | LazyObject | |
frozen_ | LazyObject | protected |
gearing() const | FloatingRateCoupon | |
gearing_ | FloatingRateCoupon | protected |
hasOccurred(const Date &refDate=Date(), ext::optional< bool > includeRefDate=ext::nullopt) const override | CashFlow | virtual |
index() const | FloatingRateCoupon | |
index_ | FloatingRateCoupon | protected |
indexFixing() const | FloatingRateCoupon | virtual |
isCalculated() const | LazyObject | |
isInArrears() const | FloatingRateCoupon | |
isInArrears_ | FloatingRateCoupon | protected |
QuantLib::iterator typedef | Observable | private |
QuantLib::LazyObject::QuantLib::Observer::iterator typedef | Observer | |
LazyObject() | LazyObject | |
lowerTrigger() const | RangeAccrualFloatersCoupon | |
lowerTrigger_ | RangeAccrualFloatersCoupon | private |
nominal() const | Coupon | virtual |
nominal_ | Coupon | protected |
notifyObservers() | Observable | |
Observable() | Observable | |
Observable(const Observable &) | Observable | |
Observable(Observable &&)=delete | Observable | |
observables_ | Observer | private |
observationDates() const | RangeAccrualFloatersCoupon | |
observationDates_ | RangeAccrualFloatersCoupon | private |
observationsNo() const | RangeAccrualFloatersCoupon | |
observationsNo_ | RangeAccrualFloatersCoupon | private |
observationsSchedule() const | RangeAccrualFloatersCoupon | |
observationsSchedule_ | RangeAccrualFloatersCoupon | private |
observationTimes() const | RangeAccrualFloatersCoupon | |
observationTimes_ | RangeAccrualFloatersCoupon | private |
Observer()=default | Observer | |
QuantLib::Observer::Observer(const Observer &) | Observer | |
observers_ | Observable | private |
QuantLib::operator=(const Observable &) | Observable | |
QuantLib::operator=(Observable &&)=delete | Observable | |
QuantLib::LazyObject::QuantLib::Observer::operator=(const Observer &) | Observer | |
paymentDate_ | Coupon | protected |
performCalculations() const override | FloatingRateCoupon | virtual |
price(const Handle< YieldTermStructure > &discountingCurve) const | FloatingRateCoupon | |
pricer() const | FloatingRateCoupon | |
pricer_ | FloatingRateCoupon | protected |
priceWithoutOptionality(const Handle< YieldTermStructure > &discountCurve) const | RangeAccrualFloatersCoupon | |
RangeAccrualFloatersCoupon(const Date &paymentDate, Real nominal, const ext::shared_ptr< IborIndex > &index, const Date &startDate, const Date &endDate, Natural fixingDays, const DayCounter &dayCounter, Real gearing, Rate spread, const Date &refPeriodStart, const Date &refPeriodEnd, ext::shared_ptr< Schedule > observationsSchedule, Real lowerTrigger, Real upperTrigger) | RangeAccrualFloatersCoupon | |
rate() const override | FloatingRateCoupon | virtual |
rate_ | FloatingRateCoupon | mutableprotected |
recalculate() | LazyObject | |
referencePeriodEnd() const | Coupon | |
referencePeriodStart() const | Coupon | |
refPeriodEnd_ | Coupon | protected |
refPeriodStart_ | Coupon | protected |
registerObserver(Observer *) | Observable | private |
registerWith(const ext::shared_ptr< Observable > &) | Observer | |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
set_type typedef | Observable | private |
setPricer(const ext::shared_ptr< FloatingRateCouponPricer > &) | FloatingRateCoupon | virtual |
spread() const | FloatingRateCoupon | |
spread_ | FloatingRateCoupon | protected |
startTime() const | RangeAccrualFloatersCoupon | |
startTime_ | RangeAccrualFloatersCoupon | private |
tradingExCoupon(const Date &refDate=Date()) const | CashFlow | |
unfreeze() | LazyObject | |
unregisterObserver(Observer *) | Observable | private |
unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
unregisterWithAll() | Observer | |
update() override | LazyObject | virtual |
updating_ | LazyObject | private |
upperTrigger() const | RangeAccrualFloatersCoupon | |
upperTrigger_ | RangeAccrualFloatersCoupon | private |
~CashFlow() override=default | CashFlow | |
~Event() override=default | Event | |
~LazyObject() override=default | LazyObject | |
~Observable()=default | Observable | virtual |
~Observer() | Observer | virtual |