QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
Coupon
Coupon Member List
This is the complete list of members for
Coupon
, including all inherited members.
accept
(AcyclicVisitor &) override
Coupon
virtual
accrualDays
() const
Coupon
accrualEndDate
() const
Coupon
accrualEndDate_
Coupon
protected
accrualPeriod
() const
Coupon
accrualPeriod_
Coupon
mutable
protected
accrualStartDate
() const
Coupon
accrualStartDate_
Coupon
protected
accruedAmount
(const Date &) const =0
Coupon
pure virtual
accruedDays
(const Date &) const
Coupon
accruedPeriod
(const Date &) const
Coupon
alwaysForward_
LazyObject
protected
alwaysForwardNotifications
()
LazyObject
amount
() const =0
CashFlow
pure virtual
calculate
() const
LazyObject
protected
virtual
calculated_
LazyObject
mutable
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 =0
Coupon
pure virtual
deepUpdate
()
Observer
virtual
exCouponDate
() const override
Coupon
virtual
exCouponDate_
Coupon
protected
forwardFirstNotificationOnly
()
LazyObject
freeze
()
LazyObject
frozen_
LazyObject
protected
hasOccurred
(const Date &refDate=Date(), ext::optional< bool > includeRefDate=ext::nullopt) const override
CashFlow
virtual
isCalculated
() const
LazyObject
QuantLib::iterator
typedef
Observable
private
QuantLib::LazyObject::QuantLib::Observer::iterator
typedef
Observer
LazyObject
()
LazyObject
nominal
() const
Coupon
virtual
nominal_
Coupon
protected
notifyObservers
()
Observable
Observable
()
Observable
Observable
(const Observable &)
Observable
Observable
(Observable &&)=delete
Observable
observables_
Observer
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
CashFlow
virtual
rate
() const =0
Coupon
pure virtual
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
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
~CashFlow
() override=default
CashFlow
~Event
() override=default
Event
~LazyObject
() override=default
LazyObject
~Observable
()=default
Observable
virtual
~Observer
()
Observer
virtual
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