QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
CPICoupon Member List

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

accept(AcyclicVisitor &) (defined in CPICoupon)CPICouponvirtual
accrualDays() constCoupon
accrualEndDate() constCoupon
accrualEndDate_ (defined in Coupon)Couponprotected
accrualPeriod() constCoupon
accrualPeriod_ (defined in Coupon)Couponmutableprotected
accrualStartDate() constCoupon
accrualStartDate_ (defined in Coupon)Couponprotected
accruedAmount(const Date &) constInflationCouponvirtual
accruedDays(const Date &) constCoupon
accruedPeriod(const Date &) constCoupon
adjustedFixing() constCPICoupon
amount() constInflationCouponvirtual
baseCPI() constCPICoupon
baseCPI_ (defined in CPICoupon)CPICouponprotected
checkPricerImpl(const ext::shared_ptr< InflationCouponPricer > &) constCPICouponprotectedvirtual
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
CPICoupon(Real baseCPI, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) (defined in CPICoupon)CPICoupon
cpiIndex() constCPICoupon
date() constCouponvirtual
dayCounter() constInflationCouponvirtual
dayCounter_ (defined in InflationCoupon)InflationCouponprotected
deepUpdate()Observervirtual
exCouponDate() constCouponvirtual
exCouponDate_ (defined in Coupon)Couponprotected
fixedRate() constCPICoupon
fixedRate_ (defined in CPICoupon)CPICouponprotected
fixingDate() constInflationCouponvirtual
fixingDays() constInflationCoupon
fixingDays_ (defined in InflationCoupon)InflationCouponprotected
hasOccurred(const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) constCashFlowvirtual
index() constInflationCoupon
index_ (defined in InflationCoupon)InflationCouponprotected
indexFixing() constCPICouponvirtual
indexFixing(const Date &) const (defined in CPICoupon)CPICouponprotected
indexObservation(const Date &onDate) constCPICoupon
InflationCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< InflationIndex > &index, const Period &observationLag, const DayCounter &dayCounter, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) (defined in InflationCoupon)InflationCoupon
iterator typedef (defined in Observer)Observer
nominal() const (defined in Coupon)Couponvirtual
nominal_ (defined in Coupon)Couponprotected
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationInterpolation() constCPICoupon
observationInterpolation_ (defined in CPICoupon)CPICouponprotected
observationLag() constInflationCoupon
observationLag_ (defined in InflationCoupon)InflationCouponprotected
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
paymentDate_ (defined in Coupon)Couponprotected
price(const Handle< YieldTermStructure > &discountingCurve) const (defined in InflationCoupon)InflationCoupon
pricer() const (defined in InflationCoupon)InflationCoupon
pricer_ (defined in InflationCoupon)InflationCouponprotected
rate() constInflationCouponvirtual
referencePeriodEnd() constCoupon
referencePeriodStart() constCoupon
refPeriodEnd_ (defined in Coupon)Couponprotected
refPeriodStart_ (defined in Coupon)Couponprotected
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
set_type typedef (defined in Observer)Observer
setPricer(const ext::shared_ptr< InflationCouponPricer > &) (defined in InflationCoupon)InflationCoupon
spread() constCPICoupon
spread_ (defined in CPICoupon)CPICouponprotected
tradingExCoupon(const Date &refDate=Date()) constCashFlow
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()InflationCouponvirtual
~CashFlow() (defined in CashFlow)CashFlowvirtual
~Event() (defined in Event)Eventvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual