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Reference manual - version qle_version
CappedFlooredCPICoupon Member List

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

accept(AcyclicVisitor &v) override (defined in CappedFlooredCPICoupon)CappedFlooredCPICouponvirtual
cap_ (defined in CappedFlooredCPICoupon)CappedFlooredCPICouponprotected
CappedFlooredCPICoupon(const ext::shared_ptr< CPICoupon > &underlying, Date startDate=Date(), Rate cap=Null< Rate >(), Rate floor=Null< Rate >()) (defined in CappedFlooredCPICoupon)CappedFlooredCPICoupon
cpiCap_ (defined in CappedFlooredCPICoupon)CappedFlooredCPICouponprotected
CPICoupon(Real baseCPI, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date(), bool subtractInflationNominal=false) (defined in CPICoupon)CPICoupon
CPICoupon(Real baseCPI, const Date &baseDate, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date(), bool subtractInflationNominal=false) (defined in CPICoupon)CPICoupon
cpiFloor_ (defined in CappedFlooredCPICoupon)CappedFlooredCPICouponprotected
floor_ (defined in CappedFlooredCPICoupon)CappedFlooredCPICouponprotected
isCapped() const (defined in CappedFlooredCPICoupon)CappedFlooredCPICoupon
isCapped_ (defined in CappedFlooredCPICoupon)CappedFlooredCPICouponprotected
isFloored() const (defined in CappedFlooredCPICoupon)CappedFlooredCPICoupon
isFloored_ (defined in CappedFlooredCPICoupon)CappedFlooredCPICouponprotected
rate() const override (defined in CappedFlooredCPICoupon)CappedFlooredCPICouponvirtual
setCommon(Rate cap, Rate floor) (defined in CappedFlooredCPICoupon)CappedFlooredCPICouponprotectedvirtual
startDate_ (defined in CappedFlooredCPICoupon)CappedFlooredCPICouponprotected
subtractInflationNominal_ (defined in CPICoupon)CPICouponprotected
subtractInflationNotional() (defined in CPICoupon)CPICoupon
underlying() const (defined in CappedFlooredCPICoupon)CappedFlooredCPICoupon
underlying_ (defined in CappedFlooredCPICoupon)CappedFlooredCPICouponprotected
update() override (defined in CappedFlooredCPICoupon)CappedFlooredCPICoupon