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Reference manual - version qle_version
CappedFlooredAverageBMACoupon Member List

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

accept(AcyclicVisitor &) override (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACouponvirtual
alwaysForwardNotifications() override (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACoupon
cap() constCappedFlooredAverageBMACoupon
cap_ (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACouponprotected
CappedFlooredAverageBMACoupon(const ext::shared_ptr< AverageBMACoupon > &underlying, Real cap=Null< Real >(), Real floor=Null< Real >(), bool nakedOption=false, bool includeSpread=false) (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACoupon
convexityAdjustment() const override (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACoupon
deepUpdate() override (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACoupon
effectiveCap() constCappedFlooredAverageBMACoupon
effectiveCapletVolatility() constCappedFlooredAverageBMACoupon
effectiveCapletVolatility_ (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACouponmutableprotected
effectiveFloor() constCappedFlooredAverageBMACoupon
effectiveFloorletVolatility() constCappedFlooredAverageBMACoupon
effectiveFloorletVolatility_ (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACouponmutableprotected
fixingDate() const override (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACoupon
floor() constCappedFlooredAverageBMACoupon
floor_ (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACouponprotected
includeSpread() const (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACoupon
includeSpread_ (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACouponprotected
isCapped() const (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACoupon
isFloored() const (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACoupon
nakedOption() const (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACoupon
nakedOption_ (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACouponprotected
performCalculations() const override (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACoupon
rate() const override (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACoupon
underlying() const (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACoupon
underlying_ (defined in CappedFlooredAverageBMACoupon)CappedFlooredAverageBMACouponprotected