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Reference manual - version qle_version
CappedFlooredAverageONIndexedCoupon Member List

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

accept(AcyclicVisitor &) override (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCouponvirtual
alwaysForwardNotifications() override (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCoupon
cap() constCappedFlooredAverageONIndexedCoupon
cap_ (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCouponprotected
CappedFlooredAverageONIndexedCoupon(const ext::shared_ptr< AverageONIndexedCoupon > &underlying, Real cap=Null< Real >(), Real floor=Null< Real >(), bool nakedOption=false, bool localCapFloor=false, bool includeSpread=false)CappedFlooredAverageONIndexedCoupon
convexityAdjustment() const override (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCoupon
deepUpdate() override (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCoupon
effectiveCap() constCappedFlooredAverageONIndexedCoupon
effectiveCapletVolatility() constCappedFlooredAverageONIndexedCoupon
effectiveCapletVolatility_ (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCouponmutableprotected
effectiveFloor() constCappedFlooredAverageONIndexedCoupon
effectiveFloorletVolatility() constCappedFlooredAverageONIndexedCoupon
effectiveFloorletVolatility_ (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCouponmutableprotected
fixingDate() const override (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCoupon
floor() constCappedFlooredAverageONIndexedCoupon
floor_ (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCouponprotected
includeSpread() const (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCoupon
includeSpread_ (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCouponprotected
isCapped() const (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCoupon
isFloored() const (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCoupon
localCapFloor() const (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCoupon
localCapFloor_ (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCouponprotected
nakedOption() const (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCoupon
nakedOption_ (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCouponprotected
performCalculations() const override (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCoupon
rate() const override (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCoupon
underlying() const (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCoupon
underlying_ (defined in CappedFlooredAverageONIndexedCoupon)CappedFlooredAverageONIndexedCouponprotected