Reference manual - version qle_version
This is the complete list of members for EquityMarginCoupon, including all inherited members.
| accept(AcyclicVisitor &) override (defined in EquityMarginCoupon) | EquityMarginCoupon | virtual |
| accruedAmount(const Date &) const override (defined in EquityMarginCoupon) | EquityMarginCoupon | |
| amount() const override (defined in EquityMarginCoupon) | EquityMarginCoupon | |
| dayCounter() const override (defined in EquityMarginCoupon) | EquityMarginCoupon | |
| dayCounter_ (defined in EquityMarginCoupon) | EquityMarginCoupon | protected |
| dividendFactor() const | EquityMarginCoupon | |
| dividendFactor_ (defined in EquityMarginCoupon) | EquityMarginCoupon | protected |
| equityCurve() const | EquityMarginCoupon | |
| equityCurve_ (defined in EquityMarginCoupon) | EquityMarginCoupon | protected |
| EquityMarginCoupon(const Date &paymentDate, Real nominal, Rate rate, Real marginFactor, const Date &startDate, const Date &endDate, Natural fixingDays, const QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > &equityCurve, const DayCounter &dayCounter, bool isTotalReturn=false, Real dividendFactor=1.0, bool notionalReset=false, Real initialPrice=Null< Real >(), Real quantity=Null< Real >(), const Date &fixingStartDate=Date(), const Date &fixingEndDate=Date(), const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date(), Real multiplier=Null< Real >(), const QuantLib::ext::shared_ptr< FxIndex > &fxIndex=nullptr, const bool initialPriceIsInTargetCcy=false) (defined in EquityMarginCoupon) | EquityMarginCoupon | |
| fixedRate() const (defined in EquityMarginCoupon) | EquityMarginCoupon | |
| fixedRate_ (defined in EquityMarginCoupon) | EquityMarginCoupon | protected |
| fixingDate() const | EquityMarginCoupon | |
| fixingDates() const | EquityMarginCoupon | |
| fixingDays_ (defined in EquityMarginCoupon) | EquityMarginCoupon | protected |
| fixingEndDate() const | EquityMarginCoupon | |
| fixingEndDate_ (defined in EquityMarginCoupon) | EquityMarginCoupon | protected |
| fixingStartDate() const | EquityMarginCoupon | |
| fixingStartDate_ (defined in EquityMarginCoupon) | EquityMarginCoupon | protected |
| fxIndex() const | EquityMarginCoupon | |
| fxIndex_ (defined in EquityMarginCoupon) | EquityMarginCoupon | protected |
| fxRate() const | EquityMarginCoupon | |
| initialPrice() const | EquityMarginCoupon | |
| initialPrice_ (defined in EquityMarginCoupon) | EquityMarginCoupon | protected |
| initialPriceIsInTargetCcy() const | EquityMarginCoupon | |
| initialPriceIsInTargetCcy_ (defined in EquityMarginCoupon) | EquityMarginCoupon | protected |
| isTotalReturn() const | EquityMarginCoupon | |
| isTotalReturn_ (defined in EquityMarginCoupon) | EquityMarginCoupon | protected |
| marginFactor() const (defined in EquityMarginCoupon) | EquityMarginCoupon | |
| marginFactor_ (defined in EquityMarginCoupon) | EquityMarginCoupon | protected |
| multiplier() const (defined in EquityMarginCoupon) | EquityMarginCoupon | |
| multiplier_ (defined in EquityMarginCoupon) | EquityMarginCoupon | protected |
| nominal() const override (defined in EquityMarginCoupon) | EquityMarginCoupon | |
| notionalReset_ (defined in EquityMarginCoupon) | EquityMarginCoupon | protected |
| paymentLag_ (defined in EquityMarginCoupon) | EquityMarginCoupon | protected |
| pricer() const (defined in EquityMarginCoupon) | EquityMarginCoupon | |
| pricer_ (defined in EquityMarginCoupon) | EquityMarginCoupon | protected |
| quantity() const | EquityMarginCoupon | |
| quantity_ (defined in EquityMarginCoupon) | EquityMarginCoupon | protected |
| rate() const override (defined in EquityMarginCoupon) | EquityMarginCoupon | |
| setPricer(const QuantLib::ext::shared_ptr< EquityMarginCouponPricer > &) (defined in EquityMarginCoupon) | EquityMarginCoupon | |
| update() override (defined in EquityMarginCoupon) | EquityMarginCoupon |