Logo
Reference manual - version qle_version
FloatingAnnuityCoupon Member List

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

accept(AcyclicVisitor &) override (defined in FloatingAnnuityCoupon)FloatingAnnuityCouponvirtual
accruedAmount(const Date &d) const override (defined in FloatingAnnuityCoupon)FloatingAnnuityCoupon
adjustedFixing() const (defined in FloatingAnnuityCoupon)FloatingAnnuityCouponvirtual
amount() const override (defined in FloatingAnnuityCoupon)FloatingAnnuityCoupon
convexityAdjustment() const (defined in FloatingAnnuityCoupon)FloatingAnnuityCouponvirtual
dayCounter() const override (defined in FloatingAnnuityCoupon)FloatingAnnuityCoupon
fixingDate() const (defined in FloatingAnnuityCoupon)FloatingAnnuityCoupon
fixingDays() const (defined in FloatingAnnuityCoupon)FloatingAnnuityCoupon
FloatingAnnuityCoupon(Real annuity, bool underflow, const boost::shared_ptr< Coupon > &previousCoupon, const Date &paymentDate, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< InterestRateIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false) (defined in FloatingAnnuityCoupon)FloatingAnnuityCoupon
gearing() const (defined in FloatingAnnuityCoupon)FloatingAnnuityCoupon
index() const (defined in FloatingAnnuityCoupon)FloatingAnnuityCoupon
indexFixing() const (defined in FloatingAnnuityCoupon)FloatingAnnuityCoupon
isInArrears() const (defined in FloatingAnnuityCoupon)FloatingAnnuityCoupon
nominal() const override (defined in FloatingAnnuityCoupon)FloatingAnnuityCoupon
performCalculations() const override (defined in FloatingAnnuityCoupon)FloatingAnnuityCoupon
previousNominal() const (defined in FloatingAnnuityCoupon)FloatingAnnuityCoupon
price(const Handle< YieldTermStructure > &discountingCurve) const (defined in FloatingAnnuityCoupon)FloatingAnnuityCoupon
rate() const override (defined in FloatingAnnuityCoupon)FloatingAnnuityCoupon
spread() const (defined in FloatingAnnuityCoupon)FloatingAnnuityCoupon