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Reference manual - version qle_version
NonStandardCappedFlooredYoYInflationCoupon Member List

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

accept(AcyclicVisitor &v) override (defined in NonStandardCappedFlooredYoYInflationCoupon)NonStandardCappedFlooredYoYInflationCouponvirtual
addInflationNotional() const (defined in NonStandardYoYInflationCoupon)NonStandardYoYInflationCoupon
addInflationNotional_ (defined in NonStandardYoYInflationCoupon)NonStandardYoYInflationCouponprotected
adjustedFixing() const (defined in NonStandardYoYInflationCoupon)NonStandardYoYInflationCoupon
cap() constNonStandardCappedFlooredYoYInflationCoupon
cap_ (defined in NonStandardCappedFlooredYoYInflationCoupon)NonStandardCappedFlooredYoYInflationCouponprotected
checkPricerImpl(const ext::shared_ptr< InflationCouponPricer > &) const override (defined in NonStandardYoYInflationCoupon)NonStandardYoYInflationCouponprotected
cpiIndex() const (defined in NonStandardYoYInflationCoupon)NonStandardYoYInflationCouponvirtual
effectiveCap() constNonStandardCappedFlooredYoYInflationCoupon
effectiveFloor() constNonStandardCappedFlooredYoYInflationCoupon
fixingDate() const override (defined in NonStandardYoYInflationCoupon)NonStandardYoYInflationCouponvirtual
fixingDateDenumerator() const (defined in NonStandardYoYInflationCoupon)NonStandardYoYInflationCouponvirtual
fixingDateDenumerator_ (defined in NonStandardYoYInflationCoupon)NonStandardYoYInflationCouponprotected
fixingDateNumerator() const (defined in NonStandardYoYInflationCoupon)NonStandardYoYInflationCouponvirtual
fixingDateNumerator_ (defined in NonStandardYoYInflationCoupon)NonStandardYoYInflationCouponprotected
floor() constNonStandardCappedFlooredYoYInflationCoupon
floor_ (defined in NonStandardCappedFlooredYoYInflationCoupon)NonStandardCappedFlooredYoYInflationCouponprotected
gearing() constNonStandardYoYInflationCoupon
gearing_ (defined in NonStandardYoYInflationCoupon)NonStandardYoYInflationCouponprotected
indexFixing() const override (defined in NonStandardYoYInflationCoupon)NonStandardYoYInflationCouponvirtual
interpolationType() const (defined in NonStandardYoYInflationCoupon)NonStandardYoYInflationCoupon
interpolationType_ (defined in NonStandardYoYInflationCoupon)NonStandardYoYInflationCouponprotected
isCapped() const (defined in NonStandardCappedFlooredYoYInflationCoupon)NonStandardCappedFlooredYoYInflationCoupon
isCapped_ (defined in NonStandardCappedFlooredYoYInflationCoupon)NonStandardCappedFlooredYoYInflationCouponprotected
isFloored() const (defined in NonStandardCappedFlooredYoYInflationCoupon)NonStandardCappedFlooredYoYInflationCoupon
isFloored_ (defined in NonStandardCappedFlooredYoYInflationCoupon)NonStandardCappedFlooredYoYInflationCouponprotected
isInterpolated() const (defined in NonStandardYoYInflationCoupon)NonStandardYoYInflationCoupon
NonStandardCappedFlooredYoYInflationCoupon(const ext::shared_ptr< NonStandardYoYInflationCoupon > &underlying, Rate cap=Null< Rate >(), Rate floor=Null< Rate >()) (defined in NonStandardCappedFlooredYoYInflationCoupon)NonStandardCappedFlooredYoYInflationCoupon
NonStandardCappedFlooredYoYInflationCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, const DayCounter &dayCounter, Real gearing=1.0, Spread spread=0.0, const Rate cap=Null< Rate >(), const Rate floor=Null< Rate >(), const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), bool addInflationNotional=false, QuantLib::CPI::InterpolationType interpolation=QuantLib::CPI::InterpolationType::Flat) (defined in NonStandardCappedFlooredYoYInflationCoupon)NonStandardCappedFlooredYoYInflationCoupon
NonStandardYoYInflationCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, const DayCounter &dayCounter, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), bool addInflationNotional=false, QuantLib::CPI::InterpolationType interpolation=QuantLib::CPI::InterpolationType::Flat) (defined in NonStandardYoYInflationCoupon)NonStandardYoYInflationCoupon
rate() const overrideNonStandardCappedFlooredYoYInflationCouponvirtual
setCommon(Rate cap, Rate floor) (defined in NonStandardCappedFlooredYoYInflationCoupon)NonStandardCappedFlooredYoYInflationCouponprotectedvirtual
setPricer(const ext::shared_ptr< NonStandardYoYInflationCouponPricer > &) (defined in NonStandardCappedFlooredYoYInflationCoupon)NonStandardCappedFlooredYoYInflationCoupon
spread() constNonStandardYoYInflationCoupon
spread_ (defined in NonStandardYoYInflationCoupon)NonStandardYoYInflationCouponprotected
underlying_ (defined in NonStandardCappedFlooredYoYInflationCoupon)NonStandardCappedFlooredYoYInflationCouponprotected
update() override (defined in NonStandardCappedFlooredYoYInflationCoupon)NonStandardCappedFlooredYoYInflationCoupon