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Reference manual - version qle_version
NonStandardYoYInflationCouponPricer Member List

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

adjustedFixing(Rate fixing=Null< Rate >()) const (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricerprotectedvirtual
capletPrice(Rate effectiveCap) const override (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricervirtual
capletRate(Rate effectiveCap) const override (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricervirtual
capletVol_NonStandardYoYInflationCouponPricerprotected
capletVolatility() const (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricervirtual
coupon_ (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricerprotected
discount_ (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricerprotected
floorletPrice(Rate effectiveFloor) const override (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricervirtual
floorletRate(Rate effectiveFloor) const override (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricervirtual
gearing_ (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricerprotected
initialize(const InflationCoupon &) override (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricervirtual
nominalTermStructure() const (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricervirtual
nominalTermStructure_ (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricerprotected
NonStandardYoYInflationCouponPricer(const Handle< YieldTermStructure > &nominalTermStructure) (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricer
NonStandardYoYInflationCouponPricer(const Handle< YoYOptionletVolatilitySurface > &capletVol, const Handle< YieldTermStructure > &nominalTermStructure) (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricer
optionletPrice(Option::Type optionType, Real effStrike) const (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricerprotectedvirtual
optionletPriceImp(Option::Type, Real strike, Real forward, Real stdDev) constNonStandardYoYInflationCouponPricerprotectedvirtual
optionletRate(Option::Type optionType, Real effStrike) const (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricerprotectedvirtual
setCapletVolatility(const Handle< YoYOptionletVolatilitySurface > &capletVol) (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricervirtual
spread_ (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricerprotected
swapletPrice() const override (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricervirtual
swapletRate() const override (defined in NonStandardYoYInflationCouponPricer)NonStandardYoYInflationCouponPricervirtual