Reference manual - version qle_version
Inheritance diagram for StrippedCappedFlooredYoYInflationCoupon:Public Member Functions | |
| StrippedCappedFlooredYoYInflationCoupon (const ext::shared_ptr< CappedFlooredYoYInflationCoupon > &underlying) | |
| Rate | rate () const override |
| Coupon interface. | |
| Rate | cap () const |
| cap | |
| Rate | floor () const |
| floor | |
| Rate | effectiveCap () const |
| effective cap | |
| Rate | effectiveFloor () const |
| effective floor | |
| void | update () override |
| Observer interface. | |
| virtual void | accept (AcyclicVisitor &) override |
| Visitability. | |
| bool | isCap () const |
| bool | isFloor () const |
| bool | isCollar () const |
| void | setPricer (const ext::shared_ptr< YoYInflationCouponPricer > &pricer) |
| const ext::shared_ptr< CappedFlooredYoYInflationCoupon > | underlying () |
| Public Member Functions inherited from YoYInflationCoupon | |
| YoYInflationCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< YoYInflationIndex > &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) | |
| Rate | rate () const override |
Protected Attributes | |
| ext::shared_ptr< CappedFlooredYoYInflationCoupon > | underlying_ |
