QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.12

YearOnYearInflationSwap Member List

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected
alwaysForward_ (defined in LazyObject) | LazyObject | mutableprotected
alwaysForwardNotifications() | LazyObject |
calculate() const | Instrument | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
deepUpdate() | Observer | virtual
endDiscounts(Size j) const (defined in Swap) | Swap |
endDiscounts_ (defined in Swap) | Swap | mutableprotected
engine_ (defined in Instrument) | Instrument | protected
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | mutableprotected
fairRate() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
fairSpread() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
fetchResults(const PricingEngine::results *) const | YearOnYearInflationSwap | virtual
fixedDayCount() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
fixedLeg() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
fixedLegNPV() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
fixedRate() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
fixedSchedule() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected
Instrument() (defined in Instrument) | Instrument |
isExpired() const | Swap | virtual
iterator typedef (defined in Observer) | Observer |
LazyObject() (defined in LazyObject) | LazyObject |
leg(Size j) const (defined in Swap) | Swap |
legBPS(Size j) const (defined in Swap) | Swap |
legBPS_ (defined in Swap) | Swap | mutableprotected
legNPV(Size j) const (defined in Swap) | Swap |
legNPV_ (defined in Swap) | Swap | mutableprotected
legs_ (defined in Swap) | Swap | protected
maturityDate() const (defined in Swap) | Swap |
nominal() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
notifyObservers() | Observable |
NPV() const | Instrument |
NPV_ (defined in Instrument) | Instrument | mutableprotected
npvDateDiscount() const (defined in Swap) | Swap |
npvDateDiscount_ (defined in Swap) | Swap | mutableprotected
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
observationLag() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
Payer enum value (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap |
payer_ (defined in Swap) | Swap | protected
paymentCalendar() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
paymentConvention() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
performCalculations() const | Instrument | protectedvirtual
recalculate() | LazyObject |
Receiver enum value (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
result(const std::string &tag) const | Instrument |
set_type typedef (defined in Observer) | Observer |
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *args) const | YearOnYearInflationSwap | virtual
spread() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
startDate() const (defined in Swap) | Swap |
startDiscounts(Size j) const (defined in Swap) | Swap |
startDiscounts_ (defined in Swap) | Swap | mutableprotected
Swap(const Leg &firstLeg, const Leg &secondLeg) | Swap |
Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer) | Swap |
Swap(Size legs) | Swap | protected
Type enum name (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap |
type() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | LazyObject | virtual
valuationDate() const | Instrument |
valuationDate_ (defined in Instrument) | Instrument | mutableprotected
YearOnYearInflationSwap(Type type, Real nominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCount, const Schedule &yoySchedule, const boost::shared_ptr< YoYInflationIndex > &yoyIndex, const Period &observationLag, Spread spread, const DayCounter &yoyDayCount, const Calendar &paymentCalendar, BusinessDayConvention paymentConvention=ModifiedFollowing) (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap |
yoyDayCount() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
yoyInflationIndex() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
yoyLeg() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
yoyLegNPV() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
yoySchedule() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~YearOnYearInflationSwap() (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | virtual