QuantLib: Member List

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

YoYInflationCap Member List

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected
alwaysForward_ (defined in LazyObject) | LazyObject | mutableprotected
alwaysForwardNotifications() | LazyObject |
atmRate(const YieldTermStructure &discountCurve) const (defined in YoYInflationCapFloor) | YoYInflationCapFloor | virtual
calculate() const | Instrument | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
Cap enum value (defined in YoYInflationCapFloor) | YoYInflationCapFloor |
capRates() const (defined in YoYInflationCapFloor) | YoYInflationCapFloor |
Collar enum value (defined in YoYInflationCapFloor) | YoYInflationCapFloor |
deepUpdate() | Observer | virtual
engine_ (defined in Instrument) | Instrument | protected
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | mutableprotected
fetchResults(const PricingEngine::results *) const | Instrument | virtual
Floor enum value (defined in YoYInflationCapFloor) | YoYInflationCapFloor |
floorRates() const (defined in YoYInflationCapFloor) | YoYInflationCapFloor |
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected
impliedVolatility(Real price, const Handle< YoYInflationTermStructure > &yoyCurve, Volatility guess, Real accuracy=1.0e-4, Natural maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const | YoYInflationCapFloor | virtual
Instrument() (defined in Instrument) | Instrument |
isExpired() const | YoYInflationCapFloor | virtual
iterator typedef (defined in Observer) | Observer |
lastYoYInflationCoupon() const (defined in YoYInflationCapFloor) | YoYInflationCapFloor |
LazyObject() (defined in LazyObject) | LazyObject |
maturityDate() const (defined in YoYInflationCapFloor) | YoYInflationCapFloor |
notifyObservers() | Observable |
NPV() const | Instrument |
NPV_ (defined in Instrument) | Instrument | mutableprotected
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
optionlet(const Size n) const | YoYInflationCapFloor |
performCalculations() const | Instrument | protectedvirtual
recalculate() | LazyObject |
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 *) const | YoYInflationCapFloor | virtual
setupExpired() const | Instrument | protectedvirtual
startDate() const (defined in YoYInflationCapFloor) | YoYInflationCapFloor |
Type enum name (defined in YoYInflationCapFloor) | YoYInflationCapFloor |
type() const (defined in YoYInflationCapFloor) | YoYInflationCapFloor |
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
YoYInflationCap(const Leg &yoyLeg, const std::vector< Rate > &exerciseRates) (defined in YoYInflationCap) | YoYInflationCap |
YoYInflationCapFloor(Type type, const Leg &yoyLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates) (defined in YoYInflationCapFloor) | YoYInflationCapFloor |
YoYInflationCapFloor(Type type, const Leg &yoyLeg, const std::vector< Rate > &strikes) (defined in YoYInflationCapFloor) | YoYInflationCapFloor |
yoyLeg() const (defined in YoYInflationCapFloor) | YoYInflationCapFloor |
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual