Member List

### A free/open-source library for quantitative finance

ZeroCouponInflationSwap Member List
This is the complete list of members for ZeroCouponInflationSwap, including all inherited members.

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | `[mutable, protected]`
adjustInfObsDates_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | `[protected]`
adjustObservationDates() const (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
baseDate_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | `[protected]`
calculate() const | Instrument | `[protected, virtual]`
calculated_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
dayCounter() const (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
dayCounter_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | `[protected]`
endDiscounts(Size j) const (defined in Swap) | Swap |
endDiscounts_ (defined in Swap) | Swap | `[mutable, protected]`
engine_ (defined in Instrument) | Instrument | `[protected]`
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | `[mutable, protected]`
fairRate() const (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
fetchResults(const PricingEngine::results *r) const | ZeroCouponInflationSwap | `[virtual]`
fixCalendar_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | `[protected]`
fixConvention_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | `[protected]`
fixedCalendar() const (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
fixedConvention() const (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
fixedLeg() const | ZeroCouponInflationSwap |
fixedLegNPV() const (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
fixedRate() const | ZeroCouponInflationSwap |
fixedRate_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | `[protected]`
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
infCalendar_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | `[protected]`
infConvention_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | `[protected]`
infIndex_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | `[protected]`
inflationCalendar() const (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
inflationConvention() const (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
inflationIndex() const (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
inflationLeg() const | ZeroCouponInflationSwap |
inflationLegNPV() const (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
Instrument() (defined in Instrument) | Instrument |
isExpired() const | Swap | `[virtual]`
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 | `[mutable, protected]`
legNPV(Size j) const (defined in Swap) | Swap |
legNPV_ (defined in Swap) | Swap | `[mutable, protected]`
legs_ (defined in Swap) | Swap | `[protected]`
maturityDate() const (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
maturityDate_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | `[protected]`
nominal() const (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
nominal_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | `[protected]`
notifyObservers() | Observable |
NPV() const | Instrument |
NPV_ (defined in Instrument) | Instrument | `[mutable, protected]`
npvDateDiscount() const (defined in Swap) | Swap |
npvDateDiscount_ (defined in Swap) | Swap | `[mutable, protected]`
obsDate_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | `[protected]`
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
observationLag() const (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
observationLag_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | `[protected]`
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 ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
payer_ (defined in Swap) | Swap | `[protected]`
performCalculations() const | Instrument | `[protected, virtual]`
recalculate() | LazyObject |
Receiver enum value (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
result(const std::string &tag) const | Instrument |
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *) const | ZeroCouponInflationSwap | `[virtual]`
setupExpired() const | Swap | `[protected, virtual]`
startDate() const (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
startDate_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | `[protected]`
startDiscounts(Size j) const (defined in Swap) | Swap |
startDiscounts_ (defined in Swap) | Swap | `[mutable, protected]`
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 ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
type() const | ZeroCouponInflationSwap |
type_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | `[protected]`
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | LazyObject | `[virtual]`
valuationDate() const | Instrument |
valuationDate_ (defined in Instrument) | Instrument | `[mutable, protected]`
ZeroCouponInflationSwap(Type type, Real nominal, const Date &startDate, const Date &maturity, const Calendar &fixCalendar, BusinessDayConvention fixConvention, const DayCounter &dayCounter, Rate fixedRate, const boost::shared_ptr< ZeroInflationIndex > &infIndex, const Period &observationLag, bool adjustInfObsDates=false, Calendar infCalendar=Calendar(), BusinessDayConvention infConvention=BusinessDayConvention()) (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
~LazyObject() (defined in LazyObject) | LazyObject | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`