Member List

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

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | `[mutable, protected]`
baseCPI_ (defined in CPICapFloor) | CPICapFloor | `[protected]`
calculate() const | Instrument | `[protected, virtual]`
calculated_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
CPICapFloor(Option::Type type, Real nominal, const Date &startDate, Real baseCPI, const Date &maturity, const Calendar &fixCalendar, BusinessDayConvention fixConvention, const Calendar &payCalendar, BusinessDayConvention payConvention, Rate strike, const Handle< ZeroInflationIndex > &infIndex, const Period &observationLag, CPI::InterpolationType observationInterpolation=CPI::AsIndex) (defined in CPICapFloor) | CPICapFloor |
engine_ (defined in Instrument) | Instrument | `[protected]`
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | `[mutable, protected]`
fetchResults(const PricingEngine::results *r) const | CPICapFloor | `[virtual]`
fixCalendar_ (defined in CPICapFloor) | CPICapFloor | `[protected]`
fixConvention_ (defined in CPICapFloor) | CPICapFloor | `[protected]`
fixDate_ (defined in CPICapFloor) | CPICapFloor | `[protected]`
fixingDate() const (defined in CPICapFloor) | CPICapFloor |
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
infIndex_ (defined in CPICapFloor) | CPICapFloor | `[protected]`
inflationIndex() const (defined in CPICapFloor) | CPICapFloor |
Instrument() (defined in Instrument) | Instrument |
isExpired() const | CPICapFloor | `[virtual]`
LazyObject() (defined in LazyObject) | LazyObject |
maturity_ (defined in CPICapFloor) | CPICapFloor | `[protected]`
nominal() const (defined in CPICapFloor) | CPICapFloor |
nominal_ (defined in CPICapFloor) | CPICapFloor | `[protected]`
notifyObservers() | Observable |
NPV() const | Instrument |
NPV_ (defined in Instrument) | Instrument | `[mutable, protected]`
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
observationInterpolation_ (defined in CPICapFloor) | CPICapFloor | `[protected]`
observationLag() const (defined in CPICapFloor) | CPICapFloor |
observationLag_ (defined in CPICapFloor) | CPICapFloor | `[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 |
payCalendar_ (defined in CPICapFloor) | CPICapFloor | `[protected]`
payConvention_ (defined in CPICapFloor) | CPICapFloor | `[protected]`
payDate() const (defined in CPICapFloor) | CPICapFloor |
payDate_ (defined in CPICapFloor) | CPICapFloor | `[protected]`
performCalculations() const | Instrument | `[protected, virtual]`
recalculate() | LazyObject |
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 | CPICapFloor | `[virtual]`
setupExpired() const | Instrument | `[protected, virtual]`
startDate_ (defined in CPICapFloor) | CPICapFloor | `[protected]`
strike() const | CPICapFloor |
strike_ (defined in CPICapFloor) | CPICapFloor | `[protected]`
type() const (defined in CPICapFloor) | CPICapFloor |
type_ (defined in CPICapFloor) | CPICapFloor | `[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]`
~LazyObject() (defined in LazyObject) | LazyObject | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`