Member List

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

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

accept(AcyclicVisitor &) (defined in DigitalCoupon) | DigitalCoupon | `[virtual]`
accrualDays() const | Coupon |
accrualEndDate() const | Coupon |
accrualEndDate_ (defined in Coupon) | Coupon | `[protected]`
accrualPeriod() const | Coupon |
accrualStartDate() const | Coupon |
accrualStartDate_ (defined in Coupon) | Coupon | `[protected]`
accruedAmount(const Date &) const | FloatingRateCoupon | `[virtual]`
accruedDays(const Date &) const | Coupon |
accruedPeriod(const Date &) const | Coupon |
adjustedFixing() const | FloatingRateCoupon | `[virtual]`
amount() const | FloatingRateCoupon | `[virtual]`
callCsi_ | DigitalCoupon | `[protected]`
callDigitalPayoff() const (defined in DigitalCoupon) | DigitalCoupon |
callDigitalPayoff_ | DigitalCoupon | `[protected]`
callLeftEps_ | DigitalCoupon | `[protected]`
callOptionRate() const | DigitalCoupon |
callRightEps_ (defined in DigitalCoupon) | DigitalCoupon | `[protected]`
callStrike() const (defined in DigitalCoupon) | DigitalCoupon |
callStrike_ | DigitalCoupon | `[protected]`
convexityAdjustment() const | DigitalCoupon | `[virtual]`
convexityAdjustmentImpl(Rate fixing) const | FloatingRateCoupon | `[protected]`
Coupon(const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) | Coupon |
date() const | Coupon | `[virtual]`
dayCounter() const | FloatingRateCoupon | `[virtual]`
dayCounter_ (defined in FloatingRateCoupon) | FloatingRateCoupon | `[protected]`
DigitalCoupon(const boost::shared_ptr< FloatingRateCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallITMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutITMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >()) | DigitalCoupon |
fixingDate() const | FloatingRateCoupon | `[virtual]`
fixingDays() const | FloatingRateCoupon |
fixingDays_ (defined in FloatingRateCoupon) | FloatingRateCoupon | `[protected]`
FloatingRateCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< InterestRateIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false) (defined in FloatingRateCoupon) | FloatingRateCoupon |
gearing() const | FloatingRateCoupon |
gearing_ (defined in FloatingRateCoupon) | FloatingRateCoupon | `[protected]`
hasCall() const (defined in DigitalCoupon) | DigitalCoupon |
hasCallStrike_ (defined in DigitalCoupon) | DigitalCoupon | `[protected]`
hasCollar() const (defined in DigitalCoupon) | DigitalCoupon |
hasOccurred(const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const | CashFlow | `[virtual]`
hasPut() const (defined in DigitalCoupon) | DigitalCoupon |
hasPutStrike_ (defined in DigitalCoupon) | DigitalCoupon | `[protected]`
index() const | FloatingRateCoupon |
index_ (defined in FloatingRateCoupon) | FloatingRateCoupon | `[protected]`
indexFixing() const | FloatingRateCoupon | `[virtual]`
isCallATMIncluded_ | DigitalCoupon | `[protected]`
isCallCashOrNothing_ | DigitalCoupon | `[protected]`
isInArrears() const | FloatingRateCoupon |
isInArrears_ (defined in FloatingRateCoupon) | FloatingRateCoupon | `[protected]`
isLongCall() const (defined in DigitalCoupon) | DigitalCoupon |
isLongPut() const (defined in DigitalCoupon) | DigitalCoupon |
isPutATMIncluded_ | DigitalCoupon | `[protected]`
isPutCashOrNothing_ | DigitalCoupon | `[protected]`
nominal() const (defined in Coupon) | Coupon |
nominal_ (defined in Coupon) | Coupon | `[protected]`
notifyObservers() | Observable |
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 |
paymentDate_ (defined in Coupon) | Coupon | `[protected]`
price(const Handle< YieldTermStructure > &discountingCurve) const (defined in FloatingRateCoupon) | FloatingRateCoupon |
pricer() const (defined in FloatingRateCoupon) | FloatingRateCoupon |
pricer_ (defined in FloatingRateCoupon) | FloatingRateCoupon | `[protected]`
putCsi_ | DigitalCoupon | `[protected]`
putDigitalPayoff() const (defined in DigitalCoupon) | DigitalCoupon |
putDigitalPayoff_ | DigitalCoupon | `[protected]`
putLeftEps_ | DigitalCoupon | `[protected]`
putOptionRate() const | DigitalCoupon |
putRightEps_ (defined in DigitalCoupon) | DigitalCoupon | `[protected]`
putStrike() const (defined in DigitalCoupon) | DigitalCoupon |
putStrike_ | DigitalCoupon | `[protected]`
rate() const | DigitalCoupon | `[virtual]`
referencePeriodEnd() const | Coupon |
referencePeriodStart() const | Coupon |
refPeriodEnd_ (defined in Coupon) | Coupon | `[protected]`
refPeriodStart_ (defined in Coupon) | Coupon | `[protected]`
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
replicationType_ | DigitalCoupon | `[protected]`
setPricer(const boost::shared_ptr< FloatingRateCouponPricer > &pricer) (defined in DigitalCoupon) | DigitalCoupon |
spread() const | FloatingRateCoupon |
spread_ (defined in FloatingRateCoupon) | FloatingRateCoupon | `[protected]`
underlying() const (defined in DigitalCoupon) | DigitalCoupon |
underlying_ (defined in DigitalCoupon) | DigitalCoupon | `[protected]`
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | DigitalCoupon | `[virtual]`
~CashFlow() (defined in CashFlow) | CashFlow | `[virtual]`
~Event() (defined in Event) | Event | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`