QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.20

CPILeg Member List

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

CPILeg(const Schedule &schedule, const ext::shared_ptr< ZeroInflationIndex > &index, Real baseCPI, const Period &observationLag) (defined in CPILeg) | CPILeg |
operator Leg() const (defined in CPILeg) | CPILeg |
withCaps(Rate cap) (defined in CPILeg) | CPILeg |
withCaps(const std::vector< Rate > &caps) (defined in CPILeg) | CPILeg |
withExCouponPeriod(const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth=false) (defined in CPILeg) | CPILeg |
withFixedRates(Real fixedRate) (defined in CPILeg) | CPILeg |
withFixedRates(const std::vector< Real > &fixedRates) (defined in CPILeg) | CPILeg |
withFixingDays(Natural fixingDays) (defined in CPILeg) | CPILeg |
withFixingDays(const std::vector< Natural > &fixingDays) (defined in CPILeg) | CPILeg |
withFloors(Rate floor) (defined in CPILeg) | CPILeg |
withFloors(const std::vector< Rate > &floors) (defined in CPILeg) | CPILeg |
withNotionals(Real notional) (defined in CPILeg) | CPILeg |
withNotionals(const std::vector< Real > &notionals) (defined in CPILeg) | CPILeg |
withObservationInterpolation(CPI::InterpolationType) (defined in CPILeg) | CPILeg |
withPaymentAdjustment(BusinessDayConvention) (defined in CPILeg) | CPILeg |
withPaymentCalendar(const Calendar &) (defined in CPILeg) | CPILeg |
withPaymentDayCounter(const DayCounter &) (defined in CPILeg) | CPILeg |
withSpreads(Spread spread) (defined in CPILeg) | CPILeg |
withSpreads(const std::vector< Spread > &spreads) (defined in CPILeg) | CPILeg |
withSubtractInflationNominal(bool) (defined in CPILeg) | CPILeg |