QuantLib: Member List

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

ZeroCouponInflationSwap Member List

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected
adjustInfObsDates_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | protected
adjustObservationDates() const (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
alwaysForward_ (defined in LazyObject) | LazyObject | protected
alwaysForwardNotifications() | LazyObject |
baseDate_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | protected
calculate() const | Instrument | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
dayCounter() const (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
dayCounter_ (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap | protected
deepUpdate() | Swap | virtual
endDiscounts(Size j) const (defined in Swap) | Swap |
endDiscounts_ (defined in Swap) | Swap | protected
engine_ (defined in Instrument) | Instrument | protected
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | 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 | 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
iterator typedef (defined in Observer) | Observer |
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 | mutableprotected
legNPV(Size j) const (defined in Swap) | Swap |
legNPV_ (defined in Swap) | Swap | mutableprotected
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 | mutableprotected
npvDateDiscount() const (defined in Swap) | Swap |
npvDateDiscount_ (defined in Swap) | Swap | mutableprotected
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(Size j) const (defined in Swap) | Swap |
payer_ (defined in Swap) | Swap | protected
performCalculations() const | Instrument | protectedvirtual
recalculate() | LazyObject |
Receiver enum value (defined in ZeroCouponInflationSwap) | ZeroCouponInflationSwap |
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer |
result(const std::string &tag) const | Instrument |
set_type typedef (defined in Observer) | Observer |
setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *) const | ZeroCouponInflationSwap | virtual
setupExpired() const | Swap | protectedvirtual
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 | mutableprotected
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 ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | LazyObject | virtual
valuationDate() const | Instrument |
valuationDate_ (defined in Instrument) | Instrument | mutableprotected
ZeroCouponInflationSwap(Type type, Real nominal, const Date &startDate, const Date &maturity, const Calendar &fixCalendar, BusinessDayConvention fixConvention, const DayCounter &dayCounter, Rate fixedRate, const ext::shared_ptr< ZeroInflationIndex > &infIndex, const Period &observationLag, bool adjustInfObsDates=false, const 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