QuantLib: Member List

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

DigitalIborCoupon Member List

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

accept(AcyclicVisitor &) (defined in DigitalIborCoupon) | DigitalIborCoupon | virtual
accrualDays() const | Coupon |
accrualEndDate() const | Coupon |
accrualEndDate_ (defined in Coupon) | Coupon | protected
accrualPeriod() const | Coupon |
accrualPeriod_ (defined in Coupon) | Coupon | mutableprotected
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(), const Date &exCouponDate=Date()) | Coupon |
date() const | Coupon | virtual
dayCounter() const | FloatingRateCoupon | virtual
dayCounter_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected
deepUpdate() | Observer | virtual
DigitalCoupon(const ext::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 ext::shared_ptr< DigitalReplication > &replication=ext::shared_ptr< DigitalReplication >(), bool nakedOption=false) | DigitalCoupon |
DigitalIborCoupon(const ext::shared_ptr< IborCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallATMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutATMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const ext::shared_ptr< DigitalReplication > &replication=ext::shared_ptr< DigitalReplication >(new DigitalReplication), bool nakedOption=false) (defined in DigitalIborCoupon) | DigitalIborCoupon |
exCouponDate() const | Coupon | virtual
exCouponDate_ (defined in Coupon) | Coupon | protected
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 ext::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, const Date &exCouponDate=Date()) (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
iterator typedef (defined in Observer) | Observer |
nakedOption_ | DigitalCoupon | protected
nominal() const (defined in Coupon) | Coupon | virtual
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 ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer |
replicationType_ | DigitalCoupon | protected
set_type typedef (defined in Observer) | Observer |
setPricer(const ext::shared_ptr< FloatingRateCouponPricer > &pricer) (defined in DigitalCoupon) | DigitalCoupon | virtual
spread() const | FloatingRateCoupon |
spread_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected
tradingExCoupon(const Date &refDate=Date()) const | CashFlow |
underlying() const (defined in DigitalCoupon) | DigitalCoupon |
underlying_ (defined in DigitalCoupon) | DigitalCoupon | protected
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (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