QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.6

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CappedFlooredCoupon Member List

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

accept(AcyclicVisitor &) (defined in CappedFlooredCoupon) | CappedFlooredCoupon | 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
cap() const | CappedFlooredCoupon |
cap_ (defined in CappedFlooredCoupon) | CappedFlooredCoupon | protected
CappedFlooredCoupon(const boost::shared_ptr< FloatingRateCoupon > &underlying, Rate cap=Null< Rate >(), Rate floor=Null< Rate >()) (defined in CappedFlooredCoupon) | CappedFlooredCoupon |
convexityAdjustment() const | CappedFlooredCoupon | 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
effectiveCap() const | CappedFlooredCoupon |
effectiveFloor() const | CappedFlooredCoupon |
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 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 |
floor() const | CappedFlooredCoupon |
floor_ (defined in CappedFlooredCoupon) | CappedFlooredCoupon | protected
gearing() const | FloatingRateCoupon |
gearing_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected
hasOccurred(const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const | CashFlow | virtual
index() const | FloatingRateCoupon |
index_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected
indexFixing() const | FloatingRateCoupon | virtual
isCapped() const (defined in CappedFlooredCoupon) | CappedFlooredCoupon |
isCapped_ (defined in CappedFlooredCoupon) | CappedFlooredCoupon | protected
isFloored() const (defined in CappedFlooredCoupon) | CappedFlooredCoupon |
isFloored_ (defined in CappedFlooredCoupon) | CappedFlooredCoupon | protected
isInArrears() const | FloatingRateCoupon |
isInArrears_ (defined in FloatingRateCoupon) | FloatingRateCoupon | 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
rate() const | CappedFlooredCoupon | 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 |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
setPricer(const boost::shared_ptr< FloatingRateCouponPricer > &pricer) (defined in CappedFlooredCoupon) | CappedFlooredCoupon |
spread() const | FloatingRateCoupon |
spread_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected
tradingExCoupon(const Date &refDate=Date()) const | CashFlow |
underlying() (defined in CappedFlooredCoupon) | CappedFlooredCoupon |
underlying_ (defined in CappedFlooredCoupon) | CappedFlooredCoupon | protected
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | CappedFlooredCoupon | 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