QuantLib: Member List

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

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CPISwap Member List

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected
baseCPI() const (defined in CPISwap) | CPISwap | virtual
calculate() const | Instrument | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
cpiLeg() const (defined in CPISwap) | CPISwap | virtual
CPISwap(Type type, Real nominal, bool subtractInflationNominal, Spread spread, const DayCounter &floatDayCount, const Schedule &floatSchedule, const BusinessDayConvention &floatRoll, Natural fixingDays, const boost::shared_ptr< IborIndex > &floatIndex, Rate fixedRate, Real baseCPI, const DayCounter &fixedDayCount, const Schedule &fixedSchedule, const BusinessDayConvention &fixedRoll, const Period &observationLag, const boost::shared_ptr< ZeroInflationIndex > &fixedIndex, CPI::InterpolationType observationInterpolation=CPI::AsIndex, Real inflationNominal=Null< Real >()) (defined in CPISwap) | CPISwap |
endDiscounts(Size j) const (defined in Swap) | Swap |
endDiscounts_ (defined in Swap) | Swap | mutableprotected
engine_ (defined in Instrument) | Instrument | protected
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | mutableprotected
fairRate() const (defined in CPISwap) | CPISwap | virtual
fairSpread() const (defined in CPISwap) | CPISwap | virtual
fetchResults(const PricingEngine::results *) const | CPISwap | virtual
fixedDayCount() const (defined in CPISwap) | CPISwap | virtual
fixedIndex() const (defined in CPISwap) | CPISwap | virtual
fixedLegNPV() const (defined in CPISwap) | CPISwap | virtual
fixedPaymentRoll() const (defined in CPISwap) | CPISwap | virtual
fixedRate() const (defined in CPISwap) | CPISwap | virtual
fixedSchedule() const (defined in CPISwap) | CPISwap | virtual
fixingDays() const (defined in CPISwap) | CPISwap | virtual
floatDayCount() const (defined in CPISwap) | CPISwap | virtual
floatIndex() const (defined in CPISwap) | CPISwap | virtual
floatLeg() const (defined in CPISwap) | CPISwap | virtual
floatLegNPV() const (defined in CPISwap) | CPISwap | virtual
floatPaymentRoll() const (defined in CPISwap) | CPISwap | virtual
floatSchedule() const (defined in CPISwap) | CPISwap | virtual
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected
inflationNominal() const (defined in CPISwap) | CPISwap | virtual
Instrument() (defined in Instrument) | Instrument |
isExpired() const | Swap | virtual
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 Swap) | Swap |
nominal() const (defined in CPISwap) | CPISwap | virtual
notifyObservers() | Observable |
NPV() const | Instrument |
NPV_ (defined in Instrument) | Instrument | mutableprotected
npvDateDiscount() const (defined in Swap) | Swap |
npvDateDiscount_ (defined in Swap) | Swap | mutableprotected
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
observationInterpolation() const (defined in CPISwap) | CPISwap | virtual
observationLag() const (defined in CPISwap) | CPISwap | virtual
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 CPISwap) | CPISwap |
payer_ (defined in Swap) | Swap | protected
performCalculations() const | Instrument | protectedvirtual
recalculate() | LazyObject |
Receiver enum value (defined in CPISwap) | CPISwap |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
result(const std::string &tag) const | Instrument |
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *args) const | CPISwap | virtual
spread() const (defined in CPISwap) | CPISwap | virtual
startDate() const (defined in Swap) | Swap |
startDiscounts(Size j) const (defined in Swap) | Swap |
startDiscounts_ (defined in Swap) | Swap | mutableprotected
subtractInflationNominal() const (defined in CPISwap) | CPISwap | virtual
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() const (defined in CPISwap) | CPISwap | virtual
Type enum name (defined in CPISwap) | CPISwap |
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | LazyObject | virtual
valuationDate() const | Instrument |
valuationDate_ (defined in Instrument) | Instrument | mutableprotected
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual