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

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YoYCapFloorTermPriceSurface Member List

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

allowsExtrapolation() const | Extrapolator |
atmYoYRate(const Date &d, const Period &obsLag=Period(-1, Days), bool extrapolate=true) const =0 (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | pure virtual
atmYoYRate(const Period &d, const Period &obsLag=Period(-1, Days), bool extrapolate=true) const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | virtual
atmYoYSwapDateRates() const =0 (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | pure virtual
atmYoYSwapDateRates_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | mutableprotected
atmYoYSwapRate(const Date &d, bool extrapolate=true) const =0 (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | pure virtual
atmYoYSwapRate(const Period &d, bool extrapolate=true) const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | virtual
atmYoYSwapTimeRates() const =0 | YoYCapFloorTermPriceSurface | pure virtual
atmYoYSwapTimeRates_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | mutableprotected
baseDate() const =0 | InflationTermStructure | pure virtual
baseRate() const (defined in InflationTermStructure) | InflationTermStructure | virtual
baseRate_ (defined in InflationTermStructure) | InflationTermStructure | mutableprotected
bdc_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | protected
businessDayConvention() const | YoYCapFloorTermPriceSurface | virtual
calendar() const | TermStructure | virtual
calendar_ (defined in TermStructure) | TermStructure | protected
capPrice(const Date &d, const Rate k) const =0 (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | pure virtual
capPrice(const Period &d, const Rate k) const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | virtual
capStrikes() const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | virtual
cfMaturities_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | protected
cfMaturityTimes_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | mutableprotected
cfStrikes_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | mutableprotected
checkMaturity(const Date &d) (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | protectedvirtual
checkRange(const Date &, bool extrapolate) const (defined in InflationTermStructure) | InflationTermStructure | protected
checkRange(Time t, bool extrapolate) const (defined in InflationTermStructure) | InflationTermStructure | protected
checkStrike(Rate K) (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | protectedvirtual
cPrice_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | protected
cStrikes_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | protected
dayCounter() const | TermStructure | virtual
disableExtrapolation(bool b=true) | Extrapolator |
enableExtrapolation(bool b=true) | Extrapolator |
Extrapolator() (defined in Extrapolator) | Extrapolator |
fixingDays() const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | virtual
fixingDays_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | protected
floorPrice(const Date &d, const Rate k) const =0 (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | pure virtual
floorPrice(const Period &d, const Rate k) const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | virtual
floorStrikes() const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | virtual
fPrice_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | protected
frequency() const (defined in InflationTermStructure) | InflationTermStructure | virtual
frequency_ (defined in InflationTermStructure) | InflationTermStructure | protected
fStrikes_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | protected
hasSeasonality() const (defined in InflationTermStructure) | InflationTermStructure |
indexIsInterpolated() const (defined in InflationTermStructure) | InflationTermStructure | virtual
indexIsInterpolated_ (defined in InflationTermStructure) | InflationTermStructure | protected
InflationTermStructure(Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter(), const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in InflationTermStructure) | InflationTermStructure |
InflationTermStructure(const Date &referenceDate, Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const Calendar &calendar=Calendar(), const DayCounter &dayCounter=DayCounter(), const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in InflationTermStructure) | InflationTermStructure |
InflationTermStructure(Natural settlementDays, const Calendar &calendar, Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter(), const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in InflationTermStructure) | InflationTermStructure |
maturities() const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | virtual
maxDate() const =0 | TermStructure | pure virtual
maxMaturity() const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | virtual
maxStrike() const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | virtual
maxTime() const | TermStructure | virtual
minMaturity() const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | virtual
minStrike() const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | virtual
moving_ (defined in TermStructure) | TermStructure | protected
nominalTermStructure() const (defined in InflationTermStructure) | InflationTermStructure | virtual
nominalTermStructure_ (defined in InflationTermStructure) | InflationTermStructure | protected
notifyObservers() | Observable |
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
observationLag() const | InflationTermStructure | virtual
observationLag_ (defined in InflationTermStructure) | InflationTermStructure | protected
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
operator=(const Observer &) (defined in Observer) | Observer |
QuantLib::Observable::operator=(const Observable &) | Observable |
price(const Date &d, const Rate k) const =0 (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | pure virtual
price(const Period &d, const Rate k) const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | virtual
referenceDate() const | TermStructure | virtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
seasonality() const (defined in InflationTermStructure) | InflationTermStructure |
seasonality_ (defined in InflationTermStructure) | InflationTermStructure | protected
setBaseRate(const Rate &r) (defined in InflationTermStructure) | InflationTermStructure | protectedvirtual
setSeasonality(const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) | InflationTermStructure |
settlementDays() const | TermStructure | virtual
strikes() const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | virtual
TermStructure(const DayCounter &dc=DayCounter()) | TermStructure |
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter()) | TermStructure |
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter()) | TermStructure |
timeFromReference(const Date &date) const | TermStructure |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | TermStructure | virtual
updated_ (defined in TermStructure) | TermStructure | mutableprotected
yoy_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | mutableprotected
YoYCapFloorTermPriceSurface(Natural fixingDays, const Period &yyLag, const boost::shared_ptr< YoYInflationIndex > &yii, Rate baseRate, const Handle< YieldTermStructure > &nominal, const DayCounter &dc, const Calendar &cal, const BusinessDayConvention &bdc, const std::vector< Rate > &cStrikes, const std::vector< Rate > &fStrikes, const std::vector< Period > &cfMaturities, const Matrix &cPrice, const Matrix &fPrice) (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface |
yoyIndex() const | YoYCapFloorTermPriceSurface |
yoyIndex_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | protected
yoyOptionDateFromTenor(const Period &p) const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | virtual
YoYTS() const =0 | YoYCapFloorTermPriceSurface | pure virtual
~Extrapolator() (defined in Extrapolator) | Extrapolator | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~TermStructure() (defined in TermStructure) | TermStructure | virtual