QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
CPICapFloor Member List

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
baseCPI_ (defined in CPICapFloor)CPICapFloorprotected
calculate() constInstrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
CPICapFloor(Option::Type type, Real nominal, const Date &startDate, Real baseCPI, const Date &maturity, const Calendar &fixCalendar, BusinessDayConvention fixConvention, const Calendar &payCalendar, BusinessDayConvention payConvention, Rate strike, const Handle< ZeroInflationIndex > &infIndex, const Period &observationLag, CPI::InterpolationType observationInterpolation=CPI::AsIndex) (defined in CPICapFloor)CPICapFloor
deepUpdate()Observervirtual
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrumentprotected
fetchResults(const PricingEngine::results *r) constCPICapFloorvirtual
fixCalendar_ (defined in CPICapFloor)CPICapFloorprotected
fixConvention_ (defined in CPICapFloor)CPICapFloorprotected
fixDate_ (defined in CPICapFloor)CPICapFloorprotected
fixingDate() const (defined in CPICapFloor)CPICapFloor
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectprotected
infIndex_ (defined in CPICapFloor)CPICapFloorprotected
inflationIndex() const (defined in CPICapFloor)CPICapFloor
Instrument() (defined in Instrument)Instrument
isExpired() constCPICapFloorvirtual
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
maturity_ (defined in CPICapFloor)CPICapFloorprotected
nominal() const (defined in CPICapFloor)CPICapFloor
nominal_ (defined in CPICapFloor)CPICapFloorprotected
notifyObservers()Observable
NPV() constInstrument
NPV_ (defined in Instrument)Instrumentmutableprotected
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationInterpolation_ (defined in CPICapFloor)CPICapFloorprotected
observationLag() const (defined in CPICapFloor)CPICapFloor
observationLag_ (defined in CPICapFloor)CPICapFloorprotected
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
payCalendar_ (defined in CPICapFloor)CPICapFloorprotected
payConvention_ (defined in CPICapFloor)CPICapFloorprotected
payDate() const (defined in CPICapFloor)CPICapFloor
payDate_ (defined in CPICapFloor)CPICapFloorprotected
performCalculations() constInstrumentprotectedvirtual
recalculate()LazyObject
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
set_type typedef (defined in Observer)Observer
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) constCPICapFloorvirtual
setupExpired() constInstrumentprotectedvirtual
startDate_ (defined in CPICapFloor)CPICapFloorprotected
strike() constCPICapFloor
strike_ (defined in CPICapFloor)CPICapFloorprotected
type() const (defined in CPICapFloor)CPICapFloor
type_ (defined in CPICapFloor)CPICapFloorprotected
unfreeze()LazyObject
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() constInstrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual