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

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
atmRate(const YieldTermStructure &discountCurve) const (defined in YoYInflationCapFloor)YoYInflationCapFloorvirtual
calculate() constInstrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
Cap enum value (defined in YoYInflationCapFloor)YoYInflationCapFloor
capRates() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
Collar enum value (defined in YoYInflationCapFloor)YoYInflationCapFloor
deepUpdate()Observervirtual
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrumentprotected
fetchResults(const PricingEngine::results *) constInstrumentvirtual
Floor enum value (defined in YoYInflationCapFloor)YoYInflationCapFloor
floorRates() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectprotected
impliedVolatility(Real price, const Handle< YoYInflationTermStructure > &yoyCurve, Volatility guess, Real accuracy=1.0e-4, Natural maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) constYoYInflationCapFloorvirtual
Instrument() (defined in Instrument)Instrument
isExpired() constYoYInflationCapFloorvirtual
iterator typedef (defined in Observer)Observer
lastYoYInflationCoupon() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
LazyObject() (defined in LazyObject)LazyObject
maturityDate() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
notifyObservers()Observable
NPV() constInstrument
NPV_ (defined in Instrument)Instrumentmutableprotected
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
optionlet(Size n) constYoYInflationCapFloor
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 *) constYoYInflationCapFloorvirtual
setupExpired() constInstrumentprotectedvirtual
startDate() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
Type enum name (defined in YoYInflationCapFloor)YoYInflationCapFloor
type() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
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
YoYInflationCapFloor(Type type, const Leg &yoyLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates) (defined in YoYInflationCapFloor)YoYInflationCapFloor
YoYInflationCapFloor(Type type, const Leg &yoyLeg, const std::vector< Rate > &strikes) (defined in YoYInflationCapFloor)YoYInflationCapFloor
YoYInflationFloor(const Leg &yoyLeg, const std::vector< Rate > &exerciseRates) (defined in YoYInflationFloor)YoYInflationFloor
yoyLeg() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual