CPICapFloorTermPriceSurface Member List

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

allowsExtrapolation() const | Extrapolator |
baseDate() const | CPICapFloorTermPriceSurface | virtual
baseRate() const (defined in InflationTermStructure) | InflationTermStructure | virtual
baseRate_ (defined in InflationTermStructure) | InflationTermStructure | mutable protected
businessDayConvention() const (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | virtual
calendar() const | TermStructure | virtual
calendar_ (defined in TermStructure) | TermStructure | protected
capPrice(const Period &d, Rate k) const (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | virtual
capPrice(const Date &d, Rate k) const =0 (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | pure virtual
capPrices() const (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | virtual
capStrikes() const (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | virtual
cfMaturities_ (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | protected
cfMaturityTimes_ (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | mutable protected
cfStrikes_ (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | mutable protected
checkMaturity(const Date &d) (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | protected virtual
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 CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | protected virtual

CPICapFloorTermPriceSurface(Real nominal, Real baseRate, const Period &observationLag, const Calendar &cal, const BusinessDayConvention &bdc, const DayCounter &dc, const Handle< ZeroInflationIndex > &zii, const Handle< YieldTermStructure > &yts, const std::vector< Rate > &cStrikes, const std::vector< Rate > &fStrikes, const std::vector< Period > &cfMaturities, const Matrix &cPrice, const Matrix &fPrice) (defined in CPICapFloorTermPriceSurface)

CPICapFloorTermPriceSurface

cpiOptionDateFromTenor(const Period &p) const (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | virtual
cPrice_ (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | protected
cStrikes_ (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | protected
dayCounter() const | TermStructure | virtual
deepUpdate() | Observer | virtual
disableExtrapolation(bool b=true) | Extrapolator |
enableExtrapolation(bool b=true) | Extrapolator |
Extrapolator() (defined in Extrapolator) | Extrapolator |
floorPrice(const Period &d, Rate k) const (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | virtual
floorPrice(const Date &d, Rate k) const =0 (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | pure virtual
floorPrices() const (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | virtual
floorStrikes() const (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | virtual
fPrice_ (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | protected
frequency() const (defined in InflationTermStructure) | InflationTermStructure | virtual
frequency_ (defined in InflationTermStructure) | InflationTermStructure | protected
fStrikes_ (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | 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 |
iterator typedef (defined in Observer) | Observer |
maturities() const (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | virtual
maxDate() const | CPICapFloorTermPriceSurface | virtual
maxStrike() const (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | virtual
maxTime() const | TermStructure | virtual
minDate() const (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | virtual
minStrike() const (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | virtual
moving_ (defined in TermStructure) | TermStructure | protected
nominal() const | CPICapFloorTermPriceSurface | virtual
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 | CPICapFloorTermPriceSurface | 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 Period &d, Rate k) const | CPICapFloorTermPriceSurface | virtual
price(const Date &d, Rate k) const =0 (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | pure 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
set_type typedef (defined in Observer) | Observer |
setBaseRate(const Rate &r) (defined in InflationTermStructure) | InflationTermStructure | protected virtual
setSeasonality(const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) | InflationTermStructure |
settlementDays() const | TermStructure | virtual
strikes() const (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | virtual
TermStructure(const DayCounter &dc=DayCounter()) | TermStructure | explicit
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter()) | TermStructure | explicit
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 | mutable protected
zeroInflationIndex() const | CPICapFloorTermPriceSurface |
zii_ (defined in CPICapFloorTermPriceSurface) | CPICapFloorTermPriceSurface | protected
~Extrapolator() (defined in Extrapolator) | Extrapolator | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~TermStructure() (defined in TermStructure) | TermStructure | virtual