### A free/open-source library for quantitative finance

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | `[mutable, protected]`
baseCPI() const (defined in CPISwap) | CPISwap | `[virtual]`
calculate() const | Instrument | `[protected, virtual]`
calculated_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
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 | `[mutable, protected]`
engine_ (defined in Instrument) | Instrument | `[protected]`
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | `[mutable, protected]`
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 | `[mutable, protected]`
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 | `[mutable, protected]`
legNPV(Size j) const (defined in Swap) | Swap |
legNPV_ (defined in Swap) | Swap | `[mutable, protected]`
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 | `[mutable, protected]`
npvDateDiscount() const (defined in Swap) | Swap |
npvDateDiscount_ (defined in Swap) | Swap | `[mutable, protected]`
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 | `[protected, virtual]`
recalculate() | LazyObject |
Receiver enum value (defined in CPISwap) | CPISwap |
registerWith(const boost::shared_ptr< Observable > &) (defined in 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 | `[mutable, protected]`
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 enum name (defined in CPISwap) | CPISwap |
type() const (defined in CPISwap) | CPISwap | `[virtual]`
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | LazyObject | `[virtual]`
valuationDate() const | Instrument |
valuationDate_ (defined in Instrument) | Instrument | `[mutable, protected]`
~LazyObject() (defined in LazyObject) | LazyObject | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`