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

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | `[mutable, protected]`
calculate() const | Instrument | `[protected, virtual]`
calculated_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
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 YearOnYearInflationSwap) | YearOnYearInflationSwap | `[virtual]`
fairSpread() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | `[virtual]`
fetchResults(const PricingEngine::results *) const | YearOnYearInflationSwap | `[virtual]`
fixedDayCount() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | `[virtual]`
fixedLeg() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | `[virtual]`
fixedLegNPV() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | `[virtual]`
fixedRate() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | `[virtual]`
fixedSchedule() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | `[virtual]`
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
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 YearOnYearInflationSwap) | YearOnYearInflationSwap | `[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 |
observationLag() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | `[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 YearOnYearInflationSwap) | YearOnYearInflationSwap |
payer_ (defined in Swap) | Swap | `[protected]`
paymentCalendar() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | `[virtual]`
paymentConvention() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | `[virtual]`
performCalculations() const | Instrument | `[protected, virtual]`
recalculate() | LazyObject |
Receiver enum value (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap |
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 | YearOnYearInflationSwap | `[virtual]`
spread() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | `[virtual]`
startDate() const (defined in Swap) | Swap |
startDiscounts(Size j) const (defined in Swap) | Swap |
startDiscounts_ (defined in Swap) | Swap | `[mutable, protected]`
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 YearOnYearInflationSwap) | YearOnYearInflationSwap |
type() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | `[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]`

YearOnYearInflationSwap(Type type, Real nominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCount, const Schedule &yoySchedule, const boost::shared_ptr< YoYInflationIndex > &yoyIndex, const Period &observationLag, Spread spread, const DayCounter &yoyDayCount, const Calendar &paymentCalendar, BusinessDayConvention paymentConvention=ModifiedFollowing) (defined in YearOnYearInflationSwap)

YearOnYearInflationSwap

yoyDayCount() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | `[virtual]`
yoyInflationIndex() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | `[virtual]`
yoyLeg() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | `[virtual]`
yoyLegNPV() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | `[virtual]`
yoySchedule() const (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | `[virtual]`
~LazyObject() (defined in LazyObject) | LazyObject | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`
~YearOnYearInflationSwap() (defined in YearOnYearInflationSwap) | YearOnYearInflationSwap | `[virtual]`