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

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 | InflationTermStructure | `[protected]`
checkRange(Time t, bool extrapolate) const | 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]`
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 |
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 |
seasonality() const (defined in InflationTermStructure) | InflationTermStructure |
seasonality_ (defined in InflationTermStructure) | InflationTermStructure | `[protected]`
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 |
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter()) | TermStructure |
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 |
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]`