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

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

allowsExtrapolation() const | Extrapolator |
atmYoYRate(const Date &d, const Period &obsLag=Period(-1, Days), bool extrapolate=true) const =0 (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[pure virtual]`
atmYoYRate(const Period &d, const Period &obsLag=Period(-1, Days), bool extrapolate=true) const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[virtual]`
atmYoYSwapDateRates() const =0 (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[pure virtual]`
atmYoYSwapDateRates_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[mutable, protected]`
atmYoYSwapRate(const Date &d, bool extrapolate=true) const =0 (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[pure virtual]`
atmYoYSwapRate(const Period &d, bool extrapolate=true) const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[virtual]`
atmYoYSwapTimeRates() const =0 | YoYCapFloorTermPriceSurface | `[pure virtual]`
atmYoYSwapTimeRates_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[mutable, protected]`
baseDate() const =0 | InflationTermStructure | `[pure virtual]`
baseRate() const (defined in InflationTermStructure) | InflationTermStructure | `[virtual]`
baseRate_ (defined in InflationTermStructure) | InflationTermStructure | `[mutable, protected]`
bdc_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[protected]`
businessDayConvention() const | YoYCapFloorTermPriceSurface | `[virtual]`
calendar() const | TermStructure | `[virtual]`
calendar_ (defined in TermStructure) | TermStructure | `[protected]`
capPrice(const Date &d, const Rate k) const =0 (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[pure virtual]`
capPrice(const Period &d, const Rate k) const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[virtual]`
capStrikes() const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[virtual]`
cfMaturities_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[protected]`
cfMaturityTimes_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[mutable, protected]`
cfStrikes_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[mutable, protected]`
checkMaturity(const Date &d) (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[protected, virtual]`
checkRange(const Date &, bool extrapolate) const | InflationTermStructure | `[protected]`
checkRange(Time t, bool extrapolate) const | InflationTermStructure | `[protected]`
checkStrike(Rate K) (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[protected, virtual]`
cPrice_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[protected]`
cStrikes_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[protected]`
dayCounter() const | TermStructure | `[virtual]`
disableExtrapolation(bool b=true) | Extrapolator |
enableExtrapolation(bool b=true) | Extrapolator |
Extrapolator() (defined in Extrapolator) | Extrapolator |
fixingDays() const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[virtual]`
fixingDays_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[protected]`
floorPrice(const Date &d, const Rate k) const =0 (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[pure virtual]`
floorPrice(const Period &d, const Rate k) const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[virtual]`
floorStrikes() const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[virtual]`
fPrice_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[protected]`
frequency() const (defined in InflationTermStructure) | InflationTermStructure | `[virtual]`
frequency_ (defined in InflationTermStructure) | InflationTermStructure | `[protected]`
fStrikes_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[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 YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[virtual]`
maxDate() const =0 | TermStructure | `[pure virtual]`
maxMaturity() const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[virtual]`
maxStrike() const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[virtual]`
maxTime() const | TermStructure | `[virtual]`
minMaturity() const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[virtual]`
minStrike() const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[virtual]`
moving_ (defined in TermStructure) | TermStructure | `[protected]`
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 | InflationTermStructure | `[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 Date &d, const Rate k) const =0 (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[pure virtual]`
price(const Period &d, const Rate k) const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[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 YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[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]`
yoy_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[mutable, protected]`

YoYCapFloorTermPriceSurface(Natural fixingDays, const Period &yyLag, const boost::shared_ptr< YoYInflationIndex > &yii, Rate baseRate, const Handle< YieldTermStructure > &nominal, const DayCounter &dc, const Calendar &cal, const BusinessDayConvention &bdc, const std::vector< Rate > &cStrikes, const std::vector< Rate > &fStrikes, const std::vector< Period > &cfMaturities, const Matrix &cPrice, const Matrix &fPrice) (defined in YoYCapFloorTermPriceSurface)

YoYCapFloorTermPriceSurface

yoyIndex() const | YoYCapFloorTermPriceSurface |
yoyIndex_ (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[protected]`
yoyOptionDateFromTenor(const Period &p) const (defined in YoYCapFloorTermPriceSurface) | YoYCapFloorTermPriceSurface | `[virtual]`
YoYTS() const =0 | YoYCapFloorTermPriceSurface | `[pure virtual]`
~Extrapolator() (defined in Extrapolator) | Extrapolator | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`
~TermStructure() (defined in TermStructure) | TermStructure | `[virtual]`