CPICapFloor Member List

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutable protected
alwaysForward_ (defined in LazyObject) | LazyObject | protected
alwaysForwardNotifications() | LazyObject |
baseCPI_ (defined in CPICapFloor) | CPICapFloor | protected
calculate() const | Instrument | protected virtual
calculated_ (defined in LazyObject) | LazyObject | mutable protected

CPICapFloor(Option::Type type, Real nominal, const Date &startDate, Real baseCPI, const Date &maturity, const Calendar &fixCalendar, BusinessDayConvention fixConvention, const Calendar &payCalendar, BusinessDayConvention payConvention, Rate strike, const Handle< ZeroInflationIndex > &infIndex, const Period &observationLag, CPI::InterpolationType observationInterpolation=CPI::AsIndex) (defined in CPICapFloor)

CPICapFloor

deepUpdate() | Observer | virtual
engine_ (defined in Instrument) | Instrument | protected
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | protected
fetchResults(const PricingEngine::results *r) const | CPICapFloor | virtual
fixCalendar_ (defined in CPICapFloor) | CPICapFloor | protected
fixConvention_ (defined in CPICapFloor) | CPICapFloor | protected
fixDate_ (defined in CPICapFloor) | CPICapFloor | protected
fixingDate() const (defined in CPICapFloor) | CPICapFloor |
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | protected
infIndex_ (defined in CPICapFloor) | CPICapFloor | protected
inflationIndex() const (defined in CPICapFloor) | CPICapFloor |
Instrument() (defined in Instrument) | Instrument |
isExpired() const | CPICapFloor | virtual
iterator typedef (defined in Observer) | Observer |
LazyObject() (defined in LazyObject) | LazyObject |
maturity_ (defined in CPICapFloor) | CPICapFloor | protected
nominal() const (defined in CPICapFloor) | CPICapFloor |
nominal_ (defined in CPICapFloor) | CPICapFloor | protected
notifyObservers() | Observable |
NPV() const | Instrument |
NPV_ (defined in Instrument) | Instrument | mutable protected
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
observationInterpolation_ (defined in CPICapFloor) | CPICapFloor | protected
observationLag() const (defined in CPICapFloor) | CPICapFloor |
observationLag_ (defined in CPICapFloor) | CPICapFloor | protected
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
payCalendar_ (defined in CPICapFloor) | CPICapFloor | protected
payConvention_ (defined in CPICapFloor) | CPICapFloor | protected
payDate() const (defined in CPICapFloor) | CPICapFloor |
payDate_ (defined in CPICapFloor) | CPICapFloor | protected
performCalculations() const | Instrument | protected virtual
recalculate() | LazyObject |
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer |
result(const std::string &tag) const | Instrument |
set_type typedef (defined in Observer) | Observer |
setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *) const | CPICapFloor | virtual
setupExpired() const | Instrument | protected virtual
startDate_ (defined in CPICapFloor) | CPICapFloor | protected
strike() const | CPICapFloor |
strike_ (defined in CPICapFloor) | CPICapFloor | protected
type() const (defined in CPICapFloor) | CPICapFloor |
type_ (defined in CPICapFloor) | CPICapFloor | protected
unfreeze() | LazyObject |
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (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