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]
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
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrument [mutable, 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 [mutable, protected]
infIndex_ (defined in CPICapFloor)CPICapFloor [protected]
inflationIndex() const (defined in CPICapFloor)CPICapFloor
Instrument() (defined in Instrument)Instrument
isExpired() const CPICapFloor [virtual]
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 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 *) 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 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]