ZeroCouponInflationSwap Member List
This is the complete list of members for ZeroCouponInflationSwap, including all inherited members.
additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrument [mutable, protected]
adjustInfObsDates_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap [protected]
adjustObservationDates() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
baseDate_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap [protected]
calculate() const Instrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
dayCounter() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
dayCounter_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap [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 ZeroCouponInflationSwap)ZeroCouponInflationSwap
fetchResults(const PricingEngine::results *r) const ZeroCouponInflationSwap [virtual]
fixCalendar_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap [protected]
fixConvention_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap [protected]
fixedCalendar() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
fixedConvention() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
fixedLeg() const ZeroCouponInflationSwap
fixedLegNPV() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
fixedRate() const ZeroCouponInflationSwap
fixedRate_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap [protected]
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
infCalendar_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap [protected]
infConvention_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap [protected]
infIndex_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap [protected]
inflationCalendar() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
inflationConvention() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
inflationIndex() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
inflationLeg() const ZeroCouponInflationSwap
inflationLegNPV() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
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 ZeroCouponInflationSwap)ZeroCouponInflationSwap
maturityDate_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap [protected]
nominal() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
nominal_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap [protected]
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]
obsDate_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap [protected]
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationLag() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
observationLag_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap [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
Payer enum value (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
payer_ (defined in Swap)Swap [protected]
performCalculations() const Instrument [protected, virtual]
recalculate()LazyObject
Receiver enum value (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
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 ZeroCouponInflationSwap [virtual]
setupExpired() const Swap [protected, virtual]
startDate() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
startDate_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap [protected]
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 ZeroCouponInflationSwap)ZeroCouponInflationSwap
type() const ZeroCouponInflationSwap
type_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap [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]
ZeroCouponInflationSwap(Type type, Real nominal, const Date &startDate, const Date &maturity, const Calendar &fixCalendar, BusinessDayConvention fixConvention, const DayCounter &dayCounter, Rate fixedRate, const boost::shared_ptr< ZeroInflationIndex > &infIndex, const Period &observationLag, bool adjustInfObsDates=false, Calendar infCalendar=Calendar(), BusinessDayConvention infConvention=BusinessDayConvention()) (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]