YearOnYearInflationSwap Member List
This is the complete list of members for YearOnYearInflationSwap, including all inherited members.
additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrument [mutable, protected]
calculate() const Instrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, 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 YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
fairSpread() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
fetchResults(const PricingEngine::results *) const YearOnYearInflationSwap [virtual]
fixedDayCount() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
fixedLeg() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
fixedLegNPV() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
fixedRate() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
fixedSchedule() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
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 Swap)Swap
nominal() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
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]
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationLag() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
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 YearOnYearInflationSwap)YearOnYearInflationSwap
payer_ (defined in Swap)Swap [protected]
paymentCalendar() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
paymentConvention() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
performCalculations() const Instrument [protected, virtual]
recalculate()LazyObject
Receiver enum value (defined in YearOnYearInflationSwap)YearOnYearInflationSwap
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 *args) const YearOnYearInflationSwap [virtual]
spread() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
startDate() const (defined in Swap)Swap
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 YearOnYearInflationSwap)YearOnYearInflationSwap
type() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
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]
YearOnYearInflationSwap(Type type, Real nominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCount, const Schedule &yoySchedule, const boost::shared_ptr< YoYInflationIndex > &yoyIndex, const Period &observationLag, Spread spread, const DayCounter &yoyDayCount, const Calendar &paymentCalendar, BusinessDayConvention paymentConvention=ModifiedFollowing) (defined in YearOnYearInflationSwap)YearOnYearInflationSwap
yoyDayCount() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
yoyInflationIndex() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
yoyLeg() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
yoyLegNPV() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
yoySchedule() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~YearOnYearInflationSwap() (defined in YearOnYearInflationSwap)YearOnYearInflationSwap [virtual]