YearOnYearInflationSwap Member List

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
endDiscounts(Size j) const (defined in Swap)Swap
endDiscounts_ (defined in Swap)Swapmutableprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
fairRate() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
fairSpread() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
fetchResults(const PricingEngine::results *) const YearOnYearInflationSwapvirtual
fixedDayCount() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
fixedLeg() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
fixedLegNPV() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
fixedRate() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
fixedSchedule() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
Instrument() (defined in Instrument)Instrument
isExpired() const Swapvirtual
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)Swapmutableprotected
legNPV(Size j) const (defined in Swap)Swap
legNPV_ (defined in Swap)Swapmutableprotected
legs_ (defined in Swap)Swapprotected
maturityDate() const (defined in Swap)Swap
nominal() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrumentmutableprotected
npvDateDiscount() const (defined in Swap)Swap
npvDateDiscount_ (defined in Swap)Swapmutableprotected
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationLag() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
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)Swapprotected
paymentCalendar() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
paymentConvention() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
performCalculations() const Instrumentprotectedvirtual
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 YearOnYearInflationSwapvirtual
spread() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
startDate() const (defined in Swap)Swap
startDiscounts(Size j) const (defined in Swap)Swap
startDiscounts_ (defined in Swap)Swapmutableprotected
Swap(const Leg &firstLeg, const Leg &secondLeg)Swap
Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer)Swap
Swap(Size legs)Swapprotected
Type enum name (defined in YearOnYearInflationSwap)YearOnYearInflationSwap
type() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll()Observer
update() (defined in LazyObject)LazyObjectvirtual
valuationDate() const Instrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
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)YearOnYearInflationSwapvirtual
yoyInflationIndex() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
yoyLeg() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
yoyLegNPV() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
yoySchedule() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~YearOnYearInflationSwap() (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual