QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
DigitalIborCoupon Member List

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

accept(AcyclicVisitor &) (defined in DigitalIborCoupon)DigitalIborCouponvirtual
accrualDays() const Coupon
accrualEndDate() const Coupon
accrualEndDate_ (defined in Coupon)Couponprotected
accrualPeriod() const Coupon
accrualStartDate() const Coupon
accrualStartDate_ (defined in Coupon)Couponprotected
accruedAmount(const Date &) const FloatingRateCouponvirtual
accruedDays(const Date &) const Coupon
accruedPeriod(const Date &) const Coupon
adjustedFixing() const FloatingRateCouponvirtual
amount() const FloatingRateCouponvirtual
callCsi_DigitalCouponprotected
callDigitalPayoff() const (defined in DigitalCoupon)DigitalCoupon
callDigitalPayoff_DigitalCouponprotected
callLeftEps_DigitalCouponprotected
callOptionRate() const DigitalCoupon
callRightEps_ (defined in DigitalCoupon)DigitalCouponprotected
callStrike() const (defined in DigitalCoupon)DigitalCoupon
callStrike_DigitalCouponprotected
convexityAdjustment() const DigitalCouponvirtual
convexityAdjustmentImpl(Rate fixing) const FloatingRateCouponprotected
Coupon(const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date())Coupon
date() const Couponvirtual
dayCounter() const FloatingRateCouponvirtual
dayCounter_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
DigitalCoupon(const boost::shared_ptr< FloatingRateCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallITMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutITMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >())DigitalCoupon
DigitalIborCoupon(const boost::shared_ptr< IborCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallATMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutATMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >()) (defined in DigitalIborCoupon)DigitalIborCoupon
exCouponDate() const Couponvirtual
exCouponDate_ (defined in Coupon)Couponprotected
fixingDate() const FloatingRateCouponvirtual
fixingDays() const FloatingRateCoupon
fixingDays_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
FloatingRateCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< InterestRateIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false) (defined in FloatingRateCoupon)FloatingRateCoupon
gearing() const FloatingRateCoupon
gearing_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
hasCall() const (defined in DigitalCoupon)DigitalCoupon
hasCallStrike_ (defined in DigitalCoupon)DigitalCouponprotected
hasCollar() const (defined in DigitalCoupon)DigitalCoupon
hasOccurred(const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const CashFlowvirtual
hasPut() const (defined in DigitalCoupon)DigitalCoupon
hasPutStrike_ (defined in DigitalCoupon)DigitalCouponprotected
index() const FloatingRateCoupon
index_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
indexFixing() const FloatingRateCouponvirtual
isCallATMIncluded_DigitalCouponprotected
isCallCashOrNothing_DigitalCouponprotected
isInArrears() const FloatingRateCoupon
isInArrears_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
isLongCall() const (defined in DigitalCoupon)DigitalCoupon
isLongPut() const (defined in DigitalCoupon)DigitalCoupon
isPutATMIncluded_DigitalCouponprotected
isPutCashOrNothing_DigitalCouponprotected
nominal() const (defined in Coupon)Coupon
nominal_ (defined in Coupon)Couponprotected
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
paymentDate_ (defined in Coupon)Couponprotected
price(const Handle< YieldTermStructure > &discountingCurve) const (defined in FloatingRateCoupon)FloatingRateCoupon
pricer() const (defined in FloatingRateCoupon)FloatingRateCoupon
pricer_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
putCsi_DigitalCouponprotected
putDigitalPayoff() const (defined in DigitalCoupon)DigitalCoupon
putDigitalPayoff_DigitalCouponprotected
putLeftEps_DigitalCouponprotected
putOptionRate() const DigitalCoupon
putRightEps_ (defined in DigitalCoupon)DigitalCouponprotected
putStrike() const (defined in DigitalCoupon)DigitalCoupon
putStrike_DigitalCouponprotected
rate() const DigitalCouponvirtual
referencePeriodEnd() const Coupon
referencePeriodStart() const Coupon
refPeriodEnd_ (defined in Coupon)Couponprotected
refPeriodStart_ (defined in Coupon)Couponprotected
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
replicationType_DigitalCouponprotected
setPricer(const boost::shared_ptr< FloatingRateCouponPricer > &pricer) (defined in DigitalCoupon)DigitalCoupon
spread() const FloatingRateCoupon
spread_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
tradingExCoupon(const Date &refDate=Date()) const CashFlow
underlying() const (defined in DigitalCoupon)DigitalCoupon
underlying_ (defined in DigitalCoupon)DigitalCouponprotected
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()DigitalCouponvirtual
~CashFlow() (defined in CashFlow)CashFlowvirtual
~Event() (defined in Event)Eventvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual