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

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
atmRate(const YieldTermStructure &discountCurve) const (defined in YoYInflationCapFloor)YoYInflationCapFloorvirtual
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
Cap enum value (defined in YoYInflationCapFloor)YoYInflationCapFloor
capRates() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
Collar enum value (defined in YoYInflationCapFloor)YoYInflationCapFloor
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
fetchResults(const PricingEngine::results *) const Instrumentvirtual
Floor enum value (defined in YoYInflationCapFloor)YoYInflationCapFloor
floorRates() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
impliedVolatility(Real price, const Handle< YoYInflationTermStructure > &yoyCurve, Volatility guess, Real accuracy=1.0e-4, Natural maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const YoYInflationCapFloorvirtual
Instrument() (defined in Instrument)Instrument
isExpired() const YoYInflationCapFloorvirtual
lastYoYInflationCoupon() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
LazyObject() (defined in LazyObject)LazyObject
maturityDate() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrumentmutableprotected
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
optionlet(const Size n) const YoYInflationCapFloor
performCalculations() const Instrumentprotectedvirtual
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 YoYInflationCapFloorvirtual
setupExpired() const Instrumentprotectedvirtual
startDate() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
type() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
Type enum name (defined in YoYInflationCapFloor)YoYInflationCapFloor
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() const Instrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
YoYInflationCap(const Leg &yoyLeg, const std::vector< Rate > &exerciseRates) (defined in YoYInflationCap)YoYInflationCap
YoYInflationCapFloor(Type type, const Leg &yoyLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates) (defined in YoYInflationCapFloor)YoYInflationCapFloor
YoYInflationCapFloor(Type type, const Leg &yoyLeg, const std::vector< Rate > &strikes) (defined in YoYInflationCapFloor)YoYInflationCapFloor
yoyLeg() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual