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

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
adjustInfObsDates_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
adjustObservationDates() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
baseDate_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
dayCounter() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
dayCounter_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
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 ZeroCouponInflationSwap)ZeroCouponInflationSwap
fetchResults(const PricingEngine::results *r) const ZeroCouponInflationSwapvirtual
fixCalendar_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
fixConvention_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
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)ZeroCouponInflationSwapprotected
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
infCalendar_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
infConvention_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
infIndex_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
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 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 ZeroCouponInflationSwap)ZeroCouponInflationSwap
maturityDate_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
nominal() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
nominal_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrumentmutableprotected
npvDateDiscount() const (defined in Swap)Swap
npvDateDiscount_ (defined in Swap)Swapmutableprotected
obsDate_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationLag() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
observationLag_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
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)Swapprotected
performCalculations() const Instrumentprotectedvirtual
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 ZeroCouponInflationSwapvirtual
setupExpired() const Swapprotectedvirtual
startDate() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
startDate_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
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() const ZeroCouponInflationSwap
Type enum name (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
type_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
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
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)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual