CappedFlooredCoupon Member List

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

accept(AcyclicVisitor &) (defined in CappedFlooredCoupon)CappedFlooredCouponvirtual
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
cap() const CappedFlooredCoupon
cap_ (defined in CappedFlooredCoupon)CappedFlooredCouponprotected
CappedFlooredCoupon(const boost::shared_ptr< FloatingRateCoupon > &underlying, Rate cap=Null< Rate >(), Rate floor=Null< Rate >()) (defined in CappedFlooredCoupon)CappedFlooredCoupon
convexityAdjustment() const CappedFlooredCouponvirtual
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())Coupon
date() const Couponvirtual
dayCounter() const FloatingRateCouponvirtual
dayCounter_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
effectiveCap() const CappedFlooredCoupon
effectiveFloor() const CappedFlooredCoupon
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
floor() const CappedFlooredCoupon
floor_ (defined in CappedFlooredCoupon)CappedFlooredCouponprotected
gearing() const FloatingRateCoupon
gearing_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
hasOccurred(const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const CashFlowvirtual
index() const FloatingRateCoupon
index_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
indexFixing() const FloatingRateCouponvirtual
isCapped() const (defined in CappedFlooredCoupon)CappedFlooredCoupon
isCapped_ (defined in CappedFlooredCoupon)CappedFlooredCouponprotected
isFloored() const (defined in CappedFlooredCoupon)CappedFlooredCoupon
isFloored_ (defined in CappedFlooredCoupon)CappedFlooredCouponprotected
isInArrears() const FloatingRateCoupon
isInArrears_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
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
rate() const CappedFlooredCouponvirtual
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
setPricer(const boost::shared_ptr< FloatingRateCouponPricer > &pricer) (defined in CappedFlooredCoupon)CappedFlooredCoupon
spread() const FloatingRateCoupon
spread_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
underlying_ (defined in CappedFlooredCoupon)CappedFlooredCouponprotected
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll()Observer
update() (defined in CappedFlooredCoupon)CappedFlooredCouponvirtual
~CashFlow() (defined in CashFlow)CashFlowvirtual
~Event() (defined in Event)Eventvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual