QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
CPISwap Member List

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
alwaysForward_ (defined in LazyObject)LazyObjectmutableprotected
alwaysForwardNotifications()LazyObject
baseCPI() const (defined in CPISwap)CPISwapvirtual
calculate() constInstrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
cpiLeg() const (defined in CPISwap)CPISwapvirtual
CPISwap(Type type, Real nominal, bool subtractInflationNominal, Spread spread, const DayCounter &floatDayCount, const Schedule &floatSchedule, const BusinessDayConvention &floatRoll, Natural fixingDays, const boost::shared_ptr< IborIndex > &floatIndex, Rate fixedRate, Real baseCPI, const DayCounter &fixedDayCount, const Schedule &fixedSchedule, const BusinessDayConvention &fixedRoll, const Period &observationLag, const boost::shared_ptr< ZeroInflationIndex > &fixedIndex, CPI::InterpolationType observationInterpolation=CPI::AsIndex, Real inflationNominal=Null< Real >()) (defined in CPISwap)CPISwap
deepUpdate()Observervirtual
endDiscounts(Size j) const (defined in Swap)Swap
endDiscounts_ (defined in Swap)Swapmutableprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
fairRate() const (defined in CPISwap)CPISwapvirtual
fairSpread() const (defined in CPISwap)CPISwapvirtual
fetchResults(const PricingEngine::results *) constCPISwapvirtual
fixedDayCount() const (defined in CPISwap)CPISwapvirtual
fixedIndex() const (defined in CPISwap)CPISwapvirtual
fixedLegNPV() const (defined in CPISwap)CPISwapvirtual
fixedPaymentRoll() const (defined in CPISwap)CPISwapvirtual
fixedRate() const (defined in CPISwap)CPISwapvirtual
fixedSchedule() const (defined in CPISwap)CPISwapvirtual
fixingDays() const (defined in CPISwap)CPISwapvirtual
floatDayCount() const (defined in CPISwap)CPISwapvirtual
floatIndex() const (defined in CPISwap)CPISwapvirtual
floatLeg() const (defined in CPISwap)CPISwapvirtual
floatLegNPV() const (defined in CPISwap)CPISwapvirtual
floatPaymentRoll() const (defined in CPISwap)CPISwapvirtual
floatSchedule() const (defined in CPISwap)CPISwapvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
inflationNominal() const (defined in CPISwap)CPISwapvirtual
Instrument() (defined in Instrument)Instrument
isExpired() constSwapvirtual
iterator typedef (defined in Observer)Observer
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 CPISwap)CPISwapvirtual
notifyObservers()Observable
NPV() constInstrument
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
observationInterpolation() const (defined in CPISwap)CPISwapvirtual
observationLag() const (defined in CPISwap)CPISwapvirtual
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 CPISwap)CPISwap
payer_ (defined in Swap)Swapprotected
performCalculations() constInstrumentprotectedvirtual
recalculate()LazyObject
Receiver enum value (defined in CPISwap)CPISwap
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
set_type typedef (defined in Observer)Observer
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *args) constCPISwapvirtual
spread() const (defined in CPISwap)CPISwapvirtual
startDate() const (defined in Swap)Swap
startDiscounts(Size j) const (defined in Swap)Swap
startDiscounts_ (defined in Swap)Swapmutableprotected
subtractInflationNominal() const (defined in CPISwap)CPISwapvirtual
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 CPISwap)CPISwap
type() const (defined in CPISwap)CPISwapvirtual
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() constInstrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual