CPISwap Member List
This is the complete list of members for CPISwap, including all inherited members.
additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrument [mutable, protected]
baseCPI() const (defined in CPISwap)CPISwap [virtual]
calculate() const Instrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
cpiLeg() const (defined in CPISwap)CPISwap [virtual]
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
endDiscounts(Size j) const (defined in Swap)Swap
endDiscounts_ (defined in Swap)Swap [mutable, protected]
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
fairRate() const (defined in CPISwap)CPISwap [virtual]
fairSpread() const (defined in CPISwap)CPISwap [virtual]
fetchResults(const PricingEngine::results *) const CPISwap [virtual]
fixedDayCount() const (defined in CPISwap)CPISwap [virtual]
fixedIndex() const (defined in CPISwap)CPISwap [virtual]
fixedLegNPV() const (defined in CPISwap)CPISwap [virtual]
fixedPaymentRoll() const (defined in CPISwap)CPISwap [virtual]
fixedRate() const (defined in CPISwap)CPISwap [virtual]
fixedSchedule() const (defined in CPISwap)CPISwap [virtual]
fixingDays() const (defined in CPISwap)CPISwap [virtual]
floatDayCount() const (defined in CPISwap)CPISwap [virtual]
floatIndex() const (defined in CPISwap)CPISwap [virtual]
floatLeg() const (defined in CPISwap)CPISwap [virtual]
floatLegNPV() const (defined in CPISwap)CPISwap [virtual]
floatPaymentRoll() const (defined in CPISwap)CPISwap [virtual]
floatSchedule() const (defined in CPISwap)CPISwap [virtual]
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
inflationNominal() const (defined in CPISwap)CPISwap [virtual]
Instrument() (defined in Instrument)Instrument
isExpired() const Swap [virtual]
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)Swap [mutable, protected]
legNPV(Size j) const (defined in Swap)Swap
legNPV_ (defined in Swap)Swap [mutable, protected]
legs_ (defined in Swap)Swap [protected]
maturityDate() const (defined in Swap)Swap
nominal() const (defined in CPISwap)CPISwap [virtual]
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrument [mutable, protected]
npvDateDiscount() const (defined in Swap)Swap
npvDateDiscount_ (defined in Swap)Swap [mutable, protected]
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationInterpolation() const (defined in CPISwap)CPISwap [virtual]
observationLag() const (defined in CPISwap)CPISwap [virtual]
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)Swap [protected]
performCalculations() const Instrument [protected, virtual]
recalculate()LazyObject
Receiver enum value (defined in CPISwap)CPISwap
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 *args) const CPISwap [virtual]
spread() const (defined in CPISwap)CPISwap [virtual]
startDate() const (defined in Swap)Swap
startDiscounts(Size j) const (defined in Swap)Swap
startDiscounts_ (defined in Swap)Swap [mutable, protected]
subtractInflationNominal() const (defined in CPISwap)CPISwap [virtual]
Swap(const Leg &firstLeg, const Leg &secondLeg)Swap
Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer)Swap
Swap(Size legs)Swap [protected]
Type enum name (defined in CPISwap)CPISwap
type() const (defined in CPISwap)CPISwap [virtual]
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()LazyObject [virtual]
valuationDate() const Instrument
valuationDate_ (defined in Instrument)Instrument [mutable, protected]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]