CPICapFloorTermPriceSurface Member List
This is the complete list of members for CPICapFloorTermPriceSurface, including all inherited members.
allowsExtrapolation() const Extrapolator
baseDate() const CPICapFloorTermPriceSurface [virtual]
baseRate() const (defined in InflationTermStructure)InflationTermStructure [virtual]
baseRate_ (defined in InflationTermStructure)InflationTermStructure [mutable, protected]
businessDayConvention() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [virtual]
calendar() const TermStructure [virtual]
calendar_ (defined in TermStructure)TermStructure [protected]
capPrice(const Period &d, Rate k) const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [virtual]
capPrice(const Date &d, Rate k) const =0 (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [pure virtual]
capPrices() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [virtual]
capStrikes() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [virtual]
cfMaturities_ (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [protected]
cfMaturityTimes_ (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [mutable, protected]
cfStrikes_ (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [mutable, protected]
checkMaturity(const Date &d) (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [protected, virtual]
checkRange(const Date &, bool extrapolate) const InflationTermStructure [protected]
checkRange(Time t, bool extrapolate) const InflationTermStructure [protected]
checkStrike(Rate K) (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [protected, virtual]
CPICapFloorTermPriceSurface(Real nominal, Real baseRate, const Period &observationLag, const Calendar &cal, const BusinessDayConvention &bdc, const DayCounter &dc, const Handle< ZeroInflationIndex > &zii, const Handle< YieldTermStructure > &yts, const std::vector< Rate > &cStrikes, const std::vector< Rate > &fStrikes, const std::vector< Period > &cfMaturities, const Matrix &cPrice, const Matrix &fPrice) (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface
cpiOptionDateFromTenor(const Period &p) const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [virtual]
cPrice_ (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [protected]
cStrikes_ (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [protected]
dayCounter() const TermStructure [virtual]
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
floorPrice(const Period &d, Rate k) const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [virtual]
floorPrice(const Date &d, Rate k) const =0 (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [pure virtual]
floorPrices() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [virtual]
floorStrikes() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [virtual]
fPrice_ (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [protected]
frequency() const (defined in InflationTermStructure)InflationTermStructure [virtual]
frequency_ (defined in InflationTermStructure)InflationTermStructure [protected]
fStrikes_ (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [protected]
hasSeasonality() const (defined in InflationTermStructure)InflationTermStructure
indexIsInterpolated() const (defined in InflationTermStructure)InflationTermStructure [virtual]
indexIsInterpolated_ (defined in InflationTermStructure)InflationTermStructure [protected]
InflationTermStructure(Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter(), const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in InflationTermStructure)InflationTermStructure
InflationTermStructure(const Date &referenceDate, Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const Calendar &calendar=Calendar(), const DayCounter &dayCounter=DayCounter(), const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in InflationTermStructure)InflationTermStructure
InflationTermStructure(Natural settlementDays, const Calendar &calendar, Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter(), const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in InflationTermStructure)InflationTermStructure
maturities() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [virtual]
maxDate() const CPICapFloorTermPriceSurface [virtual]
maxStrike() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [virtual]
maxTime() const TermStructure [virtual]
minDate() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [virtual]
minStrike() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [virtual]
moving_ (defined in TermStructure)TermStructure [protected]
nominal() const CPICapFloorTermPriceSurface [virtual]
nominalTermStructure() const (defined in InflationTermStructure)InflationTermStructure [virtual]
nominalTermStructure_ (defined in InflationTermStructure)InflationTermStructure [protected]
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationLag() const CPICapFloorTermPriceSurface [virtual]
observationLag_ (defined in InflationTermStructure)InflationTermStructure [protected]
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
price(const Period &d, Rate k) const CPICapFloorTermPriceSurface [virtual]
price(const Date &d, Rate k) const =0 (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [pure virtual]
referenceDate() const TermStructure [virtual]
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
seasonality() const (defined in InflationTermStructure)InflationTermStructure
seasonality_ (defined in InflationTermStructure)InflationTermStructure [protected]
setBaseRate(const Rate &r) (defined in InflationTermStructure)InflationTermStructure [protected, virtual]
setSeasonality(const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >())InflationTermStructure
settlementDays() const TermStructure [virtual]
strikes() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [virtual]
TermStructure(const DayCounter &dc=DayCounter())TermStructure
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter())TermStructure
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter())TermStructure
timeFromReference(const Date &date) const TermStructure
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()TermStructure [virtual]
updated_ (defined in TermStructure)TermStructure [mutable, protected]
zeroInflationIndex() const CPICapFloorTermPriceSurface
zii_ (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurface [protected]
~Extrapolator() (defined in Extrapolator)Extrapolator [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]