QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
YoYInflationCapFloor Member List

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
atmRate(const YieldTermStructure &discountCurve) const (defined in YoYInflationCapFloor)YoYInflationCapFloorvirtual
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
Cap enum value (defined in YoYInflationCapFloor)YoYInflationCapFloor
capRates() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
Collar enum value (defined in YoYInflationCapFloor)YoYInflationCapFloor
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
fetchResults(const PricingEngine::results *) const Instrumentvirtual
Floor enum value (defined in YoYInflationCapFloor)YoYInflationCapFloor
floorRates() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
impliedVolatility(Real price, const Handle< YoYInflationTermStructure > &yoyCurve, Volatility guess, Real accuracy=1.0e-4, Natural maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const YoYInflationCapFloorvirtual
Instrument() (defined in Instrument)Instrument
isExpired() const YoYInflationCapFloorvirtual
iterator typedef (defined in Observer)Observer
lastYoYInflationCoupon() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
LazyObject() (defined in LazyObject)LazyObject
maturityDate() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrumentmutableprotected
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
optionlet(const Size n) const YoYInflationCapFloor
performCalculations() const Instrumentprotectedvirtual
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
result(const std::string &tag) const Instrument
set_type typedef (defined in Observer)Observer
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const YoYInflationCapFloorvirtual
setupExpired() const Instrumentprotectedvirtual
startDate() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
Type enum name (defined in YoYInflationCapFloor)YoYInflationCapFloor
type() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
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
YoYInflationCapFloor(Type type, const Leg &yoyLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates) (defined in YoYInflationCapFloor)YoYInflationCapFloor
YoYInflationCapFloor(Type type, const Leg &yoyLeg, const std::vector< Rate > &strikes) (defined in YoYInflationCapFloor)YoYInflationCapFloor
yoyLeg() const (defined in YoYInflationCapFloor)YoYInflationCapFloor
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual