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

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

allowsExtrapolation() const Extrapolator
baseDate() const CPICapFloorTermPriceSurfacevirtual
baseRate() const (defined in InflationTermStructure)InflationTermStructurevirtual
baseRate_ (defined in InflationTermStructure)InflationTermStructuremutableprotected
businessDayConvention() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfacevirtual
calendar() const TermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
capPrice(const Period &d, Rate k) const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfacevirtual
capPrice(const Date &d, Rate k) const =0 (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfacepure virtual
capPrices() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfacevirtual
capStrikes() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfacevirtual
cfMaturities_ (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfaceprotected
cfMaturityTimes_ (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfacemutableprotected
cfStrikes_ (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfacemutableprotected
checkMaturity(const Date &d) (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfaceprotectedvirtual
checkRange(const Date &, bool extrapolate) const (defined in InflationTermStructure)InflationTermStructureprotected
checkRange(Time t, bool extrapolate) const (defined in InflationTermStructure)InflationTermStructureprotected
checkStrike(Rate K) (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfaceprotectedvirtual
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)CPICapFloorTermPriceSurfacevirtual
cPrice_ (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfaceprotected
cStrikes_ (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfaceprotected
dayCounter() const TermStructurevirtual
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)CPICapFloorTermPriceSurfacevirtual
floorPrice(const Date &d, Rate k) const =0 (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfacepure virtual
floorPrices() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfacevirtual
floorStrikes() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfacevirtual
fPrice_ (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfaceprotected
frequency() const (defined in InflationTermStructure)InflationTermStructurevirtual
frequency_ (defined in InflationTermStructure)InflationTermStructureprotected
fStrikes_ (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfaceprotected
hasSeasonality() const (defined in InflationTermStructure)InflationTermStructure
indexIsInterpolated() const (defined in InflationTermStructure)InflationTermStructurevirtual
indexIsInterpolated_ (defined in InflationTermStructure)InflationTermStructureprotected
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
iterator typedef (defined in Observer)Observer
maturities() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfacevirtual
maxDate() const CPICapFloorTermPriceSurfacevirtual
maxStrike() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfacevirtual
maxTime() const TermStructurevirtual
minDate() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfacevirtual
minStrike() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfacevirtual
moving_ (defined in TermStructure)TermStructureprotected
nominal() const CPICapFloorTermPriceSurfacevirtual
nominalTermStructure() const (defined in InflationTermStructure)InflationTermStructurevirtual
nominalTermStructure_ (defined in InflationTermStructure)InflationTermStructureprotected
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationLag() const CPICapFloorTermPriceSurfacevirtual
observationLag_ (defined in InflationTermStructure)InflationTermStructureprotected
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 CPICapFloorTermPriceSurfacevirtual
price(const Date &d, Rate k) const =0 (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfacepure virtual
referenceDate() const TermStructurevirtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
seasonality() const (defined in InflationTermStructure)InflationTermStructure
seasonality_ (defined in InflationTermStructure)InflationTermStructureprotected
set_type typedef (defined in Observer)Observer
setBaseRate(const Rate &r) (defined in InflationTermStructure)InflationTermStructureprotectedvirtual
setSeasonality(const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >())InflationTermStructure
settlementDays() const TermStructurevirtual
strikes() const (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfacevirtual
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
unregisterWithAll() (defined in Observer)Observer
update()TermStructurevirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
zeroInflationIndex() const CPICapFloorTermPriceSurface
zii_ (defined in CPICapFloorTermPriceSurface)CPICapFloorTermPriceSurfaceprotected
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual