QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
IborCoupon Member List

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

accept(AcyclicVisitor &) (defined in IborCoupon)IborCouponvirtual
accrualDays() const Coupon
accrualEndDate() const Coupon
accrualEndDate_ (defined in Coupon)Couponprotected
accrualPeriod() const Coupon
accrualPeriod_ (defined in Coupon)Couponmutableprotected
accrualStartDate() const Coupon
accrualStartDate_ (defined in Coupon)Couponprotected
accruedAmount(const Date &) const FloatingRateCouponvirtual
accruedDays(const Date &) const Coupon
accruedPeriod(const Date &) const Coupon
adjustedFixing() const FloatingRateCouponvirtual
amount() const FloatingRateCouponvirtual
convexityAdjustment() const FloatingRateCouponvirtual
convexityAdjustmentImpl(Rate fixing) const FloatingRateCouponprotected
Coupon(const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date())Coupon
date() const Couponvirtual
dayCounter() const FloatingRateCouponvirtual
dayCounter_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
exCouponDate() const Couponvirtual
exCouponDate_ (defined in Coupon)Couponprotected
fixingDate() const FloatingRateCouponvirtual
fixingDays() const FloatingRateCoupon
fixingDays_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
FloatingRateCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< InterestRateIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false) (defined in FloatingRateCoupon)FloatingRateCoupon
gearing() const FloatingRateCoupon
gearing_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
hasOccurred(const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const CashFlowvirtual
IborCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< IborIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false) (defined in IborCoupon)IborCoupon
iborIndex() const (defined in IborCoupon)IborCoupon
index() const FloatingRateCoupon
index_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
indexFixing() const IborCouponvirtual
isInArrears() const FloatingRateCoupon
isInArrears_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
nominal() const (defined in Coupon)Coupon
nominal_ (defined in Coupon)Couponprotected
notifyObservers()Observable
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
paymentDate_ (defined in Coupon)Couponprotected
price(const Handle< YieldTermStructure > &discountingCurve) const (defined in FloatingRateCoupon)FloatingRateCoupon
pricer() const (defined in FloatingRateCoupon)FloatingRateCoupon
pricer_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
rate() const FloatingRateCouponvirtual
referencePeriodEnd() const Coupon
referencePeriodStart() const Coupon
refPeriodEnd_ (defined in Coupon)Couponprotected
refPeriodStart_ (defined in Coupon)Couponprotected
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
setPricer(const boost::shared_ptr< FloatingRateCouponPricer > &) (defined in FloatingRateCoupon)FloatingRateCoupon
spread() const FloatingRateCoupon
spread_ (defined in FloatingRateCoupon)FloatingRateCouponprotected
tradingExCoupon(const Date &refDate=Date()) const CashFlow
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()FloatingRateCouponvirtual
~CashFlow() (defined in CashFlow)CashFlowvirtual
~Event() (defined in Event)Eventvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual