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

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

adjustedFixing(Rate fixing=Null< Rate >()) const (defined in YoYInflationCouponPricer)YoYInflationCouponPricerprotectedvirtual
BachelierYoYInflationCouponPricer(const Handle< YoYOptionletVolatilitySurface > &capletVol=Handle< YoYOptionletVolatilitySurface >()) (defined in BachelierYoYInflationCouponPricer)BachelierYoYInflationCouponPricer
capletPrice(Rate effectiveCap) const (defined in YoYInflationCouponPricer)YoYInflationCouponPricervirtual
capletRate(Rate effectiveCap) const (defined in YoYInflationCouponPricer)YoYInflationCouponPricervirtual
capletVol_YoYInflationCouponPricerprotected
capletVolatility() const (defined in YoYInflationCouponPricer)YoYInflationCouponPricervirtual
coupon_ (defined in YoYInflationCouponPricer)YoYInflationCouponPricerprotected
discount_ (defined in YoYInflationCouponPricer)YoYInflationCouponPricerprotected
floorletPrice(Rate effectiveFloor) const (defined in YoYInflationCouponPricer)YoYInflationCouponPricervirtual
floorletRate(Rate effectiveFloor) const (defined in YoYInflationCouponPricer)YoYInflationCouponPricervirtual
gearing_ (defined in YoYInflationCouponPricer)YoYInflationCouponPricerprotected
initialize(const InflationCoupon &) (defined in YoYInflationCouponPricer)YoYInflationCouponPricervirtual
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
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
optionletPrice(Option::Type optionType, Real effStrike) const YoYInflationCouponPricerprotectedvirtual
optionletPriceImp(Option::Type, Real strike, Real forward, Real stdDev) const BachelierYoYInflationCouponPricerprotectedvirtual
paymentDate_ (defined in InflationCouponPricer)InflationCouponPricerprotected
rateCurve_ (defined in InflationCouponPricer)InflationCouponPricerprotected
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
setCapletVolatility(const Handle< YoYOptionletVolatilitySurface > &capletVol) (defined in YoYInflationCouponPricer)YoYInflationCouponPricervirtual
spread_ (defined in YoYInflationCouponPricer)YoYInflationCouponPricerprotected
spreadLegValue_ (defined in YoYInflationCouponPricer)YoYInflationCouponPricerprotected
swapletPrice() const (defined in YoYInflationCouponPricer)YoYInflationCouponPricervirtual
swapletRate() const (defined in YoYInflationCouponPricer)YoYInflationCouponPricervirtual
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()InflationCouponPricervirtual
YoYInflationCouponPricer(const Handle< YoYOptionletVolatilitySurface > &capletVol=Handle< YoYOptionletVolatilitySurface >()) (defined in YoYInflationCouponPricer)YoYInflationCouponPricer
~BachelierYoYInflationCouponPricer() (defined in BachelierYoYInflationCouponPricer)BachelierYoYInflationCouponPricervirtual
~InflationCouponPricer() (defined in InflationCouponPricer)InflationCouponPricervirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual