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

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

adjustedFixing(Rate fixing=Null< Rate >()) const (defined in CPICouponPricer)CPICouponPricerprotectedvirtual
capletPrice(Rate effectiveCap) const (defined in CPICouponPricer)CPICouponPricervirtual
capletRate(Rate effectiveCap) const (defined in CPICouponPricer)CPICouponPricervirtual
capletVol_CPICouponPricerprotected
capletVolatility() const (defined in CPICouponPricer)CPICouponPricervirtual
coupon_ (defined in CPICouponPricer)CPICouponPricerprotected
CPICouponPricer(const Handle< CPIVolatilitySurface > &capletVol=Handle< CPIVolatilitySurface >()) (defined in CPICouponPricer)CPICouponPricer
discount_ (defined in CPICouponPricer)CPICouponPricerprotected
floorletPrice(Rate effectiveFloor) const (defined in CPICouponPricer)CPICouponPricervirtual
floorletRate(Rate effectiveFloor) const (defined in CPICouponPricer)CPICouponPricervirtual
gearing_ (defined in CPICouponPricer)CPICouponPricerprotected
initialize(const InflationCoupon &) (defined in CPICouponPricer)CPICouponPricervirtual
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 CPICouponPricerprotectedvirtual
optionletPriceImp(Option::Type, Real strike, Real forward, Real stdDev) const CPICouponPricerprotectedvirtual
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< CPIVolatilitySurface > &capletVol) (defined in CPICouponPricer)CPICouponPricervirtual
spread_ (defined in CPICouponPricer)CPICouponPricerprotected
spreadLegValue_ (defined in CPICouponPricer)CPICouponPricerprotected
swapletPrice() const (defined in CPICouponPricer)CPICouponPricervirtual
swapletRate() const (defined in CPICouponPricer)CPICouponPricervirtual
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()InflationCouponPricervirtual
~InflationCouponPricer() (defined in InflationCouponPricer)InflationCouponPricervirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual