CappedFlooredCoupon Member List

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

accept(AcyclicVisitor &) (defined in CappedFlooredCoupon)CappedFlooredCoupon [virtual]
accrualDays() constCoupon
accrualEndDate() constCoupon
accrualEndDate_ (defined in Coupon)Coupon [protected]
accrualPeriod() constCoupon
accrualStartDate() constCoupon
accrualStartDate_ (defined in Coupon)Coupon [protected]
accruedAmount(const Date &) const FloatingRateCoupon [virtual]
adjustedFixing() constFloatingRateCoupon
amount() constFloatingRateCoupon [virtual]
cap() constCappedFlooredCoupon
cap_ (defined in CappedFlooredCoupon)CappedFlooredCoupon [protected]
CappedFlooredCoupon(const boost::shared_ptr< FloatingRateCoupon > &underlying, Rate cap=Null< Rate >(), Rate floor=Null< Rate >()) (defined in CappedFlooredCoupon)CappedFlooredCoupon
convexityAdjustment() constCappedFlooredCoupon
convexityAdjustmentImpl(Rate fixing) const FloatingRateCoupon [protected]
Coupon(Real nominal, const Date &paymentDate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())Coupon
date() constCoupon [virtual]
dayCounter() constFloatingRateCoupon [virtual]
dayCounter_ (defined in FloatingRateCoupon)FloatingRateCoupon [protected]
effectiveCap() constCappedFlooredCoupon
effectiveFloor() constCappedFlooredCoupon
fixingDate() constFloatingRateCoupon [virtual]
fixingDays() constFloatingRateCoupon
fixingDays_ (defined in FloatingRateCoupon)FloatingRateCoupon [protected]
FloatingRateCoupon(const Date &paymentDate, const Real nominal, const Date &startDate, const Date &endDate, const Natural fixingDays, const boost::shared_ptr< InterestRateIndex > &index, const Real gearing=1.0, const Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false) (defined in FloatingRateCoupon)FloatingRateCoupon
floor() constCappedFlooredCoupon
floor_ (defined in CappedFlooredCoupon)CappedFlooredCoupon [protected]
gearing() constFloatingRateCoupon
gearing_ (defined in FloatingRateCoupon)FloatingRateCoupon [protected]
hasOccurred(const Date &d, bool includeToday=false) constEvent
index() constFloatingRateCoupon
index_ (defined in FloatingRateCoupon)FloatingRateCoupon [protected]
indexFixing() constFloatingRateCoupon
isCapped() const (defined in CappedFlooredCoupon)CappedFlooredCoupon
isCapped_ (defined in CappedFlooredCoupon)CappedFlooredCoupon [protected]
isFloored() const (defined in CappedFlooredCoupon)CappedFlooredCoupon
isFloored_ (defined in CappedFlooredCoupon)CappedFlooredCoupon [protected]
isInArrears() const (defined in FloatingRateCoupon)FloatingRateCoupon
isInArrears_ (defined in FloatingRateCoupon)FloatingRateCoupon [protected]
nominal() const (defined in Coupon)Coupon
nominal_ (defined in Coupon)Coupon [protected]
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)Coupon [protected]
price(const Handle< YieldTermStructure > &discountingCurve) const (defined in FloatingRateCoupon)FloatingRateCoupon
pricer() const (defined in FloatingRateCoupon)FloatingRateCoupon
pricer_ (defined in FloatingRateCoupon)FloatingRateCoupon [protected]
rate() constCappedFlooredCoupon [virtual]
referencePeriodEnd() constCoupon
referencePeriodStart() constCoupon
refPeriodEnd_ (defined in Coupon)Coupon [protected]
refPeriodStart_ (defined in Coupon)Coupon [protected]
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
setPricer(const boost::shared_ptr< FloatingRateCouponPricer > &pricer) (defined in CappedFlooredCoupon)CappedFlooredCoupon
spread() constFloatingRateCoupon
spread_ (defined in FloatingRateCoupon)FloatingRateCoupon [protected]
underlying_ (defined in CappedFlooredCoupon)CappedFlooredCoupon [protected]
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()CappedFlooredCoupon [virtual]
~CashFlow() (defined in CashFlow)CashFlow [virtual]
~Event() (defined in Event)Event [virtual]
~FloatingRateCoupon() (defined in FloatingRateCoupon)FloatingRateCoupon [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]