DigitalCoupon Member List

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

accept(AcyclicVisitor &) (defined in DigitalCoupon)DigitalCoupon [virtual]
accrualDays() const Coupon
accrualEndDate() const Coupon
accrualEndDate_ (defined in Coupon)Coupon [protected]
accrualPeriod() const Coupon
accrualStartDate() const Coupon
accrualStartDate_ (defined in Coupon)Coupon [protected]
accruedAmount(const Date &) const FloatingRateCoupon [virtual]
adjustedFixing() const FloatingRateCoupon [virtual]
amount() const FloatingRateCoupon [virtual]
callCsi_DigitalCoupon [protected]
callDigitalPayoff() const (defined in DigitalCoupon)DigitalCoupon
callDigitalPayoff_DigitalCoupon [protected]
callLeftEps_DigitalCoupon [protected]
callOptionRate() const DigitalCoupon
callRightEps_ (defined in DigitalCoupon)DigitalCoupon [protected]
callStrike() const (defined in DigitalCoupon)DigitalCoupon
callStrike_DigitalCoupon [protected]
convexityAdjustment() const DigitalCoupon [virtual]
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() const Coupon [virtual]
dayCounter() const FloatingRateCoupon [virtual]
dayCounter_ (defined in FloatingRateCoupon)FloatingRateCoupon [protected]
DigitalCoupon(const boost::shared_ptr< FloatingRateCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallITMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutITMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >())DigitalCoupon
fixingDate() const FloatingRateCoupon [virtual]
fixingDays() const FloatingRateCoupon
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
gearing() const FloatingRateCoupon
gearing_ (defined in FloatingRateCoupon)FloatingRateCoupon [protected]
hasCall() const (defined in DigitalCoupon)DigitalCoupon
hasCallStrike_ (defined in DigitalCoupon)DigitalCoupon [protected]
hasCollar() const (defined in DigitalCoupon)DigitalCoupon
hasOccurred(const Date &d, bool includeToday=false) const Event
hasPut() const (defined in DigitalCoupon)DigitalCoupon
hasPutStrike_ (defined in DigitalCoupon)DigitalCoupon [protected]
index() const FloatingRateCoupon
index_ (defined in FloatingRateCoupon)FloatingRateCoupon [protected]
indexFixing() const FloatingRateCoupon [virtual]
isCallATMIncluded_DigitalCoupon [protected]
isCallCashOrNothing_DigitalCoupon [protected]
isInArrears() const FloatingRateCoupon
isInArrears_ (defined in FloatingRateCoupon)FloatingRateCoupon [protected]
isLongCall() const (defined in DigitalCoupon)DigitalCoupon
isLongPut() const (defined in DigitalCoupon)DigitalCoupon
isPutATMIncluded_DigitalCoupon [protected]
isPutCashOrNothing_DigitalCoupon [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]
putCsi_DigitalCoupon [protected]
putDigitalPayoff() const (defined in DigitalCoupon)DigitalCoupon
putDigitalPayoff_DigitalCoupon [protected]
putLeftEps_DigitalCoupon [protected]
putOptionRate() const DigitalCoupon
putRightEps_ (defined in DigitalCoupon)DigitalCoupon [protected]
putStrike() const (defined in DigitalCoupon)DigitalCoupon
putStrike_DigitalCoupon [protected]
rate() const DigitalCoupon [virtual]
referencePeriodEnd() const Coupon
referencePeriodStart() const Coupon
refPeriodEnd_ (defined in Coupon)Coupon [protected]
refPeriodStart_ (defined in Coupon)Coupon [protected]
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
replicationType_DigitalCoupon [protected]
setPricer(const boost::shared_ptr< FloatingRateCouponPricer > &pricer) (defined in DigitalCoupon)DigitalCoupon
spread() const FloatingRateCoupon
spread_ (defined in FloatingRateCoupon)FloatingRateCoupon [protected]
underlying() const (defined in DigitalCoupon)DigitalCoupon
underlying_ (defined in DigitalCoupon)DigitalCoupon [protected]
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()DigitalCoupon [virtual]
~CashFlow() (defined in CashFlow)CashFlow [virtual]
~Event() (defined in Event)Event [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]