, including all inherited members.
accept(AcyclicVisitor &) (defined in DigitalCmsCoupon) | DigitalCmsCoupon | [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(const Date &paymentDate, Real nominal, 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] |
DigitalCmsCoupon(const boost::shared_ptr< CmsCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallATMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutATMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >()) (defined in DigitalCmsCoupon) | DigitalCmsCoupon | |
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, 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) | FloatingRateCoupon | [protected] |
hasCall() const (defined in DigitalCoupon) | DigitalCoupon | |
hasCallStrike_ (defined in DigitalCoupon) | DigitalCoupon | [protected] |
hasCollar() const (defined in DigitalCoupon) | DigitalCoupon | |
hasOccurred(const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const | CashFlow | [virtual] |
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] |