QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
YearOnYearInflationSwap Member List

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
calculate() constInstrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
deepUpdate()Swapvirtual
endDiscounts(Size j) const (defined in Swap)Swap
endDiscounts_ (defined in Swap)Swapprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrumentprotected
fairRate() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
fairSpread() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
fetchResults(const PricingEngine::results *) constYearOnYearInflationSwapvirtual
fixedDayCount() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
fixedLeg() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
fixedLegNPV() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
fixedRate() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
fixedSchedule() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectprotected
Instrument() (defined in Instrument)Instrument
isExpired() constSwapvirtual
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
leg(Size j) const (defined in Swap)Swap
legBPS(Size j) const (defined in Swap)Swap
legBPS_ (defined in Swap)Swapmutableprotected
legNPV(Size j) const (defined in Swap)Swap
legNPV_ (defined in Swap)Swapmutableprotected
legs_ (defined in Swap)Swapprotected
maturityDate() const (defined in Swap)Swap
nominal() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
notifyObservers()Observable
NPV() constInstrument
NPV_ (defined in Instrument)Instrumentmutableprotected
npvDateDiscount() const (defined in Swap)Swap
npvDateDiscount_ (defined in Swap)Swapmutableprotected
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationLag() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
payer(Size j) const (defined in Swap)Swap
Payer enum value (defined in YearOnYearInflationSwap)YearOnYearInflationSwap
payer_ (defined in Swap)Swapprotected
paymentCalendar() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
paymentConvention() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
performCalculations() constInstrumentprotectedvirtual
recalculate()LazyObject
Receiver enum value (defined in YearOnYearInflationSwap)YearOnYearInflationSwap
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
set_type typedef (defined in Observer)Observer
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *args) constYearOnYearInflationSwapvirtual
spread() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
startDate() const (defined in Swap)Swap
startDiscounts(Size j) const (defined in Swap)Swap
startDiscounts_ (defined in Swap)Swapmutableprotected
Swap(const Leg &firstLeg, const Leg &secondLeg)Swap
Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer)Swap
Swap(Size legs)Swapprotected
type() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
Type enum name (defined in YearOnYearInflationSwap)YearOnYearInflationSwap
unfreeze()LazyObject
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() constInstrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
YearOnYearInflationSwap(Type type, Real nominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCount, const Schedule &yoySchedule, const ext::shared_ptr< YoYInflationIndex > &yoyIndex, const Period &observationLag, Spread spread, const DayCounter &yoyDayCount, const Calendar &paymentCalendar, BusinessDayConvention paymentConvention=ModifiedFollowing) (defined in YearOnYearInflationSwap)YearOnYearInflationSwap
yoyDayCount() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
yoyInflationIndex() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
yoyLeg() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
yoyLegNPV() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
yoySchedule() const (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~YearOnYearInflationSwap() (defined in YearOnYearInflationSwap)YearOnYearInflationSwapvirtual