|
QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
|
This is the complete list of members for CPILeg, including all inherited members.
| CPILeg(Schedule schedule, ext::shared_ptr< ZeroInflationIndex > index, Real baseCPI, const Period &observationLag) (defined in CPILeg) | CPILeg | |
| operator Leg() const (defined in CPILeg) | CPILeg | |
| withBaseDate(const Date &baseDate) (defined in CPILeg) | CPILeg | |
| withCaps(Rate cap) (defined in CPILeg) | CPILeg | |
| withCaps(const std::vector< Rate > &caps) (defined in CPILeg) | CPILeg | |
| withExCouponPeriod(const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth=false) (defined in CPILeg) | CPILeg | |
| withFixedRates(Real fixedRate) (defined in CPILeg) | CPILeg | |
| withFixedRates(const std::vector< Real > &fixedRates) (defined in CPILeg) | CPILeg | |
| withFloors(Rate floor) (defined in CPILeg) | CPILeg | |
| withFloors(const std::vector< Rate > &floors) (defined in CPILeg) | CPILeg | |
| withNotionals(Real notional) (defined in CPILeg) | CPILeg | |
| withNotionals(const std::vector< Real > ¬ionals) (defined in CPILeg) | CPILeg | |
| withObservationInterpolation(CPI::InterpolationType) (defined in CPILeg) | CPILeg | |
| withPaymentAdjustment(BusinessDayConvention) (defined in CPILeg) | CPILeg | |
| withPaymentCalendar(const Calendar &) (defined in CPILeg) | CPILeg | |
| withPaymentDayCounter(const DayCounter &) (defined in CPILeg) | CPILeg | |
| withSubtractInflationNominal(bool) (defined in CPILeg) | CPILeg |