|
QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
|
This is the complete list of members for IborCoupon, including all inherited members.
| accept(AcyclicVisitor &) override (defined in IborCoupon) | IborCoupon | virtual |
| accrualDays() const | Coupon | |
| accrualEndDate() const | Coupon | |
| accrualEndDate_ (defined in Coupon) | Coupon | protected |
| accrualPeriod() const | Coupon | |
| accrualPeriod_ (defined in Coupon) | Coupon | mutableprotected |
| accrualStartDate() const | Coupon | |
| accrualStartDate_ (defined in Coupon) | Coupon | protected |
| accruedAmount(const Date &) const override | FloatingRateCoupon | virtual |
| accruedDays(const Date &) const | Coupon | |
| accruedPeriod(const Date &) const | Coupon | |
| adjustedFixing() const | FloatingRateCoupon | virtual |
| alwaysForward_ (defined in LazyObject) | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| amount() const override | FloatingRateCoupon | virtual |
| calculate() const | LazyObject | protectedvirtual |
| calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
| convexityAdjustment() const | FloatingRateCoupon | 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(), const Date &exCouponDate=Date()) | Coupon | |
| date() const override | Coupon | virtual |
| dayCounter() const override | FloatingRateCoupon | virtual |
| dayCounter_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected |
| deepUpdate() | Observer | virtual |
| exCouponDate() const override | Coupon | virtual |
| exCouponDate_ (defined in Coupon) | Coupon | protected |
| fixingDate() const override | IborCoupon | virtual |
| fixingDays() const | FloatingRateCoupon | |
| fixingDays_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected |
| fixingEndDate() const | IborCoupon | |
| fixingMaturityDate() const | IborCoupon | |
| fixingValueDate() const | IborCoupon | |
| FloatingRateCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< InterestRateIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), DayCounter dayCounter=DayCounter(), bool isInArrears=false, const Date &exCouponDate=Date()) (defined in FloatingRateCoupon) | FloatingRateCoupon | |
| forwardFirstNotificationOnly() | LazyObject | |
| freeze() | LazyObject | |
| frozen_ (defined in LazyObject) | LazyObject | protected |
| gearing() const | FloatingRateCoupon | |
| gearing_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected |
| hasFixed() const (defined in IborCoupon) | IborCoupon | |
| hasOccurred(const Date &refDate=Date(), ext::optional< bool > includeRefDate=ext::nullopt) const override | CashFlow | virtual |
| IborCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< IborIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false, const Date &exCouponDate=Date()) (defined in IborCoupon) | IborCoupon | |
| IborCouponPricer (defined in IborCoupon) | IborCoupon | friend |
| iborIndex() const (defined in IborCoupon) | IborCoupon | |
| index() const | FloatingRateCoupon | |
| index_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected |
| indexFixing() const override | IborCoupon | virtual |
| isCalculated() const | LazyObject | |
| isInArrears() const | FloatingRateCoupon | |
| isInArrears_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected |
| iterator typedef (defined in Observer) | Observer | |
| LazyObject() (defined in LazyObject) | LazyObject | |
| nominal() const (defined in Coupon) | Coupon | virtual |
| nominal_ (defined in Coupon) | Coupon | protected |
| notifyObservers() | Observable | |
| Observable()=default (defined in Observable) | Observable | |
| Observable(const Observable &) (defined in Observable) | Observable | |
| Observable(Observable &&)=delete (defined in Observable) | Observable | |
| Observer()=default (defined in Observer) | Observer | |
| Observer(const Observer &) (defined in Observer) | Observer | |
| QuantLib::operator=(const Observable &) | Observable | |
| operator=(Observable &&)=delete (defined in Observable) | Observable | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| paymentDate_ (defined in Coupon) | Coupon | protected |
| performCalculations() const override | FloatingRateCoupon | virtual |
| price(const Handle< YieldTermStructure > &discountingCurve) const (defined in FloatingRateCoupon) | FloatingRateCoupon | |
| pricer() const (defined in FloatingRateCoupon) | FloatingRateCoupon | |
| pricer_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected |
| rate() const override | FloatingRateCoupon | virtual |
| rate_ (defined in FloatingRateCoupon) | FloatingRateCoupon | mutableprotected |
| recalculate() | LazyObject | |
| referencePeriodEnd() const | Coupon | |
| referencePeriodStart() const | Coupon | |
| refPeriodEnd_ (defined in Coupon) | Coupon | protected |
| refPeriodStart_ (defined in Coupon) | Coupon | protected |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| setPricer(const ext::shared_ptr< FloatingRateCouponPricer > &) override (defined in IborCoupon) | IborCoupon | virtual |
| spanningTime() const | IborCoupon | |
| spanningTimeIndexMaturity() const | IborCoupon | |
| spread() const | FloatingRateCoupon | |
| spread_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected |
| tradingExCoupon(const Date &refDate=Date()) const | CashFlow | |
| unfreeze() | LazyObject | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | LazyObject | virtual |
| ~CashFlow() override=default (defined in CashFlow) | CashFlow | |
| ~Event() override=default (defined in Event) | Event | |
| ~LazyObject() override=default (defined in LazyObject) | LazyObject | |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |