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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.41
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This is the complete list of members for OvernightIndexedCouponPricer, including all inherited members.
| capletPrice(Rate effectiveCap) const =0 (defined in FloatingRateCouponPricer) | FloatingRateCouponPricer | pure virtual |
| capletRate(Rate effectiveCap, bool dailyCapFloor) const =0 (defined in OvernightIndexedCouponPricer) | OvernightIndexedCouponPricer | pure virtual |
| capletVol_ (defined in OvernightIndexedCouponPricer) | OvernightIndexedCouponPricer | protected |
| capletVolatility() const | OvernightIndexedCouponPricer | |
| coupon_ (defined in OvernightIndexedCouponPricer) | OvernightIndexedCouponPricer | protected |
| deepUpdate() | Observer | virtual |
| effectiveCapletVolatility() const | OvernightIndexedCouponPricer | virtual |
| effectiveCapletVolatility_ (defined in OvernightIndexedCouponPricer) | OvernightIndexedCouponPricer | mutableprotected |
| effectiveFloorletVolatility() const | OvernightIndexedCouponPricer | virtual |
| effectiveFloorletVolatility_ (defined in OvernightIndexedCouponPricer) | OvernightIndexedCouponPricer | mutableprotected |
| effectiveVolatilityInput() const | OvernightIndexedCouponPricer | |
| effectiveVolatilityInput_ (defined in OvernightIndexedCouponPricer) | OvernightIndexedCouponPricer | protected |
| floorletPrice(Rate effectiveFloor) const =0 (defined in FloatingRateCouponPricer) | FloatingRateCouponPricer | pure virtual |
| floorletRate(Rate effectiveCap, bool dailyCapFloor) const =0 (defined in OvernightIndexedCouponPricer) | OvernightIndexedCouponPricer | pure virtual |
| initialize(const FloatingRateCoupon &coupon) override (defined in OvernightIndexedCouponPricer) | OvernightIndexedCouponPricer | virtual |
| iterator typedef (defined in Observer) | Observer | |
| 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 | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| QuantLib::FloatingRateCouponPricer::QuantLib::Observable::operator=(const Observable &) | Observable | |
| operator=(Observable &&)=delete (defined in Observable) | Observable | |
| OvernightIndexedCouponPricer(Handle< OptionletVolatilityStructure > v=Handle< OptionletVolatilityStructure >(), bool effectiveVolatilityInput=false) (defined in OvernightIndexedCouponPricer) | OvernightIndexedCouponPricer | explicit |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| setCapletVolatility(const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >()) (defined in OvernightIndexedCouponPricer) | OvernightIndexedCouponPricer | |
| setEffectiveVolatilityInput(const bool effectiveVolatilityInput) (defined in OvernightIndexedCouponPricer) | OvernightIndexedCouponPricer | |
| swapletPrice() const =0 (defined in FloatingRateCouponPricer) | FloatingRateCouponPricer | pure virtual |
| swapletRate() const =0 (defined in FloatingRateCouponPricer) | FloatingRateCouponPricer | pure virtual |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | FloatingRateCouponPricer | virtual |
| ~FloatingRateCouponPricer() override=default (defined in FloatingRateCouponPricer) | FloatingRateCouponPricer | |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |