This is the complete list of members for DigitalCmsSpreadCoupon, including all inherited members.
accept(AcyclicVisitor &) (defined in DigitalCmsSpreadCoupon) | DigitalCmsSpreadCoupon | 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 | FloatingRateCoupon | virtual |
accruedDays(const Date &) const | Coupon | |
accruedPeriod(const Date &) const | Coupon | |
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(), const Date &exCouponDate=Date()) | Coupon | |
date() const | Coupon | virtual |
dayCounter() const | FloatingRateCoupon | virtual |
dayCounter_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected |
deepUpdate() | Observer | virtual |
DigitalCmsSpreadCoupon(const ext::shared_ptr< CmsSpreadCoupon > &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 ext::shared_ptr< DigitalReplication > &replication=ext::shared_ptr< DigitalReplication >(new DigitalReplication), bool nakedOption=false) (defined in DigitalCmsSpreadCoupon) | DigitalCmsSpreadCoupon | explicit |
DigitalCoupon(const ext::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 ext::shared_ptr< DigitalReplication > &replication=ext::shared_ptr< DigitalReplication >(), bool nakedOption=false) | DigitalCoupon | |
exCouponDate() const | Coupon | virtual |
exCouponDate_ (defined in Coupon) | Coupon | protected |
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 ext::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, const Date &exCouponDate=Date()) (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 |
iterator typedef (defined in Observer) | Observer | |
nakedOption_ | DigitalCoupon | protected |
nominal() const (defined in Coupon) | Coupon | virtual |
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 ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
replicationType_ | DigitalCoupon | protected |
set_type typedef (defined in Observer) | Observer | |
setPricer(const ext::shared_ptr< FloatingRateCouponPricer > &pricer) (defined in DigitalCoupon) | DigitalCoupon | virtual |
spread() const | FloatingRateCoupon | |
spread_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected |
tradingExCoupon(const Date &refDate=Date()) const | CashFlow | |
underlying() const (defined in DigitalCoupon) | DigitalCoupon | |
underlying_ (defined in DigitalCoupon) | DigitalCoupon | protected |
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
unregisterWithAll() (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 |