QuantLib: Member List

### A free/open-source library for quantitative finance

# FloatingRateCoupon Member List

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

accept(AcyclicVisitor &) (defined in FloatingRateCoupon) | FloatingRateCoupon | `[virtual]`
accrualDays() const | Coupon |
accrualEndDate() const | Coupon |
accrualEndDate_ (defined in Coupon) | Coupon | `[protected]`
accrualPeriod() const | Coupon |
accrualStartDate() const | Coupon |
accrualStartDate_ (defined in Coupon) | Coupon | `[protected]`
accruedAmount(const Date &) const | FloatingRateCoupon | `[virtual]`
adjustedFixing() const | FloatingRateCoupon | `[virtual]`
amount() const | FloatingRateCoupon | `[virtual]`
convexityAdjustment() const | FloatingRateCoupon | `[virtual]`
convexityAdjustmentImpl(Rate fixing) const | FloatingRateCoupon | `[protected]`
Coupon(Real nominal, const Date &paymentDate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) | Coupon |
date() const | Coupon | `[virtual]`
dayCounter() const | FloatingRateCoupon | `[virtual]`
dayCounter_ (defined in FloatingRateCoupon) | FloatingRateCoupon | `[protected]`
fixingDate() const | FloatingRateCoupon | `[virtual]`
fixingDays() const | FloatingRateCoupon |
fixingDays_ (defined in FloatingRateCoupon) | FloatingRateCoupon | `[protected]`
FloatingRateCoupon(const Date &paymentDate, const Real nominal, const Date &startDate, const Date &endDate, const Natural fixingDays, const boost::shared_ptr< InterestRateIndex > &index, const Real gearing=1.0, const Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false) (defined in FloatingRateCoupon) | FloatingRateCoupon |
gearing() const | FloatingRateCoupon |
gearing_ (defined in FloatingRateCoupon) | FloatingRateCoupon | `[protected]`
hasOccurred(const Date &d, bool includeToday=false) const | Event |
index() const | FloatingRateCoupon |
index_ (defined in FloatingRateCoupon) | FloatingRateCoupon | `[protected]`
indexFixing() const | FloatingRateCoupon | `[virtual]`
isInArrears() const | FloatingRateCoupon |
isInArrears_ (defined in FloatingRateCoupon) | FloatingRateCoupon | `[protected]`
nominal() const (defined in Coupon) | Coupon |
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]`
rate() const | FloatingRateCoupon | `[virtual]`
referencePeriodEnd() const | Coupon |
referencePeriodStart() const | Coupon |
refPeriodEnd_ (defined in Coupon) | Coupon | `[protected]`
refPeriodStart_ (defined in Coupon) | Coupon | `[protected]`
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
setPricer(const boost::shared_ptr< FloatingRateCouponPricer > &) (defined in FloatingRateCoupon) | FloatingRateCoupon |
spread() const | FloatingRateCoupon |
spread_ (defined in FloatingRateCoupon) | FloatingRateCoupon | `[protected]`
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | FloatingRateCoupon | `[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]`