Uses of Class
org.quantlib.YoYInflationIndex

Uses of YoYInflationIndex in org.quantlib

Subclasses of YoYInflationIndex in org.quantlib

Modifier and Type	Class	Description
class	YYEUHICP
class	YYEUHICPr
class	YYEUHICPXT
class	YYFRHICP
class	YYFRHICPr
class	YYUKRPI
class	YYUKRPIr
class	YYUSCPI
class	YYUSCPIr
class	YYZACPI
class	YYZACPIr

Methods in org.quantlib that return YoYInflationIndex

Modifier and Type	Method	Description
YoYInflationIndex	YoYInflationIndex.clone(YoYInflationTermStructureHandle h)
YoYInflationIndex	YoYCapFloorTermPriceSurface.yoyIndex()
YoYInflationIndex	YoYInflationCoupon.yoyIndex()

Methods in org.quantlib with parameters of type YoYInflationIndex

Modifier and Type	Method	Description
protected static long	YoYInflationIndex.getCPtr(YoYInflationIndex obj)
static Leg	QuantLib.yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter)
static Leg	QuantLib.yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment)
static Leg	QuantLib.yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays)
static Leg	QuantLib.yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings)
static Leg	QuantLib.yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings, DoubleVector spreads)
static Leg	QuantLib.yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)
static Leg	QuantLib.yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)

Constructors in org.quantlib with parameters of type YoYInflationIndex

Constructor	Description
CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter)
CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing)
CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread)
CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, double cap)
CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, double cap, double floor)
CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, double cap, double floor, Date refPeriodStart)
CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd)
YearOnYearInflationSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCounter, Schedule yoySchedule, YoYInflationIndex index, Period lag, double spread, DayCounter yoyDayCounter, Calendar paymentCalendar)
YearOnYearInflationSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCounter, Schedule yoySchedule, YoYInflationIndex index, Period lag, double spread, DayCounter yoyDayCounter, Calendar paymentCalendar, BusinessDayConvention paymentConvention)
YearOnYearInflationSwapHelper(QuoteHandle quote, Period lag, Date maturity, Calendar calendar, BusinessDayConvention bdc, DayCounter dayCounter, YoYInflationIndex index, YieldTermStructureHandle nominalTS)
YoYInflationBachelierCapFloorEngine(YoYInflationIndex arg0, YoYOptionletVolatilitySurfaceHandle vol, YieldTermStructureHandle nominalTermStructure)
YoYInflationBlackCapFloorEngine(YoYInflationIndex arg0, YoYOptionletVolatilitySurfaceHandle vol, YieldTermStructureHandle nominalTermStructure)
YoYInflationCapFloorTermPriceSurface(long fixingDays, Period yyLag, YoYInflationIndex yii, double baseRate, YieldTermStructureHandle nominal, DayCounter dc, Calendar cal, BusinessDayConvention bdc, DoubleVector cStrikes, DoubleVector fStrikes, PeriodVector cfMaturities, Matrix cPrice, Matrix fPrice)
YoYInflationCapFloorTermPriceSurface(long fixingDays, Period yyLag, YoYInflationIndex yii, double baseRate, YieldTermStructureHandle nominal, DayCounter dc, Calendar cal, BusinessDayConvention bdc, DoubleVector cStrikes, DoubleVector fStrikes, PeriodVector cfMaturities, Matrix cPrice, Matrix fPrice, Bicubic interpolator2d)
YoYInflationCapFloorTermPriceSurface(long fixingDays, Period yyLag, YoYInflationIndex yii, double baseRate, YieldTermStructureHandle nominal, DayCounter dc, Calendar cal, BusinessDayConvention bdc, DoubleVector cStrikes, DoubleVector fStrikes, PeriodVector cfMaturities, Matrix cPrice, Matrix fPrice, Bicubic interpolator2d, Cubic interpolator1d)
YoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter)
YoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing)
YoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread)
YoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, Date refPeriodStart)
YoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd)
YoYInflationUnitDisplacedBlackCapFloorEngine(YoYInflationIndex arg0, YoYOptionletVolatilitySurfaceHandle vol, YieldTermStructureHandle nominalTermStructure)
YoYOptionletHelper(QuoteHandle price, double notional, YoYInflationCapFloor.Type capFloorType, Period lag, DayCounter yoyDayCounter, Calendar paymentCalendar, long fixingDays, YoYInflationIndex index, double strike, long n, PricingEngine pricer)