InterpolatedDiscountCurve< Interpolator > Member List
This is the complete list of members for InterpolatedDiscountCurve< Interpolator >, including all inherited members.
allowsExtrapolation() const Extrapolator
calendar() const TermStructure [virtual]
calendar_ (defined in TermStructure)TermStructure [protected]
checkRange(const Date &d, bool extrapolate) const TermStructure [protected]
checkRange(Time t, bool extrapolate) const TermStructure [protected]
data() const (defined in InterpolatedDiscountCurve< Interpolator >)InterpolatedDiscountCurve< Interpolator >
data_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [mutable, protected]
dates() const (defined in InterpolatedDiscountCurve< Interpolator >)InterpolatedDiscountCurve< Interpolator >
dates_ (defined in InterpolatedDiscountCurve< Interpolator >)InterpolatedDiscountCurve< Interpolator > [mutable, protected]
dayCounter() const TermStructure [virtual]
disableExtrapolation(bool b=true)Extrapolator
discount(const Date &d, bool extrapolate=false) const (defined in YieldTermStructure)YieldTermStructure
discount(Time t, bool extrapolate=false) const YieldTermStructure
discountImpl(Time) const InterpolatedDiscountCurve< Interpolator > [protected, virtual]
discounts() const (defined in InterpolatedDiscountCurve< Interpolator >)InterpolatedDiscountCurve< Interpolator >
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
forwardRate(const Date &d1, const Date &d2, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
forwardRate(const Date &d, const Period &p, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
forwardRate(Time t1, Time t2, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
InterpolatedCurve(const std::vector< Time > &times, const std::vector< Real > &data, const Interpolator &i=Interpolator()) (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [protected]
InterpolatedCurve(const std::vector< Time > &times, const Interpolator &i=Interpolator()) (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [protected]
InterpolatedCurve(Size n, const Interpolator &i=Interpolator()) (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [protected]
InterpolatedCurve(const Interpolator &i=Interpolator()) (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [protected]
InterpolatedCurve(const InterpolatedCurve &c) (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [protected]
InterpolatedDiscountCurve(const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter, const Calendar &cal=Calendar(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator()) (defined in InterpolatedDiscountCurve< Interpolator >)InterpolatedDiscountCurve< Interpolator >
InterpolatedDiscountCurve(const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter, const Calendar &calendar, const Interpolator &interpolator) (defined in InterpolatedDiscountCurve< Interpolator >)InterpolatedDiscountCurve< Interpolator >
InterpolatedDiscountCurve(const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter, const Interpolator &interpolator) (defined in InterpolatedDiscountCurve< Interpolator >)InterpolatedDiscountCurve< Interpolator >
InterpolatedDiscountCurve(const DayCounter &, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator()) (defined in InterpolatedDiscountCurve< Interpolator >)InterpolatedDiscountCurve< Interpolator > [protected]
InterpolatedDiscountCurve(const Date &referenceDate, const DayCounter &, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator()) (defined in InterpolatedDiscountCurve< Interpolator >)InterpolatedDiscountCurve< Interpolator > [protected]
InterpolatedDiscountCurve(Natural settlementDays, const Calendar &, const DayCounter &, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator()) (defined in InterpolatedDiscountCurve< Interpolator >)InterpolatedDiscountCurve< Interpolator > [protected]
interpolation_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [mutable, protected]
interpolator_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [protected]
jumpDates() const (defined in YieldTermStructure)YieldTermStructure
jumpTimes() const (defined in YieldTermStructure)YieldTermStructure
maxDate() const InterpolatedDiscountCurve< Interpolator > [virtual]
maxTime() const TermStructure [virtual]
moving_ (defined in TermStructure)TermStructure [protected]
nodes() const (defined in InterpolatedDiscountCurve< Interpolator >)InterpolatedDiscountCurve< Interpolator >
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
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
operator=(const InterpolatedCurve &c) (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [protected]
referenceDate() const TermStructure [virtual]
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
settlementDays() const TermStructure [virtual]
setupInterpolation() (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [protected]
TermStructure(const DayCounter &dc=DayCounter())TermStructure
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter())TermStructure
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter())TermStructure
timeFromReference(const Date &date) const TermStructure
times() const (defined in InterpolatedDiscountCurve< Interpolator >)InterpolatedDiscountCurve< Interpolator >
times_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [mutable, protected]
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()YieldTermStructure [virtual]
updated_ (defined in TermStructure)TermStructure [mutable, protected]
YieldTermStructure(const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in YieldTermStructure)YieldTermStructure
YieldTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in YieldTermStructure)YieldTermStructure
YieldTermStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in YieldTermStructure)YieldTermStructure
zeroRate(const Date &d, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
zeroRate(Time t, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
~Extrapolator() (defined in Extrapolator)Extrapolator [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]