InterpolatedZeroCurve< Interpolator > Member List

This is the complete list of members for InterpolatedZeroCurve< Interpolator >, including all inherited members.

__pad0__ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >protected
allowsExtrapolation() const Extrapolator
calendar() const TermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
checkRange(const Date &d, bool extrapolate) const TermStructureprotected
checkRange(Time t, bool extrapolate) const TermStructureprotected
data() const (defined in InterpolatedZeroCurve< Interpolator >)InterpolatedZeroCurve< Interpolator >
data_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >mutableprotected
data_(c.data_) (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >protected
dates() const (defined in InterpolatedZeroCurve< Interpolator >)InterpolatedZeroCurve< Interpolator >
dates_ (defined in InterpolatedZeroCurve< Interpolator >)InterpolatedZeroCurve< Interpolator >mutableprotected
dayCounter() const TermStructurevirtual
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 ZeroYieldStructureprotectedvirtual
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
InterpolatedZeroCurve(const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter, const Calendar &calendar=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 InterpolatedZeroCurve< Interpolator >)InterpolatedZeroCurve< Interpolator >
InterpolatedZeroCurve(const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter, const Calendar &calendar, const Interpolator &interpolator) (defined in InterpolatedZeroCurve< Interpolator >)InterpolatedZeroCurve< Interpolator >
InterpolatedZeroCurve(const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter, const Interpolator &interpolator) (defined in InterpolatedZeroCurve< Interpolator >)InterpolatedZeroCurve< Interpolator >
InterpolatedZeroCurve(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 InterpolatedZeroCurve< Interpolator >)InterpolatedZeroCurve< Interpolator >protected
InterpolatedZeroCurve(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 InterpolatedZeroCurve< Interpolator >)InterpolatedZeroCurve< Interpolator >protected
InterpolatedZeroCurve(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 InterpolatedZeroCurve< Interpolator >)InterpolatedZeroCurve< Interpolator >protected
interpolation_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >mutableprotected
interpolator_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >protected
interpolator_(c.interpolator_) (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >protected
jumpDates() const (defined in YieldTermStructure)YieldTermStructure
jumpTimes() const (defined in YieldTermStructure)YieldTermStructure
maxDate() const InterpolatedZeroCurve< Interpolator >virtual
maxTime() const TermStructurevirtual
moving_ (defined in TermStructure)TermStructureprotected
nodes() const (defined in InterpolatedZeroCurve< Interpolator >)InterpolatedZeroCurve< 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 TermStructurevirtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
settlementDays() const TermStructurevirtual
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 InterpolatedZeroCurve< Interpolator >)InterpolatedZeroCurve< Interpolator >
times_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >mutableprotected
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll()Observer
update() (defined in YieldTermStructure)YieldTermStructurevirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
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
zeroRates() const (defined in InterpolatedZeroCurve< Interpolator >)InterpolatedZeroCurve< Interpolator >
zeroYieldImpl(Time t) const InterpolatedZeroCurve< Interpolator >protectedvirtual
ZeroYieldStructure(const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in ZeroYieldStructure)ZeroYieldStructure
ZeroYieldStructure(const Date &referenceDate, const Calendar &calendar=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 ZeroYieldStructure)ZeroYieldStructure
ZeroYieldStructure(Natural settlementDays, const Calendar &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 ZeroYieldStructure)ZeroYieldStructure
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual