PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > Member List

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

__pad0__ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >protected
allowsExtrapolation() const Extrapolator
baseDate() const PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >virtual
baseRate() const (defined in InflationTermStructure)InflationTermStructurevirtual
baseRate_ (defined in InflationTermStructure)InflationTermStructuremutableprotected
Bootstrap< this_curve > (defined in PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >friend
BootstrapError< this_curve > (defined in PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >friend
calculate() const LazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
calendar() const TermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
checkRange(const Date &, bool extrapolate) const (defined in InflationTermStructure)InflationTermStructureprotected
checkRange(Time t, bool extrapolate) const (defined in InflationTermStructure)InflationTermStructureprotected
data() const (defined in PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
data_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >mutableprotected
data_(c.data_) (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >protected
dates() const (defined in PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
dates_ (defined in InterpolatedYoYInflationCurve< Interpolator >)InterpolatedYoYInflationCurve< Interpolator >mutableprotected
dayCounter() const TermStructurevirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
freeze()LazyObject
frequency() const (defined in InflationTermStructure)InflationTermStructurevirtual
frequency_ (defined in InflationTermStructure)InflationTermStructureprotected
frozen_ (defined in LazyObject)LazyObjectmutableprotected
hasSeasonality() const (defined in InflationTermStructure)InflationTermStructure
indexIsInterpolated() const (defined in InflationTermStructure)InflationTermStructurevirtual
indexIsInterpolated_ (defined in InflationTermStructure)InflationTermStructureprotected
InflationTermStructure(Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter(), const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in InflationTermStructure)InflationTermStructure
InflationTermStructure(const Date &referenceDate, Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const Calendar &calendar=Calendar(), const DayCounter &dayCounter=DayCounter(), const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in InflationTermStructure)InflationTermStructure
InflationTermStructure(Natural settlementDays, const Calendar &calendar, Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter(), const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in InflationTermStructure)InflationTermStructure
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
InterpolatedYoYInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const std::vector< Date > &dates, const std::vector< Rate > &rates, const Interpolator &interpolator=Interpolator()) (defined in InterpolatedYoYInflationCurve< Interpolator >)InterpolatedYoYInflationCurve< Interpolator >
InterpolatedYoYInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const Interpolator &interpolator=Interpolator())InterpolatedYoYInflationCurve< 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
interpolator_type typedef (defined in PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
LazyObject() (defined in LazyObject)LazyObject
maxDate() const PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >virtual
maxTime() const TermStructurevirtual
moving_ (defined in TermStructure)TermStructureprotected
nodes() const (defined in PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
nominalTermStructure() const (defined in InflationTermStructure)InflationTermStructurevirtual
nominalTermStructure_ (defined in InflationTermStructure)InflationTermStructureprotected
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationLag() const InflationTermStructurevirtual
observationLag_ (defined in InflationTermStructure)InflationTermStructureprotected
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
PiecewiseYoYInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate baseYoYRate, const Handle< YieldTermStructure > &nominalTS, const std::vector< boost::shared_ptr< typename Traits::helper > > &instruments, Real accuracy=1.0e-12, const Interpolator &i=Interpolator()) (defined in PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
rates() const (defined in InterpolatedYoYInflationCurve< Interpolator >)InterpolatedYoYInflationCurve< Interpolator >
recalculate()LazyObject
referenceDate() const TermStructurevirtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
seasonality() const (defined in InflationTermStructure)InflationTermStructure
seasonality_ (defined in InflationTermStructure)InflationTermStructureprotected
setBaseRate(const Rate &r) (defined in InflationTermStructure)InflationTermStructureprotectedvirtual
setSeasonality(const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >())InflationTermStructure
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 PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
times_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >mutableprotected
traits_type typedef (defined in PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll()Observer
update() (defined in PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >virtual
updated_ (defined in TermStructure)TermStructuremutableprotected
YoYInflationTermStructure(const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yieldTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in YoYInflationTermStructure)YoYInflationTermStructure
YoYInflationTermStructure(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yieldTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in YoYInflationTermStructure)YoYInflationTermStructure
YoYInflationTermStructure(Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yieldTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in YoYInflationTermStructure)YoYInflationTermStructure
yoyRate(const Date &d, const Period &instObsLag=Period(-1, Days), bool forceLinearInterpolation=false, bool extrapolate=false) const YoYInflationTermStructure
yoyRate(Time t, bool extrapolate=false) const YoYInflationTermStructure
yoyRateImpl(Time t) const InterpolatedYoYInflationCurve< Interpolator >protectedvirtual
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual