ExtendedDiscountCurve Member List

This is the complete list of members for ExtendedDiscountCurve, including all inherited members.
calendar() const (defined in ExtendedDiscountCurve)ExtendedDiscountCurve
calibrateNodes() const (defined in ExtendedDiscountCurve)ExtendedDiscountCurve [protected]
compoundForward(const Date &, int, bool extrapolate=false) constTermStructure
compoundForward(Time, int, bool extrapolate=false) constTermStructure
compoundForwardImpl(Time, int, bool extrapolate=false) constExtendedDiscountCurve [protected, virtual]
dates() const (defined in DiscountCurve)DiscountCurve
dates_ (defined in DiscountCurve)DiscountCurve [mutable, protected]
dayCounter() constDiscountCurve [virtual]
dayCounter_ (defined in DiscountCurve)DiscountCurve [protected]
DfInterpolation typedef (defined in DiscountCurve)DiscountCurve [protected]
discount(const Date &, bool extrapolate=false) constTermStructure
discount(Time, bool extrapolate=false) constTermStructure
DiscountCurve(const Date &todaysDate, const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter=DayCounters::Actual365()) (defined in DiscountCurve)DiscountCurve
discountImpl(Time, bool extrapolate=false) constDiscountCurve [protected, virtual]
discounts() const (defined in DiscountCurve)DiscountCurve
discounts_ (defined in DiscountCurve)DiscountCurve [mutable, protected]
ExtendedDiscountCurve(const Date &todaysDate, const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const Calendar &calendar, const RollingConvention roll, const DayCounter &dayCounter=DayCounters::Actual365()) (defined in ExtendedDiscountCurve)ExtendedDiscountCurve
forward(const Date &, const Date &, bool extrapolate=false) constTermStructure
forward(Time, Time, bool extrapolate=false) constTermStructure
forwardCurve(int) const (defined in ExtendedDiscountCurve)ExtendedDiscountCurve [protected]
forwardImpl(Time, bool extrapolate=false) constDiscountStructure [protected, virtual]
instantaneousForward(const Date &, bool extrapolate=false) constTermStructure
instantaneousForward(Time, bool extrapolate=false) constTermStructure
interpolation_ (defined in DiscountCurve)DiscountCurve [mutable, protected]
maxDate() constDiscountCurve [virtual]
maxTime() constDiscountCurve [virtual]
notifyObservers()Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
referenceDate() constDiscountCurve [virtual]
referenceDate_ (defined in DiscountCurve)DiscountCurve [protected]
referenceNode(Time, bool extrapolate=false) const (defined in DiscountCurve)DiscountCurve [protected]
registerWith(const Handle< Observable > &) (defined in Observer)Observer
reversebootstrap(int) const (defined in ExtendedDiscountCurve)ExtendedDiscountCurve [protected]
roll() const (defined in ExtendedDiscountCurve)ExtendedDiscountCurve
times() const (defined in DiscountCurve)DiscountCurve
times_ (defined in DiscountCurve)DiscountCurve [mutable, protected]
todaysDate() constDiscountCurve [virtual]
todaysDate_ (defined in DiscountCurve)DiscountCurve [protected]
unregisterWith(const Handle< Observable > &) (defined in Observer)Observer
update()ExtendedDiscountCurve [virtual]
zeroCoupon(const Date &, int, bool extrapolate=false) constTermStructure
zeroCoupon(Time, int, bool extrapolate=false) constTermStructure
zeroYield(const Date &, bool extrapolate=false) constTermStructure
zeroYield(Time, bool extrapolate=false) constTermStructure
zeroYieldImpl(Time, bool extrapolate=false) constDiscountStructure [protected, virtual]
~DiscountStructure() (defined in DiscountStructure)DiscountStructure [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]

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