QuantLib 0.3.7 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

ExtendedDiscountCurve Member List This is the complete list of members for ExtendedDiscountCurve, including all inherited members. allowsExtrapolation() const Extrapolator businessDayConvention() const (defined in ExtendedDiscountCurve) ExtendedDiscountCurve calendar() const (defined in ExtendedDiscountCurve) ExtendedDiscountCurve calibrateNodes() const (defined in ExtendedDiscountCurve) ExtendedDiscountCurve [protected] compoundForward(const Date &, Integer, bool extrapolate=false) const TermStructure compoundForward(Time, Integer, bool extrapolate=false) const TermStructure compoundForwardImpl(Time, Integer) const ExtendedDiscountCurve [protected, virtual] dates() const (defined in DiscountCurve) DiscountCurve dates_ (defined in DiscountCurve) DiscountCurve [mutable, protected] dayCounter() const DiscountCurve [virtual] dayCounter_ (defined in DiscountCurve) DiscountCurve [protected] disableExtrapolation() Extrapolator discount(const Date &, bool extrapolate=false) const TermStructure discount(Time, bool extrapolate=false) const TermStructure DiscountCurve(const Date &todaysDate, const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter=Actual365()) (defined in DiscountCurve) DiscountCurve discountImpl(Time) const DiscountCurve [protected, virtual] discounts() const (defined in DiscountCurve) DiscountCurve discounts_ (defined in DiscountCurve) DiscountCurve [mutable, protected] enableExtrapolation() Extrapolator ExtendedDiscountCurve(const Date &todaysDate, const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const Calendar &calendar, const BusinessDayConvention conv, const DayCounter &dayCounter=Actual365()) (defined in ExtendedDiscountCurve) ExtendedDiscountCurve Extrapolator() (defined in Extrapolator) Extrapolator forward(const Date &, const Date &, bool extrapolate=false) const TermStructure forward(Time, Time, bool extrapolate=false) const TermStructure forwardCurve(Integer) const (defined in ExtendedDiscountCurve) ExtendedDiscountCurve [protected] forwardImpl(Time) const DiscountStructure [protected, virtual] instantaneousForward(const Date &, bool extrapolate=false) const TermStructure instantaneousForward(Time, bool extrapolate=false) const TermStructure interpolation_ (defined in DiscountCurve) DiscountCurve [mutable, protected] maxDate() const DiscountCurve [virtual] maxTime() const DiscountCurve [virtual] notifyObservers() Observable Observer() (defined in Observer) Observer Observer(const Observer &) (defined in Observer) Observer operator=(const Observer &) (defined in Observer) Observer referenceDate() const DiscountCurve [virtual] referenceDate_ (defined in DiscountCurve) DiscountCurve [protected] referenceNode(Time) const (defined in DiscountCurve) DiscountCurve [protected] registerWith(const boost::shared_ptr< T > &h) (defined in Observer) Observer reversebootstrap(Integer) const (defined in ExtendedDiscountCurve) ExtendedDiscountCurve [protected] roll() const ExtendedDiscountCurve times() const (defined in DiscountCurve) DiscountCurve times_ (defined in DiscountCurve) DiscountCurve [mutable, protected] todaysDate() const DiscountCurve [virtual] todaysDate_ (defined in DiscountCurve) DiscountCurve [protected] unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer) Observer update() ExtendedDiscountCurve [virtual] zeroCoupon(const Date &, Integer, bool extrapolate=false) const TermStructure zeroCoupon(Time, Integer, bool extrapolate=false) const TermStructure zeroYield(const Date &, bool extrapolate=false) const TermStructure zeroYield(Time, bool extrapolate=false) const TermStructure zeroYieldImpl(Time) const DiscountStructure [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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