DiscountCurve Member List

This is the complete list of members for DiscountCurve, including all inherited members.

allowsExtrapolation() constExtrapolator
compoundForward(const Date &, Integer, bool extrapolate=false) constTermStructure
compoundForward(Time, Integer, bool extrapolate=false) constTermStructure
compoundForwardImpl(Time, Integer) constDiscountStructure [protected, virtual]
dates() const (defined in DiscountCurve)DiscountCurve
dates_ (defined in DiscountCurve)DiscountCurve [mutable, protected]
dayCounter() constDiscountCurve [virtual]
dayCounter_ (defined in DiscountCurve)DiscountCurve [protected]
disableExtrapolation()Extrapolator
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=Actual365()) (defined in DiscountCurve)DiscountCurve
discountImpl(Time) constDiscountCurve [protected, virtual]
discounts() const (defined in DiscountCurve)DiscountCurve
discounts_ (defined in DiscountCurve)DiscountCurve [mutable, protected]
enableExtrapolation()Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
forward(const Date &, const Date &, bool extrapolate=false) constTermStructure
forward(Time, Time, bool extrapolate=false) constTermStructure
forwardImpl(Time) 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
referenceDate() constDiscountCurve [virtual]
referenceDate_ (defined in DiscountCurve)DiscountCurve [protected]
referenceNode(Time) const (defined in DiscountCurve)DiscountCurve [protected]
times() const (defined in DiscountCurve)DiscountCurve
times_ (defined in DiscountCurve)DiscountCurve [mutable, protected]
todaysDate() constDiscountCurve [virtual]
todaysDate_ (defined in DiscountCurve)DiscountCurve [protected]
zeroCoupon(const Date &, Integer, bool extrapolate=false) constTermStructure
zeroCoupon(Time, Integer, bool extrapolate=false) constTermStructure
zeroYield(const Date &, bool extrapolate=false) constTermStructure
zeroYield(Time, bool extrapolate=false) constTermStructure
zeroYieldImpl(Time) constDiscountStructure [protected, virtual]
~DiscountStructure() (defined in DiscountStructure)DiscountStructure [virtual]
~Observable() (defined in Observable)Observable [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]


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