ExtendedDiscountCurve Member List

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

allowsExtrapolation() constExtrapolator
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) constTermStructure
compoundForward(Time, Integer, bool extrapolate=false) constTermStructure
compoundForwardImpl(Time, Integer) 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]
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
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) constTermStructure
forward(Time, Time, bool extrapolate=false) constTermStructure
forwardCurve(Integer) const (defined in ExtendedDiscountCurve)ExtendedDiscountCurve [protected]
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
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) 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() constExtendedDiscountCurve
times() const (defined in DiscountCurve)DiscountCurve
times_ (defined in DiscountCurve)DiscountCurve [mutable, protected]
todaysDate() constDiscountCurve [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) 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]
~Observer() (defined in Observer)Observer [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen