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] |