PiecewiseFlatForward Member List

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

allowsExtrapolation() constExtrapolator
calculate() constLazyObject [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
compoundForward(const Date &, Integer, bool extrapolate=false) constTermStructure
compoundForward(Time, Integer, bool extrapolate=false) constTermStructure
compoundForwardImpl(Time t, Integer compFreq) constPiecewiseFlatForward [protected, virtual]
dates() const (defined in PiecewiseFlatForward)PiecewiseFlatForward
dayCounter() constPiecewiseFlatForward [virtual]
disableExtrapolation()Extrapolator
discount(const Date &, bool extrapolate=false) constTermStructure
discount(Time, bool extrapolate=false) constTermStructure
discountImpl(Time) constPiecewiseFlatForward [protected, virtual]
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) constPiecewiseFlatForward [protected, virtual]
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
instantaneousForward(const Date &, bool extrapolate=false) constTermStructure
instantaneousForward(Time, bool extrapolate=false) constTermStructure
LazyObject() (defined in LazyObject)LazyObject
maxDate() constPiecewiseFlatForward [virtual]
maxTime() constPiecewiseFlatForward [virtual]
notifyObservers()Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
PiecewiseFlatForward(const Date &todaysDate, const Date &referenceDate, const std::vector< boost::shared_ptr< RateHelper > > &instruments, const DayCounter &dayCounter, Real accuracy=1.0e-12) (defined in PiecewiseFlatForward)PiecewiseFlatForward
PiecewiseFlatForward(const Date &todaysDate, const std::vector< Date > &dates, const std::vector< Rate > &forwards, const DayCounter &dayCounter)PiecewiseFlatForward
recalculate()LazyObject
referenceDate() constPiecewiseFlatForward [virtual]
registerWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
times() const (defined in PiecewiseFlatForward)PiecewiseFlatForward
todaysDate() constPiecewiseFlatForward [virtual]
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
update()LazyObject [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) constPiecewiseFlatForward [protected, virtual]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]


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