ForwardSpreadedTermStructure Member List

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

allowsExtrapolation() const Extrapolator
calendar() const ForwardSpreadedTermStructure [virtual]
calendar_ (defined in TermStructure)TermStructure [protected]
checkRange(const Date &d, bool extrapolate) const TermStructure [protected]
checkRange(Time t, bool extrapolate) const TermStructure [protected]
dayCounter() const ForwardSpreadedTermStructure [virtual]
disableExtrapolation(bool b=true)Extrapolator
discount(const Date &d, bool extrapolate=false) const (defined in YieldTermStructure)YieldTermStructure
discount(Time t, bool extrapolate=false) const YieldTermStructure
discountImpl(Time) const ForwardRateStructure [protected, virtual]
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
forwardImpl(Time t) const ForwardSpreadedTermStructure [protected, virtual]
forwardRate(const Date &d1, const Date &d2, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
forwardRate(const Date &d, const Period &p, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
forwardRate(Time t1, Time t2, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
ForwardRateStructure(const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in ForwardRateStructure)ForwardRateStructure
ForwardRateStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in ForwardRateStructure)ForwardRateStructure
ForwardRateStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in ForwardRateStructure)ForwardRateStructure
ForwardSpreadedTermStructure(const Handle< YieldTermStructure > &, const Handle< Quote > &spread) (defined in ForwardSpreadedTermStructure)ForwardSpreadedTermStructure
jumpDates() const (defined in YieldTermStructure)YieldTermStructure
jumpTimes() const (defined in YieldTermStructure)YieldTermStructure
maxDate() const ForwardSpreadedTermStructure [virtual]
maxTime() const ForwardSpreadedTermStructure [virtual]
moving_ (defined in TermStructure)TermStructure [protected]
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
referenceDate() const ForwardSpreadedTermStructure [virtual]
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
settlementDays() const ForwardSpreadedTermStructure [virtual]
TermStructure(const DayCounter &dc=DayCounter())TermStructure
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter())TermStructure
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter())TermStructure
timeFromReference(const Date &date) const TermStructure
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()YieldTermStructure [virtual]
YieldTermStructure(const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in YieldTermStructure)YieldTermStructure
YieldTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in YieldTermStructure)YieldTermStructure
YieldTermStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in YieldTermStructure)YieldTermStructure
zeroRate(const Date &d, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
zeroRate(Time t, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
zeroYieldImpl(Time t) const ForwardSpreadedTermStructure [protected, virtual]
~Extrapolator() (defined in Extrapolator)Extrapolator [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]