FlatForward Member List

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

allowsExtrapolation() const Extrapolator
calendar() const TermStructure [virtual]
compounding() const (defined in FlatForward)FlatForward
compoundingFrequency() const (defined in FlatForward)FlatForward
dayCounter() const FlatForward [virtual]
disableExtrapolation()Extrapolator
discount(const Date &, bool extrapolate=false) const (defined in YieldTermStructure)YieldTermStructure
discount(Time, bool extrapolate=false) const YieldTermStructure
enableExtrapolation()Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
FlatForward(const Date &referenceDate, const Handle< Quote > &forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual) (defined in FlatForward)FlatForward
FlatForward(const Date &referenceDate, Rate forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual) (defined in FlatForward)FlatForward
FlatForward(Integer settlementDays, const Calendar &calendar, const Handle< Quote > &forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual) (defined in FlatForward)FlatForward
FlatForward(Integer settlementDays, const Calendar &calendar, Rate forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual) (defined in FlatForward)FlatForward
forwardRate(const Date &d1, const Date &d2, 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
maxDate() const FlatForward [virtual]
maxTime() const YieldTermStructure [virtual]
notifyObservers()Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
parRate(Integer tenor, const Date &startDate, Frequency freq=Annual, bool extrapolate=false) const (defined in YieldTermStructure)YieldTermStructure
parRate(const std::vector< Date > &dates, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
parRate(const std::vector< Time > &times, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
parRate(Year tenor, Time t0, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
referenceDate() const TermStructure [virtual]
registerWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
TermStructure()TermStructure
TermStructure(const Date &referenceDate)TermStructure
TermStructure(Integer settlementDays, const Calendar &)TermStructure
timeFromReference(const Date &date) const TermStructure [protected]
unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
update()FlatForward [virtual]
YieldTermStructure()YieldTermStructure
YieldTermStructure(const Date &referenceDate)YieldTermStructure
YieldTermStructure(Integer settlementDays, const Calendar &)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
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]
~YieldTermStructure() (defined in YieldTermStructure)YieldTermStructure [virtual]


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