QuantoTermStructure Member List

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

allowsExtrapolation() const Extrapolator
calendar() const QuantoTermStructure [virtual]
dayCounter() const QuantoTermStructure [virtual]
disableExtrapolation()Extrapolator
discount(const Date &, bool extrapolate=false) const (defined in YieldTermStructure)YieldTermStructure
discount(Time, bool extrapolate=false) const YieldTermStructure
discountImpl(Time) const ZeroYieldStructure [protected, virtual]
enableExtrapolation()Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
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 QuantoTermStructure [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
QuantoTermStructure(const Handle< YieldTermStructure > &underlyingDividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< YieldTermStructure > &foreignRiskFreeTS, const Handle< BlackVolTermStructure > &underlyingBlackVolTS, Real strike, const Handle< BlackVolTermStructure > &exchRateBlackVolTS, Real exchRateATMlevel, Real underlyingExchRateCorrelation) (defined in QuantoTermStructure)QuantoTermStructure
referenceDate() const QuantoTermStructure [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()TermStructure [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
zeroYieldImpl(Time) const QuantoTermStructure [protected, virtual]
ZeroYieldStructure() (defined in ZeroYieldStructure)ZeroYieldStructure
ZeroYieldStructure(const Date &referenceDate) (defined in ZeroYieldStructure)ZeroYieldStructure
ZeroYieldStructure(Integer settlementDays, const Calendar &) (defined in ZeroYieldStructure)ZeroYieldStructure
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]
~YieldTermStructure() (defined in YieldTermStructure)YieldTermStructure [virtual]
~ZeroYieldStructure() (defined in ZeroYieldStructure)ZeroYieldStructure [virtual]