ForwardSpreadedTermStructure Member List

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

allowsExtrapolation() const Extrapolator
BaseTermStructure(const Date &todaysDate, const Date &referenceDate)BaseTermStructure
BaseTermStructure()BaseTermStructure
BaseTermStructure(const Date &referenceDate)BaseTermStructure
BaseTermStructure(Integer settlementDays, const Calendar &)BaseTermStructure
calendar() const ForwardSpreadedTermStructure [virtual]
compoundForward(const Date &d1, Integer f, bool extrapolate=false) const YieldTermStructure
compoundForward(Time t1, Integer f, bool extrapolate=false) const YieldTermStructure
compoundForwardImpl(Time, Integer) const ForwardRateStructure [protected, virtual]
dayCounter() const ForwardSpreadedTermStructure [virtual]
disableExtrapolation()Extrapolator
discount(const Date &, bool extrapolate=false) const YieldTermStructure
discount(Time, bool extrapolate=false) const YieldTermStructure
discountImpl(Time) const ForwardRateStructure [protected, virtual]
enableExtrapolation()Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
forward(const Date &d1, const Date &d2, bool extrapolate=false) const YieldTermStructure
forward(Time, Time, bool extrapolate=false) const YieldTermStructure
forwardImpl(Time) 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(Time t1, Time t2, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
ForwardRateStructure(const Date &todaysDate, const Date &referenceDate)ForwardRateStructure
ForwardRateStructure() (defined in ForwardRateStructure)ForwardRateStructure
ForwardRateStructure(const Date &referenceDate) (defined in ForwardRateStructure)ForwardRateStructure
ForwardRateStructure(Integer settlementDays, const Calendar &) (defined in ForwardRateStructure)ForwardRateStructure
ForwardSpreadedTermStructure(const Handle< YieldTermStructure > &, const Handle< Quote > &spread) (defined in ForwardSpreadedTermStructure)ForwardSpreadedTermStructure
instantaneousForward(const Date &, bool extrapolate=false) const YieldTermStructure
instantaneousForward(Time, bool extrapolate=false) const YieldTermStructure
maxDate() const ForwardSpreadedTermStructure [virtual]
maxTime() const ForwardSpreadedTermStructure [virtual]
notifyObservers()Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
parRate(Year tenor, const Date &effectiveDate, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
parRate(Year tenor, Time t0, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
referenceDate() const ForwardSpreadedTermStructure [virtual]
registerWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
timeFromReference(const Date &date) const BaseTermStructure [protected]
todaysDate() const ForwardSpreadedTermStructure [virtual]
unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
update()BaseTermStructure [virtual]
YieldTermStructure(const Date &todaysDate, const Date &referenceDate)YieldTermStructure
YieldTermStructure()YieldTermStructure
YieldTermStructure(const Date &referenceDate)YieldTermStructure
YieldTermStructure(Integer settlementDays, const Calendar &)YieldTermStructure
zeroCoupon(const Date &, Integer, bool extrapolate=false) const YieldTermStructure
zeroCoupon(Time, Integer, bool extrapolate=false) const 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
zeroYield(const Date &, bool extrapolate=false) const YieldTermStructure
zeroYield(Time t, bool extrapolate=false) const YieldTermStructure
zeroYieldImpl(Time) const ForwardSpreadedTermStructure [protected, virtual]
~BaseTermStructure() (defined in BaseTermStructure)BaseTermStructure [virtual]
~ForwardRateStructure() (defined in ForwardRateStructure)ForwardRateStructure [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~YieldTermStructure() (defined in YieldTermStructure)YieldTermStructure [virtual]


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