InterpolatedDiscountCurve Member List

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

allowsExtrapolation() constExtrapolator
calendar() constTermStructure [virtual]
checkRange(const Date &, bool extrapolate) constTermStructure [protected]
checkRange(Time, bool extrapolate) constTermStructure [protected]
data_ (defined in InterpolatedDiscountCurve)InterpolatedDiscountCurve [mutable, protected]
dates() const (defined in InterpolatedDiscountCurve)InterpolatedDiscountCurve
dates_ (defined in InterpolatedDiscountCurve)InterpolatedDiscountCurve [mutable, protected]
dayCounter() constTermStructure [virtual]
disableExtrapolation(bool b=true)Extrapolator
discount(const Date &, bool extrapolate=false) const (defined in YieldTermStructure)YieldTermStructure
discount(Time, bool extrapolate=false) constYieldTermStructure
discountImpl(Time) constInterpolatedDiscountCurve [protected, virtual]
discounts() const (defined in InterpolatedDiscountCurve)InterpolatedDiscountCurve
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
forwardRate(const Date &d1, const Date &d2, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) constYieldTermStructure
forwardRate(const Date &d, const Period &p, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) constYieldTermStructure
forwardRate(Time t1, Time t2, Compounding comp, Frequency freq=Annual, bool extrapolate=false) constYieldTermStructure
InterpolatedDiscountCurve(const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter, const Calendar &cal=Calendar(), const Interpolator &interpolator=Interpolator()) (defined in InterpolatedDiscountCurve)InterpolatedDiscountCurve
InterpolatedDiscountCurve(const DayCounter &, const Interpolator &interpolator=Interpolator()) (defined in InterpolatedDiscountCurve)InterpolatedDiscountCurve [protected]
InterpolatedDiscountCurve(const Date &referenceDate, const DayCounter &, const Interpolator &interpolator=Interpolator()) (defined in InterpolatedDiscountCurve)InterpolatedDiscountCurve [protected]
InterpolatedDiscountCurve(Natural settlementDays, const Calendar &, const DayCounter &, const Interpolator &interpolator=Interpolator()) (defined in InterpolatedDiscountCurve)InterpolatedDiscountCurve [protected]
interpolation_ (defined in InterpolatedDiscountCurve)InterpolatedDiscountCurve [mutable, protected]
interpolator_ (defined in InterpolatedDiscountCurve)InterpolatedDiscountCurve [protected]
maxDate() constInterpolatedDiscountCurve [virtual]
maxTime() constTermStructure [virtual]
moving_ (defined in TermStructure)TermStructure [protected]
nodes() const (defined in InterpolatedDiscountCurve)InterpolatedDiscountCurve
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
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) constYieldTermStructure
parRate(const std::vector< Time > &times, Frequency freq=Annual, bool extrapolate=false) constYieldTermStructure
referenceDate() constTermStructure [virtual]
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
TermStructure(const DayCounter &dc=Actual365Fixed())TermStructure
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=Actual365Fixed())TermStructure
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=Actual365Fixed())TermStructure
timeFromReference(const Date &date) constTermStructure [protected]
times() const (defined in InterpolatedDiscountCurve)InterpolatedDiscountCurve
times_ (defined in InterpolatedDiscountCurve)InterpolatedDiscountCurve [mutable, protected]
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()TermStructure [virtual]
YieldTermStructure(const DayCounter &dc=Actual365Fixed())YieldTermStructure
YieldTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=Actual365Fixed())YieldTermStructure
YieldTermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=Actual365Fixed())YieldTermStructure
zeroRate(const Date &d, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) constYieldTermStructure
zeroRate(Time t, Compounding comp, Frequency freq=Annual, bool extrapolate=false) constYieldTermStructure
~Extrapolator() (defined in Extrapolator)Extrapolator [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]
~YieldTermStructure() (defined in YieldTermStructure)YieldTermStructure [virtual]