InterpolatedYoYInflationCurve Member List

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

allowsExtrapolation() const Extrapolator
baseDate() const InterpolatedYoYInflationCurve [virtual]
baseRate() const (defined in InflationTermStructure)InflationTermStructure [virtual]
baseRate_ (defined in InflationTermStructure)InflationTermStructure [mutable, protected]
calendar() const TermStructure [virtual]
calendar_ (defined in TermStructure)TermStructure [protected]
checkRange(const Date &, bool extrapolate) const InflationTermStructure [protected]
checkRange(Time t, bool extrapolate) const InflationTermStructure [protected]
data_ (defined in InterpolatedYoYInflationCurve)InterpolatedYoYInflationCurve [mutable, protected]
dates() const (defined in InterpolatedYoYInflationCurve)InterpolatedYoYInflationCurve
dates_ (defined in InterpolatedYoYInflationCurve)InterpolatedYoYInflationCurve [mutable, protected]
dayCounter() const TermStructure [virtual]
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
frequency() const (defined in InflationTermStructure)InflationTermStructure [virtual]
frequency_ (defined in InflationTermStructure)InflationTermStructure [protected]
InflationTermStructure(const Period &lag, Frequency frequency, Rate baseRate, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter()) (defined in InflationTermStructure)InflationTermStructure
InflationTermStructure(const Date &referenceDate, const Period &lag, Frequency frequency, Rate baseRate, const Handle< YieldTermStructure > &yTS, const Calendar &calendar=Calendar(), const DayCounter &dayCounter=DayCounter()) (defined in InflationTermStructure)InflationTermStructure
InflationTermStructure(Natural settlementDays, const Calendar &calendar, const Period &lag, Frequency frequency, Rate baseRate, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter()) (defined in InflationTermStructure)InflationTermStructure
InterpolatedYoYInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, const Handle< YieldTermStructure > &yTS, const std::vector< Date > &dates, const std::vector< Rate > &rates, const Interpolator &interpolator=Interpolator()) (defined in InterpolatedYoYInflationCurve)InterpolatedYoYInflationCurve
InterpolatedYoYInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseYoYRate, const Handle< YieldTermStructure > &yTS, const Interpolator &interpolator=Interpolator())InterpolatedYoYInflationCurve [protected]
interpolation_ (defined in InterpolatedYoYInflationCurve)InterpolatedYoYInflationCurve [mutable, protected]
interpolator_ (defined in InterpolatedYoYInflationCurve)InterpolatedYoYInflationCurve [protected]
lag() const (defined in InflationTermStructure)InflationTermStructure [virtual]
lag_ (defined in InflationTermStructure)InflationTermStructure [protected]
maxDate() const InterpolatedYoYInflationCurve [virtual]
maxTime() const TermStructure [virtual]
moving_ (defined in TermStructure)TermStructure [protected]
nodes() const (defined in InterpolatedYoYInflationCurve)InterpolatedYoYInflationCurve
nominalTermStructure() const (defined in InflationTermStructure)InflationTermStructure [virtual]
nominalTermStructure_ (defined in InflationTermStructure)InflationTermStructure [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
rates() const (defined in InterpolatedYoYInflationCurve)InterpolatedYoYInflationCurve
referenceDate() const TermStructure [virtual]
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
setBaseRate(const Rate &r) (defined in InflationTermStructure)InflationTermStructure [protected, virtual]
settlementDays() const TermStructure [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 [protected]
times() const (defined in InterpolatedYoYInflationCurve)InterpolatedYoYInflationCurve
times_ (defined in InterpolatedYoYInflationCurve)InterpolatedYoYInflationCurve [mutable, protected]
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()TermStructure [virtual]
YoYInflationTermStructure(const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseYoYRate, const Handle< YieldTermStructure > &yieldTS) (defined in YoYInflationTermStructure)YoYInflationTermStructure
YoYInflationTermStructure(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseYoYRate, const Handle< YieldTermStructure > &yieldTS) (defined in YoYInflationTermStructure)YoYInflationTermStructure
YoYInflationTermStructure(Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseYoYRate, const Handle< YieldTermStructure > &yieldTS) (defined in YoYInflationTermStructure)YoYInflationTermStructure
yoyRate(const Date &d, bool extrapolate=false) const YoYInflationTermStructure
yoyRate(Time time, bool extrapolate=false) const (defined in YoYInflationTermStructure)YoYInflationTermStructure
yoyRateImpl(Time t) const InterpolatedYoYInflationCurve [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]