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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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This is the complete list of members for ForwardSpreadedTermStructure, including all inherited members.
| allowsExtrapolation() const | Extrapolator | |
| calendar() const override | ForwardSpreadedTermStructure | virtual |
| calendar_ (defined in TermStructure) | TermStructure | protected |
| checkRange(const Date &d, bool extrapolate) const | TermStructure | protected |
| checkRange(Time t, bool extrapolate) const | TermStructure | protected |
| dayCounter() const override | ForwardSpreadedTermStructure | virtual |
| deepUpdate() | Observer | virtual |
| disableExtrapolation(bool b=true) | Extrapolator | |
| discount(const Date &d, bool extrapolate=false) const (defined in YieldTermStructure) | YieldTermStructure | |
| discount(Time t, bool extrapolate=false) const | YieldTermStructure | |
| discountImpl(Time) const override | ForwardRateStructure | protectedvirtual |
| enableExtrapolation(bool b=true) | Extrapolator | |
| Extrapolator()=default (defined in Extrapolator) | Extrapolator | |
| forwardImpl(Time t) const override | ForwardSpreadedTermStructure | protectedvirtual |
| forwardRate(const Date &d1, const Date &d2, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const | YieldTermStructure | |
| forwardRate(const Date &d, const Period &p, 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 DayCounter &dayCounter=DayCounter()) (defined in ForwardRateStructure) | ForwardRateStructure | explicit |
| ForwardRateStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}) (defined in ForwardRateStructure) | ForwardRateStructure | explicit |
| ForwardRateStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}) (defined in ForwardRateStructure) | ForwardRateStructure | |
| ForwardSpreadedTermStructure(Handle< YieldTermStructure >, Handle< Quote > spread) (defined in ForwardSpreadedTermStructure) | ForwardSpreadedTermStructure | |
| iterator typedef (defined in Observer) | Observer | |
| jumpDates() const (defined in YieldTermStructure) | YieldTermStructure | |
| jumpTimes() const (defined in YieldTermStructure) | YieldTermStructure | |
| maxDate() const override | ForwardSpreadedTermStructure | virtual |
| maxTime() const override | ForwardSpreadedTermStructure | virtual |
| moving_ (defined in TermStructure) | TermStructure | protected |
| notifyObservers() | Observable | |
| Observable()=default (defined in Observable) | Observable | |
| Observable(const Observable &) (defined in Observable) | Observable | |
| Observable(Observable &&)=delete (defined in Observable) | Observable | |
| Observer()=default (defined in Observer) | Observer | |
| Observer(const Observer &) (defined in Observer) | Observer | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| QuantLib::TermStructure::QuantLib::Observable::operator=(const Observable &) | Observable | |
| operator=(Observable &&)=delete (defined in Observable) | Observable | |
| referenceDate() const override | ForwardSpreadedTermStructure | virtual |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| settlementDays() const override | ForwardSpreadedTermStructure | virtual |
| TermStructure(DayCounter dc=DayCounter()) | TermStructure | explicit |
| TermStructure(const Date &referenceDate, Calendar calendar=Calendar(), DayCounter dc=DayCounter()) | TermStructure | explicit |
| TermStructure(Natural settlementDays, Calendar, DayCounter dc=DayCounter()) | TermStructure | |
| timeFromReference(const Date &date) const | TermStructure | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | ForwardSpreadedTermStructure | virtual |
| updated_ (defined in TermStructure) | TermStructure | mutableprotected |
| YieldTermStructure(const DayCounter &dc=DayCounter()) (defined in YieldTermStructure) | YieldTermStructure | explicit |
| YieldTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter(), std::vector< Handle< Quote > > jumps={}, const std::vector< Date > &jumpDates={}) (defined in YieldTermStructure) | YieldTermStructure | |
| YieldTermStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dc=DayCounter(), std::vector< Handle< Quote > > jumps={}, const std::vector< Date > &jumpDates={}) (defined in YieldTermStructure) | 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 t) const override | ForwardSpreadedTermStructure | protectedvirtual |
| ~Extrapolator()=default (defined in Extrapolator) | Extrapolator | virtual |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |
| ~TermStructure() override=default (defined in TermStructure) | TermStructure |