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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 FuturesConvAdjustmentQuote, including all inherited members.
| dc_ (defined in FuturesConvAdjustmentQuote) | FuturesConvAdjustmentQuote | protected |
| deepUpdate() | Observer | virtual |
| FuturesConvAdjustmentQuote(const ext::shared_ptr< IborIndex > &index, const Date &futuresDate, Handle< Quote > futuresQuote, Handle< Quote > volatility, Handle< Quote > meanReversion) (defined in FuturesConvAdjustmentQuote) | FuturesConvAdjustmentQuote | |
| FuturesConvAdjustmentQuote(const ext::shared_ptr< IborIndex > &index, const std::string &immCode, Handle< Quote > futuresQuote, Handle< Quote > volatility, Handle< Quote > meanReversion) (defined in FuturesConvAdjustmentQuote) | FuturesConvAdjustmentQuote | |
| futuresDate_ (defined in FuturesConvAdjustmentQuote) | FuturesConvAdjustmentQuote | protected |
| futuresQuote_ (defined in FuturesConvAdjustmentQuote) | FuturesConvAdjustmentQuote | protected |
| futuresValue() const (defined in FuturesConvAdjustmentQuote) | FuturesConvAdjustmentQuote | |
| immDate() const (defined in FuturesConvAdjustmentQuote) | FuturesConvAdjustmentQuote | |
| indexMaturityDate_ (defined in FuturesConvAdjustmentQuote) | FuturesConvAdjustmentQuote | protected |
| isValid() const override | FuturesConvAdjustmentQuote | virtual |
| iterator typedef (defined in Observer) | Observer | |
| meanReversion() const (defined in FuturesConvAdjustmentQuote) | FuturesConvAdjustmentQuote | |
| meanReversion_ (defined in FuturesConvAdjustmentQuote) | FuturesConvAdjustmentQuote | 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::Quote::operator=(const Observable &) | Observable | |
| operator=(Observable &&)=delete (defined in Observable) | Observable | |
| rate_ (defined in FuturesConvAdjustmentQuote) | FuturesConvAdjustmentQuote | mutableprotected |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | FuturesConvAdjustmentQuote | virtual |
| value() const override | FuturesConvAdjustmentQuote | virtual |
| volatility() const (defined in FuturesConvAdjustmentQuote) | FuturesConvAdjustmentQuote | |
| volatility_ (defined in FuturesConvAdjustmentQuote) | FuturesConvAdjustmentQuote | protected |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |
| ~Quote() override=default (defined in Quote) | Quote |