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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 InterpolatedDiscountCurve< Interpolator >, including all inherited members.
| allowsExtrapolation() const | Extrapolator | |
| calendar() const | TermStructure | virtual |
| calendar_ (defined in TermStructure) | TermStructure | protected |
| checkRange(const Date &d, bool extrapolate) const | TermStructure | protected |
| checkRange(Time t, bool extrapolate) const | TermStructure | protected |
| data() const (defined in InterpolatedDiscountCurve< Interpolator >) | InterpolatedDiscountCurve< Interpolator > | |
| data_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | mutableprotected |
| dates() const (defined in InterpolatedDiscountCurve< Interpolator >) | InterpolatedDiscountCurve< Interpolator > | |
| dates_ (defined in InterpolatedDiscountCurve< Interpolator >) | InterpolatedDiscountCurve< Interpolator > | mutableprotected |
| dayCounter() const | TermStructure | 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 | InterpolatedDiscountCurve< Interpolator > | protectedvirtual |
| discounts() const (defined in InterpolatedDiscountCurve< Interpolator >) | InterpolatedDiscountCurve< Interpolator > | |
| enableExtrapolation(bool b=true) | Extrapolator | |
| Extrapolator()=default (defined in Extrapolator) | Extrapolator | |
| 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 | |
| InterpolatedCurve(std::vector< Time > times, std::vector< Real > data, const Interpolator &i=Interpolator()) (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
| InterpolatedCurve(std::vector< Time > times, const Interpolator &i=Interpolator()) (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
| InterpolatedCurve(Size n, const Interpolator &i=Interpolator()) (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
| InterpolatedCurve(const Interpolator &i=Interpolator()) (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
| InterpolatedCurve(const InterpolatedCurve &c) (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
| InterpolatedCurve(InterpolatedCurve &&c) noexcept (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
| InterpolatedDiscountCurve(const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter, const Calendar &cal=Calendar(), const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}, const Interpolator &interpolator={}) (defined in InterpolatedDiscountCurve< Interpolator >) | InterpolatedDiscountCurve< Interpolator > | |
| InterpolatedDiscountCurve(const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter, const Calendar &calendar, const Interpolator &interpolator) (defined in InterpolatedDiscountCurve< Interpolator >) | InterpolatedDiscountCurve< Interpolator > | |
| InterpolatedDiscountCurve(const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter, const Interpolator &interpolator) (defined in InterpolatedDiscountCurve< Interpolator >) | InterpolatedDiscountCurve< Interpolator > | |
| InterpolatedDiscountCurve(const DayCounter &, const Interpolator &interpolator={}) (defined in InterpolatedDiscountCurve< Interpolator >) | InterpolatedDiscountCurve< Interpolator > | explicitprotected |
| InterpolatedDiscountCurve(const Date &referenceDate, const DayCounter &, const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}, const Interpolator &interpolator={}) (defined in InterpolatedDiscountCurve< Interpolator >) | InterpolatedDiscountCurve< Interpolator > | protected |
| InterpolatedDiscountCurve(Natural settlementDays, const Calendar &, const DayCounter &, const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}, const Interpolator &interpolator={}) (defined in InterpolatedDiscountCurve< Interpolator >) | InterpolatedDiscountCurve< Interpolator > | protected |
| interpolation_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | mutableprotected |
| interpolator_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
| iterator typedef (defined in Observer) | Observer | |
| jumpDates() const (defined in YieldTermStructure) | YieldTermStructure | |
| jumpTimes() const (defined in YieldTermStructure) | YieldTermStructure | |
| maxDate() const override | InterpolatedDiscountCurve< Interpolator > | virtual |
| maxDate_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
| maxTime() const | TermStructure | virtual |
| moving_ (defined in TermStructure) | TermStructure | protected |
| nodes() const (defined in InterpolatedDiscountCurve< Interpolator >) | InterpolatedDiscountCurve< Interpolator > | |
| 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 | |
| operator=(const InterpolatedCurve &c) (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
| operator=(InterpolatedCurve &&c) noexcept (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
| referenceDate() const | TermStructure | virtual |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| settlementDays() const | TermStructure | virtual |
| setupInterpolation() (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
| setupTimes(const std::vector< Date > &dates, Date referenceDate, const DayCounter &dayCounter) (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
| 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 | |
| times() const (defined in InterpolatedDiscountCurve< Interpolator >) | InterpolatedDiscountCurve< Interpolator > | |
| times_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | mutableprotected |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | YieldTermStructure | 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 | |
| ~Extrapolator()=default (defined in Extrapolator) | Extrapolator | virtual |
| ~InterpolatedCurve()=default (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |
| ~TermStructure() override=default (defined in TermStructure) | TermStructure |