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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 MultiplicativePriceSeasonality, including all inherited members.
| correctYoYRate(const Date &d, Rate r, const InflationTermStructure &iTS) const override (defined in MultiplicativePriceSeasonality) | MultiplicativePriceSeasonality | virtual |
| correctZeroRate(const Date &d, Rate r, const InflationTermStructure &iTS) const override (defined in MultiplicativePriceSeasonality) | MultiplicativePriceSeasonality | virtual |
| frequency() const (defined in MultiplicativePriceSeasonality) | MultiplicativePriceSeasonality | virtual |
| isConsistent(const InflationTermStructure &iTS) const override | MultiplicativePriceSeasonality | virtual |
| MultiplicativePriceSeasonality()=default (defined in MultiplicativePriceSeasonality) | MultiplicativePriceSeasonality | |
| MultiplicativePriceSeasonality(const Date &seasonalityBaseDate, Frequency frequency, const std::vector< Rate > &seasonalityFactors) (defined in MultiplicativePriceSeasonality) | MultiplicativePriceSeasonality | |
| seasonalityBaseDate() const | MultiplicativePriceSeasonality | virtual |
| seasonalityCorrection(Rate r, const Date &d, const DayCounter &dc, const Date &curveBaseDate, bool isZeroRate) const (defined in MultiplicativePriceSeasonality) | MultiplicativePriceSeasonality | protectedvirtual |
| seasonalityFactor(const Date &d) const | MultiplicativePriceSeasonality | virtual |
| seasonalityFactors() const (defined in MultiplicativePriceSeasonality) | MultiplicativePriceSeasonality | virtual |
| set(const Date &seasonalityBaseDate, Frequency frequency, const std::vector< Rate > &seasonalityFactors) (defined in MultiplicativePriceSeasonality) | MultiplicativePriceSeasonality | virtual |
| validate() const (defined in MultiplicativePriceSeasonality) | MultiplicativePriceSeasonality | protectedvirtual |
| ~MultiplicativePriceSeasonality() override=default (defined in MultiplicativePriceSeasonality) | MultiplicativePriceSeasonality | |
| ~Seasonality()=default (defined in Seasonality) | Seasonality | virtual |