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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 PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, including all inherited members.
| alwaysForward_ (defined in LazyObject) | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| Bootstrap< this_curve > (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >) | PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | friend |
| bootstrap_type typedef (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >) | PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | |
| calculate() const | LazyObject | protectedvirtual |
| calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
| data() const (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >) | PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | |
| dates() const (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >) | PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | |
| deepUpdate() | Observer | virtual |
| forwardFirstNotificationOnly() | LazyObject | |
| freeze() | LazyObject | |
| frozen_ (defined in LazyObject) | LazyObject | protected |
| interpolator_type typedef (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >) | PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | |
| isCalculated() const | LazyObject | |
| iterator typedef (defined in Observer) | Observer | |
| LazyObject() (defined in LazyObject) | LazyObject | |
| maxDate() const override (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >) | PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | |
| nodes() const (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >) | PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | |
| 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 | |
| QuantLib::operator=(const Observable &) | Observable | |
| operator=(Observable &&)=delete (defined in Observable) | Observable | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| PiecewiseDefaultCurve(const Date &referenceDate, std::vector< ext::shared_ptr< typename Traits::helper > > instruments, const DayCounter &dayCounter, const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}, const Interpolator &i={}, bootstrap_type bootstrap={}) (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >) | PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | |
| PiecewiseDefaultCurve(const Date &referenceDate, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const Interpolator &i, const bootstrap_type &bootstrap=bootstrap_type()) (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >) | PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | |
| PiecewiseDefaultCurve(const Date &referenceDate, std::vector< ext::shared_ptr< typename Traits::helper > > instruments, const DayCounter &dayCounter, bootstrap_type bootstrap) (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >) | PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | |
| PiecewiseDefaultCurve(Natural settlementDays, const Calendar &calendar, std::vector< ext::shared_ptr< typename Traits::helper > > instruments, const DayCounter &dayCounter, const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}, const Interpolator &i={}, bootstrap_type bootstrap={}) (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >) | PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | |
| PiecewiseDefaultCurve(Natural settlementDays, const Calendar &calendar, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const Interpolator &i, const bootstrap_type &bootstrap=bootstrap_type()) (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >) | PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | |
| PiecewiseDefaultCurve(Natural settlementDays, const Calendar &calendar, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const bootstrap_type &bootstrap) (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >) | PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | |
| PiecewiseDefaultCurve(const Date &referenceDate, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const ext::shared_ptr< OneFactorAffineModel > &model, const Interpolator &i={}, const bootstrap_type &bootstrap={}) (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >) | PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | |
| recalculate() | LazyObject | |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| times() const (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >) | PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | |
| traits_type typedef (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >) | PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | |
| unfreeze() | LazyObject | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | virtual |
| ~LazyObject() override=default (defined in LazyObject) | LazyObject | |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |