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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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This is the complete list of members for KerkhofSeasonality, including all inherited members.
| correctYoYRate(const Date &d, Rate r, const InflationTermStructure &iTS) const override | MultiplicativePriceSeasonality | virtual |
| correctZeroRate(const Date &d, Rate r, const InflationTermStructure &iTS) const override | MultiplicativePriceSeasonality | virtual |
| frequency() const | MultiplicativePriceSeasonality | virtual |
| frequency_ | MultiplicativePriceSeasonality | private |
| isConsistent(const InflationTermStructure &iTS) const override | MultiplicativePriceSeasonality | virtual |
| KerkhofSeasonality(const Date &seasonalityBaseDate, const std::vector< Rate > &seasonalityFactors) | KerkhofSeasonality | |
| MultiplicativePriceSeasonality()=default | MultiplicativePriceSeasonality | |
| MultiplicativePriceSeasonality(const Date &seasonalityBaseDate, Frequency frequency, const std::vector< Rate > &seasonalityFactors) | MultiplicativePriceSeasonality | |
| seasonalityBaseDate() const | MultiplicativePriceSeasonality | virtual |
| seasonalityBaseDate_ | MultiplicativePriceSeasonality | private |
| seasonalityCorrection(Rate rate, const Date &atDate, const DayCounter &dc, const Date &curveBaseDate, bool isZeroRate) const override | KerkhofSeasonality | protectedvirtual |
| seasonalityFactor(const Date &to) const override | KerkhofSeasonality | virtual |
| seasonalityFactors() const | MultiplicativePriceSeasonality | virtual |
| seasonalityFactors_ | MultiplicativePriceSeasonality | private |
| set(const Date &seasonalityBaseDate, Frequency frequency, const std::vector< Rate > &seasonalityFactors) | MultiplicativePriceSeasonality | virtual |
| validate() const | MultiplicativePriceSeasonality | protectedvirtual |
| ~MultiplicativePriceSeasonality() override=default | MultiplicativePriceSeasonality | |
| ~Seasonality()=default | Seasonality | virtual |