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Fully annotated reference manual - version 1.8.12
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InterpolatedCorrelationCurve< Interpolator > Member List

This is the complete list of members for InterpolatedCorrelationCurve< Interpolator >, including all inherited members.

checkRange(Time t, Real strike, bool extrapolate) constCorrelationTermStructureprotectedvirtual
correlation(Time t, Real strike=Null< Real >(), bool extrapolate=false) constCorrelationTermStructure
correlation(const Date &d, Real strike=Null< Real >(), bool extrapolate=false) constCorrelationTermStructure
correlationImpl(Time t, Real) const overrideInterpolatedCorrelationCurve< Interpolator >protectedvirtual
CorrelationTermStructure(const DayCounter &dc=DayCounter())CorrelationTermStructure
CorrelationTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter())CorrelationTermStructure
CorrelationTermStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dc=DayCounter())CorrelationTermStructure
InterpolatedCorrelationCurve(const std::vector< Time > &times, const std::vector< Handle< Quote > > &correlations, const DayCounter &dayCounter, const Calendar &calendar, const Interpolator &interpolator=Interpolator())InterpolatedCorrelationCurve< Interpolator >
maxDate() const overrideInterpolatedCorrelationCurve< Interpolator >
maxTime() const overrideInterpolatedCorrelationCurve< Interpolator >
minTime() constCorrelationTermStructurevirtual
performCalculations() const overrideInterpolatedCorrelationCurve< Interpolator >private
quotes_InterpolatedCorrelationCurve< Interpolator >protected
update() overrideInterpolatedCorrelationCurve< Interpolator >