Fully annotated reference manual - version 1.8.12
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This is the complete list of members for SpreadedBaseCorrelationCurve, including all inherited members.
| BaseCorrelationTermStructure() | BaseCorrelationTermStructure | |
| BaseCorrelationTermStructure(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const std::vector< Period > &tenors, const std::vector< double > &detachmentPoints, const DayCounter &dc=DayCounter(), const Date &startDate=Date(), boost::optional< DateGeneration::Rule > rule=boost::none) | BaseCorrelationTermStructure | |
| BaseCorrelationTermStructure(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const std::vector< Period > &tenors, const std::vector< double > &detachmentPoints, const DayCounter &dc=DayCounter(), const Date &startDate=Date(), boost::optional< DateGeneration::Rule > rule=boost::none) | BaseCorrelationTermStructure | |
| baseCurve_ | SpreadedBaseCorrelationCurve | private |
| bdc_ | BaseCorrelationTermStructure | private |
| businessDayConvention() const | BaseCorrelationTermStructure | |
| checkRange(Time t, Real strike, bool extrapolate) const override | BaseCorrelationTermStructure | protectedvirtual |
| correlation(Time t, Real strike=Null< Real >(), bool extrapolate=false) const | CorrelationTermStructure | |
| correlation(const Date &d, Real strike=Null< Real >(), bool extrapolate=false) const | CorrelationTermStructure | |
| correlationImpl(Time t, Real strike) const override | SpreadedBaseCorrelationCurve | privatevirtual |
| 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 | |
| corrSpreads_ | SpreadedBaseCorrelationCurve | private |
| data_ | SpreadedBaseCorrelationCurve | mutableprivate |
| dates() const | BaseCorrelationTermStructure | |
| dates_ | BaseCorrelationTermStructure | mutableprotected |
| detachmentPoints() const | BaseCorrelationTermStructure | |
| detachmentPoints_ | BaseCorrelationTermStructure | protected |
| initializeDatesAndTimes() const | BaseCorrelationTermStructure | private |
| interpolation_ | SpreadedBaseCorrelationCurve | mutableprivate |
| maxDate() const override | SpreadedBaseCorrelationCurve | virtual |
| maxDetachmentPoint() const override | SpreadedBaseCorrelationCurve | virtual |
| maxTime() const override | SpreadedBaseCorrelationCurve | virtual |
| minDetachmentPoint() const override | SpreadedBaseCorrelationCurve | virtual |
| minTime() const override | SpreadedBaseCorrelationCurve | virtual |
| performCalculations() const override | SpreadedBaseCorrelationCurve | private |
| rule() const | BaseCorrelationTermStructure | |
| rule_ | BaseCorrelationTermStructure | private |
| SpreadedBaseCorrelationCurve(const Handle< BaseCorrelationTermStructure > &baseCurve, const std::vector< Period > &tenors, const std::vector< double > &detachmentPoints, const std::vector< std::vector< Handle< Quote > > > &corrSpreads, const Date &startDate=Date(), boost::optional< DateGeneration::Rule > rule=boost::none) | SpreadedBaseCorrelationCurve | |
| startDate() const | BaseCorrelationTermStructure | |
| startDate_ | BaseCorrelationTermStructure | private |
| tenors_ | BaseCorrelationTermStructure | protected |
| times() const | BaseCorrelationTermStructure | |
| times_ | BaseCorrelationTermStructure | mutableprotected |
| update() override | SpreadedBaseCorrelationCurve | |
| validate() const | BaseCorrelationTermStructure | private |
| ~BaseCorrelationTermStructure()=default | BaseCorrelationTermStructure | virtual |