Fully annotated reference manual - version 1.8.12
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SpreadedDiscountCurve
SpreadedDiscountCurve Member List
This is the complete list of members for
SpreadedDiscountCurve
, including all inherited members.
calendar
() const override
SpreadedDiscountCurve
data_
SpreadedDiscountCurve
mutable
private
dataInterpolation_
SpreadedDiscountCurve
private
discountImpl
(Time t) const override
SpreadedDiscountCurve
protected
Extrapolation
enum name
SpreadedDiscountCurve
extrapolation_
SpreadedDiscountCurve
private
Interpolation
enum name
SpreadedDiscountCurve
interpolation_
SpreadedDiscountCurve
private
maxDate
() const override
SpreadedDiscountCurve
performCalculations
() const override
SpreadedDiscountCurve
protected
quotes_
SpreadedDiscountCurve
private
referenceCurve_
SpreadedDiscountCurve
private
referenceDate
() const override
SpreadedDiscountCurve
settlementDays
() const override
SpreadedDiscountCurve
SpreadedDiscountCurve
(const Handle< YieldTermStructure > &referenceCurve, const std::vector< Time > ×, const std::vector< Handle< Quote > > "es, const Interpolation interpolation=Interpolation::logLinear, const Extrapolation extrapolation=Extrapolation::flatFwd)
SpreadedDiscountCurve
times_
SpreadedDiscountCurve
private
update
() override
SpreadedDiscountCurve
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