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Fully annotated reference manual - version 1.8.12
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SpreadedDiscountCurve Member List

This is the complete list of members for SpreadedDiscountCurve, including all inherited members.

calendar() const overrideSpreadedDiscountCurve
data_SpreadedDiscountCurvemutableprivate
dataInterpolation_SpreadedDiscountCurveprivate
discountImpl(Time t) const overrideSpreadedDiscountCurveprotected
Extrapolation enum nameSpreadedDiscountCurve
extrapolation_SpreadedDiscountCurveprivate
Interpolation enum nameSpreadedDiscountCurve
interpolation_SpreadedDiscountCurveprivate
maxDate() const overrideSpreadedDiscountCurve
performCalculations() const overrideSpreadedDiscountCurveprotected
quotes_SpreadedDiscountCurveprivate
referenceCurve_SpreadedDiscountCurveprivate
referenceDate() const overrideSpreadedDiscountCurve
settlementDays() const overrideSpreadedDiscountCurve
SpreadedDiscountCurve(const Handle< YieldTermStructure > &referenceCurve, const std::vector< Time > &times, const std::vector< Handle< Quote > > &quotes, const Interpolation interpolation=Interpolation::logLinear, const Extrapolation extrapolation=Extrapolation::flatFwd)SpreadedDiscountCurve
times_SpreadedDiscountCurveprivate
update() overrideSpreadedDiscountCurve