QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
TermStructure
TermStructure Member List
This is the complete list of members for
TermStructure
, including all inherited members.
allowsExtrapolation
() const
Extrapolator
calendar
() const
TermStructure
virtual
calendar_
TermStructure
protected
checkRange
(const Date &d, bool extrapolate) const
TermStructure
protected
checkRange
(Time t, bool extrapolate) const
TermStructure
protected
dayCounter
() const
TermStructure
virtual
dayCounter_
TermStructure
private
deepUpdate
()
Observer
virtual
disableExtrapolation
(bool b=true)
Extrapolator
enableExtrapolation
(bool b=true)
Extrapolator
extrapolate_
Extrapolator
private
Extrapolator
()=default
Extrapolator
QuantLib::iterator
typedef
Observer
maxDate
() const =0
TermStructure
pure virtual
maxTime
() const
TermStructure
virtual
moving_
TermStructure
protected
notifyObservers
()
Observable
Observable
()
Observable
Observable
(const Observable &)
Observable
Observable
(Observable &&)=delete
Observable
observables_
Observer
private
QuantLib::Observer
()=default
Observer
QuantLib::Observer
(const Observer &)
Observer
observers_
Observable
private
QuantLib::operator=
(const Observer &)
Observer
QuantLib::Observable::operator=
(const Observable &)
Observable
QuantLib::Observable::operator=
(Observable &&)=delete
Observable
referenceDate
() const
TermStructure
virtual
referenceDate_
TermStructure
mutable
private
registerObserver
(Observer *)
Observable
private
registerWith
(const ext::shared_ptr< Observable > &)
Observer
registerWithObservables
(const ext::shared_ptr< Observer > &)
Observer
QuantLib::set_type
typedef
Observer
private
settlementDays
() const
TermStructure
virtual
settlementDays_
TermStructure
private
TermStructure
(DayCounter dc=DayCounter())
TermStructure
explicit
TermStructure
(const Date &referenceDate, Calendar calendar=Calendar(), DayCounter dc=DayCounter())
TermStructure
explicit
TermStructure
(Natural settlementDays, Calendar, DayCounter dc=DayCounter())
TermStructure
timeFromReference
(const Date &date) const
TermStructure
unregisterObserver
(Observer *)
Observable
private
unregisterWith
(const ext::shared_ptr< Observable > &)
Observer
unregisterWithAll
()
Observer
update
() override
TermStructure
virtual
updated_
TermStructure
mutable
protected
~Extrapolator
()=default
Extrapolator
virtual
~Observable
()=default
Observable
virtual
~Observer
()
Observer
virtual
~TermStructure
() override=default
TermStructure
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