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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for SwapRateHelper, including all inherited members.
| accept(AcyclicVisitor &) override | SwapRateHelper | virtual |
| BootstrapHelper(Handle< Quote > quote) | BootstrapHelper< TS > | explicit |
| BootstrapHelper(Real quote) | BootstrapHelper< TS > | explicit |
| calendar_ | SwapRateHelper | protected |
| deepUpdate() | Observer | virtual |
| discountHandle_ | SwapRateHelper | protected |
| discountRelinkableHandle_ | SwapRateHelper | protected |
| earliestDate() const | BootstrapHelper< TS > | virtual |
| earliestDate_ | BootstrapHelper< TS > | protected |
| endOfMonth_ | SwapRateHelper | protected |
| evaluationDate_ | RelativeDateBootstrapHelper< TS > | protected |
| fixedConvention_ | SwapRateHelper | protected |
| fixedDayCount_ | SwapRateHelper | protected |
| fixedFrequency_ | SwapRateHelper | protected |
| forwardStart() const | SwapRateHelper | |
| fwdStart_ | SwapRateHelper | protected |
| iborIndex_ | SwapRateHelper | protected |
| impliedQuote() const override | SwapRateHelper | virtual |
| initializeDates() override | SwapRateHelper | protectedvirtual |
| QuantLib::iterator typedef | Observer | |
| latestDate() const | BootstrapHelper< TS > | virtual |
| latestDate_ | BootstrapHelper< TS > | protected |
| latestRelevantDate() const | BootstrapHelper< TS > | virtual |
| latestRelevantDate_ | BootstrapHelper< TS > | protected |
| maturityDate() const | BootstrapHelper< TS > | virtual |
| maturityDate_ | BootstrapHelper< TS > | 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 | |
| pillarChoice_ | SwapRateHelper | protected |
| pillarDate() const | BootstrapHelper< TS > | virtual |
| pillarDate_ | BootstrapHelper< TS > | protected |
| quote() const | BootstrapHelper< TS > | |
| quote_ | BootstrapHelper< TS > | protected |
| quoteError() const | BootstrapHelper< TS > | |
| registerObserver(Observer *) | Observable | private |
| registerWith(const ext::shared_ptr< Observable > &) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| RelativeDateBootstrapHelper(const Handle< Quote > "e) | RelativeDateBootstrapHelper< TS > | explicit |
| RelativeDateBootstrapHelper(Real quote) | RelativeDateBootstrapHelper< TS > | explicit |
| QuantLib::set_type typedef | Observer | private |
| setTermStructure(YieldTermStructure *) override | SwapRateHelper | |
| QuantLib::RelativeDateBootstrapHelper::setTermStructure(TS *) | BootstrapHelper< TS > | virtual |
| settlementDays_ | SwapRateHelper | protected |
| spread() const | SwapRateHelper | |
| spread_ | SwapRateHelper | protected |
| swap() const | SwapRateHelper | |
| swap_ | SwapRateHelper | protected |
| SwapRateHelper(const Handle< Quote > &rate, const ext::shared_ptr< SwapIndex > &swapIndex, Handle< Quote > spread={}, const Period &fwdStart=0 *Days, Handle< YieldTermStructure > discountingCurve={}, Pillar::Choice pillar=Pillar::LastRelevantDate, Date customPillarDate=Date(), bool endOfMonth=false, const ext::optional< bool > &useIndexedCoupons=ext::nullopt) | SwapRateHelper | |
| SwapRateHelper(const Handle< Quote > &rate, const Period &tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, const ext::shared_ptr< IborIndex > &iborIndex, Handle< Quote > spread={}, const Period &fwdStart=0 *Days, Handle< YieldTermStructure > discountingCurve={}, Natural settlementDays=Null< Natural >(), Pillar::Choice pillar=Pillar::LastRelevantDate, Date customPillarDate=Date(), bool endOfMonth=false, const ext::optional< bool > &useIndexedCoupons=ext::nullopt) | SwapRateHelper | |
| SwapRateHelper(Rate rate, const ext::shared_ptr< SwapIndex > &swapIndex, Handle< Quote > spread={}, const Period &fwdStart=0 *Days, Handle< YieldTermStructure > discountingCurve={}, Pillar::Choice pillar=Pillar::LastRelevantDate, Date customPillarDate=Date(), bool endOfMonth=false, const ext::optional< bool > &useIndexedCoupons=ext::nullopt) | SwapRateHelper | |
| SwapRateHelper(Rate rate, const Period &tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, const ext::shared_ptr< IborIndex > &iborIndex, Handle< Quote > spread={}, const Period &fwdStart=0 *Days, Handle< YieldTermStructure > discountingCurve={}, Natural settlementDays=Null< Natural >(), Pillar::Choice pillar=Pillar::LastRelevantDate, Date customPillarDate=Date(), bool endOfMonth=false, const ext::optional< bool > &useIndexedCoupons=ext::nullopt) | SwapRateHelper | |
| tenor_ | SwapRateHelper | protected |
| termStructure_ | BootstrapHelper< TS > | protected |
| termStructureHandle_ | SwapRateHelper | protected |
| unregisterObserver(Observer *) | Observable | private |
| unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
| unregisterWithAll() | Observer | |
| update() override | RelativeDateBootstrapHelper< TS > | virtual |
| useIndexedCoupons_ | SwapRateHelper | protected |
| ~BootstrapHelper() override=default | BootstrapHelper< TS > | |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |
