QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > Member List

This is the complete list of members for PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, including all inherited members.

accuracy_PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >private
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
base_curve typedefPiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >private
Bootstrap< this_curve >PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >friend
bootstrap_PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >private
bootstrap_type typedefPiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
BootstrapError< this_curve >PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >friend
calculate() constLazyObjectprotectedvirtual
calculated_LazyObjectmutableprotected
data() constPiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
dates() constPiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
deepUpdate()Observervirtual
defaultDensityImpl(Time) const overridePiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >private
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
hazardRateImpl(Time) const overridePiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >private
instruments_PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >private
interpolator_type typedefPiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
isCalculated() constLazyObject
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
LazyObject()LazyObject
maxDate() const overridePiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
nodes() constPiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
notifyObservers()Observable
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observable &)Observable
QuantLib::operator=(Observable &&)=deleteObservable
QuantLib::Observer::operator=(const Observer &)Observer
performCalculations() const overridePiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >privatevirtual
PiecewiseDefaultCurve(const Date &referenceDate, std::vector< ext::shared_ptr< typename Traits::helper > > instruments, const DayCounter &dayCounter, const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}, const Interpolator &i={}, bootstrap_type bootstrap={})PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
PiecewiseDefaultCurve(const Date &referenceDate, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const Interpolator &i, const bootstrap_type &bootstrap=bootstrap_type())PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
PiecewiseDefaultCurve(const Date &referenceDate, std::vector< ext::shared_ptr< typename Traits::helper > > instruments, const DayCounter &dayCounter, bootstrap_type bootstrap)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
PiecewiseDefaultCurve(Natural settlementDays, const Calendar &calendar, std::vector< ext::shared_ptr< typename Traits::helper > > instruments, const DayCounter &dayCounter, const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}, const Interpolator &i={}, bootstrap_type bootstrap={})PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
PiecewiseDefaultCurve(Natural settlementDays, const Calendar &calendar, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const Interpolator &i, const bootstrap_type &bootstrap=bootstrap_type())PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
PiecewiseDefaultCurve(Natural settlementDays, const Calendar &calendar, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const bootstrap_type &bootstrap)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
PiecewiseDefaultCurve(const Date &referenceDate, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const ext::shared_ptr< OneFactorAffineModel > &model, const Interpolator &i={}, const bootstrap_type &bootstrap={})PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
recalculate()LazyObject
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
QuantLib::set_type typedefObservableprivate
survivalProbabilityImpl(Time) const overridePiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >private
this_curve typedefPiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >private
times() constPiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
traits_type typedefPiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overridePiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >virtual
updating_LazyObjectprivate
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual