Loading [MathJax]/extensions/tex2jax.js
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
•All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
FittedBondDiscountCurve Member List

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

accuracy_FittedBondDiscountCurveprivate
allowsExtrapolation() constExtrapolator
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
bondHelpers_FittedBondDiscountCurveprivate
calculate() constLazyObjectprotectedvirtual
calculated_LazyObjectmutableprotected
calendar() constTermStructurevirtual
calendar_TermStructureprotected
checkRange(const Date &d, bool extrapolate) constTermStructureprotected
checkRange(Time t, bool extrapolate) constTermStructureprotected
dayCounter() constTermStructurevirtual
dayCounter_TermStructureprivate
deepUpdate()Observervirtual
disableExtrapolation(bool b=true)Extrapolator
discount(const Date &d, bool extrapolate=false) constYieldTermStructure
discount(Time t, bool extrapolate=false) constYieldTermStructure
discountImpl(Time) const overrideFittedBondDiscountCurveprivatevirtual
enableExtrapolation(bool b=true)Extrapolator
extrapolate_Extrapolatorprivate
Extrapolator()=defaultExtrapolator
fitResults() constFittedBondDiscountCurve
FittedBondDiscountCurve(Natural settlementDays, const Calendar &calendar, std::vector< ext::shared_ptr< BondHelper > > bonds, const DayCounter &dayCounter, const FittingMethod &fittingMethod, Real accuracy=1.0e-10, Size maxEvaluations=10000, Array guess=Array(), Real simplexLambda=1.0, Size maxStationaryStateIterations=100)FittedBondDiscountCurve
FittedBondDiscountCurve(const Date &referenceDate, std::vector< ext::shared_ptr< BondHelper > > bonds, const DayCounter &dayCounter, const FittingMethod &fittingMethod, Real accuracy=1.0e-10, Size maxEvaluations=10000, Array guess=Array(), Real simplexLambda=1.0, Size maxStationaryStateIterations=100)FittedBondDiscountCurve
fittingMethod_FittedBondDiscountCurveprivate
forwardFirstNotificationOnly()LazyObject
forwardRate(const Date &d1, const Date &d2, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) constYieldTermStructure
forwardRate(const Date &d, const Period &p, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) constYieldTermStructure
forwardRate(Time t1, Time t2, Compounding comp, Frequency freq=Annual, bool extrapolate=false) constYieldTermStructure
freeze()LazyObject
frozen_LazyObjectprotected
guessSolution_FittedBondDiscountCurveprivate
isCalculated() constLazyObject
QuantLib::iterator typedefObserver
jumpDates() constYieldTermStructure
jumpDates_YieldTermStructureprivate
jumps_YieldTermStructureprivate
jumpTimes() constYieldTermStructure
jumpTimes_YieldTermStructureprivate
latestReference_YieldTermStructureprivate
LazyObject()LazyObject
maxDate() const overrideFittedBondDiscountCurvevirtual
maxDate_FittedBondDiscountCurvemutableprivate
maxEvaluations_FittedBondDiscountCurveprivate
maxStationaryStateIterations_FittedBondDiscountCurveprivate
maxTime() constTermStructurevirtual
moving_TermStructureprotected
nJumps_YieldTermStructureprivate
notifyObservers()Observable
numberOfBonds() constFittedBondDiscountCurve
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
QuantLib::Observer()=defaultObserver
QuantLib::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observer &)Observer
QuantLib::Observable::operator=(const Observable &)Observable
QuantLib::Observable::operator=(Observable &&)=deleteObservable
performCalculations() const overrideFittedBondDiscountCurveprivatevirtual
recalculate()LazyObject
referenceDate() constTermStructurevirtual
referenceDate_TermStructuremutableprivate
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
QuantLib::set_type typedefObserverprivate
setJumps(const Date &referenceDate)YieldTermStructureprivate
settlementDays() constTermStructurevirtual
settlementDays_TermStructureprivate
setup()FittedBondDiscountCurveprivate
simplexLambda_FittedBondDiscountCurveprivate
TermStructure(DayCounter dc=DayCounter())TermStructureexplicit
TermStructure(const Date &referenceDate, Calendar calendar=Calendar(), DayCounter dc=DayCounter())TermStructureexplicit
TermStructure(Natural settlementDays, Calendar, DayCounter dc=DayCounter())TermStructure
timeFromReference(const Date &date) constTermStructure
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideFittedBondDiscountCurvevirtual
updated_TermStructuremutableprotected
updating_LazyObjectprivate
YieldTermStructure(const DayCounter &dc=DayCounter())YieldTermStructureexplicit
YieldTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter(), std::vector< Handle< Quote > > jumps={}, const std::vector< Date > &jumpDates={})YieldTermStructure
YieldTermStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dc=DayCounter(), std::vector< Handle< Quote > > jumps={}, const std::vector< Date > &jumpDates={})YieldTermStructure
zeroRate(const Date &d, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) constYieldTermStructure
zeroRate(Time t, Compounding comp, Frequency freq=Annual, bool extrapolate=false) constYieldTermStructure
~Extrapolator()=defaultExtrapolatorvirtual
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
~TermStructure() override=defaultTermStructure
Generated by Doxygen 1.9.5