QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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
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