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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 DefaultDensityStructure, 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 |
| defaultDensity(const Date &d, bool extrapolate=false) const | DefaultProbabilityTermStructure | |
| defaultDensity(Time t, bool extrapolate=false) const | DefaultProbabilityTermStructure | |
| defaultDensityImpl(Time) const =0 | DefaultProbabilityTermStructure | protectedpure virtual |
| DefaultDensityStructure(const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}) | DefaultDensityStructure | |
| DefaultDensityStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}) | DefaultDensityStructure | |
| DefaultDensityStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}) | DefaultDensityStructure | |
| defaultProbability(const Date &d, bool extrapolate=false) const | DefaultProbabilityTermStructure | |
| defaultProbability(Time t, bool extrapolate=false) const | DefaultProbabilityTermStructure | |
| defaultProbability(const Date &, const Date &, bool extrapolate=false) const | DefaultProbabilityTermStructure | |
| defaultProbability(Time, Time, bool extrapo=false) const | DefaultProbabilityTermStructure | |
| DefaultProbabilityTermStructure(const DayCounter &dc=DayCounter(), std::vector< Handle< Quote > > jumps={}, const std::vector< Date > &jumpDates={}) | DefaultProbabilityTermStructure | |
| DefaultProbabilityTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter(), std::vector< Handle< Quote > > jumps={}, const std::vector< Date > &jumpDates={}) | DefaultProbabilityTermStructure | |
| DefaultProbabilityTermStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dc=DayCounter(), std::vector< Handle< Quote > > jumps={}, const std::vector< Date > &jumpDates={}) | DefaultProbabilityTermStructure | |
| disableExtrapolation(bool b=true) | Extrapolator | |
| enableExtrapolation(bool b=true) | Extrapolator | |
| extrapolate_ | Extrapolator | private |
| Extrapolator()=default | Extrapolator | |
| hazardRate(const Date &d, bool extrapolate=false) const | DefaultProbabilityTermStructure | |
| hazardRate(Time t, bool extrapolate=false) const | DefaultProbabilityTermStructure | |
| hazardRateImpl(Time) const | DefaultProbabilityTermStructure | protectedvirtual |
| QuantLib::iterator typedef | Observer | |
| jumpDates() const | DefaultProbabilityTermStructure | |
| jumpDates_ | DefaultProbabilityTermStructure | private |
| jumps_ | DefaultProbabilityTermStructure | private |
| jumpTimes() const | DefaultProbabilityTermStructure | |
| jumpTimes_ | DefaultProbabilityTermStructure | private |
| latestReference_ | DefaultProbabilityTermStructure | private |
| maxDate() const =0 | TermStructure | pure virtual |
| maxTime() const | TermStructure | virtual |
| moving_ | TermStructure | protected |
| nJumps_ | DefaultProbabilityTermStructure | private |
| 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 | mutableprivate |
| registerObserver(Observer *) | Observable | private |
| registerWith(const ext::shared_ptr< Observable > &) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| QuantLib::set_type typedef | Observer | private |
| setJumps() | DefaultProbabilityTermStructure | private |
| settlementDays() const | TermStructure | virtual |
| settlementDays_ | TermStructure | private |
| survivalProbability(const Date &d, bool extrapolate=false) const | DefaultProbabilityTermStructure | |
| survivalProbability(Time t, bool extrapolate=false) const | DefaultProbabilityTermStructure | |
| survivalProbabilityImpl(Time) const override | DefaultDensityStructure | protectedvirtual |
| 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 | DefaultProbabilityTermStructure | virtual |
| updated_ | TermStructure | mutableprotected |
| ~Extrapolator()=default | Extrapolator | virtual |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |
| ~TermStructure() override=default | TermStructure |