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 PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, including all inherited members.
accuracy_ | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | private |
allowsExtrapolation() const | Extrapolator | |
alwaysForward_ | LazyObject | protected |
alwaysForwardNotifications() | LazyObject | |
base_curve typedef | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | private |
baseDate() const override | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | virtual |
baseDate_ | InflationTermStructure | private |
baseRate() const | InflationTermStructure | virtual |
baseRate_ | InflationTermStructure | mutableprotected |
Bootstrap< this_curve > | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | friend |
bootstrap_ | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | private |
BootstrapError< this_curve > | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | friend |
calculate() const | LazyObject | protectedvirtual |
calculated_ | LazyObject | mutableprotected |
calendar() const | TermStructure | virtual |
calendar_ | TermStructure | protected |
checkRange(const Date &, bool extrapolate) const | InflationTermStructure | protected |
checkRange(Time t, bool extrapolate) const | InflationTermStructure | protected |
data() const | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | |
data_ | InterpolatedCurve< Interpolator > | mutableprotected |
dates() const | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | |
dates_ | InterpolatedYoYInflationCurve< Interpolator > | mutableprotected |
dayCounter() const | TermStructure | virtual |
dayCounter_ | TermStructure | private |
deepUpdate() | Observer | virtual |
disableExtrapolation(bool b=true) | Extrapolator | |
enableExtrapolation(bool b=true) | Extrapolator | |
extrapolate_ | Extrapolator | private |
Extrapolator()=default | Extrapolator | |
forwardFirstNotificationOnly() | LazyObject | |
freeze() | LazyObject | |
frequency() const | InflationTermStructure | virtual |
frequency_ | InflationTermStructure | protected |
frozen_ | LazyObject | protected |
hasExplicitBaseDate() const | InflationTermStructure | |
hasExplicitBaseDate_ | InflationTermStructure | private |
hasSeasonality() const | InflationTermStructure | |
indexIsInterpolated() const | YoYInflationTermStructure | virtual |
indexIsInterpolated_ | YoYInflationTermStructure | private |
InflationTermStructure(Date baseDate, Frequency frequency, const DayCounter &dayCounter=DayCounter(), ext::shared_ptr< Seasonality > seasonality={}, Rate baseRate=Null< Rate >()) | InflationTermStructure | |
InflationTermStructure(const Date &referenceDate, Date baseDate, Frequency frequency, const DayCounter &dayCounter=DayCounter(), ext::shared_ptr< Seasonality > seasonality={}, Rate baseRate=Null< Rate >()) | InflationTermStructure | |
InflationTermStructure(Natural settlementDays, const Calendar &calendar, Date baseDate, Frequency frequency, const DayCounter &dayCounter=DayCounter(), ext::shared_ptr< Seasonality > seasonality={}, Rate baseRate=Null< Rate >()) | InflationTermStructure | |
InflationTermStructure(Rate baseRate, const Period &observationLag, Frequency frequency, const DayCounter &dayCounter=DayCounter(), ext::shared_ptr< Seasonality > seasonality={}) | InflationTermStructure | |
InflationTermStructure(const Date &referenceDate, Rate baseRate, const Period &observationLag, Frequency frequency, const Calendar &calendar=Calendar(), const DayCounter &dayCounter=DayCounter(), ext::shared_ptr< Seasonality > seasonality={}) | InflationTermStructure | |
InflationTermStructure(Natural settlementDays, const Calendar &calendar, Rate baseRate, const Period &observationLag, Frequency frequency, const DayCounter &dayCounter=DayCounter(), ext::shared_ptr< Seasonality > seasonality={}) | InflationTermStructure | |
instruments_ | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | private |
InterpolatedCurve(std::vector< Time > times, std::vector< Real > data, const Interpolator &i=Interpolator()) | InterpolatedCurve< Interpolator > | protected |
InterpolatedCurve(std::vector< Time > times, const Interpolator &i=Interpolator()) | InterpolatedCurve< Interpolator > | protected |
InterpolatedCurve(Size n, const Interpolator &i=Interpolator()) | InterpolatedCurve< Interpolator > | protected |
InterpolatedCurve(const Interpolator &i=Interpolator()) | InterpolatedCurve< Interpolator > | protected |
InterpolatedCurve(const InterpolatedCurve &c) | InterpolatedCurve< Interpolator > | protected |
InterpolatedCurve(InterpolatedCurve &&c) noexcept | InterpolatedCurve< Interpolator > | protected |
InterpolatedYoYInflationCurve(const Date &referenceDate, std::vector< Date > dates, const std::vector< Rate > &rates, Frequency frequency, bool indexIsInterpolated, const DayCounter &dayCounter, const ext::shared_ptr< Seasonality > &seasonality={}, const Interpolator &interpolator=Interpolator()) | InterpolatedYoYInflationCurve< Interpolator > | |
InterpolatedYoYInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, std::vector< Date > dates, const std::vector< Rate > &rates, const Interpolator &interpolator=Interpolator()) | InterpolatedYoYInflationCurve< Interpolator > | |
InterpolatedYoYInflationCurve(const Date &referenceDate, Date baseDate, Rate baseYoYRate, Frequency frequency, bool indexIsInterpolated, const DayCounter &dayCounter, const ext::shared_ptr< Seasonality > &seasonality={}, const Interpolator &interpolator=Interpolator()) | InterpolatedYoYInflationCurve< Interpolator > | protected |
InterpolatedYoYInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Interpolator &interpolator=Interpolator()) | InterpolatedYoYInflationCurve< Interpolator > | protected |
interpolation_ | InterpolatedCurve< Interpolator > | mutableprotected |
interpolator_ | InterpolatedCurve< Interpolator > | protected |
interpolator_type typedef | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | |
isCalculated() const | LazyObject | |
QuantLib::iterator typedef | Observer | |
LazyObject() | LazyObject | |
maxDate() const override | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | virtual |
maxDate_ | InterpolatedCurve< Interpolator > | protected |
maxTime() const | TermStructure | virtual |
moving_ | TermStructure | protected |
nodes() const | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | |
notifyObservers() | Observable | |
Observable() | Observable | |
Observable(const Observable &) | Observable | |
Observable(Observable &&)=delete | Observable | |
observables_ | Observer | private |
observationLag() const | InflationTermStructure | virtual |
observationLag_ | InflationTermStructure | protected |
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 | |
QuantLib::InterpolatedCurve::operator=(const InterpolatedCurve &c) | InterpolatedCurve< Interpolator > | protected |
QuantLib::InterpolatedCurve::operator=(InterpolatedCurve &&c) noexcept | InterpolatedCurve< Interpolator > | protected |
performCalculations() const override | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | privatevirtual |
PiecewiseYoYInflationCurve(const Date &referenceDate, Date baseDate, Rate baseYoYRate, Frequency frequency, bool indexIsInterpolated, const DayCounter &dayCounter, std::vector< ext::shared_ptr< typename Traits::helper > > instruments, const ext::shared_ptr< Seasonality > &seasonality={}, Real accuracy=1.0e-12, const Interpolator &i=Interpolator()) | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | |
PiecewiseYoYInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate baseYoYRate, std::vector< ext::shared_ptr< typename Traits::helper > > instruments, Real accuracy=1.0e-12, const Interpolator &i=Interpolator()) | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | |
rates() const | InterpolatedYoYInflationCurve< Interpolator > | |
recalculate() | LazyObject | |
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 | |
seasonality() const | InflationTermStructure | |
seasonality_ | InflationTermStructure | protected |
QuantLib::set_type typedef | Observer | private |
setBaseRate(const Rate &r) | InflationTermStructure | protectedvirtual |
setSeasonality() | InflationTermStructure | |
setSeasonality(const ext::shared_ptr< Seasonality > &seasonality) | InflationTermStructure | |
settlementDays() const | TermStructure | virtual |
settlementDays_ | TermStructure | private |
setupInterpolation() | InterpolatedCurve< Interpolator > | protected |
setupTimes(const std::vector< Date > &dates, Date referenceDate, const DayCounter &dayCounter) | InterpolatedCurve< Interpolator > | protected |
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 | |
this_curve typedef | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | private |
timeFromReference(const Date &date) const | TermStructure | |
times() const | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | |
times_ | InterpolatedCurve< Interpolator > | mutableprotected |
traits_type typedef | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | |
unfreeze() | LazyObject | |
unregisterObserver(Observer *) | Observable | private |
unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
unregisterWithAll() | Observer | |
update() override | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | virtual |
updated_ | TermStructure | mutableprotected |
updating_ | LazyObject | private |
YoYInflationTermStructure(Date baseDate, Rate baseYoYRate, Frequency frequency, bool indexIsInterpolated, const DayCounter &dayCounter, const ext::shared_ptr< Seasonality > &seasonality={}) | YoYInflationTermStructure | |
YoYInflationTermStructure(const Date &referenceDate, Date baseDate, Rate baseYoYRate, Frequency frequency, bool indexIsInterpolated, const DayCounter &dayCounter, const ext::shared_ptr< Seasonality > &seasonality={}) | YoYInflationTermStructure | |
YoYInflationTermStructure(Natural settlementDays, const Calendar &calendar, Date baseDate, Rate baseYoYRate, Frequency frequency, bool indexIsInterpolated, const DayCounter &dayCounter, const ext::shared_ptr< Seasonality > &seasonality={}) | YoYInflationTermStructure | |
YoYInflationTermStructure(const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const ext::shared_ptr< Seasonality > &seasonality={}) | YoYInflationTermStructure | |
YoYInflationTermStructure(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const ext::shared_ptr< Seasonality > &seasonality={}) | YoYInflationTermStructure | |
YoYInflationTermStructure(Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const ext::shared_ptr< Seasonality > &seasonality={}) | YoYInflationTermStructure | |
yoyRate(const Date &d, const Period &instObsLag=Period(-1, Days), bool forceLinearInterpolation=false, bool extrapolate=false) const | YoYInflationTermStructure | |
yoyRate(Time t, bool extrapolate=false) const | YoYInflationTermStructure | |
yoyRateImpl(Time t) const override | InterpolatedYoYInflationCurve< Interpolator > | protectedvirtual |
~Extrapolator()=default | Extrapolator | virtual |
~InterpolatedCurve()=default | InterpolatedCurve< Interpolator > | protected |
~LazyObject() override=default | LazyObject | |
~Observable()=default | Observable | virtual |
~Observer() | Observer | virtual |
~TermStructure() override=default | TermStructure |