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

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

accuracy_PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >private
allowsExtrapolation() constExtrapolator
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
base_curve typedefPiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >private
baseDate() const overridePiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >virtual
baseDate_InflationTermStructureprivate
baseRate() constInflationTermStructurevirtual
baseRate_InflationTermStructuremutableprotected
Bootstrap< this_curve >PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >friend
bootstrap_PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >private
BootstrapError< this_curve >PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >friend
calculate() constLazyObjectprotectedvirtual
calculated_LazyObjectmutableprotected
calendar() constTermStructurevirtual
calendar_TermStructureprotected
checkRange(const Date &, bool extrapolate) constInflationTermStructureprotected
checkRange(Time t, bool extrapolate) constInflationTermStructureprotected
data() constPiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
data_InterpolatedCurve< Interpolator >mutableprotected
dates() constPiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
dates_InterpolatedYoYInflationCurve< Interpolator >mutableprotected
dayCounter() constTermStructurevirtual
dayCounter_TermStructureprivate
deepUpdate()Observervirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
extrapolate_Extrapolatorprivate
Extrapolator()=defaultExtrapolator
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frequency() constInflationTermStructurevirtual
frequency_InflationTermStructureprotected
frozen_LazyObjectprotected
hasExplicitBaseDate() constInflationTermStructure
hasExplicitBaseDate_InflationTermStructureprivate
hasSeasonality() constInflationTermStructure
indexIsInterpolated() constYoYInflationTermStructurevirtual
indexIsInterpolated_YoYInflationTermStructureprivate
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) noexceptInterpolatedCurve< 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 typedefPiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
isCalculated() constLazyObject
QuantLib::iterator typedefObserver
LazyObject()LazyObject
maxDate() const overridePiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >virtual
maxDate_InterpolatedCurve< Interpolator >protected
maxTime() constTermStructurevirtual
moving_TermStructureprotected
nodes() constPiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
notifyObservers()Observable
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
observationLag() constInflationTermStructurevirtual
observationLag_InflationTermStructureprotected
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
QuantLib::InterpolatedCurve::operator=(const InterpolatedCurve &c)InterpolatedCurve< Interpolator >protected
QuantLib::InterpolatedCurve::operator=(InterpolatedCurve &&c) noexceptInterpolatedCurve< Interpolator >protected
performCalculations() const overridePiecewiseYoYInflationCurve< 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() constInterpolatedYoYInflationCurve< Interpolator >
recalculate()LazyObject
referenceDate() constTermStructurevirtual
referenceDate_TermStructuremutableprivate
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
seasonality() constInflationTermStructure
seasonality_InflationTermStructureprotected
QuantLib::set_type typedefObserverprivate
setBaseRate(const Rate &r)InflationTermStructureprotectedvirtual
setSeasonality()InflationTermStructure
setSeasonality(const ext::shared_ptr< Seasonality > &seasonality)InflationTermStructure
settlementDays() constTermStructurevirtual
settlementDays_TermStructureprivate
setupInterpolation()InterpolatedCurve< Interpolator >protected
setupTimes(const std::vector< Date > &dates, Date referenceDate, const DayCounter &dayCounter)InterpolatedCurve< Interpolator >protected
TermStructure(DayCounter dc=DayCounter())TermStructureexplicit
TermStructure(const Date &referenceDate, Calendar calendar=Calendar(), DayCounter dc=DayCounter())TermStructureexplicit
TermStructure(Natural settlementDays, Calendar, DayCounter dc=DayCounter())TermStructure
this_curve typedefPiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >private
timeFromReference(const Date &date) constTermStructure
times() constPiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
times_InterpolatedCurve< Interpolator >mutableprotected
traits_type typedefPiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overridePiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >virtual
updated_TermStructuremutableprotected
updating_LazyObjectprivate
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) constYoYInflationTermStructure
yoyRate(Time t, bool extrapolate=false) constYoYInflationTermStructure
yoyRateImpl(Time t) const overrideInterpolatedYoYInflationCurve< Interpolator >protectedvirtual
~Extrapolator()=defaultExtrapolatorvirtual
~InterpolatedCurve()=defaultInterpolatedCurve< Interpolator >protected
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
~TermStructure() override=defaultTermStructure