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 Shibor, including all inherited members.
addFixing(const Date &fixingDate, Real fixing, bool forceOverwrite=false) | Index | virtual |
addFixings(const TimeSeries< Real > &t, bool forceOverwrite=false) | Index | |
addFixings(DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false) | Index | |
allowsNativeFixings() | Index | virtual |
businessDayConvention() const | IborIndex | |
checkNativeFixingsAllowed() | Index | private |
clearFixings() | Index | |
clone(const Handle< YieldTermStructure > &forwarding) const override | Shibor | virtual |
convention_ | IborIndex | protected |
currency() const | InterestRateIndex | |
currency_ | InterestRateIndex | protected |
dayCounter() const | InterestRateIndex | |
dayCounter_ | InterestRateIndex | protected |
deepUpdate() | Observer | virtual |
endOfMonth() const | IborIndex | |
endOfMonth_ | IborIndex | protected |
familyName() const | InterestRateIndex | |
familyName_ | InterestRateIndex | protected |
fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const override | InterestRateIndex | virtual |
fixingCalendar() const override | InterestRateIndex | virtual |
fixingCalendar_ | InterestRateIndex | private |
fixingDate(const Date &valueDate) const | InterestRateIndex | |
fixingDays() const | InterestRateIndex | |
fixingDays_ | InterestRateIndex | protected |
forecastFixing(const Date &fixingDate) const override | IborIndex | virtual |
forecastFixing(const Date &valueDate, const Date &endDate, Time t) const | IborIndex | private |
forwardingTermStructure() const | IborIndex | |
hasHistoricalFixing(const Date &fixingDate) const | Index | |
IborIndex(const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency ¤cy, const Calendar &fixingCalendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter, Handle< YieldTermStructure > h={}) | IborIndex | |
InterestRateIndex(std::string familyName, const Period &tenor, Natural settlementDays, Currency currency, Calendar fixingCalendar, DayCounter dayCounter) | InterestRateIndex | |
isValidFixingDate(const Date &fixingDate) const override | InterestRateIndex | virtual |
QuantLib::iterator typedef | Observable | private |
QuantLib::Observer::iterator typedef | Observer | |
maturityDate(const Date &valueDate) const override | IborIndex | virtual |
name() const override | InterestRateIndex | virtual |
name_ | InterestRateIndex | protected |
notifyObservers() | Observable | |
Observable() | Observable | |
Observable(const Observable &) | Observable | |
Observable(Observable &&)=delete | Observable | |
observables_ | Observer | private |
Observer()=default | Observer | |
QuantLib::Observer::Observer(const Observer &) | Observer | |
observers_ | Observable | private |
QuantLib::operator=(const Observable &) | Observable | |
QuantLib::operator=(Observable &&)=delete | Observable | |
QuantLib::Observer::operator=(const Observer &) | Observer | |
pastFixing(const Date &fixingDate) const | InterestRateIndex | virtual |
registerObserver(Observer *) | Observable | private |
registerWith(const ext::shared_ptr< Observable > &) | Observer | |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
QuantLib::set_type typedef | Observable | private |
Shibor(const Period &tenor, const Handle< YieldTermStructure > &h={}) | Shibor | |
tenor() const | InterestRateIndex | |
tenor_ | InterestRateIndex | protected |
termStructure_ | IborIndex | protected |
timeSeries() const | Index | |
unregisterObserver(Observer *) | Observable | private |
unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
unregisterWithAll() | Observer | |
update() override | InterestRateIndex | virtual |
valueDate(const Date &fixingDate) const | InterestRateIndex | virtual |
~Index() override=default | Index | |
~Observable()=default | Observable | virtual |
~Observer() | Observer | virtual |