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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 InterpolatedForwardCurve< Interpolator >, 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 |
| data() const | InterpolatedForwardCurve< Interpolator > | |
| data_ | InterpolatedCurve< Interpolator > | mutableprotected |
| dates() const | InterpolatedForwardCurve< Interpolator > | |
| dates_ | InterpolatedForwardCurve< Interpolator > | mutableprotected |
| dayCounter() const | TermStructure | virtual |
| dayCounter_ | TermStructure | private |
| deepUpdate() | Observer | virtual |
| disableExtrapolation(bool b=true) | Extrapolator | |
| discount(const Date &d, bool extrapolate=false) const | YieldTermStructure | |
| discount(Time t, bool extrapolate=false) const | YieldTermStructure | |
| discountImpl(Time) const override | ForwardRateStructure | protectedvirtual |
| enableExtrapolation(bool b=true) | Extrapolator | |
| extrapolate_ | Extrapolator | private |
| Extrapolator()=default | Extrapolator | |
| forwardImpl(Time t) const override | InterpolatedForwardCurve< Interpolator > | protectedvirtual |
| forwardRate(const Date &d1, const Date &d2, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const | YieldTermStructure | |
| forwardRate(const Date &d, const Period &p, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const | YieldTermStructure | |
| forwardRate(Time t1, Time t2, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const | YieldTermStructure | |
| ForwardRateStructure(const DayCounter &dayCounter=DayCounter()) | ForwardRateStructure | explicit |
| ForwardRateStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}) | ForwardRateStructure | explicit |
| ForwardRateStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}) | ForwardRateStructure | |
| forwards() const | InterpolatedForwardCurve< Interpolator > | |
| initialize() | InterpolatedForwardCurve< Interpolator > | 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 |
| InterpolatedForwardCurve(const std::vector< Date > &dates, const std::vector< Rate > &forwards, const DayCounter &dayCounter, const Calendar &cal=Calendar(), const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}, const Interpolator &interpolator={}) | InterpolatedForwardCurve< Interpolator > | |
| InterpolatedForwardCurve(const std::vector< Date > &dates, const std::vector< Rate > &forwards, const DayCounter &dayCounter, const Calendar &calendar, const Interpolator &interpolator) | InterpolatedForwardCurve< Interpolator > | |
| InterpolatedForwardCurve(const std::vector< Date > &dates, const std::vector< Rate > &forwards, const DayCounter &dayCounter, const Interpolator &interpolator) | InterpolatedForwardCurve< Interpolator > | |
| InterpolatedForwardCurve(const DayCounter &, const Interpolator &interpolator={}) | InterpolatedForwardCurve< Interpolator > | explicitprotected |
| InterpolatedForwardCurve(const Date &referenceDate, const DayCounter &, const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}, const Interpolator &interpolator={}) | InterpolatedForwardCurve< Interpolator > | protected |
| InterpolatedForwardCurve(Natural settlementDays, const Calendar &, const DayCounter &, const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}, const Interpolator &interpolator={}) | InterpolatedForwardCurve< Interpolator > | protected |
| interpolation_ | InterpolatedCurve< Interpolator > | mutableprotected |
| interpolator_ | InterpolatedCurve< Interpolator > | protected |
| QuantLib::iterator typedef | Observer | |
| jumpDates() const | YieldTermStructure | |
| jumpDates_ | YieldTermStructure | private |
| jumps_ | YieldTermStructure | private |
| jumpTimes() const | YieldTermStructure | |
| jumpTimes_ | YieldTermStructure | private |
| latestReference_ | YieldTermStructure | private |
| maxDate() const override | InterpolatedForwardCurve< Interpolator > | virtual |
| maxDate_ | InterpolatedCurve< Interpolator > | protected |
| maxTime() const | TermStructure | virtual |
| moving_ | TermStructure | protected |
| nJumps_ | YieldTermStructure | private |
| nodes() const | InterpolatedForwardCurve< Interpolator > | |
| 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 | |
| QuantLib::InterpolatedCurve::operator=(const InterpolatedCurve &c) | InterpolatedCurve< Interpolator > | protected |
| QuantLib::InterpolatedCurve::operator=(InterpolatedCurve &&c) noexcept | InterpolatedCurve< Interpolator > | protected |
| 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(const Date &referenceDate) | YieldTermStructure | private |
| 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 | |
| timeFromReference(const Date &date) const | TermStructure | |
| times() const | InterpolatedForwardCurve< Interpolator > | |
| times_ | InterpolatedCurve< Interpolator > | mutableprotected |
| unregisterObserver(Observer *) | Observable | private |
| unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
| unregisterWithAll() | Observer | |
| update() override | YieldTermStructure | virtual |
| updated_ | TermStructure | mutableprotected |
| YieldTermStructure(const DayCounter &dc=DayCounter()) | YieldTermStructure | explicit |
| 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) const | YieldTermStructure | |
| zeroRate(Time t, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const | YieldTermStructure | |
| zeroYieldImpl(Time t) const override | InterpolatedForwardCurve< Interpolator > | protectedvirtual |
| ~Extrapolator()=default | Extrapolator | virtual |
| ~InterpolatedCurve()=default | InterpolatedCurve< Interpolator > | protected |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |
| ~TermStructure() override=default | TermStructure |