|
QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
|
This is the complete list of members for InterpolatedZeroInflationCurve< Interpolator >, including all inherited members.
| allowsExtrapolation() const | Extrapolator | |
| baseDate() const override | InterpolatedZeroInflationCurve< Interpolator > | virtual |
| baseRate() const | InflationTermStructure | virtual |
| baseRate_ | InflationTermStructure | 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 | InterpolatedZeroInflationCurve< Interpolator > | |
| data_ | InterpolatedCurve< Interpolator > | mutableprotected |
| dates() const | InterpolatedZeroInflationCurve< Interpolator > | |
| dates_ | InterpolatedZeroInflationCurve< 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 | |
| frequency() const | InflationTermStructure | virtual |
| frequency_ | InflationTermStructure | protected |
| hasSeasonality() const | 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 | |
| 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 |
| InterpolatedZeroInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, std::vector< Date > dates, const std::vector< Rate > &rates, const Interpolator &interpolator=Interpolator()) | InterpolatedZeroInflationCurve< Interpolator > | |
| InterpolatedZeroInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseZeroRate, const Interpolator &interpolator=Interpolator()) | InterpolatedZeroInflationCurve< Interpolator > | protected |
| interpolation_ | InterpolatedCurve< Interpolator > | mutableprotected |
| interpolator_ | InterpolatedCurve< Interpolator > | protected |
| QuantLib::iterator typedef | Observer | |
| maxDate() const override | InterpolatedZeroInflationCurve< Interpolator > | virtual |
| maxDate_ | InterpolatedCurve< Interpolator > | protected |
| maxTime() const | TermStructure | virtual |
| moving_ | TermStructure | protected |
| nodes() const | InterpolatedZeroInflationCurve< Interpolator > | |
| 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 |
| rates() const | InterpolatedZeroInflationCurve< Interpolator > | |
| 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(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 | |
| timeFromReference(const Date &date) const | TermStructure | |
| times() const | InterpolatedZeroInflationCurve< Interpolator > | |
| times_ | InterpolatedCurve< Interpolator > | mutableprotected |
| unregisterObserver(Observer *) | Observable | private |
| unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
| unregisterWithAll() | Observer | |
| update() override | TermStructure | virtual |
| updated_ | TermStructure | mutableprotected |
| ZeroInflationTermStructure(const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, const ext::shared_ptr< Seasonality > &seasonality={}) | ZeroInflationTermStructure | |
| ZeroInflationTermStructure(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, const ext::shared_ptr< Seasonality > &seasonality={}) | ZeroInflationTermStructure | |
| ZeroInflationTermStructure(Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, const ext::shared_ptr< Seasonality > &seasonality={}) | ZeroInflationTermStructure | |
| zeroRate(const Date &d, const Period &instObsLag=Period(-1, Days), bool forceLinearInterpolation=false, bool extrapolate=false) const | ZeroInflationTermStructure | |
| zeroRate(Time t, bool extrapolate=false) const | ZeroInflationTermStructure | |
| zeroRateImpl(Time t) const override | InterpolatedZeroInflationCurve< Interpolator > | protectedvirtual |
| ~Extrapolator()=default | Extrapolator | virtual |
| ~InterpolatedCurve()=default | InterpolatedCurve< Interpolator > | protected |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |
| ~TermStructure() override=default | TermStructure |