QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Bkbm Member List

This is the complete list of members for Bkbm, including all inherited members.

addFixing(const Date &fixingDate, Real fixing, bool forceOverwrite=false)Indexvirtual
addFixings(const TimeSeries< Real > &t, bool forceOverwrite=false)Index
addFixings(DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false)Index
allowsNativeFixings()Indexvirtual
Bkbm(const Period &tenor, const Handle< YieldTermStructure > &h={})Bkbm
businessDayConvention() constIborIndex
checkNativeFixingsAllowed()Indexprivate
clearFixings()Index
clone(const Handle< YieldTermStructure > &forwarding) constIborIndexvirtual
convention_IborIndexprotected
currency() constInterestRateIndex
currency_InterestRateIndexprotected
dayCounter() constInterestRateIndex
dayCounter_InterestRateIndexprotected
deepUpdate()Observervirtual
endOfMonth() constIborIndex
endOfMonth_IborIndexprotected
familyName() constInterestRateIndex
familyName_InterestRateIndexprotected
fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const overrideInterestRateIndexvirtual
fixingCalendar() const overrideInterestRateIndexvirtual
fixingCalendar_InterestRateIndexprivate
fixingDate(const Date &valueDate) constInterestRateIndex
fixingDays() constInterestRateIndex
fixingDays_InterestRateIndexprotected
forecastFixing(const Date &fixingDate) const overrideIborIndexvirtual
forecastFixing(const Date &valueDate, const Date &endDate, Time t) constIborIndexprivate
forwardingTermStructure() constIborIndex
hasHistoricalFixing(const Date &fixingDate) constIndex
IborIndex(const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency &currency, 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 overrideInterestRateIndexvirtual
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
maturityDate(const Date &valueDate) const overrideIborIndexvirtual
name() const overrideInterestRateIndexvirtual
name_InterestRateIndexprotected
notifyObservers()Observable
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observable &)Observable
QuantLib::operator=(Observable &&)=deleteObservable
QuantLib::Observer::operator=(const Observer &)Observer
pastFixing(const Date &fixingDate) constInterestRateIndexvirtual
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
QuantLib::set_type typedefObservableprivate
tenor() constInterestRateIndex
tenor_InterestRateIndexprotected
termStructure_IborIndexprotected
timeSeries() constIndex
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideInterestRateIndexvirtual
valueDate(const Date &fixingDate) constInterestRateIndexvirtual
~Index() override=defaultIndex
~Observable()=defaultObservablevirtual
~Observer()Observervirtual