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QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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This is the complete list of members for EquityIndex, 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 |
| checkNativeFixingsAllowed() | Index | private |
| clearFixings() | Index | |
| clone(const Handle< YieldTermStructure > &interest, const Handle< YieldTermStructure > ÷nd, const Handle< Quote > &spot) const | EquityIndex | virtual |
| deepUpdate() | Observer | virtual |
| dividend_ | EquityIndex | private |
| equityDividendCurve() const | EquityIndex | |
| EquityIndex(std::string name, Calendar fixingCalendar, Handle< YieldTermStructure > interest={}, Handle< YieldTermStructure > dividend={}, Handle< Quote > spot={}) | EquityIndex | |
| equityInterestRateCurve() const | EquityIndex | |
| fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const override | EquityIndex | virtual |
| fixingCalendar() const override | EquityIndex | virtual |
| fixingCalendar_ | EquityIndex | private |
| forecastFixing(const Date &fixingDate) const | EquityIndex | virtual |
| hasHistoricalFixing(const Date &fixingDate) const | Index | |
| interest_ | EquityIndex | private |
| isValidFixingDate(const Date &fixingDate) const override | EquityIndex | virtual |
| QuantLib::iterator typedef | Observable | private |
| QuantLib::Observer::iterator typedef | Observer | |
| name() const override | EquityIndex | virtual |
| name_ | EquityIndex | private |
| 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 | EquityIndex | 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 |
| spot() const | EquityIndex | |
| spot_ | EquityIndex | private |
| timeSeries() const | Index | |
| unregisterObserver(Observer *) | Observable | private |
| unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
| unregisterWithAll() | Observer | |
| update() override | EquityIndex | virtual |
| ~Index() override=default | Index | |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |