QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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InterpolatedSurvivalProbabilityCurve< Interpolator > Member List

This is the complete list of members for InterpolatedSurvivalProbabilityCurve< Interpolator >, including all inherited members.

allowsExtrapolation() constExtrapolator
calendar() constTermStructurevirtual
calendar_TermStructureprotected
checkRange(const Date &d, bool extrapolate) constTermStructureprotected
checkRange(Time t, bool extrapolate) constTermStructureprotected
data() constInterpolatedSurvivalProbabilityCurve< Interpolator >
data_InterpolatedCurve< Interpolator >mutableprotected
dates() constInterpolatedSurvivalProbabilityCurve< Interpolator >
dates_InterpolatedSurvivalProbabilityCurve< Interpolator >mutableprotected
dayCounter() constTermStructurevirtual
dayCounter_TermStructureprivate
deepUpdate()Observervirtual
defaultDensity(const Date &d, bool extrapolate=false) constDefaultProbabilityTermStructure
defaultDensity(Time t, bool extrapolate=false) constDefaultProbabilityTermStructure
defaultDensityImpl(Time) const overrideInterpolatedSurvivalProbabilityCurve< Interpolator >protectedvirtual
defaultProbability(const Date &d, bool extrapolate=false) constDefaultProbabilityTermStructure
defaultProbability(Time t, bool extrapolate=false) constDefaultProbabilityTermStructure
defaultProbability(const Date &, const Date &, bool extrapolate=false) constDefaultProbabilityTermStructure
defaultProbability(Time, Time, bool extrapo=false) constDefaultProbabilityTermStructure
DefaultProbabilityTermStructure(const DayCounter &dc=DayCounter(), std::vector< Handle< Quote > > jumps={}, const std::vector< Date > &jumpDates={})DefaultProbabilityTermStructure
DefaultProbabilityTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter(), std::vector< Handle< Quote > > jumps={}, const std::vector< Date > &jumpDates={})DefaultProbabilityTermStructure
DefaultProbabilityTermStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dc=DayCounter(), std::vector< Handle< Quote > > jumps={}, const std::vector< Date > &jumpDates={})DefaultProbabilityTermStructure
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
extrapolate_Extrapolatorprivate
Extrapolator()=defaultExtrapolator
hazardRate(const Date &d, bool extrapolate=false) constDefaultProbabilityTermStructure
hazardRate(Time t, bool extrapolate=false) constDefaultProbabilityTermStructure
hazardRateImpl(Time) constDefaultProbabilityTermStructureprotectedvirtual
initialize()InterpolatedSurvivalProbabilityCurve< 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) noexceptInterpolatedCurve< Interpolator >protected
InterpolatedSurvivalProbabilityCurve(const std::vector< Date > &dates, const std::vector< Probability > &probabilities, const DayCounter &dayCounter, const Calendar &calendar=Calendar(), const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}, const Interpolator &interpolator={})InterpolatedSurvivalProbabilityCurve< Interpolator >
InterpolatedSurvivalProbabilityCurve(const std::vector< Date > &dates, const std::vector< Probability > &probabilities, const DayCounter &dayCounter, const Calendar &calendar, const Interpolator &interpolator)InterpolatedSurvivalProbabilityCurve< Interpolator >
InterpolatedSurvivalProbabilityCurve(const std::vector< Date > &dates, const std::vector< Probability > &probabilities, const DayCounter &dayCounter, const Interpolator &interpolator)InterpolatedSurvivalProbabilityCurve< Interpolator >
InterpolatedSurvivalProbabilityCurve(const DayCounter &, const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}, const Interpolator &interpolator={})InterpolatedSurvivalProbabilityCurve< Interpolator >protected
InterpolatedSurvivalProbabilityCurve(const Date &referenceDate, const DayCounter &, const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}, const Interpolator &interpolator={})InterpolatedSurvivalProbabilityCurve< Interpolator >protected
InterpolatedSurvivalProbabilityCurve(Natural settlementDays, const Calendar &, const DayCounter &, const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={}, const Interpolator &interpolator={})InterpolatedSurvivalProbabilityCurve< Interpolator >protected
interpolation_InterpolatedCurve< Interpolator >mutableprotected
interpolator_InterpolatedCurve< Interpolator >protected
QuantLib::iterator typedefObserver
jumpDates() constDefaultProbabilityTermStructure
jumpDates_DefaultProbabilityTermStructureprivate
jumps_DefaultProbabilityTermStructureprivate
jumpTimes() constDefaultProbabilityTermStructure
jumpTimes_DefaultProbabilityTermStructureprivate
latestReference_DefaultProbabilityTermStructureprivate
maxDate() const overrideInterpolatedSurvivalProbabilityCurve< Interpolator >virtual
maxDate_InterpolatedCurve< Interpolator >protected
maxTime() constTermStructurevirtual
moving_TermStructureprotected
nJumps_DefaultProbabilityTermStructureprivate
nodes() constInterpolatedSurvivalProbabilityCurve< Interpolator >
notifyObservers()Observable
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
QuantLib::Observer()=defaultObserver
QuantLib::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observer &)Observer
QuantLib::Observable::operator=(const Observable &)Observable
QuantLib::Observable::operator=(Observable &&)=deleteObservable
QuantLib::InterpolatedCurve::operator=(const InterpolatedCurve &c)InterpolatedCurve< Interpolator >protected
QuantLib::InterpolatedCurve::operator=(InterpolatedCurve &&c) noexceptInterpolatedCurve< Interpolator >protected
referenceDate() constTermStructurevirtual
referenceDate_TermStructuremutableprivate
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
QuantLib::set_type typedefObserverprivate
setJumps()DefaultProbabilityTermStructureprivate
settlementDays() constTermStructurevirtual
settlementDays_TermStructureprivate
setupInterpolation()InterpolatedCurve< Interpolator >protected
setupTimes(const std::vector< Date > &dates, Date referenceDate, const DayCounter &dayCounter)InterpolatedCurve< Interpolator >protected
survivalProbabilities() constInterpolatedSurvivalProbabilityCurve< Interpolator >
survivalProbability(const Date &d, bool extrapolate=false) constDefaultProbabilityTermStructure
survivalProbability(Time t, bool extrapolate=false) constDefaultProbabilityTermStructure
survivalProbabilityImpl(Time) const overrideInterpolatedSurvivalProbabilityCurve< Interpolator >protectedvirtual
SurvivalProbabilityStructure(const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={})SurvivalProbabilityStructure
SurvivalProbabilityStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={})SurvivalProbabilityStructure
SurvivalProbabilityStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={})SurvivalProbabilityStructure
TermStructure(DayCounter dc=DayCounter())TermStructureexplicit
TermStructure(const Date &referenceDate, Calendar calendar=Calendar(), DayCounter dc=DayCounter())TermStructureexplicit
TermStructure(Natural settlementDays, Calendar, DayCounter dc=DayCounter())TermStructure
timeFromReference(const Date &date) constTermStructure
times() constInterpolatedSurvivalProbabilityCurve< Interpolator >
times_InterpolatedCurve< Interpolator >mutableprotected
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideDefaultProbabilityTermStructurevirtual
updated_TermStructuremutableprotected
~Extrapolator()=defaultExtrapolatorvirtual
~InterpolatedCurve()=defaultInterpolatedCurve< Interpolator >protected
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
~TermStructure() override=defaultTermStructure