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 YieldTermStructure, 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 |
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 =0 | YieldTermStructure | protectedpure virtual |
enableExtrapolation(bool b=true) | Extrapolator | |
extrapolate_ | Extrapolator | private |
Extrapolator()=default | Extrapolator | |
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 | |
QuantLib::iterator typedef | Observer | |
jumpDates() const | YieldTermStructure | |
jumpDates_ | YieldTermStructure | private |
jumps_ | YieldTermStructure | private |
jumpTimes() const | YieldTermStructure | |
jumpTimes_ | YieldTermStructure | private |
latestReference_ | YieldTermStructure | private |
maxDate() const =0 | TermStructure | pure virtual |
maxTime() const | TermStructure | virtual |
moving_ | TermStructure | protected |
nJumps_ | YieldTermStructure | private |
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 | |
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 |
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 | |
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 | |
~Extrapolator()=default | Extrapolator | virtual |
~Observable()=default | Observable | virtual |
~Observer() | Observer | virtual |
~TermStructure() override=default | TermStructure |