Member List

### A free/open-source library for quantitative finance

DefaultDensityStructure Member List
This is the complete list of members for DefaultDensityStructure, including all inherited members.

allowsExtrapolation() const | Extrapolator |
calendar() const | TermStructure | `[virtual]`
calendar_ (defined in TermStructure) | TermStructure | `[protected]`
checkRange(const Date &d, bool extrapolate) const | TermStructure | `[protected]`
checkRange(Time t, bool extrapolate) const | TermStructure | `[protected]`
dayCounter() const | TermStructure | `[virtual]`
defaultDensity(const Date &d, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
defaultDensity(Time t, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
defaultDensityImpl(Time) const =0 | DefaultProbabilityTermStructure | `[protected, pure virtual]`
DefaultDensityStructure(const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in DefaultDensityStructure) | DefaultDensityStructure |
DefaultDensityStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in DefaultDensityStructure) | DefaultDensityStructure |
DefaultDensityStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in DefaultDensityStructure) | DefaultDensityStructure |
defaultProbability(const Date &d, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
defaultProbability(Time t, bool extrapolate=false) const | DefaultProbabilityTermStructure |
defaultProbability(const Date &, const Date &, bool extrapolate=false) const | DefaultProbabilityTermStructure |
defaultProbability(Time, Time, bool extrapo=false) const | DefaultProbabilityTermStructure |
DefaultProbabilityTermStructure(const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
DefaultProbabilityTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
DefaultProbabilityTermStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
disableExtrapolation(bool b=true) | Extrapolator |
enableExtrapolation(bool b=true) | Extrapolator |
Extrapolator() (defined in Extrapolator) | Extrapolator |
hazardRate(const Date &d, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
hazardRate(Time t, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
jumpDates() const (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
jumpTimes() const (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
maxDate() const =0 | TermStructure | `[pure virtual]`
maxTime() const | TermStructure | `[virtual]`
moving_ (defined in TermStructure) | TermStructure | `[protected]`
notifyObservers() | Observable |
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
operator=(const Observer &) (defined in Observer) | Observer |
QuantLib::Observable::operator=(const Observable &) | Observable |
referenceDate() const | TermStructure | `[virtual]`
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
settlementDays() const | TermStructure | `[virtual]`
survivalProbability(const Date &d, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
survivalProbability(Time t, bool extrapolate=false) const | DefaultProbabilityTermStructure |
survivalProbabilityImpl(Time) const | DefaultDensityStructure | `[protected, virtual]`
TermStructure(const DayCounter &dc=DayCounter()) | TermStructure |
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter()) | TermStructure |
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter()) | TermStructure |
timeFromReference(const Date &date) const | TermStructure |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | DefaultProbabilityTermStructure | `[virtual]`
updated_ (defined in TermStructure) | TermStructure | `[mutable, protected]`
~Extrapolator() (defined in Extrapolator) | Extrapolator | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`
~TermStructure() (defined in TermStructure) | TermStructure | `[virtual]`