Member List

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

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

allowsExtrapolation() const | Extrapolator |
calendar() const | ZeroSpreadedTermStructure | `[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 | ZeroSpreadedTermStructure | `[virtual]`
disableExtrapolation(bool b=true) | Extrapolator |
discount(const Date &d, bool extrapolate=false) const (defined in YieldTermStructure) | YieldTermStructure |
discount(Time t, bool extrapolate=false) const | YieldTermStructure |
discountImpl(Time) const | ZeroYieldStructure | `[protected, virtual]`
enableExtrapolation(bool b=true) | Extrapolator |
Extrapolator() (defined in Extrapolator) | Extrapolator |
forwardImpl(Time) const | ZeroSpreadedTermStructure | `[protected]`
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 |
jumpDates() const (defined in YieldTermStructure) | YieldTermStructure |
jumpTimes() const (defined in YieldTermStructure) | YieldTermStructure |
maxDate() const | ZeroSpreadedTermStructure | `[virtual]`
maxTime() const | ZeroSpreadedTermStructure | `[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 | ZeroSpreadedTermStructure | `[virtual]`
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
settlementDays() const | ZeroSpreadedTermStructure | `[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() | YieldTermStructure | `[virtual]`
updated_ (defined in TermStructure) | TermStructure | `[mutable, protected]`
YieldTermStructure(const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in YieldTermStructure) | YieldTermStructure |
YieldTermStructure(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 YieldTermStructure) | YieldTermStructure |
YieldTermStructure(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 YieldTermStructure) | 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 |
ZeroSpreadedTermStructure(const Handle< YieldTermStructure > &, const Handle< Quote > &spread, Compounding comp=Continuous, Frequency freq=NoFrequency, const DayCounter &dc=DayCounter()) (defined in ZeroSpreadedTermStructure) | ZeroSpreadedTermStructure |
zeroYieldImpl(Time) const | ZeroSpreadedTermStructure | `[protected, virtual]`
ZeroYieldStructure(const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in ZeroYieldStructure) | ZeroYieldStructure |
ZeroYieldStructure(const Date &referenceDate, const Calendar &calendar=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 ZeroYieldStructure) | ZeroYieldStructure |
ZeroYieldStructure(Natural settlementDays, const Calendar &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 ZeroYieldStructure) | ZeroYieldStructure |
~Extrapolator() (defined in Extrapolator) | Extrapolator | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`
~TermStructure() (defined in TermStructure) | TermStructure | `[virtual]`