QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.20

FlatForward Member List

This is the complete list of members for FlatForward, including all inherited members.

allowsExtrapolation() const | Extrapolator |
alwaysForward_ (defined in LazyObject) | LazyObject | protected
alwaysForwardNotifications() | LazyObject |
calculate() const | LazyObject | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
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
compounding() const (defined in FlatForward) | FlatForward |
compoundingFrequency() const (defined in FlatForward) | FlatForward |
dayCounter() const | TermStructure | virtual
deepUpdate() | Observer | 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 |
enableExtrapolation(bool b=true) | Extrapolator |
Extrapolator() (defined in Extrapolator) | Extrapolator |
FlatForward(const Date &referenceDate, const Handle< Quote > &forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual) (defined in FlatForward) | FlatForward |
FlatForward(const Date &referenceDate, Rate forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual) (defined in FlatForward) | FlatForward |
FlatForward(Natural settlementDays, const Calendar &calendar, const Handle< Quote > &forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual) (defined in FlatForward) | FlatForward |
FlatForward(Natural settlementDays, const Calendar &calendar, Rate forward, const DayCounter &dayCounter, Compounding compounding=Continuous, Frequency frequency=Annual) (defined in FlatForward) | FlatForward |
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 |
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | protected
iterator typedef (defined in Observer) | Observer |
jumpDates() const (defined in YieldTermStructure) | YieldTermStructure |
jumpTimes() const (defined in YieldTermStructure) | YieldTermStructure |
LazyObject() (defined in LazyObject) | LazyObject |
maxDate() const | FlatForward | 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 |
recalculate() | LazyObject |
referenceDate() const | TermStructure | virtual
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer |
set_type typedef (defined in Observer) | Observer |
settlementDays() const | TermStructure | virtual
TermStructure(const DayCounter &dc=DayCounter()) | TermStructure | explicit
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter()) | TermStructure | explicit
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter()) | TermStructure |
timeFromReference(const Date &date) const | TermStructure |
unfreeze() | LazyObject |
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | FlatForward | virtual
updated_ (defined in TermStructure) | TermStructure | mutableprotected
YieldTermStructure(const DayCounter &dc=DayCounter()) (defined in YieldTermStructure) | YieldTermStructure | explicit
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 |
YieldTermStructure(const DayCounter &dc, const std::vector< Handle< Quote > > &jumps, const std::vector< Date > &jumpDates=std::vector< Date >()) | 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() (defined in Extrapolator) | Extrapolator | virtual
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~TermStructure() (defined in TermStructure) | TermStructure | virtual