A free/open-source library for quantitative finance
Reference manual - version 1.20
|
|
A free/open-source library for quantitative finance
Reference manual - version 1.20
|
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 |
| deepUpdate() | Observer | 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 | protectedpure 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 | |
| iterator typedef (defined in Observer) | Observer | |
| 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 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 |
| survivalProbability(const Date &d, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure | |
| survivalProbability(Time t, bool extrapolate=false) const | DefaultProbabilityTermStructure | |
| survivalProbabilityImpl(Time) const | DefaultDensityStructure | protectedvirtual |
| 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 | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() | DefaultProbabilityTermStructure | virtual |
| updated_ (defined in TermStructure) | TermStructure | mutableprotected |
| ~Extrapolator() (defined in Extrapolator) | Extrapolator | virtual |
| ~Observable() (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |
| ~TermStructure() (defined in TermStructure) | TermStructure | virtual |