A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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This is the complete list of members for PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, including all inherited members.
| alwaysForward_ (defined in LazyObject) | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| Bootstrap< this_curve > (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | friend |
| bootstrap_type typedef (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| BootstrapError< this_curve > (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | friend |
| calculate() const | LazyObject | protectedvirtual |
| calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
| data() const (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| dates() const (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| deepUpdate() | Observer | virtual |
| freeze() | LazyObject | |
| frozen_ (defined in LazyObject) | LazyObject | protected |
| interpolator_type typedef (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| iterator typedef (defined in Observer) | Observer | |
| LazyObject() (defined in LazyObject) | LazyObject | |
| maxDate() const (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| MultiCurveSensitivities (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | friend |
| nodes() const (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| 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 | |
| QuantLib::operator=(const Observable &) | Observable | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| PenaltyFunction< this_curve > (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | friend |
| PiecewiseYieldCurve(const Date &referenceDate, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &i=Interpolator(), const bootstrap_type &bootstrap=bootstrap_type()) (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| PiecewiseYieldCurve(const Date &referenceDate, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const Interpolator &i, const bootstrap_type &bootstrap=bootstrap_type()) (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| PiecewiseYieldCurve(const Date &referenceDate, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const bootstrap_type &bootstrap) (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| PiecewiseYieldCurve(const Date &referenceDate, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const std::vector< Handle< Quote > > &jumps, const std::vector< Date > &jumpDates, Real accuracy, const Interpolator &i=Interpolator(), const bootstrap_type &bootstrap=bootstrap_type()) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| PiecewiseYieldCurve(const Date &referenceDate, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, Real accuracy, const Interpolator &i=Interpolator(), const bootstrap_type &bootstrap=bootstrap_type()) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| PiecewiseYieldCurve(Natural settlementDays, const Calendar &calendar, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &i=Interpolator(), const bootstrap_type &bootstrap=bootstrap_type()) (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| PiecewiseYieldCurve(Natural settlementDays, const Calendar &calendar, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const Interpolator &i, const bootstrap_type &bootstrap=bootstrap_type()) (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| PiecewiseYieldCurve(Natural settlementDays, const Calendar &calendar, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const bootstrap_type &bootstrap) (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| PiecewiseYieldCurve(Natural settlementDays, const Calendar &calendar, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const std::vector< Handle< Quote > > &jumps, const std::vector< Date > &jumpDates, Real accuracy, const Interpolator &i=Interpolator(), const bootstrap_type &bootstrap=bootstrap_type()) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| PiecewiseYieldCurve(Natural settlementDays, const Calendar &calendar, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, Real accuracy, const Interpolator &i=Interpolator(), const bootstrap_type &bootstrap=bootstrap_type()) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| recalculate() | LazyObject | |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| set_type typedef (defined in Observer) | Observer | |
| times() const (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| traits_type typedef (defined in PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >) | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | |
| unfreeze() | LazyObject | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | virtual |
| ~LazyObject() (defined in LazyObject) | LazyObject | virtual |
| ~Observable() (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |