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 SwapRateHelper, including all inherited members.
| accept(AcyclicVisitor &) (defined in SwapRateHelper) | SwapRateHelper | virtual |
| BootstrapHelper(const Handle< Quote > "e) (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | explicit |
| BootstrapHelper(Real quote) (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | explicit |
| calendar_ (defined in SwapRateHelper) | SwapRateHelper | protected |
| deepUpdate() | Observer | virtual |
| discountHandle_ (defined in SwapRateHelper) | SwapRateHelper | protected |
| discountRelinkableHandle_ (defined in SwapRateHelper) | SwapRateHelper | protected |
| earliestDate() const | BootstrapHelper< TS > | virtual |
| earliestDate_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected |
| endOfMonth_ (defined in SwapRateHelper) | SwapRateHelper | protected |
| evaluationDate_ (defined in RelativeDateBootstrapHelper< TS >) | RelativeDateBootstrapHelper< TS > | protected |
| fixedConvention_ (defined in SwapRateHelper) | SwapRateHelper | protected |
| fixedDayCount_ (defined in SwapRateHelper) | SwapRateHelper | protected |
| fixedFrequency_ (defined in SwapRateHelper) | SwapRateHelper | protected |
| forwardStart() const (defined in SwapRateHelper) | SwapRateHelper | |
| fwdStart_ (defined in SwapRateHelper) | SwapRateHelper | protected |
| iborIndex_ (defined in SwapRateHelper) | SwapRateHelper | protected |
| impliedQuote() const (defined in SwapRateHelper) | SwapRateHelper | virtual |
| initializeDates() (defined in SwapRateHelper) | SwapRateHelper | protectedvirtual |
| iterator typedef (defined in Observer) | Observer | |
| latestDate() const | BootstrapHelper< TS > | virtual |
| latestDate_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected |
| latestRelevantDate() const | BootstrapHelper< TS > | virtual |
| latestRelevantDate_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected |
| maturityDate() const | BootstrapHelper< TS > | virtual |
| maturityDate_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | 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 | |
| pillarChoice_ (defined in SwapRateHelper) | SwapRateHelper | protected |
| pillarDate() const | BootstrapHelper< TS > | virtual |
| pillarDate_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected |
| quote() const (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | |
| quote_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected |
| quoteError() const (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| RelativeDateBootstrapHelper(const Handle< Quote > "e) (defined in RelativeDateBootstrapHelper< TS >) | RelativeDateBootstrapHelper< TS > | explicit |
| RelativeDateBootstrapHelper(Real quote) (defined in RelativeDateBootstrapHelper< TS >) | RelativeDateBootstrapHelper< TS > | explicit |
| set_type typedef (defined in Observer) | Observer | |
| setTermStructure(YieldTermStructure *) (defined in SwapRateHelper) | SwapRateHelper | |
| QuantLib::RelativeDateBootstrapHelper::setTermStructure(TS *) | BootstrapHelper< TS > | virtual |
| settlementDays_ (defined in SwapRateHelper) | SwapRateHelper | protected |
| spread() const (defined in SwapRateHelper) | SwapRateHelper | |
| spread_ (defined in SwapRateHelper) | SwapRateHelper | protected |
| swap() const (defined in SwapRateHelper) | SwapRateHelper | |
| swap_ (defined in SwapRateHelper) | SwapRateHelper | protected |
| SwapRateHelper(const Handle< Quote > &rate, const ext::shared_ptr< SwapIndex > &swapIndex, const Handle< Quote > &spread=Handle< Quote >(), const Period &fwdStart=0 *Days, const Handle< YieldTermStructure > &discountingCurve=Handle< YieldTermStructure >(), Pillar::Choice pillar=Pillar::LastRelevantDate, Date customPillarDate=Date(), bool endOfMonth=false) (defined in SwapRateHelper) | SwapRateHelper | |
| SwapRateHelper(const Handle< Quote > &rate, const Period &tenor, const Calendar &calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, const DayCounter &fixedDayCount, const ext::shared_ptr< IborIndex > &iborIndex, const Handle< Quote > &spread=Handle< Quote >(), const Period &fwdStart=0 *Days, const Handle< YieldTermStructure > &discountingCurve=Handle< YieldTermStructure >(), Natural settlementDays=Null< Natural >(), Pillar::Choice pillar=Pillar::LastRelevantDate, Date customPillarDate=Date(), bool endOfMonth=false) (defined in SwapRateHelper) | SwapRateHelper | |
| SwapRateHelper(Rate rate, const ext::shared_ptr< SwapIndex > &swapIndex, const Handle< Quote > &spread=Handle< Quote >(), const Period &fwdStart=0 *Days, const Handle< YieldTermStructure > &discountingCurve=Handle< YieldTermStructure >(), Pillar::Choice pillar=Pillar::LastRelevantDate, Date customPillarDate=Date(), bool endOfMonth=false) (defined in SwapRateHelper) | SwapRateHelper | |
| SwapRateHelper(Rate rate, const Period &tenor, const Calendar &calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, const DayCounter &fixedDayCount, const ext::shared_ptr< IborIndex > &iborIndex, const Handle< Quote > &spread=Handle< Quote >(), const Period &fwdStart=0 *Days, const Handle< YieldTermStructure > &discountingCurve=Handle< YieldTermStructure >(), Natural settlementDays=Null< Natural >(), Pillar::Choice pillar=Pillar::LastRelevantDate, Date customPillarDate=Date(), bool endOfMonth=false) (defined in SwapRateHelper) | SwapRateHelper | |
| tenor_ (defined in SwapRateHelper) | SwapRateHelper | protected |
| termStructure_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected |
| termStructureHandle_ (defined in SwapRateHelper) | SwapRateHelper | protected |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() | RelativeDateBootstrapHelper< TS > | virtual |
| ~BootstrapHelper() (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | virtual |
| ~Observable() (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |