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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<h1>Cdor Member List</h1>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_cdor.html">Cdor</a>, including all inherited members.<p><table>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_index.html#c80c21bee5a5a30e3bc7aa96c0223754">addFixing</a>(const Date &fixingDate, Rate fixing)</td><td><a class="el" href="class_quant_lib_1_1_index.html">Index</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_index.html#64dcfec8b37db0ff6eeabffa988cd3da">addFixings</a>(DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin)</td><td><a class="el" href="class_quant_lib_1_1_index.html">Index</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>businessDayConvention</b>() const (defined in <a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a>)</td><td><a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>calendar</b>() const (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>calendar_</b> (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Cdor</b>(const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) (defined in <a class="el" href="class_quant_lib_1_1_cdor.html">Cdor</a>)</td><td><a class="el" href="class_quant_lib_1_1_cdor.html">Cdor</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_index.html#45034f65c461ffc15eb4679b02dde6c1">clearFixings</a>()</td><td><a class="el" href="class_quant_lib_1_1_index.html">Index</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>convention_</b> (defined in <a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a>)</td><td><a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>currency</b>() const (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>currency_</b> (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>dayCounter</b>() const (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>dayCounter_</b> (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>familyName</b>() const (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>familyName_</b> (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html#700a136096f8caff21a6244efa074658">fixing</a>(const Date &fixingDate, bool forecastTodaysFixing=false) const</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>forecastFixing</b>(const Date &fixingDate) const (defined in <a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a>)</td><td><a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_xibor.html#dbf0d54ac5dbc652d38513b587cbc100">frequency</a>() const</td><td><a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>InterestRateIndex</b>(const std::string &familyName, const Period &tenor, Integer settlementDays, const Currency &currency, const Calendar &calendar, const DayCounter &dayCounter) (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>isAdjusted</b>() const (defined in <a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a>)</td><td><a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>maturityDate</b>(const Date &valueDate) const (defined in <a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a>)</td><td><a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html#1d89c28bd42ba9a52da008bb69367171">name</a>() const</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_observable.html#397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a>()</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observable</b>(const Observable &) (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observer</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_observable.html#522aacdd0f2408fe5e46527a6db999b4">QuantLib::operator=</a>(const Observable &)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>operator=</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>registerWith</b>(const boost::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>settlementDays</b>() const (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>settlementDays_</b> (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>tenor</b>() const (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>tenor_</b> (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>termStructure</b>() const (defined in <a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a>)</td><td><a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>termStructure_</b> (defined in <a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a>)</td><td><a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>unregisterWith</b>(const boost::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html#c5c54df7ed3b930268c8d7752c101725">update</a>()</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>valueDate</b>(const Date &fixingDate) const (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Xibor</b>(const std::string &familyName, const Period &tenor, Integer settlementDays, const Currency &currency, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) (defined in <a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a>)</td><td><a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~Index</b>() (defined in <a class="el" href="class_quant_lib_1_1_index.html">Index</a>)</td><td><a class="el" href="class_quant_lib_1_1_index.html">Index</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td><code> [virtual]</code></td></tr>
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