File: class_quant_lib_1_1_futures_rate_helper-members.html

package info (click to toggle)
quantlib-refman-html 1.20-1
  • links: PTS, VCS
  • area: main
  • in suites: bookworm, bullseye, sid, trixie
  • size: 103,140 kB
  • sloc: javascript: 13,408; makefile: 35
file content (139 lines) | stat: -rw-r--r-- 19,720 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: Member List</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
  MathJax.Hub.Config({
    extensions: ["tex2jax.js"],
    jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
 <tbody>
 <tr style="height: 56px;">
  <td id="projectalign" style="padding-left: 0.5em;">
   <div id="projectname"><a href="http://quantlib.org">
       <img alt="QuantLib" src="QL-title.jpg"></a>
   <div id="projectbrief">A free/open-source library for quantitative finance</div>
   <div id="projectnumber">Reference manual - version 1.20</div>
   </div>
  </td>
 </tr>
 </tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&amp;dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&amp;dn=gpl-2.0.txt GPL-v2 */
$(function() {
  initMenu('',true,false,'search.php','Search');
  $(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
     onmouseover="return searchBox.OnSearchSelectShow()"
     onmouseout="return searchBox.OnSearchSelectHide()"
     onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>

<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0" 
        name="MSearchResults" id="MSearchResults">
</iframe>
</div>

<div id="nav-path" class="navpath">
  <ul>
<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a></li>  </ul>
</div>
</div><!-- top -->
<div class="header">
  <div class="headertitle">
<div class="title">FuturesRateHelper Member List</div>  </div>
</div><!--header-->
<div class="contents">

<p>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a>, including all inherited members.</p>
<table class="directory">
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>accept</b>(AcyclicVisitor &amp;) (defined in <a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>BootstrapHelper</b>(const Handle&lt; Quote &gt; &amp;quote) (defined in <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"><span class="mlabel">explicit</span></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>BootstrapHelper</b>(Real quote) (defined in <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"><span class="mlabel">explicit</span></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>convexityAdjustment</b>() const (defined in <a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a>()</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#a50e4b359985581c76ece49bccd7b98b6">earliestDate</a>() const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>earliestDate_</b> (defined in <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>FuturesRateHelper</b>(const Handle&lt; Quote &gt; &amp;price, const Date &amp;iborStartDate, Natural lengthInMonths, const Calendar &amp;calendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &amp;dayCounter, const Handle&lt; Quote &gt; &amp;convexityAdjustment=Handle&lt; Quote &gt;(), Futures::Type type=Futures::IMM) (defined in <a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>FuturesRateHelper</b>(Real price, const Date &amp;iborStartDate, Natural lengthInMonths, const Calendar &amp;calendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &amp;dayCounter, Rate convexityAdjustment=0.0, Futures::Type type=Futures::IMM) (defined in <a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>FuturesRateHelper</b>(const Handle&lt; Quote &gt; &amp;price, const Date &amp;iborStartDate, const Date &amp;iborEndDate, const DayCounter &amp;dayCounter, const Handle&lt; Quote &gt; &amp;convexityAdjustment=Handle&lt; Quote &gt;(), Futures::Type type=Futures::IMM) (defined in <a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>FuturesRateHelper</b>(Real price, const Date &amp;iborStartDate, const Date &amp;endDate, const DayCounter &amp;dayCounter, Rate convexityAdjustment=0.0, Futures::Type type=Futures::IMM) (defined in <a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>FuturesRateHelper</b>(const Handle&lt; Quote &gt; &amp;price, const Date &amp;iborStartDate, const ext::shared_ptr&lt; IborIndex &gt; &amp;iborIndex, const Handle&lt; Quote &gt; &amp;convexityAdjustment=Handle&lt; Quote &gt;(), Futures::Type type=Futures::IMM) (defined in <a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>FuturesRateHelper</b>(Real price, const Date &amp;iborStartDate, const ext::shared_ptr&lt; IborIndex &gt; &amp;iborIndex, Rate convexityAdjustment=0.0, Futures::Type type=Futures::IMM) (defined in <a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>impliedQuote</b>() const (defined in <a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>iterator</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#a7a0400995f63278e99cf2afec5ccdc6d">latestDate</a>() const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>latestDate_</b> (defined in <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#ab070ea5a7b59dfe4b5da06951f005f1a">latestRelevantDate</a>() const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>latestRelevantDate_</b> (defined in <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#aac5552a21a8f6cef232e50d4834dd6e7">maturityDate</a>() const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>maturityDate_</b> (defined in <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a>()</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>Observable</b>(const Observable &amp;) (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>Observer</b>(const Observer &amp;) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>operator=</b>(const Observer &amp;) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">QuantLib::Observable::operator=</a>(const Observable &amp;)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#a79b8bd6a804eb9eef0ff63ec22a0128c">pillarDate</a>() const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>pillarDate_</b> (defined in <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>quote</b>() const (defined in <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>quote_</b> (defined in <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>quoteError</b>() const (defined in <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>registerWith</b>(const ext::shared_ptr&lt; Observable &gt; &amp;) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a>(const ext::shared_ptr&lt; Observer &gt; &amp;)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>set_type</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#ac8bb5ca2d4e7d7754be9f69e43a054ce">setTermStructure</a>(TS *)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>termStructure_</b> (defined in <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>unregisterWith</b>(const ext::shared_ptr&lt; Observable &gt; &amp;) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>unregisterWithAll</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#ac5c54df7ed3b930268c8d7752c101725">update</a>()</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>~BootstrapHelper</b>() (defined in <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper&lt; TS &gt;</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>~Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>~Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
</table></div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>