QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
ArithmeticOISRateHelper Member List

This is the complete list of members for ArithmeticOISRateHelper, including all inherited members.

accept(AcyclicVisitor &) (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelpervirtual
ArithmeticOISRateHelper(Natural settlementDays, const Period &tenor, Frequency fixedLegPaymentFrequency, const Handle< Quote > &fixedRate, const ext::shared_ptr< OvernightIndex > &overnightIndex, Frequency overnightLegPaymentFrequency, const Handle< Quote > &spread, Real meanReversionSpeed=0.03, Real volatility=0.00, bool byApprox=false, const Handle< YieldTermStructure > &discountingCurve=Handle< YieldTermStructure >()) (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelper
BootstrapHelper(const Handle< Quote > &quote) (defined in BootstrapHelper< TS >)BootstrapHelper< TS >explicit
BootstrapHelper(Real quote) (defined in BootstrapHelper< TS >)BootstrapHelper< TS >explicit
byApprox_ (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelperprotected
deepUpdate()Observervirtual
discountHandle_ (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelperprotected
discountRelinkableHandle_ (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelperprotected
earliestDate() constBootstrapHelper< TS >virtual
earliestDate_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
evaluationDate_ (defined in RelativeDateBootstrapHelper< TS >)RelativeDateBootstrapHelper< TS >protected
fixedLegPaymentFrequency_ (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelperprotected
impliedQuote() const (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelpervirtual
initializeDates() (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelperprotectedvirtual
iterator typedef (defined in Observer)Observer
latestDate() constBootstrapHelper< TS >virtual
latestDate_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
latestRelevantDate() constBootstrapHelper< TS >virtual
latestRelevantDate_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
maturityDate() constBootstrapHelper< TS >virtual
maturityDate_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
mrs_ (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelperprotected
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
overnightIndex_ (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelperprotected
overnightLegPaymentFrequency_ (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelperprotected
pillarDate() constBootstrapHelper< 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 > &quote) (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 ArithmeticOISRateHelper)ArithmeticOISRateHelper
QuantLib::RelativeDateBootstrapHelper::setTermStructure(TS *)BootstrapHelper< TS >virtual
settlementDays_ (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelperprotected
spread_ (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelperprotected
swap() const (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelper
swap_ (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelperprotected
tenor_ (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelperprotected
termStructure_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
termStructureHandle_ (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelperprotected
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()RelativeDateBootstrapHelper< TS >virtual
vol_ (defined in ArithmeticOISRateHelper)ArithmeticOISRateHelperprotected
~BootstrapHelper() (defined in BootstrapHelper< TS >)BootstrapHelper< TS >virtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual