QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > Member List

This is the complete list of members for PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, including all inherited members.

alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
Bootstrap< this_curve > (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >friend
bootstrap_type typedef (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
BootstrapError< this_curve > (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >friend
calculate() constLazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
data() const (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
dates() const (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
deepUpdate()Observervirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectprotected
interpolator_type typedef (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
maxDate() const (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
nodes() const (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >)PiecewiseDefaultCurve< 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
PiecewiseDefaultCurve(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 PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
PiecewiseDefaultCurve(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 PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
PiecewiseDefaultCurve(const Date &referenceDate, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const bootstrap_type &bootstrap) (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
PiecewiseDefaultCurve(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())PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
PiecewiseDefaultCurve(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())PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
PiecewiseDefaultCurve(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 PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
PiecewiseDefaultCurve(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 PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
PiecewiseDefaultCurve(Natural settlementDays, const Calendar &calendar, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const bootstrap_type &bootstrap) (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
PiecewiseDefaultCurve(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())PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
PiecewiseDefaultCurve(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())PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
PiecewiseDefaultCurve(const Date &referenceDate, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, const ext::shared_ptr< OneFactorAffineModel > &model, const Interpolator &i=Interpolator(), const bootstrap_type &bootstrap=bootstrap_type()) (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
PiecewiseDefaultCurve(const Date &referenceDate, const std::vector< ext::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, Real accuracy, const ext::shared_ptr< OneFactorAffineModel > &model, const Interpolator &i=Interpolator(), const bootstrap_type &bootstrap=bootstrap_type())PiecewiseDefaultCurve< 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 PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
traits_type typedef (defined in PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >)PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
unfreeze()LazyObject
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >virtual
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual