PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits > Member List
This is the complete list of members for PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, including all inherited members.
allowsExtrapolation() const Extrapolator
baseDate() const PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits > [virtual]
baseRate() const (defined in InflationTermStructure)InflationTermStructure [virtual]
baseRate_ (defined in InflationTermStructure)InflationTermStructure [mutable, protected]
Bootstrap< this_curve > (defined in PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits > [friend]
BootstrapError< this_curve > (defined in PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits > [friend]
calculate() const LazyObject [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
calendar() const TermStructure [virtual]
calendar_ (defined in TermStructure)TermStructure [protected]
checkRange(const Date &, bool extrapolate) const InflationTermStructure [protected]
checkRange(Time t, bool extrapolate) const InflationTermStructure [protected]
data() const (defined in PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
data_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [mutable, protected]
dates() const (defined in PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
dates_ (defined in InterpolatedZeroInflationCurve< Interpolator >)InterpolatedZeroInflationCurve< Interpolator > [mutable, protected]
dayCounter() const TermStructure [virtual]
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
freeze()LazyObject
frequency() const (defined in InflationTermStructure)InflationTermStructure [virtual]
frequency_ (defined in InflationTermStructure)InflationTermStructure [protected]
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
hasSeasonality() const (defined in InflationTermStructure)InflationTermStructure
indexIsInterpolated() const (defined in InflationTermStructure)InflationTermStructure [virtual]
indexIsInterpolated_ (defined in InflationTermStructure)InflationTermStructure [protected]
InflationTermStructure(Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter(), const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in InflationTermStructure)InflationTermStructure
InflationTermStructure(const Date &referenceDate, Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const Calendar &calendar=Calendar(), const DayCounter &dayCounter=DayCounter(), const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in InflationTermStructure)InflationTermStructure
InflationTermStructure(Natural settlementDays, const Calendar &calendar, Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter(), const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in InflationTermStructure)InflationTermStructure
InterpolatedCurve(const std::vector< Time > &times, const std::vector< Real > &data, const Interpolator &i=Interpolator()) (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [protected]
InterpolatedCurve(const std::vector< Time > &times, const Interpolator &i=Interpolator()) (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [protected]
InterpolatedCurve(Size n, const Interpolator &i=Interpolator()) (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [protected]
InterpolatedCurve(const Interpolator &i=Interpolator()) (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [protected]
InterpolatedCurve(const InterpolatedCurve &c) (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [protected]
InterpolatedZeroInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const std::vector< Date > &dates, const std::vector< Rate > &rates, const Interpolator &interpolator=Interpolator()) (defined in InterpolatedZeroInflationCurve< Interpolator >)InterpolatedZeroInflationCurve< Interpolator >
InterpolatedZeroInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate baseZeroRate, const Handle< YieldTermStructure > &yTS, const Interpolator &interpolator=Interpolator())InterpolatedZeroInflationCurve< Interpolator > [protected]
interpolation_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [mutable, protected]
interpolator_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [protected]
interpolator_type typedef (defined in PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
LazyObject() (defined in LazyObject)LazyObject
maxDate() const PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits > [virtual]
maxTime() const TermStructure [virtual]
moving_ (defined in TermStructure)TermStructure [protected]
nodes() const (defined in PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
nominalTermStructure() const (defined in InflationTermStructure)InflationTermStructure [virtual]
nominalTermStructure_ (defined in InflationTermStructure)InflationTermStructure [protected]
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationLag() const InflationTermStructure [virtual]
observationLag_ (defined in InflationTermStructure)InflationTermStructure [protected]
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
operator=(const InterpolatedCurve &c) (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [protected]
PiecewiseZeroInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate baseZeroRate, const Handle< YieldTermStructure > &nominalTS, const std::vector< boost::shared_ptr< typename Traits::helper > > &instruments, Real accuracy=1.0e-12, const Interpolator &i=Interpolator()) (defined in PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
rates() const (defined in InterpolatedZeroInflationCurve< Interpolator >)InterpolatedZeroInflationCurve< Interpolator >
recalculate()LazyObject
referenceDate() const TermStructure [virtual]
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
seasonality() const (defined in InflationTermStructure)InflationTermStructure
seasonality_ (defined in InflationTermStructure)InflationTermStructure [protected]
setBaseRate(const Rate &r) (defined in InflationTermStructure)InflationTermStructure [protected, virtual]
setSeasonality(const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >())InflationTermStructure
settlementDays() const TermStructure [virtual]
setupInterpolation() (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [protected]
TermStructure(const DayCounter &dc=DayCounter())TermStructure
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter())TermStructure
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter())TermStructure
timeFromReference(const Date &date) const TermStructure
times() const (defined in PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
times_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator > [mutable, protected]
traits_type typedef (defined in PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >)PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits > [virtual]
updated_ (defined in TermStructure)TermStructure [mutable, protected]
ZeroInflationTermStructure(const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in ZeroInflationTermStructure)ZeroInflationTermStructure
ZeroInflationTermStructure(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, const bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in ZeroInflationTermStructure)ZeroInflationTermStructure
ZeroInflationTermStructure(Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in ZeroInflationTermStructure)ZeroInflationTermStructure
zeroRate(const Date &d, const Period &instObsLag=Period(-1, Days), bool forceLinearInterpolation=false, bool extrapolate=false) const ZeroInflationTermStructure
zeroRate(Time t, bool extrapolate=false) const ZeroInflationTermStructure
zeroRateImpl(Time t) const InterpolatedZeroInflationCurve< Interpolator > [protected, virtual]
~Extrapolator() (defined in Extrapolator)Extrapolator [virtual]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]