QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
BaseCorrelationTermStructure< Interpolator2D_T > Member List

This is the complete list of members for BaseCorrelationTermStructure< Interpolator2D_T >, including all inherited members.

allowsExtrapolation() const Extrapolator
BaseCorrelationTermStructure(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const std::vector< Period > &tenors, const std::vector< Real > &lossLevel, const std::vector< std::vector< Handle< Quote > > > &correls, const DayCounter &dc=DayCounter()) (defined in BaseCorrelationTermStructure< Interpolator2D_T >)BaseCorrelationTermStructure< Interpolator2D_T >
businessDayConvention() const (defined in CorrelationTermStructure)CorrelationTermStructure
calendar() const TermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
checkInputs(Size volRows, Size volsColumns) const (defined in BaseCorrelationTermStructure< Interpolator2D_T >)BaseCorrelationTermStructure< Interpolator2D_T >
checkLosses() const (defined in BaseCorrelationTermStructure< Interpolator2D_T >)BaseCorrelationTermStructure< Interpolator2D_T >
checkRange(const Date &d, bool extrapolate) const TermStructureprotected
checkRange(Time t, bool extrapolate) const TermStructureprotected
checkTrancheTenors() const (defined in BaseCorrelationTermStructure< Interpolator2D_T >)BaseCorrelationTermStructure< Interpolator2D_T >
correlation(const Date &d, Real lossLevel, bool extrapolate=false) const (defined in BaseCorrelationTermStructure< Interpolator2D_T >)BaseCorrelationTermStructure< Interpolator2D_T >
correlation(Time t, Real lossLevel, bool extrapolate=false) const (defined in BaseCorrelationTermStructure< Interpolator2D_T >)BaseCorrelationTermStructure< Interpolator2D_T >
correlationSize() const BaseCorrelationTermStructure< Interpolator2D_T >virtual
CorrelationTermStructure(const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())CorrelationTermStructure
CorrelationTermStructure(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())CorrelationTermStructure
CorrelationTermStructure(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())CorrelationTermStructure
dateFromTenor(const Period &) const CorrelationTermStructure
dayCounter() const TermStructurevirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
ImplicitCorrelation(Real, Real)BaseCorrelationTermStructure< Interpolator2D_T >
initializeTrancheTimes() const (defined in BaseCorrelationTermStructure< Interpolator2D_T >)BaseCorrelationTermStructure< Interpolator2D_T >
iterator typedef (defined in Observer)Observer
maxDate() const BaseCorrelationTermStructure< Interpolator2D_T >virtual
maxTime() const TermStructurevirtual
moving_ (defined in TermStructure)TermStructureprotected
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
referenceDate() const TermStructurevirtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithMarketData() (defined in BaseCorrelationTermStructure< Interpolator2D_T >)BaseCorrelationTermStructure< Interpolator2D_T >
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
set_type typedef (defined in Observer)Observer
settlementDays() const TermStructurevirtual
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
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()BaseCorrelationTermStructure< Interpolator2D_T >virtual
updated_ (defined in TermStructure)TermStructuremutableprotected
updateMatrix() const (defined in BaseCorrelationTermStructure< Interpolator2D_T >)BaseCorrelationTermStructure< Interpolator2D_T >
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual