InterpolatedSurvivalProbabilityCurve< Interpolator > Member List

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

allowsExtrapolation() const | Extrapolator |
calendar() const | TermStructure | virtual
calendar_ (defined in TermStructure) | TermStructure | protected
checkRange(const Date &d, bool extrapolate) const | TermStructure | protected
checkRange(Time t, bool extrapolate) const | TermStructure | protected
data() const (defined in InterpolatedSurvivalProbabilityCurve< Interpolator >) | InterpolatedSurvivalProbabilityCurve< Interpolator > |
data_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | mutable protected
dates() const (defined in InterpolatedSurvivalProbabilityCurve< Interpolator >) | InterpolatedSurvivalProbabilityCurve< Interpolator > |
dates_ (defined in InterpolatedSurvivalProbabilityCurve< Interpolator >) | InterpolatedSurvivalProbabilityCurve< Interpolator > | mutable protected
dayCounter() const | TermStructure | virtual
deepUpdate() | Observer | virtual
defaultDensity(const Date &d, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
defaultDensity(Time t, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
defaultDensityImpl(Time) const | InterpolatedSurvivalProbabilityCurve< Interpolator > | protected virtual
defaultProbability(const Date &d, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
defaultProbability(Time t, bool extrapolate=false) const | DefaultProbabilityTermStructure |
defaultProbability(const Date &, const Date &, bool extrapolate=false) const | DefaultProbabilityTermStructure |
defaultProbability(Time, Time, bool extrapo=false) const | DefaultProbabilityTermStructure |
DefaultProbabilityTermStructure(const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
DefaultProbabilityTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
DefaultProbabilityTermStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
disableExtrapolation(bool b=true) | Extrapolator |
enableExtrapolation(bool b=true) | Extrapolator |
Extrapolator() (defined in Extrapolator) | Extrapolator |
hazardRate(const Date &d, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
hazardRate(Time t, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
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

InterpolatedSurvivalProbabilityCurve(const std::vector< Date > &dates, const std::vector< Probability > &probabilities, const DayCounter &dayCounter, const Calendar &calendar=Calendar(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator()) (defined in InterpolatedSurvivalProbabilityCurve< Interpolator >)

InterpolatedSurvivalProbabilityCurve< Interpolator >

InterpolatedSurvivalProbabilityCurve(const std::vector< Date > &dates, const std::vector< Probability > &probabilities, const DayCounter &dayCounter, const Calendar &calendar, const Interpolator &interpolator) (defined in InterpolatedSurvivalProbabilityCurve< Interpolator >) | InterpolatedSurvivalProbabilityCurve< Interpolator > |
InterpolatedSurvivalProbabilityCurve(const std::vector< Date > &dates, const std::vector< Probability > &probabilities, const DayCounter &dayCounter, const Interpolator &interpolator) (defined in InterpolatedSurvivalProbabilityCurve< Interpolator >) | InterpolatedSurvivalProbabilityCurve< Interpolator > |
InterpolatedSurvivalProbabilityCurve(const DayCounter &, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator()) (defined in InterpolatedSurvivalProbabilityCurve< Interpolator >) | InterpolatedSurvivalProbabilityCurve< Interpolator > | protected

InterpolatedSurvivalProbabilityCurve(const Date &referenceDate, const DayCounter &, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator()) (defined in InterpolatedSurvivalProbabilityCurve< Interpolator >)

InterpolatedSurvivalProbabilityCurve< Interpolator >

protected

InterpolatedSurvivalProbabilityCurve(Natural settlementDays, const Calendar &, const DayCounter &, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator()) (defined in InterpolatedSurvivalProbabilityCurve< Interpolator >)

InterpolatedSurvivalProbabilityCurve< Interpolator >

protected

interpolation_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | mutable protected
interpolator_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected
iterator typedef (defined in Observer) | Observer |
jumpDates() const (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
jumpTimes() const (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
maxDate() const | InterpolatedSurvivalProbabilityCurve< Interpolator > | virtual
maxDate_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected
maxTime() const | TermStructure | virtual
moving_ (defined in TermStructure) | TermStructure | protected
nodes() const (defined in InterpolatedSurvivalProbabilityCurve< Interpolator >) | InterpolatedSurvivalProbabilityCurve< Interpolator > |
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 |
operator=(const InterpolatedCurve &c) (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected
referenceDate() const | TermStructure | virtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
set_type typedef (defined in Observer) | Observer |
settlementDays() const | TermStructure | virtual
setupInterpolation() (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected
survivalProbabilities() const (defined in InterpolatedSurvivalProbabilityCurve< Interpolator >) | InterpolatedSurvivalProbabilityCurve< Interpolator > |
survivalProbability(const Date &d, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure) | DefaultProbabilityTermStructure |
survivalProbability(Time t, bool extrapolate=false) const | DefaultProbabilityTermStructure |
survivalProbabilityImpl(Time) const | InterpolatedSurvivalProbabilityCurve< Interpolator > | protected virtual
SurvivalProbabilityStructure(const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in SurvivalProbabilityStructure) | SurvivalProbabilityStructure |
SurvivalProbabilityStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in SurvivalProbabilityStructure) | SurvivalProbabilityStructure |
SurvivalProbabilityStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in SurvivalProbabilityStructure) | SurvivalProbabilityStructure |
TermStructure(const DayCounter &dc=DayCounter()) | TermStructure | explicit
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter()) | TermStructure | explicit
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter()) | TermStructure |
timeFromReference(const Date &date) const | TermStructure |
times() const (defined in InterpolatedSurvivalProbabilityCurve< Interpolator >) | InterpolatedSurvivalProbabilityCurve< Interpolator > |
times_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | mutable protected
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | DefaultProbabilityTermStructure | virtual
updated_ (defined in TermStructure) | TermStructure | mutable protected
~Extrapolator() (defined in Extrapolator) | Extrapolator | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~TermStructure() (defined in TermStructure) | TermStructure | virtual