FittedBondDiscountCurve Member List

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

allowsExtrapolation() const | Extrapolator |
alwaysForward_ (defined in LazyObject) | LazyObject | mutable protected
alwaysForwardNotifications() | LazyObject |
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 &d, bool extrapolate) const | TermStructure | protected
checkRange(Time t, bool extrapolate) const | TermStructure | protected
dayCounter() const | TermStructure | virtual
deepUpdate() | Observer | virtual
disableExtrapolation(bool b=true) | Extrapolator |
discount(const Date &d, bool extrapolate=false) const (defined in YieldTermStructure) | YieldTermStructure |
discount(Time t, bool extrapolate=false) const | YieldTermStructure |
enableExtrapolation(bool b=true) | Extrapolator |
Extrapolator() (defined in Extrapolator) | Extrapolator |
fitResults() const | FittedBondDiscountCurve |
FittedBondDiscountCurve(Natural settlementDays, const Calendar &calendar, const std::vector< boost::shared_ptr< BondHelper > > &bonds, const DayCounter &dayCounter, const FittingMethod &fittingMethod, Real accuracy=1.0e-10, Size maxEvaluations=10000, const Array &guess=Array(), Real simplexLambda=1.0, Size maxStationaryStateIterations=100) | FittedBondDiscountCurve |
FittedBondDiscountCurve(const Date &referenceDate, const std::vector< boost::shared_ptr< BondHelper > > &bonds, const DayCounter &dayCounter, const FittingMethod &fittingMethod, Real accuracy=1.0e-10, Size maxEvaluations=10000, const Array &guess=Array(), Real simplexLambda=1.0, Size maxStationaryStateIterations=100) | FittedBondDiscountCurve |
FittingMethod (defined in FittedBondDiscountCurve) | FittedBondDiscountCurve | friend
forwardRate(const Date &d1, const Date &d2, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const | YieldTermStructure |
forwardRate(const Date &d, const Period &p, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const | YieldTermStructure |
forwardRate(Time t1, Time t2, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const | YieldTermStructure |
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutable protected
iterator typedef (defined in Observer) | Observer |
jumpDates() const (defined in YieldTermStructure) | YieldTermStructure |
jumpTimes() const (defined in YieldTermStructure) | YieldTermStructure |
LazyObject() (defined in LazyObject) | LazyObject |
maxDate() const | FittedBondDiscountCurve | virtual
maxTime() const | TermStructure | virtual
moving_ (defined in TermStructure) | TermStructure | protected
notifyObservers() | Observable |
numberOfBonds() const | FittedBondDiscountCurve |
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 |
recalculate() | LazyObject |
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
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 |
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | FittedBondDiscountCurve | virtual
updated_ (defined in TermStructure) | TermStructure | mutable protected
YieldTermStructure(const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in YieldTermStructure) | YieldTermStructure |
YieldTermStructure(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 YieldTermStructure) | YieldTermStructure |
YieldTermStructure(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 YieldTermStructure) | YieldTermStructure |
zeroRate(const Date &d, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const | YieldTermStructure |
zeroRate(Time t, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const | YieldTermStructure |
~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