PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > Member List

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

allowsExtrapolation() const | Extrapolator |
baseDate() const | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | virtual
baseRate() const (defined in InflationTermStructure) | InflationTermStructure | virtual
baseRate_ (defined in InflationTermStructure) | InflationTermStructure | mutable protected
Bootstrap< this_curve > (defined in PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | friend
BootstrapError< this_curve > (defined in PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYInflationCurve< 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 (defined in InflationTermStructure) | InflationTermStructure | protected
checkRange(Time t, bool extrapolate) const (defined in InflationTermStructure) | InflationTermStructure | protected
data() const (defined in PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > |
data_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | mutable protected
dates() const (defined in PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > |
dates_ (defined in InterpolatedYoYInflationCurve< Interpolator >) | InterpolatedYoYInflationCurve< 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

InterpolatedYoYInflationCurve(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 InterpolatedYoYInflationCurve< Interpolator >)

InterpolatedYoYInflationCurve< Interpolator >

InterpolatedYoYInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const Interpolator &interpolator=Interpolator()) | InterpolatedYoYInflationCurve< Interpolator > | protected
interpolation_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | mutable protected
interpolator_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected
interpolator_type typedef (defined in PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > |
LazyObject() (defined in LazyObject) | LazyObject |
maxDate() const | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | virtual
maxTime() const | TermStructure | virtual
moving_ (defined in TermStructure) | TermStructure | protected
nodes() const (defined in PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYInflationCurve< 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

PiecewiseYoYInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate baseYoYRate, 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 PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >)

PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >

rates() const (defined in InterpolatedYoYInflationCurve< Interpolator >) | InterpolatedYoYInflationCurve< Interpolator > |
recalculate() | LazyObject |
referenceDate() const | TermStructure | virtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< 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 PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > |
times_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | mutable protected
traits_type typedef (defined in PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > |
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | virtual
updated_ (defined in TermStructure) | TermStructure | mutable protected
YoYInflationTermStructure(const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yieldTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in YoYInflationTermStructure) | YoYInflationTermStructure |
YoYInflationTermStructure(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yieldTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in YoYInflationTermStructure) | YoYInflationTermStructure |
YoYInflationTermStructure(Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yieldTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in YoYInflationTermStructure) | YoYInflationTermStructure |
yoyRate(const Date &d, const Period &instObsLag=Period(-1, Days), bool forceLinearInterpolation=false, bool extrapolate=false) const | YoYInflationTermStructure |
yoyRate(Time t, bool extrapolate=false) const | YoYInflationTermStructure |
yoyRateImpl(Time t) const | InterpolatedYoYInflationCurve< 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