YoYInflationTermStructure Member List

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

allowsExtrapolation() const | Extrapolator |
baseDate() const =0 | InflationTermStructure | pure virtual
baseRate() const (defined in InflationTermStructure) | InflationTermStructure | virtual
baseRate_ (defined in InflationTermStructure) | InflationTermStructure | 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
dayCounter() const | TermStructure | virtual
disableExtrapolation(bool b=true) | Extrapolator |
enableExtrapolation(bool b=true) | Extrapolator |
Extrapolator() (defined in Extrapolator) | Extrapolator |
frequency() const (defined in InflationTermStructure) | InflationTermStructure | virtual
frequency_ (defined in InflationTermStructure) | InflationTermStructure | 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 |
maxDate() const =0 | TermStructure | pure virtual
maxTime() const | TermStructure | virtual
moving_ (defined in TermStructure) | TermStructure | protected
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 |
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
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() | TermStructure | 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 time) const =0 | YoYInflationTermStructure | protected pure virtual
~Extrapolator() (defined in Extrapolator) | Extrapolator | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~TermStructure() (defined in TermStructure) | TermStructure | virtual