PiecewiseZeroInflationCurve Member List

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

allowsExtrapolation() const Extrapolator
baseDate() const PiecewiseZeroInflationCurve [virtual]
baseRate() const (defined in InflationTermStructure)InflationTermStructure [virtual]
baseRate_ (defined in InflationTermStructure)InflationTermStructure [mutable, protected]
Bootstrap< PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, Traits, Interpolator > (defined in PiecewiseZeroInflationCurve)PiecewiseZeroInflationCurve [friend]
BootstrapError< PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, Traits, Interpolator > (defined in PiecewiseZeroInflationCurve)PiecewiseZeroInflationCurve [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 InflationTermStructure [protected]
checkRange(Time t, bool extrapolate) const InflationTermStructure [protected]
data() const (defined in PiecewiseZeroInflationCurve)PiecewiseZeroInflationCurve
data_ (defined in InterpolatedZeroInflationCurve)InterpolatedZeroInflationCurve [mutable, protected]
dates() const (defined in PiecewiseZeroInflationCurve)PiecewiseZeroInflationCurve
dates_ (defined in InterpolatedZeroInflationCurve)InterpolatedZeroInflationCurve [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]
InflationTermStructure(const Period &lag, Frequency frequency, Rate baseRate, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter()) (defined in InflationTermStructure)InflationTermStructure
InflationTermStructure(const Date &referenceDate, const Period &lag, Frequency frequency, Rate baseRate, const Handle< YieldTermStructure > &yTS, const Calendar &calendar=Calendar(), const DayCounter &dayCounter=DayCounter()) (defined in InflationTermStructure)InflationTermStructure
InflationTermStructure(Natural settlementDays, const Calendar &calendar, const Period &lag, Frequency frequency, Rate baseRate, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter()) (defined in InflationTermStructure)InflationTermStructure
InterpolatedZeroInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, const Handle< YieldTermStructure > &yTS, const std::vector< Date > &dates, const std::vector< Rate > &rates, const Interpolator &interpolator=Interpolator()) (defined in InterpolatedZeroInflationCurve)InterpolatedZeroInflationCurve
InterpolatedZeroInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseZeroRate, const Handle< YieldTermStructure > &yTS, const Interpolator &interpolator=Interpolator())InterpolatedZeroInflationCurve [protected]
interpolation_ (defined in InterpolatedZeroInflationCurve)InterpolatedZeroInflationCurve [mutable, protected]
interpolator_ (defined in InterpolatedZeroInflationCurve)InterpolatedZeroInflationCurve [protected]
lag() const (defined in InflationTermStructure)InflationTermStructure [virtual]
lag_ (defined in InflationTermStructure)InflationTermStructure [protected]
LazyObject() (defined in LazyObject)LazyObject
maxDate() const PiecewiseZeroInflationCurve [virtual]
maxTime() const TermStructure [virtual]
moving_ (defined in TermStructure)TermStructure [protected]
nodes() const (defined in PiecewiseZeroInflationCurve)PiecewiseZeroInflationCurve
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
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
PiecewiseZeroInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseZeroRate, 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 PiecewiseZeroInflationCurve)PiecewiseZeroInflationCurve
rates() const (defined in InterpolatedZeroInflationCurve)InterpolatedZeroInflationCurve
recalculate()LazyObject
referenceDate() const TermStructure [virtual]
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
setBaseRate(const Rate &r) (defined in InflationTermStructure)InflationTermStructure [protected, virtual]
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 [protected]
times() const (defined in PiecewiseZeroInflationCurve)PiecewiseZeroInflationCurve
times_ (defined in InterpolatedZeroInflationCurve)InterpolatedZeroInflationCurve [mutable, protected]
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()PiecewiseZeroInflationCurve [virtual]
ZeroInflationTermStructure(const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseZeroRate, const Handle< YieldTermStructure > &yTS) (defined in ZeroInflationTermStructure)ZeroInflationTermStructure
ZeroInflationTermStructure(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseZeroRate, const Handle< YieldTermStructure > &yTS) (defined in ZeroInflationTermStructure)ZeroInflationTermStructure
ZeroInflationTermStructure(Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseZeroRate, const Handle< YieldTermStructure > &yTS) (defined in ZeroInflationTermStructure)ZeroInflationTermStructure
zeroRate(const Date &d, bool extrapolate=false) const ZeroInflationTermStructure
zeroRate(Time t, bool extrapolate=false) const (defined in ZeroInflationTermStructure)ZeroInflationTermStructure
zeroRateImpl(Time t) const InterpolatedZeroInflationCurve [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]