QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
FittedBondDiscountCurve Member List

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

allowsExtrapolation() constExtrapolator
alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
calculate() constLazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
calendar() constTermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
checkRange(const Date &d, bool extrapolate) constTermStructureprotected
checkRange(Time t, bool extrapolate) constTermStructureprotected
dayCounter() constTermStructurevirtual
deepUpdate()Observervirtual
disableExtrapolation(bool b=true)Extrapolator
discount(const Date &d, bool extrapolate=false) const (defined in YieldTermStructure)YieldTermStructure
discount(Time t, bool extrapolate=false) constYieldTermStructure
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
fitResults() constFittedBondDiscountCurve
FittedBondDiscountCurve(Natural settlementDays, const Calendar &calendar, const std::vector< ext::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< ext::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)FittedBondDiscountCurvefriend
forwardRate(const Date &d1, const Date &d2, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) constYieldTermStructure
forwardRate(const Date &d, const Period &p, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) constYieldTermStructure
forwardRate(Time t1, Time t2, Compounding comp, Frequency freq=Annual, bool extrapolate=false) constYieldTermStructure
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectprotected
iterator typedef (defined in Observer)Observer
jumpDates() const (defined in YieldTermStructure)YieldTermStructure
jumpTimes() const (defined in YieldTermStructure)YieldTermStructure
LazyObject() (defined in LazyObject)LazyObject
maxDate() constFittedBondDiscountCurvevirtual
maxTime() constTermStructurevirtual
moving_ (defined in TermStructure)TermStructureprotected
notifyObservers()Observable
numberOfBonds() constFittedBondDiscountCurve
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() constTermStructurevirtual
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
set_type typedef (defined in Observer)Observer
settlementDays() constTermStructurevirtual
TermStructure(const DayCounter &dc=DayCounter())TermStructureexplicit
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter())TermStructureexplicit
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter())TermStructure
timeFromReference(const Date &date) constTermStructure
unfreeze()LazyObject
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()FittedBondDiscountCurvevirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
YieldTermStructure(const DayCounter &dc=DayCounter()) (defined in YieldTermStructure)YieldTermStructureexplicit
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
YieldTermStructure(const DayCounter &dc, const std::vector< Handle< Quote > > &jumps, const std::vector< Date > &jumpDates=std::vector< Date >())YieldTermStructure
zeroRate(const Date &d, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) constYieldTermStructure
zeroRate(Time t, Compounding comp, Frequency freq=Annual, bool extrapolate=false) constYieldTermStructure
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual