PiecewiseFlatForward Member List

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

allowsExtrapolation() const Extrapolator
calculate() const LazyObject [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
calendar() const TermStructure [virtual]
dates() const (defined in PiecewiseFlatForward)PiecewiseFlatForward
dayCounter() const PiecewiseFlatForward [virtual]
disableExtrapolation()Extrapolator
discount(const Date &, bool extrapolate=false) const YieldTermStructure
discount(Time, bool extrapolate=false) const YieldTermStructure
discountImpl(Time) const PiecewiseFlatForward [protected, virtual]
enableExtrapolation()Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
FFObjFunction (defined in PiecewiseFlatForward)PiecewiseFlatForward [friend]
forwardImpl(Time) const (defined in PiecewiseFlatForward)PiecewiseFlatForward [protected]
forwardRate(const Date &d1, const Date &d2, 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]
LazyObject() (defined in LazyObject)LazyObject
maxDate() const PiecewiseFlatForward [virtual]
maxTime() const PiecewiseFlatForward [virtual]
notifyObservers()Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
parRate(Year tenor, const Date &effectiveDate, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
parRate(Year tenor, Time t0, Frequency freq=Annual, bool extrapolate=false) const YieldTermStructure
PiecewiseFlatForward(const Date &referenceDate, const std::vector< boost::shared_ptr< RateHelper > > &instruments, const DayCounter &dayCounter, Real accuracy=1.0e-12) (defined in PiecewiseFlatForward)PiecewiseFlatForward
PiecewiseFlatForward(Integer settlementDays, const Calendar &calendar, const std::vector< boost::shared_ptr< RateHelper > > &instruments, const DayCounter &dayCounter, Real accuracy=1.0e-12) (defined in PiecewiseFlatForward)PiecewiseFlatForward
PiecewiseFlatForward(const std::vector< Date > &dates, const std::vector< Rate > &forwards, const DayCounter &dayCounter)PiecewiseFlatForward
recalculate()LazyObject
referenceDate() const TermStructure [virtual]
registerWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
TermStructure()TermStructure
TermStructure(const Date &referenceDate)TermStructure
TermStructure(Integer settlementDays, const Calendar &)TermStructure
timeFromReference(const Date &date) const TermStructure [protected]
times() const (defined in PiecewiseFlatForward)PiecewiseFlatForward
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
update()PiecewiseFlatForward [virtual]
YieldTermStructure()YieldTermStructure
YieldTermStructure(const Date &referenceDate)YieldTermStructure
YieldTermStructure(Integer settlementDays, const Calendar &)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
zeroYieldImpl(Time) const (defined in PiecewiseFlatForward)PiecewiseFlatForward [protected]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]
~YieldTermStructure() (defined in YieldTermStructure)YieldTermStructure [virtual]


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