QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
InterpolatedZeroInflationCurve< Interpolator > Member List

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

allowsExtrapolation() constExtrapolator
baseDate() constInterpolatedZeroInflationCurve< Interpolator >virtual
baseRate() const (defined in InflationTermStructure)InflationTermStructurevirtual
baseRate_ (defined in InflationTermStructure)InflationTermStructuremutableprotected
calendar() constTermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
checkRange(const Date &, bool extrapolate) const (defined in InflationTermStructure)InflationTermStructureprotected
checkRange(Time t, bool extrapolate) const (defined in InflationTermStructure)InflationTermStructureprotected
data() const (defined in InterpolatedZeroInflationCurve< Interpolator >)InterpolatedZeroInflationCurve< Interpolator >
data_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >mutableprotected
dates() const (defined in InterpolatedZeroInflationCurve< Interpolator >)InterpolatedZeroInflationCurve< Interpolator >
dates_ (defined in InterpolatedZeroInflationCurve< Interpolator >)InterpolatedZeroInflationCurve< Interpolator >mutableprotected
dayCounter() constTermStructurevirtual
deepUpdate()Observervirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
frequency() const (defined in InflationTermStructure)InflationTermStructurevirtual
frequency_ (defined in InflationTermStructure)InflationTermStructureprotected
hasSeasonality() const (defined in InflationTermStructure)InflationTermStructure
indexIsInterpolated() const (defined in InflationTermStructure)InflationTermStructurevirtual
indexIsInterpolated_ (defined in InflationTermStructure)InflationTermStructureprotected
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
InterpolatedZeroInflationCurve(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 InterpolatedZeroInflationCurve< Interpolator >)InterpolatedZeroInflationCurve< Interpolator >
InterpolatedZeroInflationCurve(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate baseZeroRate, const Handle< YieldTermStructure > &yTS, const Interpolator &interpolator=Interpolator())InterpolatedZeroInflationCurve< Interpolator >protected
interpolation_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >mutableprotected
interpolator_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >protected
iterator typedef (defined in Observer)Observer
maxDate() constInterpolatedZeroInflationCurve< Interpolator >virtual
maxDate_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >protected
maxTime() constTermStructurevirtual
moving_ (defined in TermStructure)TermStructureprotected
nodes() const (defined in InterpolatedZeroInflationCurve< Interpolator >)InterpolatedZeroInflationCurve< Interpolator >
nominalTermStructure() const (defined in InflationTermStructure)InflationTermStructurevirtual
nominalTermStructure_ (defined in InflationTermStructure)InflationTermStructureprotected
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationLag() constInflationTermStructurevirtual
observationLag_ (defined in InflationTermStructure)InflationTermStructureprotected
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
rates() const (defined in InterpolatedZeroInflationCurve< Interpolator >)InterpolatedZeroInflationCurve< Interpolator >
referenceDate() constTermStructurevirtual
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)InflationTermStructureprotected
set_type typedef (defined in Observer)Observer
setBaseRate(const Rate &r) (defined in InflationTermStructure)InflationTermStructureprotectedvirtual
setSeasonality(const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >())InflationTermStructure
settlementDays() constTermStructurevirtual
setupInterpolation() (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >protected
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
times() const (defined in InterpolatedZeroInflationCurve< Interpolator >)InterpolatedZeroInflationCurve< Interpolator >
times_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >mutableprotected
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()TermStructurevirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
ZeroInflationTermStructure(const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in ZeroInflationTermStructure)ZeroInflationTermStructure
ZeroInflationTermStructure(const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, const bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in ZeroInflationTermStructure)ZeroInflationTermStructure
ZeroInflationTermStructure(Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >()) (defined in ZeroInflationTermStructure)ZeroInflationTermStructure
zeroRate(const Date &d, const Period &instObsLag=Period(-1, Days), bool forceLinearInterpolation=false, bool extrapolate=false) constZeroInflationTermStructure
zeroRate(Time t, bool extrapolate=false) constZeroInflationTermStructure
zeroRateImpl(Time t) constInterpolatedZeroInflationCurve< Interpolator >protectedvirtual
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual