QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
ZeroInflationTermStructure Member List

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

allowsExtrapolation() const Extrapolator
baseDate() const =0InflationTermStructurepure virtual
baseRate() const (defined in InflationTermStructure)InflationTermStructurevirtual
baseRate_ (defined in InflationTermStructure)InflationTermStructuremutableprotected
calendar() const TermStructurevirtual
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
dayCounter() const TermStructurevirtual
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
maxDate() const =0TermStructurepure virtual
maxTime() const TermStructurevirtual
moving_ (defined in TermStructure)TermStructureprotected
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() const InflationTermStructurevirtual
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
referenceDate() const TermStructurevirtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
seasonality() const (defined in InflationTermStructure)InflationTermStructure
seasonality_ (defined in InflationTermStructure)InflationTermStructureprotected
setBaseRate(const Rate &r) (defined in InflationTermStructure)InflationTermStructureprotectedvirtual
setSeasonality(const boost::shared_ptr< Seasonality > &seasonality=boost::shared_ptr< Seasonality >())InflationTermStructure
settlementDays() const TermStructurevirtual
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()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) const ZeroInflationTermStructure
zeroRate(Time t, bool extrapolate=false) const ZeroInflationTermStructure
zeroRateImpl(Time t) const =0ZeroInflationTermStructureprotectedpure virtual
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual