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| ZeroInflationTermStructure (const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >()) |
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| ZeroInflationTermStructure (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >()) |
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| ZeroInflationTermStructure (Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >()) |
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QL_DEPRECATED | ZeroInflationTermStructure (const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >()) |
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QL_DEPRECATED | ZeroInflationTermStructure (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >()) |
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QL_DEPRECATED | ZeroInflationTermStructure (Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >()) |
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| InflationTermStructure (Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const DayCounter &dayCounter=DayCounter(), const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >()) |
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| InflationTermStructure (const Date &referenceDate, Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Calendar &calendar=Calendar(), const DayCounter &dayCounter=DayCounter(), const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >()) |
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| InflationTermStructure (Natural settlementDays, const Calendar &calendar, Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const DayCounter &dayCounter=DayCounter(), const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >()) |
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QL_DEPRECATED | InflationTermStructure (Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter(), const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >()) |
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QL_DEPRECATED | 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 ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >()) |
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QL_DEPRECATED | InflationTermStructure (Natural settlementDays, const Calendar &calendar, Rate baseRate, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter(), const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >()) |
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virtual Period | observationLag () const |
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virtual Frequency | frequency () const |
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virtual bool | indexIsInterpolated () const |
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virtual Rate | baseRate () const |
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virtual Handle< YieldTermStructure > | nominalTermStructure () const |
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virtual Date | baseDate () const =0 |
| minimum (base) date More...
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void | setSeasonality (const ext::shared_ptr< Seasonality > &seasonality=ext::shared_ptr< Seasonality >()) |
| Functions to set and get seasonality. More...
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ext::shared_ptr< Seasonality > | seasonality () const |
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bool | hasSeasonality () const |
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| TermStructure (const DayCounter &dc=DayCounter()) |
| default constructor More...
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| TermStructure (const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter()) |
| initialize with a fixed reference date
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| TermStructure (Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter()) |
| calculate the reference date based on the global evaluation date
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virtual | ~TermStructure () |
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virtual DayCounter | dayCounter () const |
| the day counter used for date/time conversion
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Time | timeFromReference (const Date &date) const |
| date/time conversion
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virtual Date | maxDate () const =0 |
| the latest date for which the curve can return values
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virtual Time | maxTime () const |
| the latest time for which the curve can return values
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virtual const Date & | referenceDate () const |
| the date at which discount = 1.0 and/or variance = 0.0
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virtual Calendar | calendar () const |
| the calendar used for reference and/or option date calculation
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virtual Natural | settlementDays () const |
| the settlementDays used for reference date calculation
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void | update () |
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| Observer (const Observer &) |
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Observer & | operator= (const Observer &) |
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std::pair< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &) |
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void | registerWithObservables (const ext::shared_ptr< Observer > &) |
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Size | unregisterWith (const ext::shared_ptr< Observable > &) |
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void | unregisterWithAll () |
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virtual void | deepUpdate () |
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| Observable (const Observable &) |
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Observable & | operator= (const Observable &) |
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void | notifyObservers () |
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Interface for zero inflation term structures.