QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
InterpolatedAffineHazardRateCurve< Interpolator > Member List

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

allowsExtrapolation() constExtrapolator
calendar() constTermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
checkRange(const Date &d, bool extrapolate) constTermStructureprotected
checkRange(Time t, bool extrapolate) constTermStructureprotected
conditionalSurvivalProbability(const Date &dFwd, const Date &dTgt, Real yVal, bool extrapolate=false) constOneFactorAffineSurvivalStructure
conditionalSurvivalProbability(Time tFwd, Time tgt, Real yVal, bool extrapolate=false) const (defined in OneFactorAffineSurvivalStructure)OneFactorAffineSurvivalStructure
conditionalSurvivalProbabilityImpl(Time tFwd, Time tTarget, Real yVal) constInterpolatedAffineHazardRateCurve< Interpolator >protectedvirtual
data() const (defined in InterpolatedAffineHazardRateCurve< Interpolator >)InterpolatedAffineHazardRateCurve< Interpolator >
data_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >mutableprotected
dates() const (defined in InterpolatedAffineHazardRateCurve< Interpolator >)InterpolatedAffineHazardRateCurve< Interpolator >
dates_ (defined in InterpolatedAffineHazardRateCurve< Interpolator >)InterpolatedAffineHazardRateCurve< Interpolator >mutableprotected
dayCounter() constTermStructurevirtual
deepUpdate()Observervirtual
defaultDensity(const Date &d, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure)DefaultProbabilityTermStructure
defaultDensity(Time t, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure)DefaultProbabilityTermStructure
defaultDensityImpl(Time) constOneFactorAffineSurvivalStructureprotectedvirtual
defaultProbability(const Date &d, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure)DefaultProbabilityTermStructure
defaultProbability(Time t, bool extrapolate=false) constDefaultProbabilityTermStructure
defaultProbability(const Date &, const Date &, bool extrapolate=false) constDefaultProbabilityTermStructure
defaultProbability(Time, Time, bool extrapo=false) constDefaultProbabilityTermStructure
DefaultProbabilityTermStructure(const DayCounter &dc=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in DefaultProbabilityTermStructure)DefaultProbabilityTermStructure
DefaultProbabilityTermStructure(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 DefaultProbabilityTermStructure)DefaultProbabilityTermStructure
DefaultProbabilityTermStructure(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 DefaultProbabilityTermStructure)DefaultProbabilityTermStructure
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
hazardRate(const Date &d, bool extrapolate=false) const (defined in InterpolatedAffineHazardRateCurve< Interpolator >)InterpolatedAffineHazardRateCurve< Interpolator >
hazardRate(Time t, bool extrapolate=false) const (defined in InterpolatedAffineHazardRateCurve< Interpolator >)InterpolatedAffineHazardRateCurve< Interpolator >
hazardRate(Time t, bool extrapolate=false) const (defined in OneFactorAffineSurvivalStructure)OneFactorAffineSurvivalStructure
hazardRate(const Date &d, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure)DefaultProbabilityTermStructure
hazardRateImpl(Time) constInterpolatedAffineHazardRateCurve< Interpolator >protectedvirtual
hazardRates() const (defined in InterpolatedAffineHazardRateCurve< Interpolator >)InterpolatedAffineHazardRateCurve< Interpolator >
HazardRateStructure(const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in HazardRateStructure)HazardRateStructure
HazardRateStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in HazardRateStructure)HazardRateStructure
HazardRateStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in HazardRateStructure)HazardRateStructure
InterpolatedAffineHazardRateCurve(const std::vector< Date > &dates, const std::vector< Rate > &hazardRates, const DayCounter &dayCounter, const ext::shared_ptr< OneFactorAffineModel > &model, const Calendar &cal=Calendar(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator()) (defined in InterpolatedAffineHazardRateCurve< Interpolator >)InterpolatedAffineHazardRateCurve< Interpolator >
InterpolatedAffineHazardRateCurve(const std::vector< Date > &dates, const std::vector< Rate > &hazardRates, const DayCounter &dayCounter, const ext::shared_ptr< OneFactorAffineModel > &model, const Calendar &calendar, const Interpolator &interpolator) (defined in InterpolatedAffineHazardRateCurve< Interpolator >)InterpolatedAffineHazardRateCurve< Interpolator >
InterpolatedAffineHazardRateCurve(const std::vector< Date > &dates, const std::vector< Rate > &hazardRates, const DayCounter &dayCounter, const ext::shared_ptr< OneFactorAffineModel > &model, const Interpolator &interpolator) (defined in InterpolatedAffineHazardRateCurve< Interpolator >)InterpolatedAffineHazardRateCurve< Interpolator >
InterpolatedAffineHazardRateCurve(const DayCounter &, const ext::shared_ptr< OneFactorAffineModel > &model, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator()) (defined in InterpolatedAffineHazardRateCurve< Interpolator >)InterpolatedAffineHazardRateCurve< Interpolator >protected
InterpolatedAffineHazardRateCurve(const Date &referenceDate, const DayCounter &, const ext::shared_ptr< OneFactorAffineModel > &model, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator()) (defined in InterpolatedAffineHazardRateCurve< Interpolator >)InterpolatedAffineHazardRateCurve< Interpolator >protected
InterpolatedAffineHazardRateCurve(Natural settlementDays, const Calendar &, const DayCounter &, const ext::shared_ptr< OneFactorAffineModel > &model, const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >(), const Interpolator &interpolator=Interpolator()) (defined in InterpolatedAffineHazardRateCurve< Interpolator >)InterpolatedAffineHazardRateCurve< Interpolator >protected
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
interpolation_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >mutableprotected
interpolator_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >protected
iterator typedef (defined in Observer)Observer
jumpDates() const (defined in DefaultProbabilityTermStructure)DefaultProbabilityTermStructure
jumpTimes() const (defined in DefaultProbabilityTermStructure)DefaultProbabilityTermStructure
maxDate() constInterpolatedAffineHazardRateCurve< Interpolator >virtual
maxDate_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >protected
maxTime() constTermStructurevirtual
model_ (defined in OneFactorAffineSurvivalStructure)OneFactorAffineSurvivalStructureprotected
moving_ (defined in TermStructure)TermStructureprotected
nodes() const (defined in InterpolatedAffineHazardRateCurve< Interpolator >)InterpolatedAffineHazardRateCurve< Interpolator >
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
OneFactorAffineSurvivalStructure(const ext::shared_ptr< OneFactorAffineModel > &model, const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in OneFactorAffineSurvivalStructure)OneFactorAffineSurvivalStructureexplicit
OneFactorAffineSurvivalStructure(const ext::shared_ptr< OneFactorAffineModel > &model, const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in OneFactorAffineSurvivalStructure)OneFactorAffineSurvivalStructure
OneFactorAffineSurvivalStructure(const ext::shared_ptr< OneFactorAffineModel > &model, Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps=std::vector< Handle< Quote > >(), const std::vector< Date > &jumpDates=std::vector< Date >()) (defined in OneFactorAffineSurvivalStructure)OneFactorAffineSurvivalStructure
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
operator=(const InterpolatedCurve &c) (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >protected
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
setupInterpolation() (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >protected
survivalProbability(const Date &d, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure)DefaultProbabilityTermStructure
survivalProbability(Time t, bool extrapolate=false) constDefaultProbabilityTermStructure
survivalProbabilityImpl(Time) constInterpolatedAffineHazardRateCurve< Interpolator >protectedvirtual
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 InterpolatedAffineHazardRateCurve< Interpolator >)InterpolatedAffineHazardRateCurve< Interpolator >
times_ (defined in InterpolatedCurve< Interpolator >)InterpolatedCurve< Interpolator >mutableprotected
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()DefaultProbabilityTermStructurevirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual