QuantLib 0.3.8 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

DiscountStructure Member List This is the complete list of members for DiscountStructure, including all inherited members. allowsExtrapolation() const Extrapolator BaseTermStructure(const Date &todaysDate, const Date &referenceDate) BaseTermStructure BaseTermStructure() BaseTermStructure BaseTermStructure(const Date &referenceDate) BaseTermStructure BaseTermStructure(Integer settlementDays, const Calendar &) BaseTermStructure calendar() const BaseTermStructure [virtual] compoundForward(const Date &d1, Integer f, bool extrapolate=false) const YieldTermStructure compoundForward(Time t1, Integer f, bool extrapolate=false) const YieldTermStructure compoundForwardImpl(Time, Integer) const DiscountStructure [protected, virtual] dayCounter() const =0 YieldTermStructure [pure virtual] disableExtrapolation() Extrapolator discount(const Date &, bool extrapolate=false) const YieldTermStructure discount(Time, bool extrapolate=false) const YieldTermStructure discountImpl(Time) const =0 YieldTermStructure [protected, pure virtual] DiscountStructure(const Date &todaysDate, const Date &referenceDate) (defined in DiscountStructure) DiscountStructure DiscountStructure() (defined in DiscountStructure) DiscountStructure DiscountStructure(const Date &referenceDate) (defined in DiscountStructure) DiscountStructure DiscountStructure(Integer settlementDays, const Calendar &) (defined in DiscountStructure) DiscountStructure enableExtrapolation() Extrapolator Extrapolator() (defined in Extrapolator) Extrapolator forward(const Date &d1, const Date &d2, bool extrapolate=false) const YieldTermStructure forward(Time, Time, bool extrapolate=false) const YieldTermStructure forwardImpl(Time) const DiscountStructure [protected, virtual] 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 instantaneousForward(const Date &, bool extrapolate=false) const YieldTermStructure instantaneousForward(Time, bool extrapolate=false) const YieldTermStructure maxDate() const =0 YieldTermStructure [pure virtual] maxTime() const YieldTermStructure [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 referenceDate() const BaseTermStructure [virtual] registerWith(const boost::shared_ptr< T > &h) (defined in Observer) Observer timeFromReference(const Date &date) const BaseTermStructure [protected] todaysDate() const BaseTermStructure [virtual] unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer) Observer update() BaseTermStructure [virtual] YieldTermStructure(const Date &todaysDate, const Date &referenceDate) YieldTermStructure YieldTermStructure() YieldTermStructure YieldTermStructure(const Date &referenceDate) YieldTermStructure YieldTermStructure(Integer settlementDays, const Calendar &) YieldTermStructure zeroCoupon(const Date &, Integer, bool extrapolate=false) const YieldTermStructure zeroCoupon(Time, Integer, bool extrapolate=false) const 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 zeroYield(const Date &, bool extrapolate=false) const YieldTermStructure zeroYield(Time t, bool extrapolate=false) const YieldTermStructure zeroYieldImpl(Time) const DiscountStructure [protected, virtual] ~BaseTermStructure() (defined in BaseTermStructure) BaseTermStructure [virtual] ~DiscountStructure() (defined in DiscountStructure) DiscountStructure [virtual] ~Observable() (defined in Observable) Observable [virtual] ~Observer() (defined in Observer) Observer [virtual] ~YieldTermStructure() (defined in YieldTermStructure) YieldTermStructure [virtual]

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