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Reference manual - version ored_version
YieldCurveConfig Member List

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

bootstrapConfig() const (defined in YieldCurveConfig)YieldCurveConfig
currency() const (defined in YieldCurveConfig)YieldCurveConfig
CurveConfig(const string &curveID, const string &curveDescription, const vector< string > &quotes=vector< string >())CurveConfig
CurveConfig()CurveConfig
curveDescription() const (defined in CurveConfig)CurveConfig
curveDescription() (defined in CurveConfig)CurveConfig
curveDescription_ (defined in CurveConfig)CurveConfigprotected
curveID() const (defined in CurveConfig)CurveConfig
curveID() (defined in CurveConfig)CurveConfig
curveID_ (defined in CurveConfig)CurveConfigprotected
curveSegments() const (defined in YieldCurveConfig)YieldCurveConfig
discountCurveID() const (defined in YieldCurveConfig)YieldCurveConfig
excludeT0FromInterpolation() const (defined in YieldCurveConfig)YieldCurveConfig
extrapolation() const (defined in YieldCurveConfig)YieldCurveConfig
extrapolation() (defined in YieldCurveConfig)YieldCurveConfig
fromFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
fromXML(XMLNode *node) override (defined in YieldCurveConfig)YieldCurveConfigvirtual
fromXMLString(const std::string &xml)XMLSerializable
interpolationMethod() const (defined in YieldCurveConfig)YieldCurveConfig
interpolationMethod() (defined in YieldCurveConfig)YieldCurveConfig
interpolationVariable() const (defined in YieldCurveConfig)YieldCurveConfig
interpolationVariable() (defined in YieldCurveConfig)YieldCurveConfig
mixedInterpolationCutoff() const (defined in YieldCurveConfig)YieldCurveConfig
mixedInterpolationCutoff() (defined in YieldCurveConfig)YieldCurveConfig
quotes() overrideYieldCurveConfigvirtual
quotes_ (defined in CurveConfig)CurveConfigprotected
reportConfig() const (defined in YieldCurveConfig)YieldCurveConfig
requiredCurveIds(const CurveSpec::CurveType &curveType) const (defined in CurveConfig)CurveConfig
requiredCurveIds() const (defined in CurveConfig)CurveConfig
requiredCurveIds_ (defined in CurveConfig)CurveConfigmutableprotected
requiredIdsInitialized_ (defined in CurveConfig)CurveConfigmutableprotected
requiredNames(const MarketObject o, const std::string &configuration) const (defined in CurveConfig)CurveConfig
requiredNames(const std::string &configuration) const (defined in CurveConfig)CurveConfig
requiredNames() const (defined in CurveConfig)CurveConfig
requiredNames_ (defined in CurveConfig)CurveConfigmutableprotected
setBootstrapConfig(const BootstrapConfig &bootstrapConfig) (defined in YieldCurveConfig)YieldCurveConfig
setRequiredCurveIds(const CurveSpec::CurveType &curveType, const set< string > &ids) (defined in CurveConfig)CurveConfig
setRequiredCurveIds(const map< CurveSpec::CurveType, set< string > > &ids) (defined in CurveConfig)CurveConfig
setRequiredNames(const MarketObject o, const std::string &configuration, const set< string > &ids) (defined in CurveConfig)CurveConfig
setRequiredNames(const map< std::pair< MarketObject, std::string >, set< string > > &ids) (defined in CurveConfig)CurveConfig
toFile(const std::string &filename) const (defined in XMLSerializable)XMLSerializable
toXML(XMLDocument &doc) const override (defined in YieldCurveConfig)YieldCurveConfigvirtual
toXMLString() constXMLSerializable
toXMLStringUnformatted() const (defined in XMLSerializable)XMLSerializable
YieldCurveConfig(QuantLib::ext::shared_ptr< IborFallbackConfig > iborFallbackConfig=nullptr)YieldCurveConfig
YieldCurveConfig(const string &curveID, const string &curveDescription, const string &currency, const string &discountCurveID, const vector< QuantLib::ext::shared_ptr< YieldCurveSegment > > &curveSegments, const string &interpolationVariable="Discount", const string &interpolationMethod="LogLinear", const string &zeroDayCounter="A365", bool extrapolation=true, const BootstrapConfig &bootstrapConfig=BootstrapConfig(), const Size mixedInterpolationCutoff=1, QuantLib::ext::shared_ptr< IborFallbackConfig > iborFallbackConfig=nullptr)YieldCurveConfig
zeroDayCounter() const (defined in YieldCurveConfig)YieldCurveConfig
zeroDayCounter() (defined in YieldCurveConfig)YieldCurveConfig
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual
~YieldCurveConfig()YieldCurveConfigvirtual