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Reference manual - version qle_version
SpreadedDiscountCurve Member List

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

calendar() const override (defined in SpreadedDiscountCurve)SpreadedDiscountCurve
discountImpl(Time t) const override (defined in SpreadedDiscountCurve)SpreadedDiscountCurveprotected
Extrapolation enum name (defined in SpreadedDiscountCurve)SpreadedDiscountCurve
Interpolation enum name (defined in SpreadedDiscountCurve)SpreadedDiscountCurve
makeThisCurveSpreaded(const std::vector< Handle< YieldTermStructure > > &bases, const std::vector< double > &multiplier) (defined in SpreadedDiscountCurve)SpreadedDiscountCurve
maxDate() const override (defined in SpreadedDiscountCurve)SpreadedDiscountCurve
performCalculations() const override (defined in SpreadedDiscountCurve)SpreadedDiscountCurveprotected
referenceDate() const override (defined in SpreadedDiscountCurve)SpreadedDiscountCurve
settlementDays() const override (defined in SpreadedDiscountCurve)SpreadedDiscountCurve
SpreadedDiscountCurve(const Handle< YieldTermStructure > &referenceCurve, const std::vector< Time > &times, const std::vector< Handle< Quote > > &quotes, const Interpolation interpolation=Interpolation::logLinear, const Extrapolation extrapolation=Extrapolation::flatFwd)SpreadedDiscountCurve
update() override (defined in SpreadedDiscountCurve)SpreadedDiscountCurve