QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
FactorSpreadedHazardRateCurve Member List

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

allowsExtrapolation() const Extrapolator
calendar() const FactorSpreadedHazardRateCurvevirtual
calendar_ (defined in TermStructure)TermStructureprotected
checkRange(const Date &d, bool extrapolate) const TermStructureprotected
checkRange(Time t, bool extrapolate) const TermStructureprotected
dayCounter() const FactorSpreadedHazardRateCurvevirtual
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) const HazardRateStructureprotectedvirtual
defaultProbability(const Date &d, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure)DefaultProbabilityTermStructure
defaultProbability(Time t, bool extrapolate=false) const DefaultProbabilityTermStructure
defaultProbability(const Date &, const Date &, bool extrapolate=false) const DefaultProbabilityTermStructure
defaultProbability(Time, Time, bool extrapo=false) const DefaultProbabilityTermStructure
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
FactorSpreadedHazardRateCurve(const Handle< DefaultProbabilityTermStructure > &originalCurve, const Handle< Quote > &spread) (defined in FactorSpreadedHazardRateCurve)FactorSpreadedHazardRateCurve
hazardRate(const Date &d, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure)DefaultProbabilityTermStructure
hazardRate(Time t, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure)DefaultProbabilityTermStructure
hazardRateImpl(Time t) const FactorSpreadedHazardRateCurveprotectedvirtual
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
iterator typedef (defined in Observer)Observer
jumpDates() const (defined in DefaultProbabilityTermStructure)DefaultProbabilityTermStructure
jumpTimes() const (defined in DefaultProbabilityTermStructure)DefaultProbabilityTermStructure
maxDate() const FactorSpreadedHazardRateCurvevirtual
maxTime() const FactorSpreadedHazardRateCurvevirtual
moving_ (defined in TermStructure)TermStructureprotected
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
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
referenceDate() const FactorSpreadedHazardRateCurvevirtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
set_type typedef (defined in Observer)Observer
settlementDays() const TermStructurevirtual
survivalProbability(const Date &d, bool extrapolate=false) const (defined in DefaultProbabilityTermStructure)DefaultProbabilityTermStructure
survivalProbability(Time t, bool extrapolate=false) const DefaultProbabilityTermStructure
survivalProbabilityImpl(Time) const HazardRateStructureprotectedvirtual
TermStructure(const DayCounter &dc=DayCounter())TermStructure
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter())TermStructure
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter())TermStructure
timeFromReference(const Date &date) const TermStructure
unregisterWith(const boost::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