Logo
Reference manual - version ored_version
BaseCorrelationCurveConfig Member List

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

adjustForLosses() const (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
BaseCorrelationCurveConfig()BaseCorrelationCurveConfig
BaseCorrelationCurveConfig(const string &curveID, const string &curveDescription, const vector< string > &detachmentPoints, const vector< string > &terms, QuantLib::Size settlementDays, const QuantLib::Calendar &calendar, QuantLib::BusinessDayConvention businessDayConvention, QuantLib::DayCounter dayCounter, bool extrapolate, const std::string &quoteName="", const QuantLib::Date &startDate=QuantLib::Date(), const QuantLib::Period &indexTerm=0 *QuantLib::Days, boost::optional< QuantLib::DateGeneration::Rule > rule=boost::none, bool adjustForLosses=true)BaseCorrelationCurveConfig
businessDayConvention() const (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
businessDayConvention() (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
calendar() const (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
calendar() (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
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
dayCounter() const (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
dayCounter() (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
detachmentPoints() const (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
detachmentPoints() (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
extrapolate() const (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
extrapolate() (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
fromFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
fromXML(XMLNode *node) override (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfigvirtual
fromXMLString(const std::string &xml)XMLSerializable
indexTerm() const (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
indexTerm() (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
quoteName() const (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
quotes() overrideBaseCorrelationCurveConfigvirtual
quotes_ (defined in CurveConfig)CurveConfigprotected
requiredCurveIds(const CurveSpec::CurveType &curveType) const (defined in CurveConfig)CurveConfig
requiredCurveIds() const (defined in CurveConfig)CurveConfig
requiredCurveIds(const CurveSpec::CurveType &curveType) (defined in CurveConfig)CurveConfig
requiredCurveIds() (defined in CurveConfig)CurveConfig
requiredCurveIds_ (defined in CurveConfig)CurveConfigprotected
rule() const (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
settlementDays() const (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
settlementDays() (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
startDate() const (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
terms() const (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
terms() (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfig
toFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
toXML(XMLDocument &doc) override (defined in BaseCorrelationCurveConfig)BaseCorrelationCurveConfigvirtual
toXMLString()XMLSerializable
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual