Reference manual - version ored_version
This is the complete list of members for EquityCurveConfig, including all inherited members.
| calendar() const (defined in EquityCurveConfig) | EquityCurveConfig | |
| currency() const (defined in EquityCurveConfig) | EquityCurveConfig | |
| CurveConfig(const string &curveID, const string &curveDescription, const vector< string > "es=vector< string >()) | CurveConfig | |
| CurveConfig() | CurveConfig | |
| curveDescription() const (defined in CurveConfig) | CurveConfig | |
| curveDescription() (defined in CurveConfig) | CurveConfig | |
| curveDescription_ (defined in CurveConfig) | CurveConfig | protected |
| curveID() const (defined in CurveConfig) | CurveConfig | |
| curveID() (defined in CurveConfig) | CurveConfig | |
| curveID_ (defined in CurveConfig) | CurveConfig | protected |
| dayCountID() const (defined in EquityCurveConfig) | EquityCurveConfig | |
| dayCountID() (defined in EquityCurveConfig) | EquityCurveConfig | |
| dividendInterpolationMethod() const (defined in EquityCurveConfig) | EquityCurveConfig | |
| dividendInterpolationMethod() (defined in EquityCurveConfig) | EquityCurveConfig | |
| dividendInterpolationVariable() const (defined in EquityCurveConfig) | EquityCurveConfig | |
| dividendInterpolationVariable() (defined in EquityCurveConfig) | EquityCurveConfig | |
| EquityCurveConfig(const string &curveID, const string &curveDescription, const string &forecastingCurve, const string ¤cy, const string &calendar, const Type &type, const string &equitySpotQuote, const vector< string > "es, const string &dayCountID="", const string ÷ndInterpVariable="Zero", const string ÷ndInterpMethod="Linear", bool extrapolation=true, const QuantLib::Exercise::Type &exerciseStyle=QuantLib::Exercise::Type::European) | EquityCurveConfig | |
| EquityCurveConfig() | EquityCurveConfig | |
| equitySpotQuoteID() const (defined in EquityCurveConfig) | EquityCurveConfig | |
| equitySpotQuoteID() (defined in EquityCurveConfig) | EquityCurveConfig | |
| exerciseStyle() const (defined in EquityCurveConfig) | EquityCurveConfig | |
| exerciseStyle() (defined in EquityCurveConfig) | EquityCurveConfig | |
| extrapolation() const (defined in EquityCurveConfig) | EquityCurveConfig | |
| extrapolation() (defined in EquityCurveConfig) | EquityCurveConfig | |
| forecastingCurve() const (defined in EquityCurveConfig) | EquityCurveConfig | |
| forecastingCurve() (defined in EquityCurveConfig) | EquityCurveConfig | |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromXML(XMLNode *node) override (defined in EquityCurveConfig) | EquityCurveConfig | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| fwdQuotes() (defined in EquityCurveConfig) | EquityCurveConfig | |
| quotes() | CurveConfig | virtual |
| quotes_ (defined in CurveConfig) | CurveConfig | protected |
| 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) | CurveConfig | protected |
| setCalendar(const string &calendar) (defined in EquityCurveConfig) | EquityCurveConfig | |
| setCurrency(const string ¤cy) (defined in EquityCurveConfig) | EquityCurveConfig | |
| toFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| toXML(XMLDocument &doc) override (defined in EquityCurveConfig) | EquityCurveConfig | virtual |
| toXMLString() | XMLSerializable | |
| type() const (defined in EquityCurveConfig) | EquityCurveConfig | |
| type() (defined in EquityCurveConfig) | EquityCurveConfig | |
| Type enum name | EquityCurveConfig | |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |