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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
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
quotes() overrideYieldCurveConfigvirtual
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
setBootstrapConfig(const BootstrapConfig &bootstrapConfig) (defined in YieldCurveConfig)YieldCurveConfig
toFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
toXML(XMLDocument &doc) override (defined in YieldCurveConfig)YieldCurveConfigvirtual
toXMLString()XMLSerializable
YieldCurveConfig()YieldCurveConfig
YieldCurveConfig(const string &curveID, const string &curveDescription, const string &currency, const string &discountCurveID, const vector< boost::shared_ptr< YieldCurveSegment >> &curveSegments, const string &interpolationVariable="Discount", const string &interpolationMethod="LogLinear", const string &zeroDayCounter="A365", bool extrapolation=true, const BootstrapConfig &bootstrapConfig=BootstrapConfig())YieldCurveConfig
zeroDayCounter() const (defined in YieldCurveConfig)YieldCurveConfig
zeroDayCounter() (defined in YieldCurveConfig)YieldCurveConfig
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual
~YieldCurveConfig()YieldCurveConfigvirtual