Reference manual - version qle_version
This is the complete list of members for InterpolatedBaseCorrelationTermStructure< Interpolator >, including all inherited members.
| BaseCorrelationTermStructure() (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | |
| BaseCorrelationTermStructure(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const std::vector< Period > &tenors, const std::vector< double > &detachmentPoints, const DayCounter &dc=DayCounter(), const Date &startDate=Date(), boost::optional< DateGeneration::Rule > rule=boost::none) (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | |
| BaseCorrelationTermStructure(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const std::vector< Period > &tenors, const std::vector< double > &detachmentPoints, const DayCounter &dc=DayCounter(), const Date &startDate=Date(), boost::optional< DateGeneration::Rule > rule=boost::none) (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | |
| businessDayConvention() const (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | |
| checkRange(Time t, Real strike, bool extrapolate) const override | BaseCorrelationTermStructure | protectedvirtual |
| correlation(Time t, Real strike=Null< Real >(), bool extrapolate=false) const (defined in CorrelationTermStructure) | CorrelationTermStructure | |
| correlation(const Date &d, Real strike=Null< Real >(), bool extrapolate=false) const (defined in CorrelationTermStructure) | CorrelationTermStructure | |
| correlationImpl(Time t, Real detachmentPoint) const override | InterpolatedBaseCorrelationTermStructure< Interpolator > | protectedvirtual |
| CorrelationTermStructure(const DayCounter &dc=DayCounter()) (defined in CorrelationTermStructure) | CorrelationTermStructure | |
| CorrelationTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter()) (defined in CorrelationTermStructure) | CorrelationTermStructure | |
| CorrelationTermStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dc=DayCounter()) (defined in CorrelationTermStructure) | CorrelationTermStructure | |
| data_ (defined in InterpolatedBaseCorrelationTermStructure< Interpolator >) | InterpolatedBaseCorrelationTermStructure< Interpolator > | mutableprotected |
| dates() const (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | |
| dates_ (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | mutableprotected |
| detachmentPoints() const (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | |
| detachmentPoints_ (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | protected |
| InterpolatedBaseCorrelationTermStructure(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const std::vector< Period > &tenors, const std::vector< Real > &detachmentPoints, const std::vector< std::vector< Handle< Quote >>> &baseCorrelations, const DayCounter &dc=DayCounter(), const Date &startDate=Date(), boost::optional< DateGeneration::Rule > rule=boost::none, Interpolator interpolator=Interpolator()) (defined in InterpolatedBaseCorrelationTermStructure< Interpolator >) | InterpolatedBaseCorrelationTermStructure< Interpolator > | |
| maxDate() const override (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | virtual |
| maxDetachmentPoint() const (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | virtual |
| maxTime() const override (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | virtual |
| minDetachmentPoint() const (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | virtual |
| minTime() const override | BaseCorrelationTermStructure | virtual |
| quotes_ (defined in InterpolatedBaseCorrelationTermStructure< Interpolator >) | InterpolatedBaseCorrelationTermStructure< Interpolator > | protected |
| rule() const (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | |
| startDate() const (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | |
| tenors_ (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | protected |
| times() const (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | |
| times_ (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | mutableprotected |
| update() override (defined in InterpolatedBaseCorrelationTermStructure< Interpolator >) | InterpolatedBaseCorrelationTermStructure< Interpolator > | |
| ~BaseCorrelationTermStructure()=default (defined in BaseCorrelationTermStructure) | BaseCorrelationTermStructure | virtual |