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Reference manual - version qle_version
SpreadedBaseCorrelationCurve Member List

This is the complete list of members for SpreadedBaseCorrelationCurve, 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 overrideBaseCorrelationTermStructureprotectedvirtual
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
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
dates() const (defined in BaseCorrelationTermStructure)BaseCorrelationTermStructure
dates_ (defined in BaseCorrelationTermStructure)BaseCorrelationTermStructuremutableprotected
detachmentPoints() const (defined in BaseCorrelationTermStructure)BaseCorrelationTermStructure
detachmentPoints_ (defined in BaseCorrelationTermStructure)BaseCorrelationTermStructureprotected
maxDate() const override (defined in SpreadedBaseCorrelationCurve)SpreadedBaseCorrelationCurvevirtual
maxDetachmentPoint() const override (defined in SpreadedBaseCorrelationCurve)SpreadedBaseCorrelationCurvevirtual
maxTime() const override (defined in SpreadedBaseCorrelationCurve)SpreadedBaseCorrelationCurvevirtual
minDetachmentPoint() const override (defined in SpreadedBaseCorrelationCurve)SpreadedBaseCorrelationCurvevirtual
minTime() const overrideSpreadedBaseCorrelationCurvevirtual
rule() const (defined in BaseCorrelationTermStructure)BaseCorrelationTermStructure
SpreadedBaseCorrelationCurve(const Handle< BaseCorrelationTermStructure > &baseCurve, const std::vector< Period > &tenors, const std::vector< double > &detachmentPoints, const std::vector< std::vector< Handle< Quote >>> &corrSpreads, const Date &startDate=Date(), boost::optional< DateGeneration::Rule > rule=boost::none) (defined in SpreadedBaseCorrelationCurve)SpreadedBaseCorrelationCurve
startDate() const (defined in BaseCorrelationTermStructure)BaseCorrelationTermStructure
tenors_ (defined in BaseCorrelationTermStructure)BaseCorrelationTermStructureprotected
times() const (defined in BaseCorrelationTermStructure)BaseCorrelationTermStructure
times_ (defined in BaseCorrelationTermStructure)BaseCorrelationTermStructuremutableprotected
update() override (defined in SpreadedBaseCorrelationCurve)SpreadedBaseCorrelationCurve
~BaseCorrelationTermStructure()=default (defined in BaseCorrelationTermStructure)BaseCorrelationTermStructurevirtual