QuantLib 0.3.6 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Deprecated Features

PiecewiseFlatForward Member List This is the complete list of members for PiecewiseFlatForward, including all inherited members. calculate() const LazyObject [protected, virtual] calculated_ (defined in LazyObject) LazyObject [mutable, protected] compoundForward(const Date &, int, bool extrapolate=false) const TermStructure compoundForward(Time, int, bool extrapolate=false) const TermStructure compoundForwardImpl(Time t, int compFreq, bool extrapolate) const PiecewiseFlatForward [protected, virtual] dates() const (defined in PiecewiseFlatForward) PiecewiseFlatForward dayCounter() const PiecewiseFlatForward [virtual] discount(const Date &, bool extrapolate=false) const TermStructure discount(Time, bool extrapolate=false) const TermStructure discountImpl(Time, bool extrapolate=false) const PiecewiseFlatForward [protected, virtual] FFObjFunction (defined in PiecewiseFlatForward) PiecewiseFlatForward [friend] forward(const Date &, const Date &, bool extrapolate=false) const TermStructure forward(Time, Time, bool extrapolate=false) const TermStructure forwardImpl(Time, bool extrapolate=false) const PiecewiseFlatForward [protected, virtual] freeze() LazyObject frozen_ (defined in LazyObject) LazyObject [mutable, protected] instantaneousForward(const Date &, bool extrapolate=false) const TermStructure instantaneousForward(Time, bool extrapolate=false) const TermStructure LazyObject() (defined in LazyObject) LazyObject maxDate() const PiecewiseFlatForward [virtual] maxTime() const PiecewiseFlatForward [virtual] notifyObservers() Observable Observer() (defined in Observer) Observer Observer(const Observer &) (defined in Observer) Observer operator=(const Observer &) (defined in Observer) Observer PiecewiseFlatForward(const Date &todaysDate, const Date &referenceDate, const std::vector< Handle< RateHelper > > &instruments, const DayCounter &dayCounter, double accuracy=1.0e-12) (defined in PiecewiseFlatForward) PiecewiseFlatForward PiecewiseFlatForward(const Date &todaysDate, const std::vector< Date > &dates, const std::vector< Rate > &forwards, const DayCounter &dayCounter) PiecewiseFlatForward recalculate() LazyObject referenceDate() const PiecewiseFlatForward [virtual] registerWith(const Handle< T > &h) (defined in Observer) Observer times() const (defined in PiecewiseFlatForward) PiecewiseFlatForward todaysDate() const PiecewiseFlatForward [virtual] unfreeze() LazyObject unregisterWith(const Handle< T > &h) (defined in Observer) Observer update() LazyObject [virtual] zeroCoupon(const Date &, int, bool extrapolate=false) const TermStructure zeroCoupon(Time, int, bool extrapolate=false) const TermStructure zeroYield(const Date &, bool extrapolate=false) const TermStructure zeroYield(Time, bool extrapolate=false) const TermStructure zeroYieldImpl(Time, bool extrapolate=false) const PiecewiseFlatForward [protected, virtual] ~LazyObject() (defined in LazyObject) LazyObject [virtual] ~Observable() (defined in Observable) Observable [virtual] ~Observer() (defined in Observer) Observer [virtual] ~TermStructure() (defined in TermStructure) TermStructure [virtual]

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