Public Member Functions | List of all members
QuantLibAddin::PiecewiseYieldCurve Class Reference

#include <qlo/piecewiseyieldcurve.hpp>

Inheritance diagram for QuantLibAddin::PiecewiseYieldCurve:
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Public Member Functions

 PiecewiseYieldCurve (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Natural nDays, const QuantLib::Calendar &calendar, const std::vector< boost::shared_ptr< QuantLib::RateHelper > > &qlrhs, const QuantLib::DayCounter &dayCounter, const std::vector< QuantLib::Handle< QuantLib::Quote > > &jumps, const std::vector< QuantLib::Date > &jumpDates, QuantLib::Real accuracy, const std::string &traitsID, const std::string &interpolatorID, const QuantLib::MixedInterpolation::Behavior behavior, const QuantLib::Size n, bool permanent)
 
 PiecewiseYieldCurve (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Natural nDays, const QuantLib::Calendar &calendar, const std::vector< boost::shared_ptr< QuantLib::RateHelper > > &qlrhs, const QuantLib::DayCounter &dayCounter, const std::vector< QuantLib::Handle< QuantLib::Quote > > &jumps, const std::vector< QuantLib::Date > &jumpDates, QuantLib::Real accuracy, const std::string &traitsID, const std::string &interpolatorID, bool permanent)
 
const std::vector< QuantLib::Time > & times () const
 
const std::vector< QuantLib::Date > & dates () const
 
const std::vector< QuantLib::Real > & data () const
 
InterpolatedYieldCurvePair interpolatedYieldCurvePair () const
 
const std::vector< QuantLib::Time > & jumpTimes () const
 
const std::vector< QuantLib::Date > & jumpDates () const
 

Constructor & Destructor Documentation

◆ PiecewiseYieldCurve() [1/2]

QuantLibAddin::PiecewiseYieldCurve::PiecewiseYieldCurve ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
QuantLib::Natural  nDays,
const QuantLib::Calendar &  calendar,
const std::vector< boost::shared_ptr< QuantLib::RateHelper > > &  qlrhs,
const QuantLib::DayCounter &  dayCounter,
const std::vector< QuantLib::Handle< QuantLib::Quote > > &  jumps,
const std::vector< QuantLib::Date > &  jumpDates,
QuantLib::Real  accuracy,
const std::string &  traitsID,
const std::string &  interpolatorID,
const QuantLib::MixedInterpolation::Behavior  behavior,
const QuantLib::Size  n,
bool  permanent 
)

◆ PiecewiseYieldCurve() [2/2]

QuantLibAddin::PiecewiseYieldCurve::PiecewiseYieldCurve ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
QuantLib::Natural  nDays,
const QuantLib::Calendar &  calendar,
const std::vector< boost::shared_ptr< QuantLib::RateHelper > > &  qlrhs,
const QuantLib::DayCounter &  dayCounter,
const std::vector< QuantLib::Handle< QuantLib::Quote > > &  jumps,
const std::vector< QuantLib::Date > &  jumpDates,
QuantLib::Real  accuracy,
const std::string &  traitsID,
const std::string &  interpolatorID,
bool  permanent 
)

Member Function Documentation

◆ data()

const std::vector<QuantLib::Real>& QuantLibAddin::PiecewiseYieldCurve::data ( ) const

◆ dates()

const std::vector<QuantLib::Date>& QuantLibAddin::PiecewiseYieldCurve::dates ( ) const

◆ interpolatedYieldCurvePair()

InterpolatedYieldCurvePair QuantLibAddin::PiecewiseYieldCurve::interpolatedYieldCurvePair ( ) const
inline

◆ jumpDates()

const std::vector<QuantLib::Date>& QuantLibAddin::PiecewiseYieldCurve::jumpDates ( ) const

◆ jumpTimes()

const std::vector<QuantLib::Time>& QuantLibAddin::PiecewiseYieldCurve::jumpTimes ( ) const

◆ times()

const std::vector<QuantLib::Time>& QuantLibAddin::PiecewiseYieldCurve::times ( ) const
The documentation for this class was generated from the following file: