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

AffineTermStructure Member List This is the complete list of members for AffineTermStructure, including all inherited members. AffineTermStructure(const Date &todaysDate, const Date &referenceDate, const Handle< AffineModel > &model, const DayCounter &dayCounter) AffineTermStructure AffineTermStructure(const Date &todaysDate, const Date &referenceDate, const Handle< AffineModel > &model, const std::vector< Handle< RateHelper > > &, const Handle< OptimizationMethod > &method, const DayCounter &dayCounter) AffineTermStructure compoundForward(const Date &, int, bool extrapolate=false) const TermStructure compoundForward(Time, int, bool extrapolate=false) const TermStructure compoundForwardImpl(Time, int, bool extrapolate=false) const DiscountStructure [protected, virtual] dayCounter() const AffineTermStructure [virtual] discount(const Date &, bool extrapolate=false) const TermStructure discount(Time, bool extrapolate=false) const TermStructure discountImpl(Time, bool extrapolate=false) const AffineTermStructure [protected, virtual] forward(const Date &, const Date &, bool extrapolate=false) const TermStructure forward(Time, Time, bool extrapolate=false) const TermStructure forwardImpl(Time, bool extrapolate=false) const DiscountStructure [protected, virtual] instantaneousForward(const Date &, bool extrapolate=false) const TermStructure instantaneousForward(Time, bool extrapolate=false) const TermStructure maxDate() const AffineTermStructure [virtual] maxTime() const TermStructure [virtual] notifyObservers() Observable Observer() (defined in Observer) Observer Observer(const Observer &) (defined in Observer) Observer operator=(const Observer &) (defined in Observer) Observer referenceDate() const AffineTermStructure [virtual] registerWith(const Handle< T > &h) (defined in Observer) Observer todaysDate() const AffineTermStructure [virtual] unregisterWith(const Handle< T > &h) (defined in Observer) Observer update() AffineTermStructure [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 DiscountStructure [protected, virtual] ~DiscountStructure() (defined in DiscountStructure) DiscountStructure [virtual] ~Observable() (defined in Observable) Observable [virtual] ~Observer() (defined in Observer) Observer [virtual] ~TermStructure() (defined in TermStructure) TermStructure [virtual]

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