Searched refs:CompositeZeroYieldStructure (Results 1 – 2 of 2) sorted by relevance
34 class CompositeZeroYieldStructure : public ZeroYieldStructure { class36 CompositeZeroYieldStructure(const Handle<YieldTermStructure>& h1,69 inline CompositeZeroYieldStructure<BinaryFunction>::CompositeZeroYieldStructure( in CompositeZeroYieldStructure() function in QuantLib::CompositeZeroYieldStructure84 inline DayCounter CompositeZeroYieldStructure<BinaryFunction>::dayCounter() const { in dayCounter()89 inline Calendar CompositeZeroYieldStructure<BinaryFunction>::calendar() const { in calendar()94 inline Natural CompositeZeroYieldStructure<BinaryFunction>::settlementDays() const { in settlementDays()99 inline const Date& CompositeZeroYieldStructure<BinaryFunction>::referenceDate() const { in referenceDate()104 inline Date CompositeZeroYieldStructure<BinaryFunction>::maxDate() const { in maxDate()109 inline Time CompositeZeroYieldStructure<BinaryFunction>::maxTime() const { in maxTime()114 inline void CompositeZeroYieldStructure<BinaryFunction>::update() { in update()[all …]
448 …new CompositeZeroYieldStructure<binary_f>(Handle<YieldTermStructure>(termStructure1), Handle<Yield… in testCompositeZeroYieldStructures()