| _combined | creditCurve | [protected] |
| _currency | creditCurve | [private] |
| _defaultProbability | creditCurve | [mutable, private] |
| _frequency | creditCurve | [private] |
| _recoveryRate | creditCurve | [private] |
| _spreads | creditCurve | [private] |
| _survivalProbability | creditCurve | [mutable, private] |
| _swapFees | creditCurve | [mutable, private] |
| _underlying | creditCurve | [protected] |
| assignFlatRate(Real r=0.0) | yieldCurve | |
| assignFlatSpread(Real r) | creditCurve | |
| assignZCBrateAtIndex(Real rate, Natural i) | yieldCurve | |
| combineUnderlyingAndSpreads(yieldCurve &underlying, yieldCurve &spreadcurve) | creditCurve | |
| copyObj(const creditCurve &rhs) | creditCurve | [private] |
| createSpreadCurve(yieldCurve &underlying, valarray< CreditSpreadPoint > &spreads) | creditCurve | |
| creditCurve(void) | creditCurve | |
| creditCurve(valarray< yieldPoint > &yp, valarray< CreditSpreadPoint > &cp, char *name=CC_DEFAULT_NAME, Real recoveryRate=CC_DEFAULT_RECOVERY_RATE, Currency currency=CC_DEFAULT_CURRENCY, Frequency frequency=CC_DEFAULT_FREQUENCY) | creditCurve | |
| creditCurve(yieldCurve &yc, valarray< CreditSpreadPoint > &cp, char *name=CC_DEFAULT_NAME, Real recoveryRate=CC_DEFAULT_RECOVERY_RATE, Currency currency=CC_DEFAULT_CURRENCY, Frequency frequency=CC_DEFAULT_FREQUENCY) | creditCurve | |
| creditCurve(Real flatRate, Real flatSpread, char *name=CC_DEFAULT_NAME, Real recoveryRate=CC_DEFAULT_RECOVERY_RATE, Currency currency=CC_DEFAULT_CURRENCY, Frequency frequency=CC_DEFAULT_FREQUENCY) | creditCurve | |
| creditCurve(yieldCurve &yc, Real flatSpread, char *name=CC_DEFAULT_NAME, Real recoveryRate=CC_DEFAULT_RECOVERY_RATE, Currency currency=CC_DEFAULT_CURRENCY, Frequency frequency=CC_DEFAULT_FREQUENCY) | creditCurve | |
| creditCurve(const creditCurve &rhs) | creditCurve | |
| creditSpread(Real maturity) const | creditCurve | [inline, virtual] |
| creditSpread(Date maturityDate) const | creditCurve | [inline, virtual] |
| cumulativeDefaultProbability(Real maturity) const | creditCurve | [virtual] |
| defaultProbability(Real maturity) const | creditCurve | [virtual] |
| discountFactor(Real maturity, interestComposition composition=Continuous) | creditCurve | [inline, virtual] |
| discountFactor(Date maturityDate, interestComposition composition=Continuous) | creditCurve | [inline, virtual] |
| forwardDiscountFactor(Real forwardstart, Real lengthofcontractafterstart, interestComposition composition=Continuous) | yieldCurve | [virtual] |
| forwardRate(Real forwardStart, Real effectiveLengthOfTheContractAfterStart, interestComposition composition=Continuous) | creditCurve | [inline, virtual] |
| forwardRate(Date forwardStart, Date forwardEnd, interestComposition composition=Continuous) | creditCurve | [inline, virtual] |
| forwardZCBCurve(Real forwardStart) | yieldCurve | [virtual] |
| getCombined(void) const | creditCurve | [inline, protected] |
| getCurrency(void) const | creditCurve | [inline] |
| getDefaultProbability(void) const | creditCurve | [inline, protected] |
| getFrequency(void) const | creditCurve | [inline] |
| getMaturitiesInTheMarketCurve() const | yieldCurve | [virtual] |
| getMaturitiesInTheZCBCurve() const | creditCurve | [inline, virtual] |
| getName() | creditCurve | [inline, virtual] |
| getRecoveryRate(void) const | creditCurve | [inline] |
| getSpreads(void) const | creditCurve | [inline, protected] |
| getSurvivalProbability(void) const | creditCurve | [inline, protected] |
| getSwapFees(void) const | creditCurve | [inline, protected] |
| getUnderlying(void) const | creditCurve | [inline, protected] |
| hazardRate(Real maturity) const | creditCurve | [inline, virtual] |
| indexOfCurrentSpread(Real maturity) const | creditCurve | [virtual] |
| indexOfPreviousSpread(Real maturity) const | creditCurve | [virtual] |
| operator!=(const yieldCurve &yours) | yieldCurve | [virtual] |
| operator<<(ostream &os, const creditCurve &c) | creditCurve | [friend] |
| operator<<(ostream &os, const creditCurve *c) | creditCurve | [friend] |
| operator=(const creditCurve &rhs) | creditCurve | |
| operator==(const yieldCurve &yours) | yieldCurve | [virtual] |
| resampleSpread() | creditCurve | |
| riskyDiscountFactor(Real maturity, interestComposition composition=Continuous) | creditCurve | [virtual] |
| rotateZCBRateCurve(Real moveInShortestRate=defaultshiftfactorForShortRate, Real maturityOfRotation=7) | yieldCurve | |
| shiftZCBRateCurve(Real shift=defaultshiftfactorForShortRate) | yieldCurve | |
| spotRate(Real maturity) const | creditCurve | [inline, virtual] |
| spotRate(Date maturityDate) const | creditCurve | [inline, virtual] |
| survivalProbability(Real maturity) const | creditCurve | [virtual] |
| swapFees(Real maturity) const | creditCurve | [virtual] |
| timeOfCurrentSpread(Real maturity) const | creditCurve | [virtual] |
| timeOfPreviousSpread(Real maturity) const | creditCurve | [virtual] |
| yieldCurve(void) | yieldCurve | |
| yieldCurve(Real flatRate) | yieldCurve | |
| yieldCurve(valarray< yieldPoint > yieldPoints, char *name="unnamed") | yieldCurve | |
| ~creditCurve(void) | creditCurve | [virtual] |
| ~yieldCurve(void) | yieldCurve | |
