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  • Committer: Bazaar Package Importer
  • Author(s): Dirk Eddelbuettel
  • Date: 2007-05-31 21:07:47 UTC
  • mfrom: (1.2.6 upstream)
  • Revision ID: james.westby@ubuntu.com-20070531210747-hb7pvnapazkuc7es
Tags: 0.8.0-1
* New upstream release
* As before, re-packaged upstream file QuantLib-docs-0.8.0.html.tar.gz 
  as described in the copyright file included with the Debian package.

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html/class_quant_lib_1_1_eurlibor_swap_fix_i_f_r15_y-members.html
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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
 
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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
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<html>
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<meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
 
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<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
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<meta name="robots" content="none">
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<title>QuantLib: Member List</title>
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<link rel="stylesheet" href="quantlib.css" type="text/css">
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</div>
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<div id="menu">
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<h3 class="navbartitle">Version 0.4.0</h3>
 
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<h3 class="navbartitle">Version 0.8.0</h3>
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<hr>
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<li class="navlink"><a href="install.html">Installation</a></li>
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<li class="navlink"><a href="config.html">Configuration</a></li>
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<li class="navlink"><a href="usage.html">Usage</a></li>
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<li class="navlink"><a href="faq.html">Frequently asked questions</a></li>
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<li class="navlink"><a href="history.html">Version history</a></li>
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<li class="navlink"><a href="resources.html">Additional resources</a></li>
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<li class="navlink"><a href="group.html">The QuantLib group</a></li>
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<h1>EurliborSwapFixIFR15Y Member List</h1>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r15_y.html">EurliborSwapFixIFR15Y</a>, including all inherited members.<p><table>
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  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_index.html#d2204c9750ebae2fa5e47fdde6d0af3e">addFixing</a>(const Date &amp;fixingDate, Real fixing)</td><td><a class="el" href="class_quant_lib_1_1_index.html">Index</a></td><td></td></tr>
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  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_index.html#64dcfec8b37db0ff6eeabffa988cd3da">addFixings</a>(DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin)</td><td><a class="el" href="class_quant_lib_1_1_index.html">Index</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>calendar</b>() const (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>calendar_</b> (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [protected]</code></td></tr>
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  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_index.html#45034f65c461ffc15eb4679b02dde6c1">clearFixings</a>()</td><td><a class="el" href="class_quant_lib_1_1_index.html">Index</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>currency</b>() const (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>currency_</b> (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [protected]</code></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>familyName_</b> (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [protected]</code></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>fixedLegConvention</b>() const (defined in <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>fixedLegConvention_</b> (defined in <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td><code> [protected]</code></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>fixedLegFrequency</b>() const (defined in <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>fixedLegTenor</b>() const (defined in <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>fixedLegTenor_</b> (defined in <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td><code> [protected]</code></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>fixedRateSchedule</b>(const Date &amp;fixingDate) const (defined in <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td></td></tr>
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  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html#700a136096f8caff21a6244efa074658">fixing</a>(const Date &amp;fixingDate, bool forecastTodaysFixing=false) const</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [virtual]</code></td></tr>
 
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  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_index.html#50b393670cb5180b20b27beed91eb2bd">fixingCalendar</a>() const</td><td><a class="el" href="class_quant_lib_1_1_index.html">Index</a></td><td></td></tr>
 
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  <tr bgcolor="#f0f0f0"><td><b>fixingCalendar_</b> (defined in <a class="el" href="class_quant_lib_1_1_index.html">Index</a>)</td><td><a class="el" href="class_quant_lib_1_1_index.html">Index</a></td><td><code> [protected]</code></td></tr>
 
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  <tr bgcolor="#f0f0f0"><td><b>fixingDate</b>(const Date &amp;valueDate) const (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>fixingDays</b>() const (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>fixingDays_</b> (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [protected]</code></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>forecastFixing</b>(const Date &amp;fixingDate) const (defined in <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td><code> [virtual]</code></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>iborIndex</b>() const (defined in <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>iborIndex_</b> (defined in <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td><code> [protected]</code></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>InterestRateIndex</b>(const std::string &amp;familyName, const Period &amp;tenor, Integer settlementDays, const Currency &amp;currency, const Calendar &amp;calendar, const DayCounter &amp;dayCounter) (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td></td></tr>
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  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html#526581682e2dc610bc8337e62e87e001">isValidFixingDate</a>(const Date &amp;fixingDate) const</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [virtual]</code></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>maturityDate</b>(const Date &amp;valueDate) const (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [virtual]</code></td></tr>
 
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  <tr bgcolor="#f0f0f0"><td><b>InterestRateIndex</b>(const std::string &amp;familyName, const Period &amp;tenor, Natural settlementDays, const Currency &amp;currency, const Calendar &amp;fixingCalendar, const DayCounter &amp;dayCounter) (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td></td></tr>
 
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  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_index.html#526581682e2dc610bc8337e62e87e001">isValidFixingDate</a>(const Date &amp;fixingDate) const</td><td><a class="el" href="class_quant_lib_1_1_index.html">Index</a></td><td></td></tr>
 
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  <tr bgcolor="#f0f0f0"><td><b>maturityDate</b>(const Date &amp;valueDate) const (defined in <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td><code> [virtual]</code></td></tr>
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  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html#1d89c28bd42ba9a52da008bb69367171">name</a>() const</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [virtual]</code></td></tr>
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  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_observable.html#397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a>()</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
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  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_observable.html#522aacdd0f2408fe5e46527a6db999b4">QuantLib::operator=</a>(const Observable &amp;)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>operator=</b>(const Observer &amp;) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>registerWith</b>(const boost::shared_ptr&lt; Observable &gt; &amp;) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
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  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html#1b7cd5054896e3c2cc00633219cbc46c">settlementDays</a>() const</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>SwapIndex</b>(const std::string &amp;familyName, Integer years, Integer settlementDays, const Currency &amp;currency, const Calendar &amp;calendar, Frequency fixedLegFrequency, BusinessDayConvention fixedLegConvention, const DayCounter &amp;fixedLegDayCounter, const boost::shared_ptr&lt; IborIndex &gt; &amp;iborIndex) (defined in <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>SwapIndex</b>(const std::string &amp;familyName, const Period &amp;tenor, Integer settlementDays, Currency currency, const Calendar &amp;calendar, Frequency fixedLegFrequency, BusinessDayConvention fixedLegConvention, const DayCounter &amp;fixedLegDayCounter, const boost::shared_ptr&lt; IborIndex &gt; &amp;iborIndex) (defined in <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>SwapIndex</b>(const std::string &amp;familyName, const Period &amp;tenor, Integer settlementDays, Currency currency, const Calendar &amp;calendar, const Period &amp;fixedLegTenor, BusinessDayConvention fixedLegConvention, const DayCounter &amp;fixedLegDayCounter, const boost::shared_ptr&lt; IborIndex &gt; &amp;iborIndex) (defined in <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td></td></tr>
 
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  <tr bgcolor="#f0f0f0"><td><b>SwapIndex</b>(const std::string &amp;familyName, const Period &amp;tenor, Natural settlementDays, Currency currency, const Calendar &amp;calendar, const Period &amp;fixedLegTenor, BusinessDayConvention fixedLegConvention, const DayCounter &amp;fixedLegDayCounter, const boost::shared_ptr&lt; IborIndex &gt; &amp;iborIndex) (defined in <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>tenor</b>() const (defined in <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>tenor_</b> (defined in <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td><code> [protected]</code></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>termStructure</b>() const (defined in <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td><code> [virtual]</code></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>termStructureHandle</b>() const (defined in <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a>)</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td><code> [virtual]</code></td></tr>
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  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swap_index.html#c33929734ebcde40f111bbbfb3fd979e">underlyingSwap</a>(const Date &amp;fixingDate) const</td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>unregisterWith</b>(const boost::shared_ptr&lt; Observable &gt; &amp;) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
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  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html#c5c54df7ed3b930268c8d7752c101725">update</a>()</td><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td><td><code> [virtual]</code></td></tr>
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