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  • Committer: Package Import Robot
  • Author(s): Dirk Eddelbuettel
  • Date: 2012-03-31 10:10:45 UTC
  • mfrom: (1.2.14)
  • Revision ID: package-import@ubuntu.com-20120331101045-60ilq20a9um9bzx3
Tags: 1.2-1
* New upstream release

* As before, re-packaged upstream file QuantLib-docs-1.2.html.tar.gz 
  as described in the copyright file included with the Debian package.

* debian/control: Updated Standards-Version: to current version 

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html/class_quant_lib_1_1_euribor_swap_isda_fix_b-members.html
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<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
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<title>QuantLib: Member List</title>
 
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<title>Member List</title>
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<link rel="stylesheet" href="quantlib.css" type="text/css">
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<link rel="stylesheet" href="print.css" type="text/css" media="print">
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<div id="menu">
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<h3 class="navbartitle">Version 1.1</h3>
 
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<h3 class="navbartitle">Version 1.2</h3>
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  <div id="nav-path" class="navpath">
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    <ul>
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      <li class="navelem"><b>QuantLib</b>      </li>
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      <li class="navelem"><a class="el" href="class_quant_lib_1_1_euribor_swap_isda_fix_b.html">EuriborSwapIsdaFixB</a>      </li>
 
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<div class="header">
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<h1>EuriborSwapIsdaFixB Member List</h1>  </div>
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</div>
 
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<div class="title">EuriborSwapIsdaFixB Member List</div>  </div>
 
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</div><!--header-->
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<div class="contents">
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This is the complete list of members for <a class="el" href="class_quant_lib_1_1_euribor_swap_isda_fix_b.html">EuriborSwapIsdaFixB</a>, including all inherited members.<table>
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  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_index.html#a7a90b939ae6213878841b3a7d08776bd">addFixing</a>(const Date &amp;fixingDate, Real fixing, bool forceOverwrite=false)</td><td><a class="el" href="class_quant_lib_1_1_index.html">Index</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#a7508199daa86b2f60ad153454b944558">addFixings</a>(const TimeSeries&lt; Real &gt; &amp;t, bool forceOverwrite=false)</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#a159ac96c9db8c1414e15bf18f08b18be">addFixings</a>(DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false)</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#ac5a81c6efaef1986836098611234389a">addFixings</a>(DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false)</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#a45034f65c461ffc15eb4679b02dde6c1">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 class="memlist"><td><a class="el" href="class_quant_lib_1_1_swap_index.html#a73ace5db73159bfcf0e4e8ee9f4e0ef6">clone</a>(const Handle&lt; YieldTermStructure &gt; &amp;forwarding) const </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>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>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 class="memlist"><td><a class="el" href="class_quant_lib_1_1_interest_rate_index.html#a1c776ca10de744b29a4d051102003eb9">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_interest_rate_index.html#abd47d61ed23fb73440b0c02534236330">fixingCalendar</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 bgcolor="#f0f0f0"><td><b>fixingCalendar_</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>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> [protected, virtual]</code></td></tr>
 
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  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swap_index.html#a31402c8dcd6c83166c07900d7f440bca">forecastFixing</a>(const Date &amp;fixingDate) const </td><td><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td><td><code> [protected, virtual]</code></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>forwardingTermStructure</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>() 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, 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_interest_rate_index.html#aa279f27f1bb152aa71ff980f0bae2727">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>lastFixingDate_</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> [mutable, protected]</code></td></tr>
 
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  <tr bgcolor="#f0f0f0"><td><b>lastSwap_</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> [mutable, protected]</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_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#a37627d5d5bba7f4a8690c71c2ab3cb07">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#a397546715bfc5aedd1d16dd202a19d4c">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>Observer</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 class="memlist"><td><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">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>pastFixing</b>(const Date &amp;fixingDate) 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>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 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>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, const Handle&lt; YieldTermStructure &gt; &amp;discountingTermStructure) (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>~Index</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> [virtual]</code></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><code> [virtual]</code></td></tr>
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  <tr bgcolor="#f0f0f0"><td><b>~Observer</b>() (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><code> [virtual]</code></td></tr>
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</table></div>
 
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</table></div><!-- contents -->
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Documentation generated by
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<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
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