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QuantLib::Extrapolator Class Reference

#include <extrapolation.hpp>

Inheritance diagram for QuantLib::Extrapolator:

QuantLib::BlackVolTermStructure QuantLib::CapletVolatilityStructure QuantLib::CapVolatilityStructure QuantLib::LocalVolTermStructure QuantLib::SwaptionVolatilityStructure QuantLib::YieldTermStructure QuantLib::BlackVarianceTermStructure QuantLib::BlackVolatilityTermStructure QuantLib::CapletConstantVolatility QuantLib::CapVolatilityVector QuantLib::LocalConstantVol QuantLib::LocalVolCurve QuantLib::LocalVolSurface QuantLib::SwaptionVolatilityMatrix QuantLib::InterpolatedDiscountCurve< QuantLib::LogLinear > QuantLib::AffineTermStructure QuantLib::FlatForward QuantLib::ForwardRateStructure QuantLib::ImpliedTermStructure QuantLib::InterpolatedDiscountCurve< Interpolator > QuantLib::ZeroYieldStructure

List of all members.


Detailed Description

base class for classes possibly allowing extrapolation

Definition at line 32 of file extrapolation.hpp.


Public Member Functions

inspectors
bool allowsExtrapolation () const
 tells whether extrapolation is enabled
modifiers
void disableExtrapolation ()
 disable extrapolation in subsequent calls
void enableExtrapolation ()
 enable extrapolation in subsequent calls

Private Attributes

bool extrapolate_

The documentation for this class was generated from the following file:

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