QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.12

EquityFXVolSurface Member List

This is the complete list of members for EquityFXVolSurface, including all inherited members.

accept(AcyclicVisitor &) (defined in EquityFXVolSurface) | EquityFXVolSurface | virtual
allowsExtrapolation() const | Extrapolator |
atmForwardVariance(const Date &date1, const Date &date2, bool extrapolate=false) const | EquityFXVolSurface |
atmForwardVariance(Time time1, Time time2, bool extrapolate=false) const | EquityFXVolSurface |
atmForwardVol(const Date &date1, const Date &date2, bool extrapolate=false) const | EquityFXVolSurface |
atmForwardVol(Time time1, Time time2, bool extrapolate=false) const | EquityFXVolSurface |
atmVariance(const Period &optionTenor, bool extrapolate=false) const | BlackAtmVolCurve |
atmVariance(const Date &maturity, bool extrapolate=false) const | BlackAtmVolCurve |
atmVariance(Time maturity, bool extrapolate=false) const | BlackAtmVolCurve |
atmVarianceImpl(Time t) const | BlackVolSurface | protectedvirtual
atmVol(const Period &optionTenor, bool extrapolate=false) const | BlackAtmVolCurve |
atmVol(const Date &maturity, bool extrapolate=false) const | BlackAtmVolCurve |
atmVol(Time maturity, bool extrapolate=false) const | BlackAtmVolCurve |
atmVolImpl(Time t) const | BlackVolSurface | protectedvirtual
BlackAtmVolCurve(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackAtmVolCurve |
BlackAtmVolCurve(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackAtmVolCurve |
BlackAtmVolCurve(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackAtmVolCurve |
BlackVolSurface(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackVolSurface |
BlackVolSurface(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackVolSurface |
BlackVolSurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackVolSurface |
businessDayConvention() const | VolatilityTermStructure | virtual
calendar() const | TermStructure | virtual
calendar_ (defined in TermStructure) | TermStructure | protected
checkRange(const Date &d, bool extrapolate) const | TermStructure | protected
checkRange(Time t, bool extrapolate) const | TermStructure | protected
checkStrike(Rate strike, bool extrapolate) const | VolatilityTermStructure | protected
dayCounter() const | TermStructure | virtual
deepUpdate() | Observer | virtual
disableExtrapolation(bool b=true) | Extrapolator |
enableExtrapolation(bool b=true) | Extrapolator |
EquityFXVolSurface(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | EquityFXVolSurface |
EquityFXVolSurface(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | EquityFXVolSurface |
EquityFXVolSurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | EquityFXVolSurface |
Extrapolator() (defined in Extrapolator) | Extrapolator |
iterator typedef (defined in Observer) | Observer |
maxDate() const =0 | TermStructure | pure virtual
maxStrike() const =0 | VolatilityTermStructure | pure virtual
maxTime() const | TermStructure | virtual
minStrike() const =0 | VolatilityTermStructure | pure virtual
moving_ (defined in TermStructure) | TermStructure | protected
notifyObservers() | Observable |
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
operator=(const Observer &) (defined in Observer) | Observer |
QuantLib::Observable::operator=(const Observable &) | Observable |
optionDateFromTenor(const Period &) const | VolatilityTermStructure |
referenceDate() const | TermStructure | virtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
set_type typedef (defined in Observer) | Observer |
settlementDays() const | TermStructure | virtual
smileSection(const Period &, bool extrapolate) const | BlackVolSurface |
smileSection(const Date &, bool extrapolate) const | BlackVolSurface |
smileSection(Time, bool extrapolate) const | BlackVolSurface |
smileSectionImpl(Time) const =0 (defined in BlackVolSurface) | BlackVolSurface | protectedpure virtual
TermStructure(const DayCounter &dc=DayCounter()) | TermStructure | explicit
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter()) | TermStructure | explicit
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter()) | TermStructure |
timeFromReference(const Date &date) const | TermStructure |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | TermStructure | virtual
updated_ (defined in TermStructure) | TermStructure | mutableprotected
VolatilityTermStructure(BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | VolatilityTermStructure |
VolatilityTermStructure(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | VolatilityTermStructure |
VolatilityTermStructure(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | VolatilityTermStructure |
~BlackAtmVolCurve() (defined in BlackAtmVolCurve) | BlackAtmVolCurve | virtual
~Extrapolator() (defined in Extrapolator) | Extrapolator | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~TermStructure() (defined in TermStructure) | TermStructure | virtual