QuantLib: Member List

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

ConstantSwaptionVolatility Member List

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

allowsExtrapolation() const | Extrapolator |
blackVariance(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure |
blackVariance(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure |
blackVariance(Time optionTime, const Period &swapTenor, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure |
blackVariance(const Period &optionTenor, Time swapLength, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure |
blackVariance(const Date &optionDate, Time swapLength, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure |
blackVariance(Time optionTime, Time swapLength, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure |
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
checkSwapTenor(const Period &swapTenor, bool extrapolate) const (defined in SwaptionVolatilityStructure) | SwaptionVolatilityStructure | protected
checkSwapTenor(Time swapLength, bool extrapolate) const (defined in SwaptionVolatilityStructure) | SwaptionVolatilityStructure | protected
ConstantSwaptionVolatility(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) | ConstantSwaptionVolatility |
ConstantSwaptionVolatility(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) | ConstantSwaptionVolatility |
ConstantSwaptionVolatility(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) | ConstantSwaptionVolatility |
ConstantSwaptionVolatility(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) | ConstantSwaptionVolatility |
dayCounter() const | TermStructure | virtual
deepUpdate() | Observer | virtual
disableExtrapolation(bool b=true) | Extrapolator |
enableExtrapolation(bool b=true) | Extrapolator |
Extrapolator() (defined in Extrapolator) | Extrapolator |
iterator typedef (defined in Observer) | Observer |
maxDate() const | ConstantSwaptionVolatility | virtual
maxStrike() const | ConstantSwaptionVolatility | virtual
maxSwapLength() const | SwaptionVolatilityStructure |
maxSwapTenor() const | ConstantSwaptionVolatility | virtual
maxTime() const | TermStructure | virtual
minStrike() const | ConstantSwaptionVolatility | 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
shift(const Period &optionTenor, const Period &swapTenor, bool extrapolate=false) const | SwaptionVolatilityStructure |
shift(const Date &optionDate, const Period &swapTenor, bool extrapolate=false) const | SwaptionVolatilityStructure |
shift(Time optionTime, const Period &swapTenor, bool extrapolate=false) const | SwaptionVolatilityStructure |
shift(const Period &optionTenor, Time swapLength, bool extrapolate=false) const | SwaptionVolatilityStructure |
shift(const Date &optionDate, Time swapLength, bool extrapolate=false) const | SwaptionVolatilityStructure |
shift(Time optionTime, Time swapLength, bool extrapolate=false) const | SwaptionVolatilityStructure |
shiftImpl(Time optionTime, Time swapLength) const (defined in ConstantSwaptionVolatility) | ConstantSwaptionVolatility | protectedvirtual
shiftImpl(const Date &optionDate, const Period &swapTenor) const (defined in SwaptionVolatilityStructure) | SwaptionVolatilityStructure | protectedvirtual
smileSection(const Period &optionTenor, const Period &swapTenor, bool extr=false) const | SwaptionVolatilityStructure |
smileSection(const Date &optionDate, const Period &swapTenor, bool extr=false) const | SwaptionVolatilityStructure |
smileSection(Time optionTime, const Period &swapTenor, bool extr=false) const | SwaptionVolatilityStructure |
smileSection(const Period &optionTenor, Time swapLength, bool extr=false) const | SwaptionVolatilityStructure |
smileSection(const Date &optionDate, Time swapLength, bool extr=false) const | SwaptionVolatilityStructure |
smileSection(Time optionTime, Time swapLength, bool extr=false) const | SwaptionVolatilityStructure |
smileSectionImpl(const Date &, const Period &) const (defined in ConstantSwaptionVolatility) | ConstantSwaptionVolatility | protectedvirtual
smileSectionImpl(Time, Time) const (defined in ConstantSwaptionVolatility) | ConstantSwaptionVolatility | protectedvirtual
swapLength(const Period &swapTenor) const | SwaptionVolatilityStructure |
swapLength(const Date &start, const Date &end) const | SwaptionVolatilityStructure |
SwaptionVolatilityStructure(BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | SwaptionVolatilityStructure |
SwaptionVolatilityStructure(const Date &referenceDate, const Calendar &calendar, BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | SwaptionVolatilityStructure |
SwaptionVolatilityStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | SwaptionVolatilityStructure |
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
volatility(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure |
volatility(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure |
volatility(Time optionTime, const Period &swapTenor, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure |
volatility(const Period &optionTenor, Time swapLength, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure |
volatility(const Date &optionDate, Time swapLength, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure |
volatility(Time optionTime, Time swapLength, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure |
volatilityImpl(const Date &, const Period &, Rate) const (defined in ConstantSwaptionVolatility) | ConstantSwaptionVolatility | protectedvirtual
volatilityImpl(Time, Time, Rate) const (defined in ConstantSwaptionVolatility) | ConstantSwaptionVolatility | protectedvirtual
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 |
volatilityType() const | ConstantSwaptionVolatility | virtual
~Extrapolator() (defined in Extrapolator) | Extrapolator | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~SwaptionVolatilityStructure() (defined in SwaptionVolatilityStructure) | SwaptionVolatilityStructure | virtual
~TermStructure() (defined in TermStructure) | TermStructure | virtual