QuantLib: Member List

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

CallableBondConstantVolatility Member List

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

allowsExtrapolation() const | Extrapolator |
blackVariance(Time optionTime, Time bondLength, Rate strike, bool extrapolate=false) const | CallableBondVolatilityStructure |
blackVariance(const Date &optionDate, const Period &bondTenor, Rate strike, bool extrapolate=false) const | CallableBondVolatilityStructure |
blackVariance(const Period &optionTenor, const Period &bondTenor, Rate strike, bool extrapolate=false) const | CallableBondVolatilityStructure |
businessDayConvention() const | CallableBondVolatilityStructure | virtual
calendar() const | TermStructure | virtual
calendar_ (defined in TermStructure) | TermStructure | protected
CallableBondConstantVolatility(const Date &referenceDate, Volatility volatility, const DayCounter &dayCounter) (defined in CallableBondConstantVolatility) | CallableBondConstantVolatility |
CallableBondConstantVolatility(const Date &referenceDate, const Handle< Quote > &volatility, const DayCounter &dayCounter) (defined in CallableBondConstantVolatility) | CallableBondConstantVolatility |
CallableBondConstantVolatility(Natural settlementDays, const Calendar &, Volatility volatility, const DayCounter &dayCounter) (defined in CallableBondConstantVolatility) | CallableBondConstantVolatility |
CallableBondConstantVolatility(Natural settlementDays, const Calendar &, const Handle< Quote > &volatility, const DayCounter &dayCounter) (defined in CallableBondConstantVolatility) | CallableBondConstantVolatility |
CallableBondVolatilityStructure(const DayCounter &dc=DayCounter(), BusinessDayConvention bdc=Following) | CallableBondVolatilityStructure |
CallableBondVolatilityStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter(), BusinessDayConvention bdc=Following) | CallableBondVolatilityStructure |
CallableBondVolatilityStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter(), BusinessDayConvention bdc=Following) | CallableBondVolatilityStructure |
checkRange(Time, Time, Rate strike, bool extrapolate) const (defined in CallableBondVolatilityStructure) | CallableBondVolatilityStructure | protected
checkRange(const Date &optionDate, const Period &bondTenor, Rate strike, bool extrapolate) const (defined in CallableBondVolatilityStructure) | CallableBondVolatilityStructure | protected
QuantLib::TermStructure::checkRange(const Date &d, bool extrapolate) const | TermStructure | protected
QuantLib::TermStructure::checkRange(Time t, bool extrapolate) const | TermStructure | protected
convertDates(const Date &optionDate, const Period &bondTenor) const | CallableBondVolatilityStructure | virtual
dayCounter() const | CallableBondConstantVolatility | 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 |
maxBondLength() const | CallableBondConstantVolatility | virtual
maxBondTenor() const | CallableBondConstantVolatility | virtual
maxDate() const | CallableBondConstantVolatility | virtual
maxStrike() const | CallableBondConstantVolatility | virtual
maxTime() const | TermStructure | virtual
minStrike() const | CallableBondConstantVolatility | 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 &optionTenor) const | CallableBondVolatilityStructure |
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 Date &optionDate, const Period &bondTenor) const (defined in CallableBondVolatilityStructure) | CallableBondVolatilityStructure | virtual
smileSection(const Period &optionTenor, const Period &bondTenor) const (defined in CallableBondVolatilityStructure) | CallableBondVolatilityStructure |
smileSectionImpl(Time optionTime, Time bondLength) const | CallableBondConstantVolatility | protectedvirtual
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(Time optionTime, Time bondLength, Rate strike, bool extrapolate=false) const | CallableBondVolatilityStructure |
volatility(const Date &optionDate, const Period &bondTenor, Rate strike, bool extrapolate=false) const | CallableBondVolatilityStructure |
volatility(const Period &optionTenor, const Period &bondTenor, Rate strike, bool extrapolate=false) const | CallableBondVolatilityStructure |
volatilityImpl(Time, Time, Rate) const | CallableBondConstantVolatility | protectedvirtual
volatilityImpl(const Date &, const Period &, Rate) const (defined in CallableBondConstantVolatility) | CallableBondConstantVolatility | protectedvirtual
~CallableBondVolatilityStructure() (defined in CallableBondVolatilityStructure) | CallableBondVolatilityStructure | 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