QuantLib: Member List

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

SmileSection Member List

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

atmLevel() const =0 (defined in SmileSection) | SmileSection | pure virtual
dayCounter() const (defined in SmileSection) | SmileSection | virtual
deepUpdate() | Observer | virtual
density(Rate strike, Real discount=1.0, Real gap=1.0E-4) const (defined in SmileSection) | SmileSection | virtual
digitalOptionPrice(Rate strike, Option::Type type=Option::Call, Real discount=1.0, Real gap=1.0e-5) const (defined in SmileSection) | SmileSection | virtual
exerciseDate() const (defined in SmileSection) | SmileSection | virtual
exerciseTime() const (defined in SmileSection) | SmileSection | virtual
initializeExerciseTime() const (defined in SmileSection) | SmileSection | protectedvirtual
iterator typedef (defined in Observer) | Observer |
maxStrike() const =0 (defined in SmileSection) | SmileSection | pure virtual
minStrike() const =0 (defined in SmileSection) | SmileSection | pure virtual
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 |
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
optionPrice(Rate strike, Option::Type type=Option::Call, Real discount=1.0) const (defined in SmileSection) | SmileSection | virtual
referenceDate() const (defined in SmileSection) | SmileSection | 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 |
shift() const (defined in SmileSection) | SmileSection | virtual
SmileSection(const Date &d, const DayCounter &dc=DayCounter(), const Date &referenceDate=Date(), const VolatilityType type=ShiftedLognormal, const Rate shift=0.0) (defined in SmileSection) | SmileSection |
SmileSection(Time exerciseTime, const DayCounter &dc=DayCounter(), const VolatilityType type=ShiftedLognormal, const Rate shift=0.0) (defined in SmileSection) | SmileSection |
SmileSection() (defined in SmileSection) | SmileSection |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | SmileSection | virtual
variance(Rate strike) const (defined in SmileSection) | SmileSection |
varianceImpl(Rate strike) const (defined in SmileSection) | SmileSection | protectedvirtual
vega(Rate strike, Real discount=1.0) const (defined in SmileSection) | SmileSection | virtual
volatility(Rate strike) const (defined in SmileSection) | SmileSection |
volatility(Rate strike, VolatilityType type, Real shift=0.0) const (defined in SmileSection) | SmileSection |
volatilityImpl(Rate strike) const =0 (defined in SmileSection) | SmileSection | protectedpure virtual
volatilityType() const (defined in SmileSection) | SmileSection | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~SmileSection() (defined in SmileSection) | SmileSection | virtual