QuantLib: Member List

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

ExtendedBlackVarianceCurve Member List

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

accept(AcyclicVisitor &) (defined in ExtendedBlackVarianceCurve) | ExtendedBlackVarianceCurve | virtual
allowsExtrapolation() const | Extrapolator |
blackForwardVariance(const Date &date1, const Date &date2, Real strike, bool extrapolate=false) const | BlackVolTermStructure |
blackForwardVariance(Time time1, Time time2, Real strike, bool extrapolate=false) const | BlackVolTermStructure |
blackForwardVol(const Date &date1, const Date &date2, Real strike, bool extrapolate=false) const | BlackVolTermStructure |
blackForwardVol(Time time1, Time time2, Real strike, bool extrapolate=false) const | BlackVolTermStructure |
blackVariance(const Date &maturity, Real strike, bool extrapolate=false) const | BlackVolTermStructure |
blackVariance(Time maturity, Real strike, bool extrapolate=false) const | BlackVolTermStructure |
BlackVarianceTermStructure(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackVarianceTermStructure |
BlackVarianceTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackVarianceTermStructure |
BlackVarianceTermStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackVarianceTermStructure |
blackVol(const Date &maturity, Real strike, bool extrapolate=false) const | BlackVolTermStructure |
blackVol(Time maturity, Real strike, bool extrapolate=false) const | BlackVolTermStructure |
blackVolImpl(Time t, Real strike) const | BlackVarianceTermStructure | protectedvirtual
BlackVolTermStructure(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackVolTermStructure |
BlackVolTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackVolTermStructure |
BlackVolTermStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackVolTermStructure |
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 | ExtendedBlackVarianceCurve | virtual
deepUpdate() | Observer | virtual
disableExtrapolation(bool b=true) | Extrapolator |
enableExtrapolation(bool b=true) | Extrapolator |
ExtendedBlackVarianceCurve(const Date &referenceDate, const std::vector< Date > &dates, const std::vector< Handle< Quote > > &volatilities, const DayCounter &dayCounter, bool forceMonotoneVariance=true) (defined in ExtendedBlackVarianceCurve) | ExtendedBlackVarianceCurve |
Extrapolator() (defined in Extrapolator) | Extrapolator |
iterator typedef (defined in Observer) | Observer |
maxDate() const | ExtendedBlackVarianceCurve | virtual
maxStrike() const | ExtendedBlackVarianceCurve | virtual
maxTime() const | TermStructure | virtual
minStrike() const | ExtendedBlackVarianceCurve | 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 |
setInterpolation(const Interpolator &i=Interpolator()) (defined in ExtendedBlackVarianceCurve) | ExtendedBlackVarianceCurve |
settlementDays() const | TermStructure | 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() | ExtendedBlackVarianceCurve | 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 |
~BlackVolTermStructure() (defined in BlackVolTermStructure) | BlackVolTermStructure | 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