QuantLib: Member List

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

ConstantCPIVolatility Member List

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

allowsExtrapolation() const | Extrapolator |
baseDate() const (defined in CPIVolatilitySurface) | CPIVolatilitySurface | virtual
baseLevel() const (defined in CPIVolatilitySurface) | CPIVolatilitySurface | virtual
baseLevel_ (defined in CPIVolatilitySurface) | CPIVolatilitySurface | mutableprotected
businessDayConvention() const | VolatilityTermStructure | virtual
calendar() const | TermStructure | virtual
calendar_ (defined in TermStructure) | TermStructure | protected
checkRange(const Date &, Rate strike, bool extrapolate) const (defined in CPIVolatilitySurface) | CPIVolatilitySurface | protectedvirtual
checkRange(Time, Rate strike, bool extrapolate) const (defined in CPIVolatilitySurface) | CPIVolatilitySurface | protectedvirtual
QuantLib::VolatilityTermStructure::checkRange(const Date &d, bool extrapolate) const | TermStructure | protected
QuantLib::VolatilityTermStructure::checkRange(Time t, bool extrapolate) const | TermStructure | protected
checkStrike(Rate strike, bool extrapolate) const | VolatilityTermStructure | protected
ConstantCPIVolatility(const Volatility v, Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated) | ConstantCPIVolatility |
CPIVolatilitySurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated) | CPIVolatilitySurface |
dayCounter() const | TermStructure | virtual
deepUpdate() | Observer | virtual
disableExtrapolation(bool b=true) | Extrapolator |
enableExtrapolation(bool b=true) | Extrapolator |
Extrapolator() (defined in Extrapolator) | Extrapolator |
frequency() const (defined in CPIVolatilitySurface) | CPIVolatilitySurface | virtual
frequency_ (defined in CPIVolatilitySurface) | CPIVolatilitySurface | protected
indexIsInterpolated() const (defined in CPIVolatilitySurface) | CPIVolatilitySurface | virtual
indexIsInterpolated_ (defined in CPIVolatilitySurface) | CPIVolatilitySurface | protected
iterator typedef (defined in Observer) | Observer |
maxDate() const | ConstantCPIVolatility | virtual
maxStrike() const | ConstantCPIVolatility | virtual
maxTime() const | TermStructure | virtual
minStrike() const | ConstantCPIVolatility | virtual
moving_ (defined in TermStructure) | TermStructure | protected
notifyObservers() | Observable |
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
observationLag() const | CPIVolatilitySurface | virtual
observationLag_ (defined in CPIVolatilitySurface) | CPIVolatilitySurface | protected
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
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 |
timeFromBase(const Date &date, const Period &obsLag=Period(-1, Days)) const | CPIVolatilitySurface | virtual
timeFromReference(const Date &date) const | TermStructure |
totalVariance(const Date &exerciseDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | CPIVolatilitySurface | virtual
totalVariance(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | CPIVolatilitySurface | virtual
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 Date &maturityDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | CPIVolatilitySurface |
volatility(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | CPIVolatilitySurface |
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 |
~Extrapolator() (defined in Extrapolator) | Extrapolator | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~TermStructure() (defined in TermStructure) | TermStructure | virtual