Member List

### A free/open-source library for quantitative finance

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(const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackVarianceTermStructure |
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 | `[protected, virtual]`
BlackVolTermStructure(const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackVolTermStructure |
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]`
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 |
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 |
setInterpolation(const Interpolator &i=Interpolator()) (defined in ExtendedBlackVarianceCurve) | ExtendedBlackVarianceCurve |
settlementDays() const | TermStructure | `[virtual]`
TermStructure(const DayCounter &dc=DayCounter()) | TermStructure |
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter()) | TermStructure |
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 |
update() | ExtendedBlackVarianceCurve | `[virtual]`
updated_ (defined in TermStructure) | TermStructure | `[mutable, protected]`
VolatilityTermStructure(const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | VolatilityTermStructure |
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]`