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

InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > Member List
This is the complete list of members for InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >, including all inherited members.

allowsExtrapolation() const | Extrapolator |
baseDate() const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | `[virtual]`
baseLevel() const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | `[virtual]`
baseLevel_ (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | `[mutable, protected]`
businessDayConvention() const | VolatilityTermStructure | `[virtual]`
calendar() const | TermStructure | `[virtual]`
calendar_ (defined in TermStructure) | TermStructure | `[protected]`
checkRange(const Date &, Rate strike, bool extrapolate) const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | `[protected, virtual]`
checkRange(Time, Rate strike, bool extrapolate) const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | `[protected, virtual]`
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]`
data() const (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[virtual]`
data_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[mutable, protected]`
dates() const (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[virtual]`
dates_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[mutable, protected]`
dayCounter() const | TermStructure | `[virtual]`
disableExtrapolation(bool b=true) | Extrapolator |
enableExtrapolation(bool b=true) | Extrapolator |
Extrapolator() (defined in Extrapolator) | Extrapolator |
frequency() const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | `[virtual]`
frequency_ (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | `[protected]`
indexIsInterpolated() const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | `[virtual]`
indexIsInterpolated_ (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | `[protected]`
InterpolatedYoYOptionletVolatilityCurve(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &lag, Frequency frequency, bool indexIsInterpolated, const std::vector< Date > &d, const std::vector< Volatility > &v, Rate minStrike, Rate maxStrike, const Interpolator1D &interpolator=Interpolator1D()) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > |
InterpolatedYoYOptionletVolatilityCurve(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate minStrike, Rate maxStrike, Volatility baseYoYVolatility, const Interpolator1D &interpolator=Interpolator1D()) (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[protected]`
interpolation_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[mutable, protected]`
interpolator_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[protected]`
maxDate() const | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[virtual]`
maxStrike() const | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[virtual]`
maxStrike_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[protected]`
maxTime() const | TermStructure | `[virtual]`
minStrike() const | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[virtual]`
minStrike_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[protected]`
moving_ (defined in TermStructure) | TermStructure | `[protected]`
nodes() const (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[virtual]`
nodes_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[protected]`
notifyObservers() | Observable |
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
observationLag() const | YoYOptionletVolatilitySurface | `[virtual]`
observationLag_ (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | `[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 |
setBaseLevel(Volatility v) (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | `[protected, virtual]`
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 |
timeFromBase(const Date &date, const Period &obsLag=Period(-1, Days)) const | YoYOptionletVolatilitySurface | `[virtual]`
timeFromReference(const Date &date) const | TermStructure |
times() const (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[virtual]`
times_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[mutable, protected]`
totalVariance(const Date &exerciseDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | YoYOptionletVolatilitySurface | `[virtual]`
totalVariance(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | YoYOptionletVolatilitySurface | `[virtual]`
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | TermStructure | `[virtual]`
updated_ (defined in TermStructure) | TermStructure | `[mutable, protected]`
volatility(const Date &maturityDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | YoYOptionletVolatilitySurface |
volatility(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | YoYOptionletVolatilitySurface |
volatilityImpl(Time length, Rate strike) const | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[protected, virtual]`
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 |
YoYOptionletVolatilitySurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated) (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface |
~Extrapolator() (defined in Extrapolator) | Extrapolator | `[virtual]`
~InterpolatedYoYOptionletVolatilityCurve() (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`
~TermStructure() (defined in TermStructure) | TermStructure | `[virtual]`
~YoYOptionletVolatilitySurface() (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | `[virtual]`