Member List

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

BlackAtmVolCurve Member List
This is the complete list of members for BlackAtmVolCurve, including all inherited members.

accept(AcyclicVisitor &) (defined in BlackAtmVolCurve) | BlackAtmVolCurve | `[virtual]`
allowsExtrapolation() const | Extrapolator |
atmVariance(const Period &optionTenor, bool extrapolate=false) const | BlackAtmVolCurve |
atmVariance(const Date &maturity, bool extrapolate=false) const | BlackAtmVolCurve |
atmVariance(Time maturity, bool extrapolate=false) const | BlackAtmVolCurve |
atmVarianceImpl(Time t) const =0 | BlackAtmVolCurve | `[protected, pure virtual]`
atmVol(const Period &optionTenor, bool extrapolate=false) const | BlackAtmVolCurve |
atmVol(const Date &maturity, bool extrapolate=false) const | BlackAtmVolCurve |
atmVol(Time maturity, bool extrapolate=false) const | BlackAtmVolCurve |
atmVolImpl(Time t) const =0 | BlackAtmVolCurve | `[protected, pure virtual]`
BlackAtmVolCurve(const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackAtmVolCurve |
BlackAtmVolCurve(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackAtmVolCurve |
BlackAtmVolCurve(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackAtmVolCurve |
BlackAtmVolCurve(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackAtmVolCurve |
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 | TermStructure | `[virtual]`
disableExtrapolation(bool b=true) | Extrapolator |
enableExtrapolation(bool b=true) | Extrapolator |
Extrapolator() (defined in Extrapolator) | Extrapolator |
maxDate() const =0 | TermStructure | `[pure virtual]`
maxStrike() const =0 | VolatilityTermStructure | `[pure virtual]`
maxTime() const | TermStructure | `[virtual]`
minStrike() const =0 | VolatilityTermStructure | `[pure 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 |
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() | TermStructure | `[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 |
~BlackAtmVolCurve() (defined in BlackAtmVolCurve) | BlackAtmVolCurve | `[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]`