QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.20

CapHelper Member List

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

addTimesTo(std::list< Time > &times) const (defined in CapHelper) | CapHelper | virtual
alwaysForward_ (defined in LazyObject) | LazyObject | protected
alwaysForwardNotifications() | LazyObject |
BlackCalibrationHelper(const Handle< Quote > &volatility, CalibrationErrorType calibrationErrorType=RelativePriceError, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) (defined in BlackCalibrationHelper) | BlackCalibrationHelper |
BlackCalibrationHelper(const Handle< Quote > &volatility, const Handle< YieldTermStructure > &termStructure, CalibrationErrorType calibrationErrorType=RelativePriceError, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) | BlackCalibrationHelper |
blackPrice(Volatility volatility) const | CapHelper | virtual
calculate() const | LazyObject | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
calibrationError() | BlackCalibrationHelper | virtual
CalibrationErrorType enum name (defined in BlackCalibrationHelper) | BlackCalibrationHelper |
CapHelper(const Period &length, const Handle< Quote > &volatility, const ext::shared_ptr< IborIndex > &index, Frequency fixedLegFrequency, const DayCounter &fixedLegDayCounter, bool includeFirstSwaplet, const Handle< YieldTermStructure > &termStructure, BlackCalibrationHelper::CalibrationErrorType errorType=BlackCalibrationHelper::RelativePriceError, VolatilityType type=ShiftedLognormal, Real shift=0.0) (defined in CapHelper) | CapHelper |
deepUpdate() | Observer | virtual
engine_ (defined in BlackCalibrationHelper) | BlackCalibrationHelper | protected
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | protected
impliedVolatility(Real targetValue, Real accuracy, Size maxEvaluations, Volatility minVol, Volatility maxVol) const | BlackCalibrationHelper |
ImpliedVolError enum value (defined in BlackCalibrationHelper) | BlackCalibrationHelper |
iterator typedef (defined in Observer) | Observer |
LazyObject() (defined in LazyObject) | LazyObject |
marketValue() const | BlackCalibrationHelper |
marketValue_ (defined in BlackCalibrationHelper) | BlackCalibrationHelper | mutableprotected
modelValue() const | CapHelper | virtual
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 |
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
PriceError enum value (defined in BlackCalibrationHelper) | BlackCalibrationHelper |
recalculate() | LazyObject |
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer |
RelativePriceError enum value (defined in BlackCalibrationHelper) | BlackCalibrationHelper |
set_type typedef (defined in Observer) | Observer |
setPricingEngine(const ext::shared_ptr< PricingEngine > &engine) (defined in BlackCalibrationHelper) | BlackCalibrationHelper |
shift_ (defined in BlackCalibrationHelper) | BlackCalibrationHelper | protected
unfreeze() | LazyObject |
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | LazyObject | virtual
volatility() const | BlackCalibrationHelper |
volatility_ (defined in BlackCalibrationHelper) | BlackCalibrationHelper | protected
volatilityType() const | BlackCalibrationHelper |
volatilityType_ (defined in BlackCalibrationHelper) | BlackCalibrationHelper | protected
~CalibrationHelper() (defined in CalibrationHelper) | CalibrationHelper | virtual
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual