QuantLib: Member List

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

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 | 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 YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | protectedvirtual
checkRange(Time, Rate strike, bool extrapolate) const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | 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
data() const (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | virtual
data_ (defined in InterpolatedCurve< Interpolator1D >) | InterpolatedCurve< Interpolator1D > | mutableprotected
dates() const (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | virtual
dates_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | mutableprotected
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 YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | virtual
frequency_ (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | protected
indexIsInterpolated() const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | virtual
indexIsInterpolated_ (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | protected
InterpolatedCurve(const std::vector< Time > &times, const std::vector< Real > &data, const Interpolator1D &i=Interpolator1D()) (defined in InterpolatedCurve< Interpolator1D >) | InterpolatedCurve< Interpolator1D > | protected
InterpolatedCurve(const std::vector< Time > &times, const Interpolator1D &i=Interpolator1D()) (defined in InterpolatedCurve< Interpolator1D >) | InterpolatedCurve< Interpolator1D > | protected
InterpolatedCurve(Size n, const Interpolator1D &i=Interpolator1D()) (defined in InterpolatedCurve< Interpolator1D >) | InterpolatedCurve< Interpolator1D > | protected
InterpolatedCurve(const Interpolator1D &i=Interpolator1D()) (defined in InterpolatedCurve< Interpolator1D >) | InterpolatedCurve< Interpolator1D > | protected
InterpolatedCurve(const InterpolatedCurve &c) (defined in InterpolatedCurve< Interpolator1D >) | InterpolatedCurve< Interpolator1D > | 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 &i=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 &i=Interpolator1D()) (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | protected
interpolation_ (defined in InterpolatedCurve< Interpolator1D >) | InterpolatedCurve< Interpolator1D > | mutableprotected
interpolator_ (defined in InterpolatedCurve< Interpolator1D >) | InterpolatedCurve< Interpolator1D > | protected
iterator typedef (defined in Observer) | Observer |
maxDate() const | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | virtual
maxDate_ (defined in InterpolatedCurve< Interpolator1D >) | InterpolatedCurve< Interpolator1D > | protected
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 |
operator=(const InterpolatedCurve &c) (defined in InterpolatedCurve< Interpolator1D >) | InterpolatedCurve< Interpolator1D > | protected
optionDateFromTenor(const Period &) const | VolatilityTermStructure |
referenceDate() const | TermStructure | virtual
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer |
set_type typedef (defined in Observer) | Observer |
setBaseLevel(Volatility v) (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | protectedvirtual
settlementDays() const | TermStructure | virtual
setupInterpolation() (defined in InterpolatedCurve< Interpolator1D >) | InterpolatedCurve< Interpolator1D > | protected
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 | YoYOptionletVolatilitySurface | virtual
timeFromReference(const Date &date) const | TermStructure |
times() const (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | virtual
times_ (defined in InterpolatedCurve< Interpolator1D >) | InterpolatedCurve< Interpolator1D > | mutableprotected
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 ext::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 | 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 > | protectedvirtual
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