QuantLib: Member List

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

StrippedOptionletAdapter Member List

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

allowsExtrapolation() const | Extrapolator |
alwaysForward_ (defined in LazyObject) | LazyObject | protected
alwaysForwardNotifications() | LazyObject |
blackVariance(const Period &optionTenor, Rate strike, bool extrapolate=false) const | OptionletVolatilityStructure |
blackVariance(const Date &optionDate, Rate strike, bool extrapolate=false) const | OptionletVolatilityStructure |
blackVariance(Time optionTime, Rate strike, bool extrapolate=false) const | OptionletVolatilityStructure |
businessDayConvention() const | VolatilityTermStructure | virtual
calculate() const | LazyObject | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
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
deepUpdate() | StrippedOptionletAdapter | virtual
disableExtrapolation(bool b=true) | Extrapolator |
displacement() const (defined in StrippedOptionletAdapter) | StrippedOptionletAdapter | virtual
enableExtrapolation(bool b=true) | Extrapolator |
Extrapolator() (defined in Extrapolator) | Extrapolator |
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | protected
iterator typedef (defined in Observer) | Observer |
LazyObject() (defined in LazyObject) | LazyObject |
maxDate() const | StrippedOptionletAdapter | virtual
maxStrike() const | StrippedOptionletAdapter | virtual
maxTime() const | TermStructure | virtual
minStrike() const | StrippedOptionletAdapter | 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 |
optionletStripper() const (defined in StrippedOptionletAdapter) | StrippedOptionletAdapter |
OptionletVolatilityStructure(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | OptionletVolatilityStructure |
OptionletVolatilityStructure(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | OptionletVolatilityStructure |
OptionletVolatilityStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | OptionletVolatilityStructure |
performCalculations() const | StrippedOptionletAdapter | virtual
recalculate() | LazyObject |
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 |
settlementDays() const | TermStructure | virtual
smileSection(const Period &optionTenor, bool extr=false) const | OptionletVolatilityStructure |
smileSection(const Date &optionDate, bool extr=false) const | OptionletVolatilityStructure |
smileSection(Time optionTime, bool extr=false) const | OptionletVolatilityStructure |
smileSectionImpl(Time optionTime) const | StrippedOptionletAdapter | protectedvirtual
smileSectionImpl(const Date &optionDate) const (defined in OptionletVolatilityStructure) | OptionletVolatilityStructure | protectedvirtual
StrippedOptionletAdapter(const ext::shared_ptr< StrippedOptionletBase > &) (defined in StrippedOptionletAdapter) | StrippedOptionletAdapter |
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 |
timeFromReference(const Date &date) const | TermStructure |
unfreeze() | LazyObject |
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | StrippedOptionletAdapter | virtual
updated_ (defined in TermStructure) | TermStructure | mutableprotected
volatility(const Period &optionTenor, Rate strike, bool extrapolate=false) const | OptionletVolatilityStructure |
volatility(const Date &optionDate, Rate strike, bool extrapolate=false) const | OptionletVolatilityStructure |
volatility(Time optionTime, Rate strike, bool extrapolate=false) const | OptionletVolatilityStructure |
volatilityImpl(Time length, Rate strike) const | StrippedOptionletAdapter | protectedvirtual
volatilityImpl(const Date &optionDate, Rate strike) const (defined in OptionletVolatilityStructure) | OptionletVolatilityStructure | 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 |
volatilityType() const (defined in StrippedOptionletAdapter) | StrippedOptionletAdapter | virtual
~Extrapolator() (defined in Extrapolator) | Extrapolator | virtual
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~OptionletVolatilityStructure() (defined in OptionletVolatilityStructure) | OptionletVolatilityStructure | virtual
~TermStructure() (defined in TermStructure) | TermStructure | virtual