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A free/open-source library for quantitative finance Reference manual - version 1.6

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AbcdAtmVolCurve Member List

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

a() const (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve |
AbcdAtmVolCurve(Natural settlementDays, const Calendar &cal, const std::vector< Period > &optionTenors, const std::vector< Handle< Quote > > &volsHandles, const std::vector< bool > inclusionInInterpolationFlag=std::vector< bool >(1, true), BusinessDayConvention bdc=Following, const DayCounter &dc=Actual365Fixed()) | AbcdAtmVolCurve |
accept(AcyclicVisitor &) (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve | 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 | AbcdAtmVolCurve | protectedvirtual
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 | AbcdAtmVolCurve | protectedvirtual
b() const (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve |
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
c() const (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve |
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
d() const (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve |
dayCounter() const | TermStructure | virtual
disableExtrapolation(bool b=true) | Extrapolator |
enableExtrapolation(bool b=true) | Extrapolator |
endCriteria() const (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve |
Extrapolator() (defined in Extrapolator) | Extrapolator |
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected
k() const | AbcdAtmVolCurve |
k(Time t) const | AbcdAtmVolCurve |
LazyObject() (defined in LazyObject) | LazyObject |
maxDate() const | AbcdAtmVolCurve | virtual
maxError() const (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve |
maxStrike() const | AbcdAtmVolCurve | virtual
maxTime() const | TermStructure | virtual
minStrike() const | AbcdAtmVolCurve | 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 |
optionDates() const (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve |
optionTenors() const (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve |
optionTenorsInInterpolation() const (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve |
optionTimes() const (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve |
performCalculations() const | AbcdAtmVolCurve | virtual
recalculate() | LazyObject |
referenceDate() const | TermStructure | virtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
rmsError() const (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve |
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 |
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | AbcdAtmVolCurve | virtual
updated_ (defined in TermStructure) | TermStructure | mutableprotected
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
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~TermStructure() (defined in TermStructure) | TermStructure | virtual