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 [protected, 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 AbcdAtmVolCurve [protected, virtual]
b() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
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]
c() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
calculate() const LazyObject [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
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 [mutable, protected]
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
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
update()AbcdAtmVolCurve [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]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]