LocalConstantVol Member List
This is the complete list of members for LocalConstantVol, including all inherited members.
accept(AcyclicVisitor &) (defined in LocalConstantVol)LocalConstantVol [virtual]
allowsExtrapolation() const Extrapolator
businessDayConvention() const VolatilityTermStructure [virtual]
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 LocalConstantVol [virtual]
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
LocalConstantVol(const Date &referenceDate, Volatility volatility, const DayCounter &dayCounter) (defined in LocalConstantVol)LocalConstantVol
LocalConstantVol(const Date &referenceDate, const Handle< Quote > &volatility, const DayCounter &dayCounter) (defined in LocalConstantVol)LocalConstantVol
LocalConstantVol(Natural settlementDays, const Calendar &, Volatility volatility, const DayCounter &dayCounter) (defined in LocalConstantVol)LocalConstantVol
LocalConstantVol(Natural settlementDays, const Calendar &, const Handle< Quote > &volatility, const DayCounter &dayCounter) (defined in LocalConstantVol)LocalConstantVol
localVol(const Date &d, Real underlyingLevel, bool extrapolate=false) const (defined in LocalVolTermStructure)LocalVolTermStructure
localVol(Time t, Real underlyingLevel, bool extrapolate=false) const (defined in LocalVolTermStructure)LocalVolTermStructure
LocalVolTermStructure(const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())LocalVolTermStructure
LocalVolTermStructure(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())LocalVolTermStructure
LocalVolTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())LocalVolTermStructure
LocalVolTermStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())LocalVolTermStructure
maxDate() const LocalConstantVol [virtual]
maxStrike() const LocalConstantVol [virtual]
maxTime() const TermStructure [virtual]
minStrike() const LocalConstantVol [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
referenceDate() const TermStructure [virtual]
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
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
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()TermStructure [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
~Extrapolator() (defined in Extrapolator)Extrapolator [virtual]
~LocalVolTermStructure() (defined in LocalVolTermStructure)LocalVolTermStructure [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]