QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
ConstantSwaptionVolatility Member List

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

allowsExtrapolation() const Extrapolator
blackVariance(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) const SwaptionVolatilityStructure
blackVariance(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate=false) const SwaptionVolatilityStructure
blackVariance(Time optionTime, const Period &swapTenor, Rate strike, bool extrapolate=false) const SwaptionVolatilityStructure
blackVariance(const Period &optionTenor, Time swapLength, Rate strike, bool extrapolate=false) const SwaptionVolatilityStructure
blackVariance(const Date &optionDate, Time swapLength, Rate strike, bool extrapolate=false) const SwaptionVolatilityStructure
blackVariance(Time optionTime, Time swapLength, Rate strike, bool extrapolate=false) const SwaptionVolatilityStructure
businessDayConvention() const VolatilityTermStructurevirtual
calendar() const TermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
checkRange(const Date &d, bool extrapolate) const TermStructureprotected
checkRange(Time t, bool extrapolate) const TermStructureprotected
checkStrike(Rate strike, bool extrapolate) const VolatilityTermStructureprotected
checkSwapTenor(const Period &swapTenor, bool extrapolate) const (defined in SwaptionVolatilityStructure)SwaptionVolatilityStructureprotected
checkSwapTenor(Time swapLength, bool extrapolate) const (defined in SwaptionVolatilityStructure)SwaptionVolatilityStructureprotected
ConstantSwaptionVolatility(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc)ConstantSwaptionVolatility
ConstantSwaptionVolatility(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc)ConstantSwaptionVolatility
ConstantSwaptionVolatility(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc)ConstantSwaptionVolatility
ConstantSwaptionVolatility(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc)ConstantSwaptionVolatility
dayCounter() const TermStructurevirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
maxDate() const ConstantSwaptionVolatilityvirtual
maxStrike() const ConstantSwaptionVolatilityvirtual
maxSwapLength() const SwaptionVolatilityStructure
maxSwapTenor() const ConstantSwaptionVolatilityvirtual
maxTime() const TermStructurevirtual
minStrike() const ConstantSwaptionVolatilityvirtual
moving_ (defined in TermStructure)TermStructureprotected
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 TermStructurevirtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
settlementDays() const TermStructurevirtual
shift(Time optionTime, Time swapLength) const SwaptionVolatilityStructurevirtual
smileSection(const Period &optionTenor, const Period &swapTenor, bool extr=false) const SwaptionVolatilityStructure
smileSection(const Date &optionDate, const Period &swapTenor, bool extr=false) const SwaptionVolatilityStructure
smileSection(Time optionTime, const Period &swapTenor, bool extr=false) const SwaptionVolatilityStructure
smileSection(const Period &optionTenor, Time swapLength, bool extr=false) const SwaptionVolatilityStructure
smileSection(const Date &optionDate, Time swapLength, bool extr=false) const SwaptionVolatilityStructure
smileSection(Time optionTime, Time swapLength, bool extr=false) const SwaptionVolatilityStructure
smileSectionImpl(const Date &, const Period &) const (defined in ConstantSwaptionVolatility)ConstantSwaptionVolatilityprotectedvirtual
smileSectionImpl(Time, Time) const (defined in ConstantSwaptionVolatility)ConstantSwaptionVolatilityprotectedvirtual
swapLength(const Period &swapTenor) const SwaptionVolatilityStructure
swapLength(const Date &start, const Date &end) const SwaptionVolatilityStructure
SwaptionVolatilityStructure(BusinessDayConvention bdc, const DayCounter &dc=DayCounter())SwaptionVolatilityStructure
SwaptionVolatilityStructure(const Date &referenceDate, const Calendar &calendar, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())SwaptionVolatilityStructure
SwaptionVolatilityStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())SwaptionVolatilityStructure
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
unregisterWithAll() (defined in Observer)Observer
update()TermStructurevirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
volatility(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) const SwaptionVolatilityStructure
volatility(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate=false) const SwaptionVolatilityStructure
volatility(Time optionTime, const Period &swapTenor, Rate strike, bool extrapolate=false) const SwaptionVolatilityStructure
volatility(const Period &optionTenor, Time swapLength, Rate strike, bool extrapolate=false) const SwaptionVolatilityStructure
volatility(const Date &optionDate, Time swapLength, Rate strike, bool extrapolate=false) const SwaptionVolatilityStructure
volatility(Time optionTime, Time swapLength, Rate strike, bool extrapolate=false) const SwaptionVolatilityStructure
volatilityImpl(const Date &, const Period &, Rate) const (defined in ConstantSwaptionVolatility)ConstantSwaptionVolatilityprotectedvirtual
volatilityImpl(Time, Time, Rate) const (defined in ConstantSwaptionVolatility)ConstantSwaptionVolatilityprotectedvirtual
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)Extrapolatorvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~SwaptionVolatilityStructure() (defined in SwaptionVolatilityStructure)SwaptionVolatilityStructurevirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual