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

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

allowsExtrapolation() const Extrapolator
businessDayConvention() const VolatilityTermStructurevirtual
calculate() const LazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
calendar() const TermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
CapFloorTermVolatilityStructure(BusinessDayConvention bdc, const DayCounter &dc=DayCounter())CapFloorTermVolatilityStructure
CapFloorTermVolatilityStructure(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())CapFloorTermVolatilityStructure
CapFloorTermVolatilityStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())CapFloorTermVolatilityStructure
CapFloorTermVolSurface(Natural settlementDays, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Rate > &strikes, const std::vector< std::vector< Handle< Quote > > > &, const DayCounter &dc=Actual365Fixed())CapFloorTermVolSurface
CapFloorTermVolSurface(const Date &settlementDate, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Rate > &strikes, const std::vector< std::vector< Handle< Quote > > > &, const DayCounter &dc=Actual365Fixed())CapFloorTermVolSurface
CapFloorTermVolSurface(const Date &settlementDate, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Rate > &strikes, const Matrix &volatilities, const DayCounter &dc=Actual365Fixed())CapFloorTermVolSurface
CapFloorTermVolSurface(Natural settlementDays, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Rate > &strikes, const Matrix &volatilities, const DayCounter &dc=Actual365Fixed())CapFloorTermVolSurface
checkRange(const Date &d, bool extrapolate) const TermStructureprotected
checkRange(Time t, bool extrapolate) const TermStructureprotected
checkStrike(Rate strike, bool extrapolate) const VolatilityTermStructureprotected
dayCounter() const TermStructurevirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
LazyObject() (defined in LazyObject)LazyObject
maxDate() const CapFloorTermVolSurfacevirtual
maxStrike() const CapFloorTermVolSurfacevirtual
maxTime() const TermStructurevirtual
minStrike() const CapFloorTermVolSurfacevirtual
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
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
optionDateFromTenor(const Period &) const VolatilityTermStructure
optionDates() const (defined in CapFloorTermVolSurface)CapFloorTermVolSurface
optionTenors() const (defined in CapFloorTermVolSurface)CapFloorTermVolSurface
optionTimes() const (defined in CapFloorTermVolSurface)CapFloorTermVolSurface
performCalculations() const CapFloorTermVolSurfacevirtual
recalculate()LazyObject
referenceDate() const TermStructurevirtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
settlementDays() const TermStructurevirtual
strikes() const (defined in CapFloorTermVolSurface)CapFloorTermVolSurface
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()CapFloorTermVolSurfacevirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
volatility(const Period &length, Rate strike, bool extrapolate=false) const CapFloorTermVolatilityStructure
volatility(const Date &end, Rate strike, bool extrapolate=false) const (defined in CapFloorTermVolatilityStructure)CapFloorTermVolatilityStructure
volatility(Time t, Rate strike, bool extrapolate=false) const CapFloorTermVolatilityStructure
volatilityImpl(Time t, Rate strike) const CapFloorTermVolSurfaceprotectedvirtual
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
~CapFloorTermVolatilityStructure() (defined in CapFloorTermVolatilityStructure)CapFloorTermVolatilityStructurevirtual
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual