QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
CallableBondConstantVolatility Member List

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

allowsExtrapolation() const Extrapolator
blackVariance(Time optionTime, Time bondLength, Rate strike, bool extrapolate=false) const CallableBondVolatilityStructure
blackVariance(const Date &optionDate, const Period &bondTenor, Rate strike, bool extrapolate=false) const CallableBondVolatilityStructure
blackVariance(const Period &optionTenor, const Period &bondTenor, Rate strike, bool extrapolate=false) const CallableBondVolatilityStructure
businessDayConvention() const CallableBondVolatilityStructurevirtual
calendar() const TermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
CallableBondConstantVolatility(const Date &referenceDate, Volatility volatility, const DayCounter &dayCounter) (defined in CallableBondConstantVolatility)CallableBondConstantVolatility
CallableBondConstantVolatility(const Date &referenceDate, const Handle< Quote > &volatility, const DayCounter &dayCounter) (defined in CallableBondConstantVolatility)CallableBondConstantVolatility
CallableBondConstantVolatility(Natural settlementDays, const Calendar &, Volatility volatility, const DayCounter &dayCounter) (defined in CallableBondConstantVolatility)CallableBondConstantVolatility
CallableBondConstantVolatility(Natural settlementDays, const Calendar &, const Handle< Quote > &volatility, const DayCounter &dayCounter) (defined in CallableBondConstantVolatility)CallableBondConstantVolatility
CallableBondVolatilityStructure(const DayCounter &dc=DayCounter(), BusinessDayConvention bdc=Following)CallableBondVolatilityStructure
CallableBondVolatilityStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter(), BusinessDayConvention bdc=Following)CallableBondVolatilityStructure
CallableBondVolatilityStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter(), BusinessDayConvention bdc=Following)CallableBondVolatilityStructure
checkRange(Time, Time, Rate strike, bool extrapolate) const (defined in CallableBondVolatilityStructure)CallableBondVolatilityStructureprotected
checkRange(const Date &optionDate, const Period &bondTenor, Rate strike, bool extrapolate) const (defined in CallableBondVolatilityStructure)CallableBondVolatilityStructureprotected
QuantLib::TermStructure::checkRange(const Date &d, bool extrapolate) const TermStructureprotected
QuantLib::TermStructure::checkRange(Time t, bool extrapolate) const TermStructureprotected
convertDates(const Date &optionDate, const Period &bondTenor) const CallableBondVolatilityStructurevirtual
dayCounter() const CallableBondConstantVolatilityvirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
iterator typedef (defined in Observer)Observer
maxBondLength() const CallableBondConstantVolatilityvirtual
maxBondTenor() const CallableBondConstantVolatilityvirtual
maxDate() const CallableBondConstantVolatilityvirtual
maxStrike() const CallableBondConstantVolatilityvirtual
maxTime() const TermStructurevirtual
minStrike() const CallableBondConstantVolatilityvirtual
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 &optionTenor) const CallableBondVolatilityStructure
referenceDate() const TermStructurevirtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
set_type typedef (defined in Observer)Observer
settlementDays() const TermStructurevirtual
smileSection(const Date &optionDate, const Period &bondTenor) const (defined in CallableBondVolatilityStructure)CallableBondVolatilityStructurevirtual
smileSection(const Period &optionTenor, const Period &bondTenor) const (defined in CallableBondVolatilityStructure)CallableBondVolatilityStructure
smileSectionImpl(Time optionTime, Time bondLength) const CallableBondConstantVolatilityprotectedvirtual
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(Time optionTime, Time bondLength, Rate strike, bool extrapolate=false) const CallableBondVolatilityStructure
volatility(const Date &optionDate, const Period &bondTenor, Rate strike, bool extrapolate=false) const CallableBondVolatilityStructure
volatility(const Period &optionTenor, const Period &bondTenor, Rate strike, bool extrapolate=false) const CallableBondVolatilityStructure
volatilityImpl(Time, Time, Rate) const CallableBondConstantVolatilityprotectedvirtual
volatilityImpl(const Date &, const Period &, Rate) const (defined in CallableBondConstantVolatility)CallableBondConstantVolatilityprotectedvirtual
~CallableBondVolatilityStructure() (defined in CallableBondVolatilityStructure)CallableBondVolatilityStructurevirtual
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual