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

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

addTimesTo(std::list< Time > &times) const (defined in SwaptionHelper)SwaptionHelpervirtual
blackPrice(Volatility volatility) const SwaptionHelpervirtual
calculate() const LazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
calibrationError()CalibrationHelpervirtual
CalibrationErrorType enum name (defined in CalibrationHelper)CalibrationHelper
CalibrationHelper(const Handle< Quote > &volatility, const Handle< YieldTermStructure > &termStructure, CalibrationErrorType calibrationErrorType=RelativePriceError, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) (defined in CalibrationHelper)CalibrationHelper
engine_ (defined in CalibrationHelper)CalibrationHelperprotected
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
impliedVolatility(Real targetValue, Real accuracy, Size maxEvaluations, Volatility minVol, Volatility maxVol) const CalibrationHelper
ImpliedVolError enum value (defined in CalibrationHelper)CalibrationHelper
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
marketValue() const CalibrationHelper
marketValue_ (defined in CalibrationHelper)CalibrationHelpermutableprotected
modelValue() const SwaptionHelpervirtual
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
PriceError enum value (defined in CalibrationHelper)CalibrationHelper
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
RelativePriceError enum value (defined in CalibrationHelper)CalibrationHelper
set_type typedef (defined in Observer)Observer
setPricingEngine(const boost::shared_ptr< PricingEngine > &engine) (defined in CalibrationHelper)CalibrationHelper
shift_ (defined in CalibrationHelper)CalibrationHelperprotected
swaption() const (defined in SwaptionHelper)SwaptionHelper
SwaptionHelper(const Period &maturity, const Period &length, const Handle< Quote > &volatility, const boost::shared_ptr< IborIndex > &index, const Period &fixedLegTenor, const DayCounter &fixedLegDayCounter, const DayCounter &floatingLegDayCounter, const Handle< YieldTermStructure > &termStructure, CalibrationHelper::CalibrationErrorType errorType=CalibrationHelper::RelativePriceError, const Real strike=Null< Real >(), const Real nominal=1.0, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) (defined in SwaptionHelper)SwaptionHelper
SwaptionHelper(const Date &exerciseDate, const Period &length, const Handle< Quote > &volatility, const boost::shared_ptr< IborIndex > &index, const Period &fixedLegTenor, const DayCounter &fixedLegDayCounter, const DayCounter &floatingLegDayCounter, const Handle< YieldTermStructure > &termStructure, CalibrationHelper::CalibrationErrorType errorType=CalibrationHelper::RelativePriceError, const Real strike=Null< Real >(), const Real nominal=1.0, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) (defined in SwaptionHelper)SwaptionHelper
SwaptionHelper(const Date &exerciseDate, const Date &endDate, const Handle< Quote > &volatility, const boost::shared_ptr< IborIndex > &index, const Period &fixedLegTenor, const DayCounter &fixedLegDayCounter, const DayCounter &floatingLegDayCounter, const Handle< YieldTermStructure > &termStructure, CalibrationHelper::CalibrationErrorType errorType=CalibrationHelper::RelativePriceError, const Real strike=Null< Real >(), const Real nominal=1.0, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) (defined in SwaptionHelper)SwaptionHelper
SwaptionHelper(const Period &maturity, const Period &length, const Handle< Quote > &volatility, const boost::shared_ptr< IborIndex > &index, const Period &fixedLegTenor, const DayCounter &fixedLegDayCounter, const DayCounter &floatingLegDayCounter, const Handle< YieldTermStructure > &termStructure, CalibrationHelper::CalibrationErrorType errorType, const Real strike, const Real nominal, const Real shift)SwaptionHelper
SwaptionHelper(const Date &exerciseDate, const Period &length, const Handle< Quote > &volatility, const boost::shared_ptr< IborIndex > &index, const Period &fixedLegTenor, const DayCounter &fixedLegDayCounter, const DayCounter &floatingLegDayCounter, const Handle< YieldTermStructure > &termStructure, CalibrationHelper::CalibrationErrorType errorType, const Real strike, const Real nominal, const Real shift)SwaptionHelper
SwaptionHelper(const Date &exerciseDate, const Date &endDate, const Handle< Quote > &volatility, const boost::shared_ptr< IborIndex > &index, const Period &fixedLegTenor, const DayCounter &fixedLegDayCounter, const DayCounter &floatingLegDayCounter, const Handle< YieldTermStructure > &termStructure, CalibrationHelper::CalibrationErrorType errorType, const Real strike, const Real nominal, const Real shift)SwaptionHelper
termStructure_ (defined in CalibrationHelper)CalibrationHelperprotected
underlyingSwap() const (defined in SwaptionHelper)SwaptionHelper
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
volatility()CalibrationHelper
volatility_ (defined in CalibrationHelper)CalibrationHelperprotected
volatilityType_ (defined in CalibrationHelper)CalibrationHelperprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual