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

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

allowsExtrapolation() const Extrapolator
baseDate() const (defined in CPIVolatilitySurface)CPIVolatilitySurfacevirtual
baseLevel() const (defined in CPIVolatilitySurface)CPIVolatilitySurfacevirtual
baseLevel_ (defined in CPIVolatilitySurface)CPIVolatilitySurfacemutableprotected
businessDayConvention() const VolatilityTermStructurevirtual
calendar() const TermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
checkRange(const Date &, Rate strike, bool extrapolate) const (defined in CPIVolatilitySurface)CPIVolatilitySurfaceprotectedvirtual
checkRange(Time, Rate strike, bool extrapolate) const (defined in CPIVolatilitySurface)CPIVolatilitySurfaceprotectedvirtual
QuantLib::VolatilityTermStructure::checkRange(const Date &d, bool extrapolate) const TermStructureprotected
QuantLib::VolatilityTermStructure::checkRange(Time t, bool extrapolate) const TermStructureprotected
checkStrike(Rate strike, bool extrapolate) const VolatilityTermStructureprotected
CPIVolatilitySurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated)CPIVolatilitySurface
dayCounter() const TermStructurevirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
frequency() const (defined in CPIVolatilitySurface)CPIVolatilitySurfacevirtual
frequency_ (defined in CPIVolatilitySurface)CPIVolatilitySurfaceprotected
indexIsInterpolated() const (defined in CPIVolatilitySurface)CPIVolatilitySurfacevirtual
indexIsInterpolated_ (defined in CPIVolatilitySurface)CPIVolatilitySurfaceprotected
iterator typedef (defined in Observer)Observer
maxDate() const =0TermStructurepure virtual
maxStrike() const =0CPIVolatilitySurfacepure virtual
maxTime() const TermStructurevirtual
minStrike() const =0CPIVolatilitySurfacepure virtual
moving_ (defined in TermStructure)TermStructureprotected
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationLag() const CPIVolatilitySurfacevirtual
observationLag_ (defined in CPIVolatilitySurface)CPIVolatilitySurfaceprotected
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
set_type typedef (defined in Observer)Observer
settlementDays() const TermStructurevirtual
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
timeFromBase(const Date &date, const Period &obsLag=Period(-1, Days)) const CPIVolatilitySurfacevirtual
timeFromReference(const Date &date) const TermStructure
totalVariance(const Date &exerciseDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const CPIVolatilitySurfacevirtual
totalVariance(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const CPIVolatilitySurfacevirtual
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()TermStructurevirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
volatility(const Date &maturityDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const CPIVolatilitySurface
volatility(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const CPIVolatilitySurface
volatilityImpl(Time length, Rate strike) const =0CPIVolatilitySurfaceprotectedpure virtual
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
~TermStructure() (defined in TermStructure)TermStructurevirtual