QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
AbcdAtmVolCurve Member List

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

a() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
AbcdAtmVolCurve(Natural settlementDays, const Calendar &cal, const std::vector< Period > &optionTenors, const std::vector< Handle< Quote > > &volsHandles, const std::vector< bool > &inclusionInInterpolationFlag=std::vector< bool >(1, true), BusinessDayConvention bdc=Following, const DayCounter &dc=Actual365Fixed())AbcdAtmVolCurve
accept(AcyclicVisitor &) (defined in AbcdAtmVolCurve)AbcdAtmVolCurvevirtual
allowsExtrapolation() constExtrapolator
alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
atmVariance(const Period &optionTenor, bool extrapolate=false) constBlackAtmVolCurve
atmVariance(const Date &maturity, bool extrapolate=false) constBlackAtmVolCurve
atmVariance(Time maturity, bool extrapolate=false) constBlackAtmVolCurve
atmVarianceImpl(Time t) constAbcdAtmVolCurveprotectedvirtual
atmVol(const Period &optionTenor, bool extrapolate=false) constBlackAtmVolCurve
atmVol(const Date &maturity, bool extrapolate=false) constBlackAtmVolCurve
atmVol(Time maturity, bool extrapolate=false) constBlackAtmVolCurve
atmVolImpl(Time t) constAbcdAtmVolCurveprotectedvirtual
b() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
BlackAtmVolCurve(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())BlackAtmVolCurve
BlackAtmVolCurve(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())BlackAtmVolCurve
BlackAtmVolCurve(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())BlackAtmVolCurve
businessDayConvention() constVolatilityTermStructurevirtual
c() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
calculate() constLazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
calendar() constTermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
checkRange(const Date &d, bool extrapolate) constTermStructureprotected
checkRange(Time t, bool extrapolate) constTermStructureprotected
checkStrike(Rate strike, bool extrapolate) constVolatilityTermStructureprotected
d() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
dayCounter() constTermStructurevirtual
deepUpdate()Observervirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
endCriteria() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
Extrapolator() (defined in Extrapolator)Extrapolator
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectprotected
iterator typedef (defined in Observer)Observer
k() constAbcdAtmVolCurve
k(Time t) constAbcdAtmVolCurve
LazyObject() (defined in LazyObject)LazyObject
maxDate() constAbcdAtmVolCurvevirtual
maxError() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
maxStrike() constAbcdAtmVolCurvevirtual
maxTime() constTermStructurevirtual
minStrike() constAbcdAtmVolCurvevirtual
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 &) constVolatilityTermStructure
optionDates() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
optionTenors() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
optionTenorsInInterpolation() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
optionTimes() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
performCalculations() constAbcdAtmVolCurvevirtual
recalculate()LazyObject
referenceDate() constTermStructurevirtual
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
rmsError() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
set_type typedef (defined in Observer)Observer
settlementDays() constTermStructurevirtual
TermStructure(const DayCounter &dc=DayCounter())TermStructureexplicit
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter())TermStructureexplicit
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter())TermStructure
timeFromReference(const Date &date) constTermStructure
unfreeze()LazyObject
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()AbcdAtmVolCurvevirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
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
~BlackAtmVolCurve() (defined in BlackAtmVolCurve)BlackAtmVolCurvevirtual
~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