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

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

allowsExtrapolation() constExtrapolator
alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
businessDayConvention() constVolatilityTermStructurevirtual
calculate() constLazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
calendar() constTermStructurevirtual
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
CapFloorTermVolCurve(Natural settlementDays, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Handle< Quote > > &vols, const DayCounter &dc=Actual365Fixed())CapFloorTermVolCurve
CapFloorTermVolCurve(const Date &settlementDate, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Handle< Quote > > &vols, const DayCounter &dc=Actual365Fixed())CapFloorTermVolCurve
CapFloorTermVolCurve(const Date &settlementDate, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Volatility > &vols, const DayCounter &dc=Actual365Fixed())CapFloorTermVolCurve
CapFloorTermVolCurve(Natural settlementDays, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Volatility > &vols, const DayCounter &dc=Actual365Fixed())CapFloorTermVolCurve
checkRange(const Date &d, bool extrapolate) constTermStructureprotected
checkRange(Time t, bool extrapolate) constTermStructureprotected
checkStrike(Rate strike, bool extrapolate) constVolatilityTermStructureprotected
dayCounter() constTermStructurevirtual
deepUpdate()Observervirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectprotected
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
maxDate() constCapFloorTermVolCurvevirtual
maxStrike() constCapFloorTermVolCurvevirtual
maxTime() constTermStructurevirtual
minStrike() constCapFloorTermVolCurvevirtual
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 &) constVolatilityTermStructure
optionDates() const (defined in CapFloorTermVolCurve)CapFloorTermVolCurve
optionTenors() const (defined in CapFloorTermVolCurve)CapFloorTermVolCurve
optionTimes() const (defined in CapFloorTermVolCurve)CapFloorTermVolCurve
performCalculations() constCapFloorTermVolCurvevirtual
recalculate()LazyObject
referenceDate() constTermStructurevirtual
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
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()CapFloorTermVolCurvevirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
volatility(const Period &length, Rate strike, bool extrapolate=false) constCapFloorTermVolatilityStructure
volatility(const Date &end, Rate strike, bool extrapolate=false) const (defined in CapFloorTermVolatilityStructure)CapFloorTermVolatilityStructure
volatility(Time t, Rate strike, bool extrapolate=false) constCapFloorTermVolatilityStructure
volatilityImpl(Time length, Rate) constCapFloorTermVolCurveprotectedvirtual
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