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

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

alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
AndreasenHugeVolatilityInterpl(const CalibrationSet &calibrationSet, const Handle< Quote > &spot, const Handle< YieldTermStructure > &rTS, const Handle< YieldTermStructure > &qTS, InterpolationType interpolationType=CubicSpline, CalibrationType calibrationType=Call, Size nGridPoints=500, Real minStrike=Null< Real >(), Real maxStrike=Null< Real >(), const ext::shared_ptr< OptimizationMethod > &optimizationMethod=ext::shared_ptr< OptimizationMethod >(new LevenbergMarquardt), const EndCriteria &endCriteria=EndCriteria(500, 100, 1e-12, 1e-10, 1e-10)) (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
calculate() constLazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
calibrationError() const (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
CalibrationSet typedef (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
CalibrationType enum name (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
Call enum value (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
CallPut enum value (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
CubicSpline enum value (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
deepUpdate()Observervirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectprotected
fwd(Time t) const (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
InterpolationType enum name (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
Linear enum value (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
localVol(Time t, Real strike) const (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
maxDate() const (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
maxStrike() const (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
minStrike() const (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
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
optionPrice(Time t, Real strike, Option::Type optionType) const (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
performCalculations() constAndreasenHugeVolatilityInterplprotectedvirtual
PiecewiseConstant enum value (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
Put enum value (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
recalculate()LazyObject
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
riskFreeRate() const (defined in AndreasenHugeVolatilityInterpl)AndreasenHugeVolatilityInterpl
set_type typedef (defined in Observer)Observer
unfreeze()LazyObject
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual