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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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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, std::vector< bool > inclusionInInterpolationFlag=std::vector< bool >(1, true), BusinessDayConvention bdc=Following, const DayCounter &dc=Actual365Fixed()) | AbcdAtmVolCurve | |
| accept(AcyclicVisitor &) override (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve | virtual |
| allowsExtrapolation() const | Extrapolator | |
| alwaysForward_ (defined in LazyObject) | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| atmVariance(const Period &optionTenor, bool extrapolate=false) const | BlackAtmVolCurve | |
| atmVariance(const Date &maturity, bool extrapolate=false) const | BlackAtmVolCurve | |
| atmVariance(Time maturity, bool extrapolate=false) const | BlackAtmVolCurve | |
| atmVarianceImpl(Time t) const override | AbcdAtmVolCurve | protectedvirtual |
| atmVol(const Period &optionTenor, bool extrapolate=false) const | BlackAtmVolCurve | |
| atmVol(const Date &maturity, bool extrapolate=false) const | BlackAtmVolCurve | |
| atmVol(Time maturity, bool extrapolate=false) const | BlackAtmVolCurve | |
| atmVolImpl(Time t) const override | AbcdAtmVolCurve | protectedvirtual |
| 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() const | VolatilityTermStructure | virtual |
| c() const (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve | |
| calculate() const | LazyObject | protectedvirtual |
| calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
| calendar() const | TermStructure | virtual |
| calendar_ (defined in TermStructure) | TermStructure | protected |
| checkRange(const Date &d, bool extrapolate) const | TermStructure | protected |
| checkRange(Time t, bool extrapolate) const | TermStructure | protected |
| checkStrike(Rate strike, bool extrapolate) const | VolatilityTermStructure | protected |
| d() const (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve | |
| dayCounter() const | TermStructure | virtual |
| deepUpdate() | Observer | virtual |
| disableExtrapolation(bool b=true) | Extrapolator | |
| enableExtrapolation(bool b=true) | Extrapolator | |
| endCriteria() const (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve | |
| Extrapolator()=default (defined in Extrapolator) | Extrapolator | |
| forwardFirstNotificationOnly() | LazyObject | |
| freeze() | LazyObject | |
| frozen_ (defined in LazyObject) | LazyObject | protected |
| isCalculated() const | LazyObject | |
| iterator typedef (defined in Observer) | Observer | |
| k() const | AbcdAtmVolCurve | |
| k(Time t) const | AbcdAtmVolCurve | |
| LazyObject() (defined in LazyObject) | LazyObject | |
| maxDate() const override | AbcdAtmVolCurve | virtual |
| maxError() const (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve | |
| maxStrike() const override | AbcdAtmVolCurve | virtual |
| maxTime() const | TermStructure | virtual |
| minStrike() const override | AbcdAtmVolCurve | virtual |
| moving_ (defined in TermStructure) | TermStructure | protected |
| notifyObservers() | Observable | |
| Observable()=default (defined in Observable) | Observable | |
| Observable(const Observable &) (defined in Observable) | Observable | |
| Observable(Observable &&)=delete (defined in Observable) | Observable | |
| Observer()=default (defined in Observer) | Observer | |
| Observer(const Observer &) (defined in Observer) | Observer | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| QuantLib::TermStructure::QuantLib::Observable::operator=(const Observable &) | Observable | |
| operator=(Observable &&)=delete (defined in Observable) | Observable | |
| optionDateFromTenor(const Period &) const | VolatilityTermStructure | |
| 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() const override | AbcdAtmVolCurve | virtual |
| recalculate() | LazyObject | |
| referenceDate() const | TermStructure | virtual |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| rmsError() const (defined in AbcdAtmVolCurve) | AbcdAtmVolCurve | |
| settlementDays() const | TermStructure | virtual |
| TermStructure(DayCounter dc=DayCounter()) | TermStructure | explicit |
| TermStructure(const Date &referenceDate, Calendar calendar=Calendar(), DayCounter dc=DayCounter()) | TermStructure | explicit |
| TermStructure(Natural settlementDays, Calendar, DayCounter dc=DayCounter()) | TermStructure | |
| timeFromReference(const Date &date) const | TermStructure | |
| unfreeze() | LazyObject | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | AbcdAtmVolCurve | virtual |
| updated_ (defined in TermStructure) | TermStructure | mutableprotected |
| 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() override=default (defined in BlackAtmVolCurve) | BlackAtmVolCurve | |
| ~Extrapolator()=default (defined in Extrapolator) | Extrapolator | virtual |
| ~LazyObject() override=default (defined in LazyObject) | LazyObject | |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |
| ~TermStructure() override=default (defined in TermStructure) | TermStructure |