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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 AndreasenHugeVolatilityInterpl, including all inherited members.
| alwaysForward_ (defined in LazyObject) | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| AndreasenHugeVolatilityInterpl(const CalibrationSet &calibrationSet, Handle< Quote > spot, Handle< YieldTermStructure > rTS, Handle< YieldTermStructure > qTS, InterpolationType interpolationType=CubicSpline, CalibrationType calibrationType=Call, Size nGridPoints=500, Real minStrike=Null< Real >(), Real maxStrike=Null< Real >(), 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() const | LazyObject | protectedvirtual |
| calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
| 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() | Observer | virtual |
| forwardFirstNotificationOnly() | LazyObject | |
| freeze() | LazyObject | |
| frozen_ (defined in LazyObject) | LazyObject | protected |
| fwd(Time t) const (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl | |
| InterpolationType enum name (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl | |
| isCalculated() const | LazyObject | |
| 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()=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 | |
| QuantLib::operator=(const Observable &) | Observable | |
| operator=(Observable &&)=delete (defined in Observable) | Observable | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| optionPrice(Time t, Real strike, Option::Type optionType) const (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl | |
| performCalculations() const override | AndreasenHugeVolatilityInterpl | protectedvirtual |
| 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 | |
| unfreeze() | LazyObject | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | LazyObject | virtual |
| ~LazyObject() override=default (defined in LazyObject) | LazyObject | |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |