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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 OptionletStripper1, including all inherited members.
| alwaysForward_ (defined in LazyObject) | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| atmOptionletRate_ (defined in OptionletStripper) | OptionletStripper | mutableprotected |
| atmOptionletRates() const override (defined in OptionletStripper) | OptionletStripper | virtual |
| businessDayConvention() const override (defined in OptionletStripper) | OptionletStripper | virtual |
| calculate() const | LazyObject | protectedvirtual |
| calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
| calendar() const override (defined in OptionletStripper) | OptionletStripper | virtual |
| capFloorLengths_ (defined in OptionletStripper) | OptionletStripper | protected |
| capFloorPrices() const (defined in OptionletStripper1) | OptionletStripper1 | |
| capFloorVolatilities() const (defined in OptionletStripper1) | OptionletStripper1 | |
| capletVols() const (defined in OptionletStripper1) | OptionletStripper1 | |
| dayCounter() const override (defined in OptionletStripper) | OptionletStripper | virtual |
| deepUpdate() | Observer | virtual |
| discount_ (defined in OptionletStripper) | OptionletStripper | protected |
| displacement() const override (defined in OptionletStripper) | OptionletStripper | virtual |
| displacement_ (defined in OptionletStripper) | OptionletStripper | protected |
| forwardFirstNotificationOnly() | LazyObject | |
| freeze() | LazyObject | |
| frozen_ (defined in LazyObject) | LazyObject | protected |
| iborIndex() const (defined in OptionletStripper) | OptionletStripper | |
| iborIndex_ (defined in OptionletStripper) | OptionletStripper | protected |
| isCalculated() const | LazyObject | |
| iterator typedef (defined in Observer) | Observer | |
| LazyObject() (defined in LazyObject) | LazyObject | |
| nOptionletTenors_ (defined in OptionletStripper) | OptionletStripper | protected |
| notifyObservers() | Observable | |
| nStrikes_ (defined in OptionletStripper) | OptionletStripper | protected |
| 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 | |
| optionletAccrualPeriods() const (defined in OptionletStripper) | OptionletStripper | |
| optionletAccrualPeriods_ (defined in OptionletStripper) | OptionletStripper | mutableprotected |
| optionletDates_ (defined in OptionletStripper) | OptionletStripper | mutableprotected |
| optionletFixingDates() const override (defined in OptionletStripper) | OptionletStripper | virtual |
| optionletFixingTenors() const (defined in OptionletStripper) | OptionletStripper | |
| optionletFixingTimes() const override (defined in OptionletStripper) | OptionletStripper | virtual |
| optionletFrequency() const (defined in OptionletStripper) | OptionletStripper | |
| optionletFrequency_ (defined in OptionletStripper) | OptionletStripper | protected |
| optionletMaturities() const override (defined in OptionletStripper) | OptionletStripper | virtual |
| optionletPaymentDates() const (defined in OptionletStripper) | OptionletStripper | |
| optionletPaymentDates_ (defined in OptionletStripper) | OptionletStripper | mutableprotected |
| optionletPrices() const (defined in OptionletStripper1) | OptionletStripper1 | |
| optionletStrikes(Size i) const override (defined in OptionletStripper) | OptionletStripper | virtual |
| optionletStrikes_ (defined in OptionletStripper) | OptionletStripper | mutableprotected |
| OptionletStripper(const ext::shared_ptr< CapFloorTermVolSurface > &, ext::shared_ptr< IborIndex > iborIndex_, Handle< YieldTermStructure > discount={}, VolatilityType type=ShiftedLognormal, Real displacement=0.0, ext::optional< Period > optionletFrequency=ext::nullopt) (defined in OptionletStripper) | OptionletStripper | protected |
| OptionletStripper1(const ext::shared_ptr< CapFloorTermVolSurface > &, const ext::shared_ptr< IborIndex > &index, Rate switchStrikes=Null< Rate >(), Real accuracy=1.0e-6, Natural maxIter=100, const Handle< YieldTermStructure > &discount={}, VolatilityType type=ShiftedLognormal, Real displacement=0.0, bool dontThrow=false, ext::optional< Period > optionletFrequency=ext::nullopt) (defined in OptionletStripper1) | OptionletStripper1 | |
| optionletTenors_ (defined in OptionletStripper) | OptionletStripper | protected |
| optionletTimes_ (defined in OptionletStripper) | OptionletStripper | mutableprotected |
| optionletVolatilities(Size i) const override (defined in OptionletStripper) | OptionletStripper | virtual |
| optionletVolatilities_ (defined in OptionletStripper) | OptionletStripper | mutableprotected |
| performCalculations() const override | OptionletStripper1 | virtual |
| recalculate() | LazyObject | |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| settlementDays() const override (defined in OptionletStripper) | OptionletStripper | virtual |
| switchStrike() const (defined in OptionletStripper1) | OptionletStripper1 | |
| termVolSurface() const (defined in OptionletStripper) | OptionletStripper | |
| termVolSurface_ (defined in OptionletStripper) | OptionletStripper | protected |
| unfreeze() | LazyObject | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | LazyObject | virtual |
| volatilityType() const override (defined in OptionletStripper) | OptionletStripper | virtual |
| volatilityType_ (defined in OptionletStripper) | OptionletStripper | protected |
| ~LazyObject() override=default (defined in LazyObject) | LazyObject | |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |