FixedLocalVolSurface Member List

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

accept(AcyclicVisitor &)	LocalVolTermStructure	virtual
allowsExtrapolation() const	Extrapolator
bdc_	VolatilityTermStructure	private
businessDayConvention() const	VolatilityTermStructure	virtual
calendar() const	TermStructure	virtual
calendar_	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
checkSurface()	FixedLocalVolSurface	private
ConstantExtrapolation enum value	FixedLocalVolSurface
dayCounter() const	TermStructure	virtual
dayCounter_	TermStructure	private
deepUpdate()	Observer	virtual
disableExtrapolation(bool b=true)	Extrapolator
enableExtrapolation(bool b=true)	Extrapolator
extrapolate_	Extrapolator	private
Extrapolation enum name	FixedLocalVolSurface
Extrapolator()=default	Extrapolator
FixedLocalVolSurface(const Date &referenceDate, const std::vector< Date > &dates, const std::vector< Real > &strikes, ext::shared_ptr< Matrix > localVolMatrix, const DayCounter &dayCounter, Extrapolation lowerExtrapolation=ConstantExtrapolation, Extrapolation upperExtrapolation=ConstantExtrapolation)	FixedLocalVolSurface
FixedLocalVolSurface(const Date &referenceDate, const std::vector< Time > &times, const std::vector< Real > &strikes, ext::shared_ptr< Matrix > localVolMatrix, const DayCounter &dayCounter, Extrapolation lowerExtrapolation=ConstantExtrapolation, Extrapolation upperExtrapolation=ConstantExtrapolation)	FixedLocalVolSurface
FixedLocalVolSurface(const Date &referenceDate, const std::vector< Time > &times, const std::vector< ext::shared_ptr< std::vector< Real > > > &strikes, ext::shared_ptr< Matrix > localVolMatrix, const DayCounter &dayCounter, Extrapolation lowerExtrapolation=ConstantExtrapolation, Extrapolation upperExtrapolation=ConstantExtrapolation)	FixedLocalVolSurface
InterpolatorDefaultExtrapolation enum value	FixedLocalVolSurface
QuantLib::iterator typedef	Observer
localVol(const Date &d, Real underlyingLevel, bool extrapolate=false) const	LocalVolTermStructure
localVol(Time t, Real underlyingLevel, bool extrapolate=false) const	LocalVolTermStructure
localVolImpl(Time t, Real strike) const override	FixedLocalVolSurface	protectedvirtual
localVolInterpol_	FixedLocalVolSurface	protected
localVolMatrix_	FixedLocalVolSurface	protected
LocalVolTermStructure(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())	LocalVolTermStructure
LocalVolTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())	LocalVolTermStructure
LocalVolTermStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())	LocalVolTermStructure
lowerExtrapolation_	FixedLocalVolSurface	protected
maxDate() const override	FixedLocalVolSurface	virtual
maxDate_	FixedLocalVolSurface	protected
maxStrike() const override	FixedLocalVolSurface	virtual
maxTime() const override	FixedLocalVolSurface	virtual
minStrike() const override	FixedLocalVolSurface	virtual
moving_	TermStructure	protected
notifyObservers()	Observable
Observable()=default	Observable
Observable(const Observable &)	Observable
Observable(Observable &&)=delete	Observable
observables_	Observer	private
QuantLib::Observer()=default	Observer
QuantLib::Observer(const Observer &)	Observer
observers_	Observable	private
QuantLib::operator=(const Observer &)	Observer
QuantLib::Observable::operator=(const Observable &)	Observable
QuantLib::Observable::operator=(Observable &&)=delete	Observable
optionDateFromTenor(const Period &) const	VolatilityTermStructure
referenceDate() const	TermStructure	virtual
referenceDate_	TermStructure	mutableprivate
registerObserver(Observer *)	Observable	private
registerWith(const ext::shared_ptr< Observable > &)	Observer
registerWithObservables(const ext::shared_ptr< Observer > &)	Observer
QuantLib::set_type typedef	Observer	private
setInterpolation(const Interpolator &i=Interpolator())	FixedLocalVolSurface
settlementDays() const	TermStructure	virtual
settlementDays_	TermStructure	private
strikes_	FixedLocalVolSurface	protected
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
times_	FixedLocalVolSurface	protected
unregisterObserver(Observer *)	Observable	private
unregisterWith(const ext::shared_ptr< Observable > &)	Observer
unregisterWithAll()	Observer
update() override	TermStructure	virtual
updated_	TermStructure	mutableprotected
upperExtrapolation_	FixedLocalVolSurface	protected
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
~Extrapolator()=default	Extrapolator	virtual
~LocalVolTermStructure() override=default	LocalVolTermStructure
~Observable()=default	Observable	virtual
~Observer()	Observer	virtual
~TermStructure() override=default	TermStructure