ConstantOptionletVolatility Member List

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

allowsExtrapolation() const Extrapolator
blackVariance(const Period &optionTenor, Rate strike, bool extrapolate=false) const OptionletVolatilityStructure
blackVariance(const Date &optionDate, Rate strike, bool extrapolate=false) const OptionletVolatilityStructure
blackVariance(Time optionTime, Rate strike, bool extrapolate=false) const OptionletVolatilityStructure
businessDayConvention() const VolatilityTermStructurevirtual
calendar() const TermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
checkRange(const Date &d, bool extrapolate) const TermStructureprotected
checkRange(Time t, bool extrapolate) const TermStructureprotected
checkStrike(Rate strike, bool extrapolate) const VolatilityTermStructureprotected
ConstantOptionletVolatility(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc)ConstantOptionletVolatility
ConstantOptionletVolatility(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc)ConstantOptionletVolatility
ConstantOptionletVolatility(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc)ConstantOptionletVolatility
ConstantOptionletVolatility(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc)ConstantOptionletVolatility
dayCounter() const TermStructurevirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
maxDate() const ConstantOptionletVolatilityvirtual
maxStrike() const ConstantOptionletVolatilityvirtual
maxTime() const TermStructurevirtual
minStrike() const ConstantOptionletVolatilityvirtual
moving_ (defined in TermStructure)TermStructureprotected
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
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
optionDateFromTenor(const Period &) const VolatilityTermStructure
OptionletVolatilityStructure(const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())OptionletVolatilityStructure
OptionletVolatilityStructure(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())OptionletVolatilityStructure
OptionletVolatilityStructure(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())OptionletVolatilityStructure
OptionletVolatilityStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())OptionletVolatilityStructure
referenceDate() const TermStructurevirtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
settlementDays() const TermStructurevirtual
smileSection(const Period &optionTenor, bool extr=false) const OptionletVolatilityStructure
smileSection(const Date &optionDate, bool extr=false) const OptionletVolatilityStructure
smileSection(Time optionTime, bool extr=false) const OptionletVolatilityStructure
smileSectionImpl(const Date &d) const (defined in ConstantOptionletVolatility)ConstantOptionletVolatilityprotectedvirtual
smileSectionImpl(Time) const ConstantOptionletVolatilityprotectedvirtual
TermStructure(const DayCounter &dc=DayCounter())TermStructure
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter())TermStructure
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter())TermStructure
timeFromReference(const Date &date) const TermStructure
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll()Observer
update() (defined in TermStructure)TermStructurevirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
volatility(const Period &optionTenor, Rate strike, bool extrapolate=false) const OptionletVolatilityStructure
volatility(const Date &optionDate, Rate strike, bool extrapolate=false) const OptionletVolatilityStructure
volatility(Time optionTime, Rate strike, bool extrapolate=false) const OptionletVolatilityStructure
volatilityImpl(Time, Rate) const ConstantOptionletVolatilityprotectedvirtual
volatilityImpl(const Date &optionDate, Rate strike) const (defined in OptionletVolatilityStructure)OptionletVolatilityStructureprotected
VolatilityTermStructure(const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())VolatilityTermStructure
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() (defined in Extrapolator)Extrapolatorvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~OptionletVolatilityStructure() (defined in OptionletVolatilityStructure)OptionletVolatilityStructurevirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual