A free/open-source library for quantitative finance
Reference manual - version 1.5
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Member
BlackVarianceTermStructure::BlackVarianceTermStructure
(const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())
Member
BlackVolatilityTermStructure::BlackVolatilityTermStructure
(const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())
Member
BlackVolTermStructure::BlackVolTermStructure
(const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())
Member
CapFloorTermVolatilityStructure::CapFloorTermVolatilityStructure
(const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())
Member
FittedBondDiscountCurve::FittedBondDiscountCurve
(Natural settlementDays, const Calendar &calendar, const std::vector< boost::shared_ptr< FixedRateBondHelper > > &bonds, const DayCounter &dayCounter, const FittingMethod &fittingMethod, Real accuracy=1.0e-10, Size maxEvaluations=10000, const Array &guess=Array(), Real simplexLambda=1.0)
Member
FittedBondDiscountCurve::FittedBondDiscountCurve
(const Date &referenceDate, const std::vector< boost::shared_ptr< FixedRateBondHelper > > &bonds, const DayCounter &dayCounter, const FittingMethod &fittingMethod, Real accuracy=1.0e-10, Size maxEvaluations=10000, const Array &guess=Array(), Real simplexLambda=1.0)
Member
GeneralLinearLeastSquares::a
() const
Use coefficients() instead
Member
Handle< T >::Handle
(T *p, bool registerAsObserver=true)
Member
LocalVolTermStructure::LocalVolTermStructure
(const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())
Member
OptionletVolatilityStructure::OptionletVolatilityStructure
(const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())
Member
Settings::includeReferenceDateCashFlows
() const
Use includeReferenceDateEvents() instead
Member
Settings::includeReferenceDateCashFlows
()
Use includeReferenceDateEvents() instead
Member
SwaptionVolatilityStructure::SwaptionVolatilityStructure
(const Calendar &calendar, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())
Member
VolatilityTermStructure::VolatilityTermStructure
(const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())
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