QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
SmileSection Member List

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

atmLevel() const =0 (defined in SmileSection)SmileSectionpure virtual
dayCounter() const (defined in SmileSection)SmileSectionvirtual
density(Rate strike, Real discount=1.0, Real gap=1.0E-4) const (defined in SmileSection)SmileSectionvirtual
digitalOptionPrice(Rate strike, Option::Type type=Option::Call, Real discount=1.0, Real gap=1.0e-5) const (defined in SmileSection)SmileSectionvirtual
exerciseDate() const (defined in SmileSection)SmileSectionvirtual
exerciseTime() const (defined in SmileSection)SmileSectionvirtual
initializeExerciseTime() const (defined in SmileSection)SmileSectionprotectedvirtual
maxStrike() const =0 (defined in SmileSection)SmileSectionpure virtual
minStrike() const =0 (defined in SmileSection)SmileSectionpure virtual
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
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
optionPrice(Rate strike, Option::Type type=Option::Call, Real discount=1.0) const (defined in SmileSection)SmileSectionvirtual
referenceDate() const (defined in SmileSection)SmileSectionvirtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
SmileSection(const Date &d, const DayCounter &dc=DayCounter(), const Date &referenceDate=Date()) (defined in SmileSection)SmileSection
SmileSection(Time exerciseTime, const DayCounter &dc=DayCounter()) (defined in SmileSection)SmileSection
SmileSection() (defined in SmileSection)SmileSection
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()SmileSectionvirtual
variance(Rate strike) const (defined in SmileSection)SmileSection
varianceImpl(Rate strike) const (defined in SmileSection)SmileSectionprotectedvirtual
vega(Rate strike, Real discount=1.0) const (defined in SmileSection)SmileSectionvirtual
volatility(Rate strike) const (defined in SmileSection)SmileSection
volatilityImpl(Rate strike) const =0 (defined in SmileSection)SmileSectionprotectedpure virtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~SmileSection() (defined in SmileSection)SmileSectionvirtual