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

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

allowsExtrapolation() const Extrapolator
businessDayConvention() const VolatilityTermStructurevirtual
calendar() const TermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
CapFloorTermVolatilityStructure(const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())CapFloorTermVolatilityStructure
CapFloorTermVolatilityStructure(BusinessDayConvention bdc, const DayCounter &dc=DayCounter())CapFloorTermVolatilityStructure
CapFloorTermVolatilityStructure(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())CapFloorTermVolatilityStructure
CapFloorTermVolatilityStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())CapFloorTermVolatilityStructure
checkRange(const Date &d, bool extrapolate) const TermStructureprotected
checkRange(Time t, bool extrapolate) const TermStructureprotected
checkStrike(Rate strike, bool extrapolate) const VolatilityTermStructureprotected
ConstantCapFloorTermVolatility(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc)ConstantCapFloorTermVolatility
ConstantCapFloorTermVolatility(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc)ConstantCapFloorTermVolatility
ConstantCapFloorTermVolatility(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc)ConstantCapFloorTermVolatility
ConstantCapFloorTermVolatility(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc)ConstantCapFloorTermVolatility
dayCounter() const TermStructurevirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
maxDate() const ConstantCapFloorTermVolatilityvirtual
maxStrike() const ConstantCapFloorTermVolatilityvirtual
maxTime() const TermStructurevirtual
minStrike() const ConstantCapFloorTermVolatilityvirtual
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
referenceDate() const TermStructurevirtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
settlementDays() const TermStructurevirtual
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() (defined in Observer)Observer
update()TermStructurevirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
volatility(const Period &length, Rate strike, bool extrapolate=false) const CapFloorTermVolatilityStructure
volatility(const Date &end, Rate strike, bool extrapolate=false) const (defined in CapFloorTermVolatilityStructure)CapFloorTermVolatilityStructure
volatility(Time t, Rate strike, bool extrapolate=false) const CapFloorTermVolatilityStructure
volatilityImpl(Time, Rate) const ConstantCapFloorTermVolatilityprotectedvirtual
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
~CapFloorTermVolatilityStructure() (defined in CapFloorTermVolatilityStructure)CapFloorTermVolatilityStructurevirtual
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual