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

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

a() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
AbcdAtmVolCurve(Natural settlementDays, const Calendar &cal, const std::vector< Period > &optionTenors, const std::vector< Handle< Quote > > &volsHandles, const std::vector< bool > inclusionInInterpolationFlag=std::vector< bool >(1, true), BusinessDayConvention bdc=Following, const DayCounter &dc=Actual365Fixed())AbcdAtmVolCurve
accept(AcyclicVisitor &) (defined in AbcdAtmVolCurve)AbcdAtmVolCurvevirtual
allowsExtrapolation() const Extrapolator
atmVariance(const Period &optionTenor, bool extrapolate=false) const BlackAtmVolCurve
atmVariance(const Date &maturity, bool extrapolate=false) const BlackAtmVolCurve
atmVariance(Time maturity, bool extrapolate=false) const BlackAtmVolCurve
atmVarianceImpl(Time t) const AbcdAtmVolCurveprotectedvirtual
atmVol(const Period &optionTenor, bool extrapolate=false) const BlackAtmVolCurve
atmVol(const Date &maturity, bool extrapolate=false) const BlackAtmVolCurve
atmVol(Time maturity, bool extrapolate=false) const BlackAtmVolCurve
atmVolImpl(Time t) const AbcdAtmVolCurveprotectedvirtual
b() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
BlackAtmVolCurve(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())BlackAtmVolCurve
BlackAtmVolCurve(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())BlackAtmVolCurve
BlackAtmVolCurve(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())BlackAtmVolCurve
businessDayConvention() const VolatilityTermStructurevirtual
c() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
calculate() const LazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
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
d() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
dayCounter() const TermStructurevirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
endCriteria() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
Extrapolator() (defined in Extrapolator)Extrapolator
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
k() const AbcdAtmVolCurve
k(Time t) const AbcdAtmVolCurve
LazyObject() (defined in LazyObject)LazyObject
maxDate() const AbcdAtmVolCurvevirtual
maxError() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
maxStrike() const AbcdAtmVolCurvevirtual
maxTime() const TermStructurevirtual
minStrike() const AbcdAtmVolCurvevirtual
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
optionDates() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
optionTenors() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
optionTenorsInInterpolation() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
optionTimes() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
performCalculations() const AbcdAtmVolCurvevirtual
recalculate()LazyObject
referenceDate() const TermStructurevirtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
rmsError() const (defined in AbcdAtmVolCurve)AbcdAtmVolCurve
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
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()AbcdAtmVolCurvevirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
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
~BlackAtmVolCurve() (defined in BlackAtmVolCurve)BlackAtmVolCurvevirtual
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual