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

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

allowsExtrapolation() const Extrapolator
baseDate() const (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfacevirtual
baseLevel() const (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfacevirtual
baseLevel_ (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfacemutableprotected
businessDayConvention() const VolatilityTermStructurevirtual
calendar() const TermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
checkRange(const Date &, Rate strike, bool extrapolate) const (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfaceprotectedvirtual
checkRange(Time, Rate strike, bool extrapolate) const (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfaceprotectedvirtual
QuantLib::VolatilityTermStructure::checkRange(const Date &d, bool extrapolate) const TermStructureprotected
QuantLib::VolatilityTermStructure::checkRange(Time t, bool extrapolate) const TermStructureprotected
checkStrike(Rate strike, bool extrapolate) const VolatilityTermStructureprotected
ConstantYoYOptionletVolatility(const Volatility v, Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, Rate minStrike=-1.0, Rate maxStrike=100.0)ConstantYoYOptionletVolatility
dayCounter() const TermStructurevirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
frequency() const (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfacevirtual
frequency_ (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfaceprotected
indexIsInterpolated() const (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfacevirtual
indexIsInterpolated_ (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfaceprotected
maxDate() const ConstantYoYOptionletVolatilityvirtual
maxStrike() const ConstantYoYOptionletVolatilityvirtual
maxStrike_ (defined in ConstantYoYOptionletVolatility)ConstantYoYOptionletVolatilityprotected
maxTime() const TermStructurevirtual
minStrike() const ConstantYoYOptionletVolatilityvirtual
minStrike_ (defined in ConstantYoYOptionletVolatility)ConstantYoYOptionletVolatilityprotected
moving_ (defined in TermStructure)TermStructureprotected
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationLag() const YoYOptionletVolatilitySurfacevirtual
observationLag_ (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfaceprotected
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
setBaseLevel(Volatility v) (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfaceprotectedvirtual
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
timeFromBase(const Date &date, const Period &obsLag=Period(-1, Days)) const YoYOptionletVolatilitySurfacevirtual
timeFromReference(const Date &date) const TermStructure
totalVariance(const Date &exerciseDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const YoYOptionletVolatilitySurfacevirtual
totalVariance(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const YoYOptionletVolatilitySurfacevirtual
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()TermStructurevirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
volatility(const Date &maturityDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const YoYOptionletVolatilitySurface
volatility(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const YoYOptionletVolatilitySurface
volatility_ (defined in ConstantYoYOptionletVolatility)ConstantYoYOptionletVolatilityprotected
volatilityImpl(Time length, Rate strike) const ConstantYoYOptionletVolatilityprotectedvirtual
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
YoYOptionletVolatilitySurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated) (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurface
~ConstantYoYOptionletVolatility() (defined in ConstantYoYOptionletVolatility)ConstantYoYOptionletVolatilityvirtual
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual
~YoYOptionletVolatilitySurface() (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfacevirtual