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Fully annotated reference manual - version 1.8.12
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SwaptionVolCurve Member List

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

calibrationInfo() constGenericYieldVolCurve
calibrationInfo_GenericYieldVolCurveprivate
GenericYieldVolCurve()GenericYieldVolCurve
GenericYieldVolCurve(const Date &asof, const Loader &loader, const CurveConfigurations &curveConfigs, const QuantLib::ext::shared_ptr< GenericYieldVolatilityCurveConfig > &config, const map< string, QuantLib::ext::shared_ptr< SwapIndex > > &requiredSwapIndices, const map< string, QuantLib::ext::shared_ptr< GenericYieldVolCurve > > &requiredVolCurves, const std::function< bool(const QuantLib::ext::shared_ptr< MarketDatum > &md, Period &expiry, Period &term)> &matchAtmQuote, const std::function< bool(const QuantLib::ext::shared_ptr< MarketDatum > &md, Period &expiry, Period &term, Real &strike)> &matchSmileQuote, const std::function< bool(const QuantLib::ext::shared_ptr< MarketDatum > &md, Period &term)> &matchShiftQuote, const bool buildCalibrationInfo)GenericYieldVolCurve
spec() constSwaptionVolCurve
spec_SwaptionVolCurveprivate
SwaptionVolCurve()SwaptionVolCurve
SwaptionVolCurve(Date asof, SwaptionVolatilityCurveSpec spec, const Loader &loader, const CurveConfigurations &curveConfigs, const map< string, QuantLib::ext::shared_ptr< SwapIndex > > &requiredSwapIndices={}, const map< string, QuantLib::ext::shared_ptr< GenericYieldVolCurve > > &requiredVolCurves={}, const bool buildCalibrationInfo=true)SwaptionVolCurve
vol_GenericYieldVolCurveprivate
volTermStructure()GenericYieldVolCurve
~GenericYieldVolCurve()GenericYieldVolCurvevirtual