Fully annotated reference manual - version 1.8.12
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This is the complete list of members for VolatilityStrikeSurfaceConfig, including all inherited members.
| addNodes(ore::data::XMLDocument &doc, ore::data::XMLNode *node) const | VolatilitySurfaceConfig | protected |
| calendar() const | VolatilityConfig | |
| calendar_ | VolatilityConfig | private |
| calendarStr_ | VolatilityConfig | private |
| exerciseType() const | QuoteBasedVolatilityConfig | |
| exerciseType_ | QuoteBasedVolatilityConfig | private |
| expiries() const | VolatilityStrikeSurfaceConfig | |
| expiries_ | VolatilityStrikeSurfaceConfig | private |
| extrapolation() const | VolatilitySurfaceConfig | |
| extrapolation_ | VolatilitySurfaceConfig | private |
| fromBaseNode(ore::data::XMLNode *node) | QuoteBasedVolatilityConfig | |
| fromFile(const std::string &filename) | XMLSerializable | |
| fromNode(ore::data::XMLNode *node) | VolatilitySurfaceConfig | protected |
| fromXML(ore::data::XMLNode *node) override | VolatilityStrikeSurfaceConfig | virtual |
| fromXMLNode(ore::data::XMLNode *node) | VolatilityConfig | |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| priority() const | VolatilityConfig | |
| priority_ | VolatilityConfig | private |
| QuoteBasedVolatilityConfig(MarketDatum::QuoteType quoteType=MarketDatum::QuoteType::RATE_LNVOL, QuantLib::Exercise::Type exerciseType=QuantLib::Exercise::Type::European, std::string calendarStr=std::string(), QuantLib::Natural priority=0) | QuoteBasedVolatilityConfig | |
| quotes() const override | VolatilityStrikeSurfaceConfig | virtual |
| quoteType() const | QuoteBasedVolatilityConfig | |
| quoteType_ | QuoteBasedVolatilityConfig | private |
| strikeExtrapolation() const | VolatilitySurfaceConfig | |
| strikeExtrapolation_ | VolatilitySurfaceConfig | private |
| strikeInterpolation() const | VolatilitySurfaceConfig | |
| strikeInterpolation_ | VolatilitySurfaceConfig | private |
| strikes() const | VolatilityStrikeSurfaceConfig | |
| strikes_ | VolatilityStrikeSurfaceConfig | private |
| timeExtrapolation() const | VolatilitySurfaceConfig | |
| timeExtrapolation_ | VolatilitySurfaceConfig | private |
| timeInterpolation() const | VolatilitySurfaceConfig | |
| timeInterpolation_ | VolatilitySurfaceConfig | private |
| toBaseNode(ore::data::XMLDocument &doc, ore::data::XMLNode *node) const | QuoteBasedVolatilityConfig | |
| toFile(const std::string &filename) const | XMLSerializable | |
| toXML(ore::data::XMLDocument &doc) const override | VolatilityStrikeSurfaceConfig | virtual |
| toXMLNode(XMLDocument &doc, XMLNode *node) const | VolatilityConfig | |
| toXMLString() const | XMLSerializable | |
| VolatilityConfig(std::string calendarStr=std::string(), QuantLib::Natural priority=0) | VolatilityConfig | |
| VolatilityStrikeSurfaceConfig(MarketDatum::QuoteType quoteType=MarketDatum::QuoteType::RATE_LNVOL, QuantLib::Exercise::Type exerciseType=QuantLib::Exercise::Type::European, std::string calendarStr=std::string(), QuantLib::Natural priority=0) | VolatilityStrikeSurfaceConfig | |
| VolatilityStrikeSurfaceConfig(const std::vector< std::string > &strikes, const std::vector< std::string > &expiries, const std::string &timeInterpolation, const std::string &strikeInterpolation, bool extrapolation, const std::string &timeExtrapolation, const std::string &strikeExtrapolation, MarketDatum::QuoteType quoteType=MarketDatum::QuoteType::RATE_LNVOL, QuantLib::Exercise::Type exerciseType=QuantLib::Exercise::Type::European, std::string calendarStr=std::string(), QuantLib::Natural priority=0) | VolatilityStrikeSurfaceConfig | |
| VolatilitySurfaceConfig(MarketDatum::QuoteType quoteType=MarketDatum::QuoteType::RATE_LNVOL, QuantLib::Exercise::Type exerciseType=QuantLib::Exercise::Type::European, std::string calendarStr=std::string(), QuantLib::Natural priority=0) | VolatilitySurfaceConfig | |
| VolatilitySurfaceConfig(const std::string &timeInterpolation, const std::string &strikeInterpolation, bool extrapolation, const std::string &timeExtrapolation, const std::string &strikeExtrapolation, MarketDatum::QuoteType quoteType=MarketDatum::QuoteType::RATE_LNVOL, QuantLib::Exercise::Type exerciseType=QuantLib::Exercise::Type::European, std::string calendarStr=std::string(), QuantLib::Natural priority=0) | VolatilitySurfaceConfig | |
| ~XMLSerializable() | XMLSerializable | virtual |