EquityOptionSurfaceStripper Member List

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

brent_	OptionSurfaceStripper	private
calendar_	OptionSurfaceStripper	protected
callSurface_	OptionSurfaceStripper	protected
dayCounter_	OptionSurfaceStripper	protected
equityIndex_	EquityOptionSurfaceStripper	private
EquityOptionSurfaceStripper(const QuantLib::Handle< QuantExt::EquityIndex2 > &equityIndex, const QuantLib::ext::shared_ptr< OptionInterpolatorBase > &callSurface, const QuantLib::ext::shared_ptr< OptionInterpolatorBase > &putSurface, const QuantLib::Calendar &calendar, const QuantLib::DayCounter &dayCounter, QuantLib::Exercise::Type type=QuantLib::Exercise::European, bool lowerStrikeConstExtrap=true, bool upperStrikeConstExtrap=true, bool timeFlatExtrapolation=false, bool preferOutOfTheMoney=false, Solver1DOptions solverOptions={})	EquityOptionSurfaceStripper
forward(const QuantLib::Date &date) const override	EquityOptionSurfaceStripper	protectedvirtual
havePrices_	OptionSurfaceStripper	private
implyVol(QuantLib::Date expiry, QuantLib::Real strike, QuantLib::Option::Type type, QuantLib::ext::shared_ptr< QuantLib::PricingEngine > engine, QuantLib::SimpleQuote &volQuote) const	OptionSurfaceStripper	private
lowerStrikeConstExtrap_	OptionSurfaceStripper	protected
OptionSurfaceStripper(const QuantLib::ext::shared_ptr< OptionInterpolatorBase > &callSurface, const QuantLib::ext::shared_ptr< OptionInterpolatorBase > &putSurface, const QuantLib::Calendar &calendar, const QuantLib::DayCounter &dayCounter, QuantLib::Exercise::Type type=QuantLib::Exercise::European, bool lowerStrikeConstExtrap=true, bool upperStrikeConstExtrap=true, bool timeFlatExtrapolation=false, bool preferOutOfTheMoney=false, Solver1DOptions solverOptions={})	OptionSurfaceStripper
performCalculations() const override	OptionSurfaceStripper
preferOutOfTheMoney_	OptionSurfaceStripper	protected
process(const QuantLib::ext::shared_ptr< QuantLib::SimpleQuote > &volatilityQuote) const override	EquityOptionSurfaceStripper	protectedvirtual
putSurface_	OptionSurfaceStripper	protected
setUpSolver()	OptionSurfaceStripper	private
solver_	OptionSurfaceStripper	private
solverOptions_	OptionSurfaceStripper	private
strikes(const QuantLib::Date &expiry, bool isCall) const	OptionSurfaceStripper	private
timeFlatExtrapolation_	OptionSurfaceStripper	protected
type_	OptionSurfaceStripper	protected
upperStrikeConstExtrap_	OptionSurfaceStripper	protected
volSurface()	OptionSurfaceStripper
volSurface_	OptionSurfaceStripper	mutableprivate