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 |