FxBlackVolatilitySurface Member List

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

accept(AcyclicVisitor &) override	FxBlackVolatilitySurface	virtual
atmCurve_	FxBlackVolatilitySurface	protected
atmType_	FxBlackVolatilitySurface	protected
bf_	FxBlackVolatilitySurface	protected
bfCurve_	FxBlackVolatilitySurface	protected
blackVolImpl(Time t, Real strike) const override	FxBlackVolatilitySurface	protectedvirtual
blackVolSmile(Time t) const	FxBlackVolatilitySurface
blackVolSmileImpl(Real spot, Real rd, Real rf, Time t, Volatility atm, Volatility rr, Volatility bf) const =0	FxBlackVolatilitySurface	protectedpure virtual
dayCounter() const override	FxBlackVolatilitySurface
dayCounter_	FxBlackVolatilitySurface	protected
delta_	FxBlackVolatilitySurface	protected
deltaType_	FxBlackVolatilitySurface	protected
domesticTS_	FxBlackVolatilitySurface	protected
foreignTS_	FxBlackVolatilitySurface	protected
FxBlackVolatilitySurface(const Date &referenceDate, const std::vector< Date > &dates, const std::vector< Volatility > &atmVols, const std::vector< Volatility > &rr, const std::vector< Volatility > &bf, const DayCounter &dayCounter, const Calendar &cal, const Handle< Quote > &fxSpot, const Handle< YieldTermStructure > &domesticTS, const Handle< YieldTermStructure > &foreignTS, bool requireMonotoneVariance=true, const DeltaVolQuote::AtmType atmType=DeltaVolQuote::AtmType::AtmDeltaNeutral, const DeltaVolQuote::DeltaType deltaType=DeltaVolQuote::DeltaType::Spot, const Real delta=0.25, const Period &switchTenor=0 *Days, const DeltaVolQuote::AtmType longTermAtmType=DeltaVolQuote::AtmType::AtmDeltaNeutral, const DeltaVolQuote::DeltaType longTermDeltaType=DeltaVolQuote::DeltaType::Spot)	FxBlackVolatilitySurface
fxSpot_	FxBlackVolatilitySurface	protected
longTermAtmType_	FxBlackVolatilitySurface	protected
longTermDeltaType_	FxBlackVolatilitySurface	protected
maxDate() const override	FxBlackVolatilitySurface
maxDate_	FxBlackVolatilitySurface	protected
maxStrike() const override	FxBlackVolatilitySurface
minStrike() const override	FxBlackVolatilitySurface
rr_	FxBlackVolatilitySurface	protected
rrCurve_	FxBlackVolatilitySurface	protected
switchTenor_	FxBlackVolatilitySurface	protected
times_	FxBlackVolatilitySurface	protected