Fully annotated reference manual - version 1.8.13.0
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This is the complete list of members for InterpolatedCPIVolatilitySurface< Interpolator2D >, including all inherited members.
| atmStrike(const QuantLib::Date &maturity, const QuantLib::Period &obsLag=QuantLib::Period(-1, QuantLib::Days)) const override | InterpolatedCPIVolatilitySurface< Interpolator2D > | virtual |
| baseDate() const override | CPIVolatilitySurface | |
| capFloorStartDate() const | CPIVolatilitySurface | |
| capFloorStartDate_ | CPIVolatilitySurface | private |
| CPIVolatilitySurface(QuantLib::Natural settlementDays, const QuantLib::Calendar &, QuantLib::BusinessDayConvention bdc, const QuantLib::DayCounter &dc, const QuantLib::Period &observationLag, QuantLib::Frequency frequency, bool indexIsInterpolated, const QuantLib::Date &capFloorStartDate=QuantLib::Date(), QuantLib::VolatilityType volType=QuantLib::ShiftedLognormal, double displacement=0.0) | CPIVolatilitySurface | |
| displacement() const | CPIVolatilitySurface | |
| displacement_ | CPIVolatilitySurface | protected |
| fixingTime(const QuantLib::Date &maturityDate) const | CPIVolatilitySurface | protectedvirtual |
| index_ | InterpolatedCPIVolatilitySurface< Interpolator2D > | private |
| InterpolatedCPIVolatilitySurface(const std::vector< Period > &optionTenors, const std::vector< Real > &strikes, const std::vector< std::vector< Handle< Quote > > > quotes, const QuantLib::ext::shared_ptr< QuantLib::ZeroInflationIndex > &index, const bool quotedInstrumentsAreInterpolated, const Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, const Date &capFloorStartDate=Date(), const Interpolator2D &interpolator2d=Interpolator2D(), const QuantLib::VolatilityType volType=QuantLib::ShiftedLognormal, const double displacement=0.0) | InterpolatedCPIVolatilitySurface< Interpolator2D > | |
| InterpolatedCPIVolatilitySurface(const std::vector< Period > &optionTenors, const std::vector< Real > &strikes, const std::vector< std::vector< Handle< Quote > > > quotes, const QuantLib::ext::shared_ptr< QuantLib::ZeroInflationIndex > &index, const Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, const Date &capFloorStartDate=Date(), const Interpolator2D &interpolator2d=Interpolator2D(), const QuantLib::VolatilityType volType=QuantLib::ShiftedLognormal, const double displacement=0.0) | InterpolatedCPIVolatilitySurface< Interpolator2D > | |
| interpolator2d_ | InterpolatedCPIVolatilitySurface< Interpolator2D > | private |
| isLogNormal() const | CPIVolatilitySurface | |
| maxDate() const override | InterpolatedCPIVolatilitySurface< Interpolator2D > | |
| maxStrike() const override | InterpolatedCPIVolatilitySurface< Interpolator2D > | |
| minStrike() const override | InterpolatedCPIVolatilitySurface< Interpolator2D > | |
| optionDateFromTenor(const QuantLib::Period &tenor) const override | CPIVolatilitySurface | |
| optionTenors() | InterpolatedCPIVolatilitySurface< Interpolator2D > | |
| optionTenors_ | InterpolatedCPIVolatilitySurface< Interpolator2D > | mutableprivate |
| optionTimes_ | InterpolatedCPIVolatilitySurface< Interpolator2D > | mutableprivate |
| performCalculations() const override | InterpolatedCPIVolatilitySurface< Interpolator2D > | |
| quotes() | InterpolatedCPIVolatilitySurface< Interpolator2D > | |
| quotes_ | InterpolatedCPIVolatilitySurface< Interpolator2D > | mutableprivate |
| strikes() | InterpolatedCPIVolatilitySurface< Interpolator2D > | |
| strikes_ | InterpolatedCPIVolatilitySurface< Interpolator2D > | mutableprivate |
| update() override | InterpolatedCPIVolatilitySurface< Interpolator2D > | |
| volatility(const QuantLib::Date &maturityDate, QuantLib::Rate strike, const QuantLib::Period &obsLag=QuantLib::Period(-1, QuantLib::Days), bool extrapolate=false) const override | CPIVolatilitySurface | |
| volatilityImpl(QuantLib::Time length, QuantLib::Rate strike) const override | InterpolatedCPIVolatilitySurface< Interpolator2D > | |
| volatilityType() const | CPIVolatilitySurface | |
| volData() | InterpolatedCPIVolatilitySurface< Interpolator2D > | |
| volData_ | InterpolatedCPIVolatilitySurface< Interpolator2D > | mutableprivate |
| vols_ | InterpolatedCPIVolatilitySurface< Interpolator2D > | mutableprivate |
| volType_ | CPIVolatilitySurface | protected |