Fully annotated reference manual - version 1.8.12
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This is the complete list of members for InterpolatingCreditVolCurve, including all inherited members.
| atmStrike(const QuantLib::Date &expiry, const QuantLib::Period &term) const | CreditVolCurve | |
| atmStrike(const QuantLib::Date &expiry, const QuantLib::Real underlyingLength) const | CreditVolCurve | |
| atmStrikeCache_ | CreditVolCurve | mutableprotected |
| createSmile(const QuantLib::Date &expiry, const QuantLib::Period &term, const QuantLib::Date &expiry_m, const QuantLib::Date &expiry_p) const | InterpolatingCreditVolCurve | private |
| CreditVolCurve(QuantLib::BusinessDayConvention bdc, const QuantLib::DayCounter &dc, const std::vector< QuantLib::Period > &terms, const std::vector< QuantLib::Handle< CreditCurve > > &termCurves, const Type &type) | CreditVolCurve | |
| CreditVolCurve(const QuantLib::Natural settlementDays, const QuantLib::Calendar &cal, QuantLib::BusinessDayConvention bdc, const QuantLib::DayCounter &dc, const std::vector< QuantLib::Period > &terms, const std::vector< QuantLib::Handle< CreditCurve > > &termCurves, const Type &type) | CreditVolCurve | |
| CreditVolCurve(const QuantLib::Date &referenceDate, const QuantLib::Calendar &cal, QuantLib::BusinessDayConvention bdc, const QuantLib::DayCounter &dc, const std::vector< QuantLib::Period > &terms, const std::vector< QuantLib::Handle< CreditCurve > > &termCurves, const Type &type) | CreditVolCurve | |
| init() | InterpolatingCreditVolCurve | private |
| InterpolatingCreditVolCurve(const QuantLib::Natural settlementDays, const QuantLib::Calendar &cal, QuantLib::BusinessDayConvention bdc, const QuantLib::DayCounter &dc, const std::vector< QuantLib::Period > &terms, const std::vector< QuantLib::Handle< CreditCurve > > &termCurves, const std::map< std::tuple< QuantLib::Date, QuantLib::Period, QuantLib::Real >, QuantLib::Handle< QuantLib::Quote > > "es, const Type &type) | InterpolatingCreditVolCurve | |
| InterpolatingCreditVolCurve(const QuantLib::Date &referenceDate, const QuantLib::Calendar &cal, QuantLib::BusinessDayConvention bdc, const QuantLib::DayCounter &dc, const std::vector< QuantLib::Period > &terms, const std::vector< QuantLib::Handle< CreditCurve > > &termCurves, const std::map< std::tuple< QuantLib::Date, QuantLib::Period, QuantLib::Real >, QuantLib::Handle< QuantLib::Quote > > "es, const Type &type) | InterpolatingCreditVolCurve | |
| Key typedef | InterpolatingCreditVolCurve | private |
| maxDate() const override | CreditVolCurve | |
| maxStrike() const override | CreditVolCurve | |
| minStrike() const override | CreditVolCurve | |
| moneyness(const QuantLib::Real strike, const QuantLib::Real atmStrike) const | CreditVolCurve | protected |
| performCalculations() const override | InterpolatingCreditVolCurve | private |
| quotes_ | InterpolatingCreditVolCurve | private |
| Smile typedef | InterpolatingCreditVolCurve | private |
| smileExpiries_ | InterpolatingCreditVolCurve | mutableprivate |
| smileExpiryTimes_ | InterpolatingCreditVolCurve | mutableprivate |
| smiles_ | InterpolatingCreditVolCurve | mutableprivate |
| smileTermLengths_ | InterpolatingCreditVolCurve | mutableprivate |
| smileTerms_ | InterpolatingCreditVolCurve | mutableprivate |
| strike(const QuantLib::Real moneyness, const QuantLib::Real atmStrike) const | CreditVolCurve | protected |
| strikes_ | InterpolatingCreditVolCurve | mutableprivate |
| termCurves() const | CreditVolCurve | virtual |
| termCurves_ | CreditVolCurve | protected |
| terms() const | CreditVolCurve | virtual |
| terms_ | CreditVolCurve | protected |
| Type enum name | CreditVolCurve | |
| type() const | CreditVolCurve | |
| type_ | CreditVolCurve | protected |
| update() override | CreditVolCurve | protected |
| volatility(const QuantLib::Date &exerciseDate, const QuantLib::Real underlyingLength, const QuantLib::Real strike, const Type &targetType) const override | InterpolatingCreditVolCurve | virtual |
| QuantExt::CreditVolCurve::volatility(const QuantLib::Date &exerciseDate, const QuantLib::Period &underlyingTerm, const QuantLib::Real strike, const Type &targetType) const | CreditVolCurve | |
| QuantExt::CreditVolCurve::volatility(const QuantLib::Real exerciseTime, const QuantLib::Real underlyingLength, const QuantLib::Real strike, const Type &targetType) const | CreditVolCurve | |
| vols_ | InterpolatingCreditVolCurve | mutableprivate |