Fully annotated reference manual - version 1.8.13.0
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This is the complete list of members for OptionPriceSurface, including all inherited members.
| baseDate_ | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | private |
| dayCounter() const override | OptionPriceSurface | |
| dayCounter_ | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | private |
| expiries() const | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | |
| expiries_ | OptionInterpolatorBase | protected |
| getValue(QuantLib::Time t, QuantLib::Real strike) const override | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | virtual |
| getValue(QuantLib::Date d, QuantLib::Real strike) const override | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | virtual |
| getValueForStrike(QuantLib::Real strike, const std::vector< QuantLib::Real > &strks, const std::vector< QuantLib::Real > &vars, const QuantLib::Interpolation &intrp) const | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | private |
| initialise(const std::vector< QuantLib::Date > &dates, const std::vector< QuantLib::Real > &strikes, const std::vector< QuantLib::Real > &values) | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | |
| initialise(const std::vector< QuantLib::Period > &tenors, const std::vector< QuantLib::Real > &strikes, const std::vector< QuantLib::Real > &values, const QuantLib::Calendar &calendar, const QuantLib::BusinessDayConvention &bdc) | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | |
| initialised_ | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | private |
| interpolations_ | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | protected |
| interpolatorExpiry_ | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | private |
| interpolatorStrike_ | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | private |
| lowerStrikeConstExtrap_ | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | private |
| maxDate() const override | OptionPriceSurface | |
| operator=(const OptionInterpolator2d &)=delete | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | |
| OptionInterpolator2d(const QuantLib::Date &referenceDate, const QuantLib::DayCounter &dayCounter, bool lowerStrikeConstExtrap=true, bool upperStrikeConstExtrap=true, const QuantLib::Linear &interpolatorStrike=QuantLib::Linear(), const QuantLib::Linear &interpolatorExpiry=QuantLib::Linear(), const QuantLib::Date &baseDate=QuantLib::Date()) | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | |
| OptionInterpolator2d(const QuantLib::Date &referenceDate, const QuantLib::DayCounter &dayCounter, const std::vector< QuantLib::Date > &dates, const std::vector< QuantLib::Real > &strikes, const std::vector< QuantLib::Real > &values, bool lowerStrikeConstExtrap=true, bool upperStrikeConstExtrap=true, const QuantLib::Linear &interpolatorStrike=QuantLib::Linear(), const QuantLib::Linear &interpolatorExpiry=QuantLib::Linear(), const QuantLib::Date &baseDate=QuantLib::Date()) | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | |
| OptionInterpolator2d(const QuantLib::Date &referenceDate, const QuantLib::Calendar &calendar, const QuantLib::BusinessDayConvention &bdc, const QuantLib::DayCounter &dayCounter, const std::vector< QuantLib::Period > &tenors, const std::vector< QuantLib::Real > &strikes, const std::vector< QuantLib::Real > &values, bool lowerStrikeConstExtrap=true, bool upperStrikeConstExtrap=true, const QuantLib::Linear &interpolatorStrike=QuantLib::Linear(), const QuantLib::Linear &interpolatorExpiry=QuantLib::Linear(), const QuantLib::Date &baseDate=QuantLib::Date()) | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | |
| OptionInterpolator2d(const OptionInterpolator2d &)=delete | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | |
| OptionInterpolatorBase(const QuantLib::Date &referenceDate) | OptionInterpolatorBase | explicit |
| OptionPriceSurface(const QuantLib::Date &referenceDate, const std::vector< QuantLib::Date > &dates, const std::vector< QuantLib::Real > &strikes, const std::vector< QuantLib::Real > &prices, const QuantLib::DayCounter &dayCounter, const QuantLib::Calendar &calendar=QuantLib::NullCalendar()) | OptionPriceSurface | |
| price(QuantLib::Time t, QuantLib::Real strike) const | OptionPriceSurface | |
| price(QuantLib::Date d, QuantLib::Real strike) const | OptionPriceSurface | |
| referenceDate() const override | OptionPriceSurface | |
| referenceDate_ | OptionInterpolatorBase | protected |
| strikes() const | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | |
| strikes_ | OptionInterpolatorBase | protected |
| times() const | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | |
| times_ | OptionInterpolatorBase | protected |
| upperStrikeConstExtrap_ | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | private |
| values() const | OptionInterpolator2d< QuantLib::Linear, QuantLib::Linear > | |
| values_ | OptionInterpolatorBase | protected |
| ~OptionInterpolatorBase() | OptionInterpolatorBase | virtual |