SpreadedCorrelationCurve Member List

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

calendar() const override	SpreadedCorrelationCurve
checkRange(Time t, Real strike, bool extrapolate) const	CorrelationTermStructure	protectedvirtual
correlation(Time t, Real strike=Null< Real >(), bool extrapolate=false) const	CorrelationTermStructure
correlation(const Date &d, Real strike=Null< Real >(), bool extrapolate=false) const	CorrelationTermStructure
correlationImpl(Time t, Real strike) const override	SpreadedCorrelationCurve	privatevirtual
CorrelationTermStructure(const DayCounter &dc=DayCounter())	CorrelationTermStructure
CorrelationTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter())	CorrelationTermStructure
CorrelationTermStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dc=DayCounter())	CorrelationTermStructure
corrSpreads_	SpreadedCorrelationCurve	private
data_	SpreadedCorrelationCurve	mutableprivate
interpolation_	SpreadedCorrelationCurve	private
maxDate() const override	SpreadedCorrelationCurve
minTime() const override	SpreadedCorrelationCurve	virtual
performCalculations() const override	SpreadedCorrelationCurve	private
referenceCorrelation_	SpreadedCorrelationCurve	private
referenceDate() const override	SpreadedCorrelationCurve
settlementDays() const override	SpreadedCorrelationCurve
SpreadedCorrelationCurve(const Handle< CorrelationTermStructure > &referenceCorrelation, const std::vector< Time > &times, const std::vector< Handle< Quote > > &corrSpreads, const bool useAtmReferenceVolsOnly=false)	SpreadedCorrelationCurve
times_	SpreadedCorrelationCurve	private
update() override	SpreadedCorrelationCurve
useAtmReferenceCorrsOnly_	SpreadedCorrelationCurve	private