Fully annotated reference manual - version 1.8.12
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This is the complete list of members for StrippedCPIVolatilitySurface< Interpolator2D >, including all inherited members.
| atmStrike(const QuantLib::Date &maturity, const QuantLib::Period &obsLag=QuantLib::Period(-1, QuantLib::Days)) const override | StrippedCPIVolatilitySurface< Interpolator2D > | virtual |
| baseDate() const override | CPIVolatilitySurface | |
| capFloorStartDate() const | CPIVolatilitySurface | |
| capFloorStartDate_ | CPIVolatilitySurface | private |
| chooseFloor(QuantLib::Real strike, QuantLib::Real atmRate) const | StrippedCPIVolatilitySurface< Interpolator2D > | private |
| computeTimeToExpiryFromLastAvailableFixingDate_ | StrippedCPIVolatilitySurface< Interpolator2D > | 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 |
| engine_ | StrippedCPIVolatilitySurface< Interpolator2D > | private |
| fixingTime(const QuantLib::Date &maturityDate) const | CPIVolatilitySurface | protectedvirtual |
| index_ | StrippedCPIVolatilitySurface< Interpolator2D > | private |
| interpolator2d_ | StrippedCPIVolatilitySurface< Interpolator2D > | private |
| isLogNormal() const | CPIVolatilitySurface | |
| lowerVolBound_ | StrippedCPIVolatilitySurface< Interpolator2D > | private |
| maturities() | StrippedCPIVolatilitySurface< Interpolator2D > | |
| maturities_ | StrippedCPIVolatilitySurface< Interpolator2D > | mutableprivate |
| maturityTimes_ | StrippedCPIVolatilitySurface< Interpolator2D > | mutableprivate |
| maxDate() const override | StrippedCPIVolatilitySurface< Interpolator2D > | |
| maxStrike() const override | StrippedCPIVolatilitySurface< Interpolator2D > | |
| minStrike() const override | StrippedCPIVolatilitySurface< Interpolator2D > | |
| optionDateFromTenor(const QuantLib::Period &tenor) const override | CPIVolatilitySurface | |
| performCalculations() const | StrippedCPIVolatilitySurface< Interpolator2D > | |
| preference_ | StrippedCPIVolatilitySurface< Interpolator2D > | private |
| priceSurface_ | StrippedCPIVolatilitySurface< Interpolator2D > | private |
| solverTolerance_ | StrippedCPIVolatilitySurface< Interpolator2D > | private |
| strikes() | StrippedCPIVolatilitySurface< Interpolator2D > | |
| strikes_ | StrippedCPIVolatilitySurface< Interpolator2D > | mutableprivate |
| StrippedCPIVolatilitySurface(PriceQuotePreference type, const QuantLib::Handle< QuantLib::CPICapFloorTermPriceSurface > &priceSurface, const QuantLib::ext::shared_ptr< QuantLib::ZeroInflationIndex > &zeroIndex, const QuantLib::ext::shared_ptr< QuantExt::CPICapFloorEngine > &engine, const QuantLib::Date &capFloorStartDate=Date(), const QuantLib::Real &upperVolBound=StrippedCPIVolSurfaceDefaultValues::upperVolBound, const QuantLib::Real &lowerVolBound=StrippedCPIVolSurfaceDefaultValues::lowerVolBound, const QuantLib::Real &solverTolerance=StrippedCPIVolSurfaceDefaultValues::solverTolerance, const Interpolator2D &interpolator2d=Interpolator2D(), const QuantLib::VolatilityType &volType=QuantLib::ShiftedLognormal, const double displacement=0.0) | StrippedCPIVolatilitySurface< Interpolator2D > | |
| StrippedCPIVolatilitySurface(PriceQuotePreference type, const QuantLib::Handle< QuantLib::CPICapFloorTermPriceSurface > &priceSurface, const QuantLib::ext::shared_ptr< QuantLib::ZeroInflationIndex > &zeroIndex, const bool quotedPricesUseInterpolatedCPIFixings, const QuantLib::ext::shared_ptr< QuantExt::CPICapFloorEngine > &engine, const QuantLib::Date &capFloorStartDate=Date(), const QuantLib::Real &upperVolBound=StrippedCPIVolSurfaceDefaultValues::upperVolBound, const QuantLib::Real &lowerVolBound=StrippedCPIVolSurfaceDefaultValues::lowerVolBound, const QuantLib::Real &solverTolerance=StrippedCPIVolSurfaceDefaultValues::solverTolerance, const Interpolator2D &interpolator2d=Interpolator2D(), const QuantLib::VolatilityType &volType=QuantLib::ShiftedLognormal, const double displacement=0.0) | StrippedCPIVolatilitySurface< Interpolator2D > | |
| upperVolBound_ | StrippedCPIVolatilitySurface< Interpolator2D > | private |
| 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 | StrippedCPIVolatilitySurface< Interpolator2D > | private |
| volatilityType() const | CPIVolatilitySurface | |
| volData() | StrippedCPIVolatilitySurface< Interpolator2D > | |
| volData_ | StrippedCPIVolatilitySurface< Interpolator2D > | mutableprivate |
| vols_ | StrippedCPIVolatilitySurface< Interpolator2D > | mutableprivate |
| volType_ | CPIVolatilitySurface | protected |