QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for InterpolatedSmileSection< Interpolator >, including all inherited members.
alwaysForward_ | LazyObject | protected |
alwaysForwardNotifications() | LazyObject | |
atmLevel() const override | InterpolatedSmileSection< Interpolator > | virtual |
atmLevel_ | InterpolatedSmileSection< Interpolator > | private |
calculate() const | LazyObject | protectedvirtual |
calculated_ | LazyObject | mutableprotected |
dayCounter() const | SmileSection | virtual |
dc_ | SmileSection | private |
deepUpdate() | Observer | virtual |
density(Rate strike, Real discount=1.0, Real gap=1.0E-4) const | SmileSection | virtual |
digitalOptionPrice(Rate strike, Option::Type type=Option::Call, Real discount=1.0, Real gap=1.0e-5) const | SmileSection | virtual |
exerciseDate() const | SmileSection | virtual |
exerciseDate_ | SmileSection | private |
exerciseTime() const | SmileSection | virtual |
exerciseTime_ | SmileSection | mutableprivate |
exerciseTimeSquareRoot_ | InterpolatedSmileSection< Interpolator > | private |
forwardFirstNotificationOnly() | LazyObject | |
freeze() | LazyObject | |
frozen_ | LazyObject | protected |
initializeExerciseTime() const | SmileSection | protectedvirtual |
InterpolatedSmileSection(Time expiryTime, std::vector< Rate > strikes, const std::vector< Handle< Quote > > &stdDevHandles, Handle< Quote > atmLevel, const Interpolator &interpolator=Interpolator(), const DayCounter &dc=Actual365Fixed(), VolatilityType type=ShiftedLognormal, Real shift=0.0) | InterpolatedSmileSection< Interpolator > | |
InterpolatedSmileSection(Time expiryTime, std::vector< Rate > strikes, const std::vector< Real > &stdDevs, Real atmLevel, const Interpolator &interpolator=Interpolator(), const DayCounter &dc=Actual365Fixed(), VolatilityType type=ShiftedLognormal, Real shift=0.0) | InterpolatedSmileSection< Interpolator > | |
InterpolatedSmileSection(const Date &d, std::vector< Rate > strikes, const std::vector< Handle< Quote > > &stdDevHandles, Handle< Quote > atmLevel, const DayCounter &dc=Actual365Fixed(), const Interpolator &interpolator=Interpolator(), const Date &referenceDate=Date(), VolatilityType type=ShiftedLognormal, Real shift=0.0) | InterpolatedSmileSection< Interpolator > | |
InterpolatedSmileSection(const Date &d, std::vector< Rate > strikes, const std::vector< Real > &stdDevs, Real atmLevel, const DayCounter &dc=Actual365Fixed(), const Interpolator &interpolator=Interpolator(), const Date &referenceDate=Date(), VolatilityType type=ShiftedLognormal, Real shift=0.0) | InterpolatedSmileSection< Interpolator > | |
interpolation_ | InterpolatedSmileSection< Interpolator > | mutableprivate |
isCalculated() const | LazyObject | |
isFloating_ | SmileSection | private |
QuantLib::iterator typedef | Observable | private |
QuantLib::Observer::iterator typedef | Observer | |
LazyObject() | LazyObject | |
maxStrike() const override | InterpolatedSmileSection< Interpolator > | virtual |
minStrike() const override | InterpolatedSmileSection< Interpolator > | virtual |
notifyObservers() | Observable | |
Observable() | Observable | |
Observable(const Observable &) | Observable | |
Observable(Observable &&)=delete | Observable | |
observables_ | Observer | private |
Observer()=default | Observer | |
QuantLib::Observer::Observer(const Observer &) | Observer | |
observers_ | Observable | private |
QuantLib::operator=(const Observable &) | Observable | |
QuantLib::operator=(Observable &&)=delete | Observable | |
QuantLib::Observer::operator=(const Observer &) | Observer | |
optionPrice(Rate strike, Option::Type type=Option::Call, Real discount=1.0) const | SmileSection | virtual |
performCalculations() const override | InterpolatedSmileSection< Interpolator > | virtual |
recalculate() | LazyObject | |
referenceDate() const | SmileSection | virtual |
referenceDate_ | SmileSection | mutableprivate |
registerObserver(Observer *) | Observable | private |
registerWith(const ext::shared_ptr< Observable > &) | Observer | |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
QuantLib::set_type typedef | Observable | private |
shift() const | SmileSection | virtual |
shift_ | SmileSection | private |
SmileSection(const Date &d, DayCounter dc=DayCounter(), const Date &referenceDate=Date(), VolatilityType type=ShiftedLognormal, Rate shift=0.0) | SmileSection | |
SmileSection(Time exerciseTime, DayCounter dc=DayCounter(), VolatilityType type=ShiftedLognormal, Rate shift=0.0) | SmileSection | |
SmileSection()=default | SmileSection | |
stdDevHandles_ | InterpolatedSmileSection< Interpolator > | private |
strikes_ | InterpolatedSmileSection< Interpolator > | private |
unfreeze() | LazyObject | |
unregisterObserver(Observer *) | Observable | private |
unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
unregisterWithAll() | Observer | |
update() override | InterpolatedSmileSection< Interpolator > | virtual |
updating_ | LazyObject | private |
variance(Rate strike) const | SmileSection | |
varianceImpl(Rate strike) const override | InterpolatedSmileSection< Interpolator > | virtual |
vega(Rate strike, Real discount=1.0) const | SmileSection | virtual |
volatility(Rate strike) const | SmileSection | |
volatility(Rate strike, VolatilityType type, Real shift=0.0) const | SmileSection | |
volatilityImpl(Rate strike) const override | InterpolatedSmileSection< Interpolator > | virtual |
volatilityType() const | SmileSection | virtual |
volatilityType_ | SmileSection | private |
vols_ | InterpolatedSmileSection< Interpolator > | mutableprivate |
~LazyObject() override=default | LazyObject | |
~Observable()=default | Observable | virtual |
~Observer() | Observer | virtual |
~SmileSection() override=default | SmileSection |