QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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InterpolatedSmileSection< Interpolator > Member List

This is the complete list of members for InterpolatedSmileSection< Interpolator >, including all inherited members.

alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
atmLevel() const overrideInterpolatedSmileSection< Interpolator >virtual
atmLevel_InterpolatedSmileSection< Interpolator >private
calculate() constLazyObjectprotectedvirtual
calculated_LazyObjectmutableprotected
dayCounter() constSmileSectionvirtual
dc_SmileSectionprivate
deepUpdate()Observervirtual
density(Rate strike, Real discount=1.0, Real gap=1.0E-4) constSmileSectionvirtual
digitalOptionPrice(Rate strike, Option::Type type=Option::Call, Real discount=1.0, Real gap=1.0e-5) constSmileSectionvirtual
exerciseDate() constSmileSectionvirtual
exerciseDate_SmileSectionprivate
exerciseTime() constSmileSectionvirtual
exerciseTime_SmileSectionmutableprivate
exerciseTimeSquareRoot_InterpolatedSmileSection< Interpolator >private
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
initializeExerciseTime() constSmileSectionprotectedvirtual
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() constLazyObject
isFloating_SmileSectionprivate
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
LazyObject()LazyObject
maxStrike() const overrideInterpolatedSmileSection< Interpolator >virtual
minStrike() const overrideInterpolatedSmileSection< Interpolator >virtual
notifyObservers()Observable
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observable &)Observable
QuantLib::operator=(Observable &&)=deleteObservable
QuantLib::Observer::operator=(const Observer &)Observer
optionPrice(Rate strike, Option::Type type=Option::Call, Real discount=1.0) constSmileSectionvirtual
performCalculations() const overrideInterpolatedSmileSection< Interpolator >virtual
recalculate()LazyObject
referenceDate() constSmileSectionvirtual
referenceDate_SmileSectionmutableprivate
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
QuantLib::set_type typedefObservableprivate
shift() constSmileSectionvirtual
shift_SmileSectionprivate
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()=defaultSmileSection
stdDevHandles_InterpolatedSmileSection< Interpolator >private
strikes_InterpolatedSmileSection< Interpolator >private
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideInterpolatedSmileSection< Interpolator >virtual
updating_LazyObjectprivate
variance(Rate strike) constSmileSection
varianceImpl(Rate strike) const overrideInterpolatedSmileSection< Interpolator >virtual
vega(Rate strike, Real discount=1.0) constSmileSectionvirtual
volatility(Rate strike) constSmileSection
volatility(Rate strike, VolatilityType type, Real shift=0.0) constSmileSection
volatilityImpl(Rate strike) const overrideInterpolatedSmileSection< Interpolator >virtual
volatilityType() constSmileSectionvirtual
volatilityType_SmileSectionprivate
vols_InterpolatedSmileSection< Interpolator >mutableprivate
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
~SmileSection() override=defaultSmileSection