QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
FlatVolFactory
FlatVolFactory Member List
This is the complete list of members for
FlatVolFactory
, including all inherited members.
beta_
FlatVolFactory
private
create
(const EvolutionDescription &, Size numberOfFactors) const override
FlatVolFactory
virtual
deepUpdate
()
Observer
virtual
displacement_
FlatVolFactory
private
FlatVolFactory
(Real longTermCorrelation, Real beta, std::vector< Time > times, std::vector< Volatility > vols, Handle< YieldTermStructure > yieldCurve, Spread displacement)
FlatVolFactory
QuantLib::iterator
typedef
Observable
private
QuantLib::Observer::iterator
typedef
Observer
longTermCorrelation_
FlatVolFactory
private
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
registerObserver
(Observer *)
Observable
private
registerWith
(const ext::shared_ptr< Observable > &)
Observer
registerWithObservables
(const ext::shared_ptr< Observer > &)
Observer
QuantLib::set_type
typedef
Observable
private
times_
FlatVolFactory
private
unregisterObserver
(Observer *)
Observable
private
unregisterWith
(const ext::shared_ptr< Observable > &)
Observer
unregisterWithAll
()
Observer
update
() override
FlatVolFactory
virtual
volatility_
FlatVolFactory
private
vols_
FlatVolFactory
private
yieldCurve_
FlatVolFactory
private
~MarketModelFactory
() override=default
MarketModelFactory
~Observable
()=default
Observable
virtual
~Observer
()
Observer
virtual
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