a() const | AbcdAtmVolCurve | |
AbcdAtmVolCurve(Natural settlementDays, const Calendar &cal, const std::vector< Period > &optionTenors, const std::vector< Handle< Quote > > &volsHandles, std::vector< bool > inclusionInInterpolationFlag=std::vector< bool >(1, true), BusinessDayConvention bdc=Following, const DayCounter &dc=Actual365Fixed()) | AbcdAtmVolCurve | |
accept(AcyclicVisitor &) override | AbcdAtmVolCurve | virtual |
actualOptionTenors_ | AbcdAtmVolCurve | mutableprivate |
actualOptionTimes_ | AbcdAtmVolCurve | mutableprivate |
actualVols_ | AbcdAtmVolCurve | mutableprivate |
allowsExtrapolation() const | Extrapolator | |
alwaysForward_ | LazyObject | protected |
alwaysForwardNotifications() | LazyObject | |
atmVariance(const Period &optionTenor, bool extrapolate=false) const | BlackAtmVolCurve | |
atmVariance(const Date &maturity, bool extrapolate=false) const | BlackAtmVolCurve | |
atmVariance(Time maturity, bool extrapolate=false) const | BlackAtmVolCurve | |
atmVarianceImpl(Time t) const override | AbcdAtmVolCurve | protectedvirtual |
atmVol(const Period &optionTenor, bool extrapolate=false) const | BlackAtmVolCurve | |
atmVol(const Date &maturity, bool extrapolate=false) const | BlackAtmVolCurve | |
atmVol(Time maturity, bool extrapolate=false) const | BlackAtmVolCurve | |
atmVolImpl(Time t) const override | AbcdAtmVolCurve | protectedvirtual |
b() const | AbcdAtmVolCurve | |
bdc_ | VolatilityTermStructure | private |
BlackAtmVolCurve(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackAtmVolCurve | |
BlackAtmVolCurve(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackAtmVolCurve | |
BlackAtmVolCurve(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackAtmVolCurve | |
businessDayConvention() const | VolatilityTermStructure | virtual |
c() const | AbcdAtmVolCurve | |
calculate() const | LazyObject | protectedvirtual |
calculated_ | LazyObject | mutableprotected |
calendar() const | TermStructure | virtual |
calendar_ | TermStructure | protected |
checkInputs() const | AbcdAtmVolCurve | private |
checkRange(const Date &d, bool extrapolate) const | TermStructure | protected |
checkRange(Time t, bool extrapolate) const | TermStructure | protected |
checkStrike(Rate strike, bool extrapolate) const | VolatilityTermStructure | protected |
d() const | AbcdAtmVolCurve | |
dayCounter() const | TermStructure | virtual |
dayCounter_ | TermStructure | private |
deepUpdate() | Observer | virtual |
disableExtrapolation(bool b=true) | Extrapolator | |
enableExtrapolation(bool b=true) | Extrapolator | |
endCriteria() const | AbcdAtmVolCurve | |
evaluationDate_ | AbcdAtmVolCurve | private |
extrapolate_ | Extrapolator | private |
Extrapolator()=default | Extrapolator | |
forwardFirstNotificationOnly() | LazyObject | |
freeze() | LazyObject | |
frozen_ | LazyObject | protected |
inclusionInInterpolation_ | AbcdAtmVolCurve | mutableprivate |
initializeOptionDatesAndTimes() const | AbcdAtmVolCurve | private |
initializeVolatilities() | AbcdAtmVolCurve | private |
interpolate() | AbcdAtmVolCurve | private |
interpolation_ | AbcdAtmVolCurve | private |
isCalculated() const | LazyObject | |
QuantLib::iterator typedef | Observer | |
k() const | AbcdAtmVolCurve | |
k(Time t) const | AbcdAtmVolCurve | |
LazyObject() | LazyObject | |
maxDate() const override | AbcdAtmVolCurve | virtual |
maxError() const | AbcdAtmVolCurve | |
maxStrike() const override | AbcdAtmVolCurve | virtual |
maxTime() const | TermStructure | virtual |
minStrike() const override | AbcdAtmVolCurve | virtual |
moving_ | TermStructure | protected |
nOptionTenors_ | AbcdAtmVolCurve | private |
notifyObservers() | Observable | |
Observable() | Observable | |
Observable(const Observable &) | Observable | |
Observable(Observable &&)=delete | Observable | |
observables_ | Observer | private |
QuantLib::Observer()=default | Observer | |
QuantLib::Observer(const Observer &) | Observer | |
observers_ | Observable | private |
QuantLib::operator=(const Observer &) | Observer | |
QuantLib::Observable::operator=(const Observable &) | Observable | |
QuantLib::Observable::operator=(Observable &&)=delete | Observable | |
optionDateFromTenor(const Period &) const | VolatilityTermStructure | |
optionDates() const | AbcdAtmVolCurve | |
optionDates_ | AbcdAtmVolCurve | mutableprivate |
optionTenors() const | AbcdAtmVolCurve | |
optionTenors_ | AbcdAtmVolCurve | private |
optionTenorsInInterpolation() const | AbcdAtmVolCurve | |
optionTimes() const | AbcdAtmVolCurve | |
optionTimes_ | AbcdAtmVolCurve | mutableprivate |
performCalculations() const override | AbcdAtmVolCurve | virtual |
recalculate() | LazyObject | |
referenceDate() const | TermStructure | virtual |
referenceDate_ | TermStructure | mutableprivate |
registerObserver(Observer *) | Observable | private |
registerWith(const ext::shared_ptr< Observable > &) | Observer | |
registerWithMarketData() | AbcdAtmVolCurve | private |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
rmsError() const | AbcdAtmVolCurve | |
QuantLib::set_type typedef | Observer | private |
settlementDays() const | TermStructure | virtual |
settlementDays_ | TermStructure | private |
TermStructure(DayCounter dc=DayCounter()) | TermStructure | explicit |
TermStructure(const Date &referenceDate, Calendar calendar=Calendar(), DayCounter dc=DayCounter()) | TermStructure | explicit |
TermStructure(Natural settlementDays, Calendar, DayCounter dc=DayCounter()) | TermStructure | |
timeFromReference(const Date &date) const | TermStructure | |
unfreeze() | LazyObject | |
unregisterObserver(Observer *) | Observable | private |
unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
unregisterWithAll() | Observer | |
update() override | AbcdAtmVolCurve | virtual |
updated_ | TermStructure | mutableprotected |
updating_ | LazyObject | private |
VolatilityTermStructure(BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | VolatilityTermStructure | |
VolatilityTermStructure(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | VolatilityTermStructure | |
VolatilityTermStructure(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | VolatilityTermStructure | |
volHandles_ | AbcdAtmVolCurve | private |
vols_ | AbcdAtmVolCurve | mutableprivate |
~BlackAtmVolCurve() override=default | BlackAtmVolCurve | |
~Extrapolator()=default | Extrapolator | virtual |
~LazyObject() override=default | LazyObject | |
~Observable()=default | Observable | virtual |
~Observer() | Observer | virtual |
~TermStructure() override=default | TermStructure | |