QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
DeltaVolQuote
DeltaVolQuote Member List
This is the complete list of members for
DeltaVolQuote
, including all inherited members.
AtmDeltaNeutral
enum value
DeltaVolQuote
AtmFwd
enum value
DeltaVolQuote
AtmGammaMax
enum value
DeltaVolQuote
AtmNull
enum value
DeltaVolQuote
AtmPutCall50
enum value
DeltaVolQuote
AtmSpot
enum value
DeltaVolQuote
AtmType
enum name
DeltaVolQuote
atmType
() const
DeltaVolQuote
atmType_
DeltaVolQuote
private
AtmVegaMax
enum value
DeltaVolQuote
deepUpdate
()
Observer
virtual
delta
() const
DeltaVolQuote
delta_
DeltaVolQuote
private
DeltaType
enum name
DeltaVolQuote
deltaType
() const
DeltaVolQuote
deltaType_
DeltaVolQuote
private
DeltaVolQuote
(Real delta, Handle< Quote > vol, Time maturity, DeltaType deltaType)
DeltaVolQuote
DeltaVolQuote
(Handle< Quote > vol, DeltaType deltaType, Time maturity, AtmType atmType)
DeltaVolQuote
Fwd
enum value
DeltaVolQuote
isValid
() const override
DeltaVolQuote
virtual
QuantLib::iterator
typedef
Observable
private
QuantLib::Observer::iterator
typedef
Observer
maturity
() const
DeltaVolQuote
maturity_
DeltaVolQuote
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
PaFwd
enum value
DeltaVolQuote
PaSpot
enum value
DeltaVolQuote
registerObserver
(Observer *)
Observable
private
registerWith
(const ext::shared_ptr< Observable > &)
Observer
registerWithObservables
(const ext::shared_ptr< Observer > &)
Observer
QuantLib::set_type
typedef
Observable
private
Spot
enum value
DeltaVolQuote
unregisterObserver
(Observer *)
Observable
private
unregisterWith
(const ext::shared_ptr< Observable > &)
Observer
unregisterWithAll
()
Observer
update
() override
DeltaVolQuote
virtual
value
() const override
DeltaVolQuote
virtual
vol_
DeltaVolQuote
private
~Observable
()=default
Observable
virtual
~Observer
()
Observer
virtual
~Quote
() override=default
Quote
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