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QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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This is the complete list of members for EquityFXVolSurface, including all inherited members.
| accept(AcyclicVisitor &) override | EquityFXVolSurface | virtual |
| allowsExtrapolation() const | Extrapolator | |
| atmForwardVariance(const Date &date1, const Date &date2, bool extrapolate=false) const | EquityFXVolSurface | |
| atmForwardVariance(Time time1, Time time2, bool extrapolate=false) const | EquityFXVolSurface | |
| atmForwardVol(const Date &date1, const Date &date2, bool extrapolate=false) const | EquityFXVolSurface | |
| atmForwardVol(Time time1, Time time2, bool extrapolate=false) const | EquityFXVolSurface | |
| 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 | BlackVolSurface | 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 | BlackVolSurface | protectedvirtual |
| 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 | |
| BlackVolSurface(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackVolSurface | |
| BlackVolSurface(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackVolSurface | |
| BlackVolSurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | BlackVolSurface | |
| businessDayConvention() const | VolatilityTermStructure | virtual |
| calendar() const | TermStructure | virtual |
| calendar_ | TermStructure | protected |
| 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 |
| dayCounter() const | TermStructure | virtual |
| dayCounter_ | TermStructure | private |
| deepUpdate() | Observer | virtual |
| disableExtrapolation(bool b=true) | Extrapolator | |
| enableExtrapolation(bool b=true) | Extrapolator | |
| EquityFXVolSurface(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | EquityFXVolSurface | explicit |
| EquityFXVolSurface(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | EquityFXVolSurface | explicit |
| EquityFXVolSurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | EquityFXVolSurface | |
| extrapolate_ | Extrapolator | private |
| Extrapolator()=default | Extrapolator | |
| QuantLib::iterator typedef | Observer | |
| maxDate() const =0 | TermStructure | pure virtual |
| maxStrike() const =0 | VolatilityTermStructure | pure virtual |
| maxTime() const | TermStructure | virtual |
| minStrike() const =0 | VolatilityTermStructure | pure virtual |
| moving_ | TermStructure | protected |
| 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 | |
| referenceDate() const | TermStructure | virtual |
| referenceDate_ | TermStructure | mutableprivate |
| registerObserver(Observer *) | Observable | private |
| registerWith(const ext::shared_ptr< Observable > &) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| QuantLib::set_type typedef | Observer | private |
| settlementDays() const | TermStructure | virtual |
| settlementDays_ | TermStructure | private |
| smileSection(const Period &, bool extrapolate) const | BlackVolSurface | |
| smileSection(const Date &, bool extrapolate) const | BlackVolSurface | |
| smileSection(Time, bool extrapolate) const | BlackVolSurface | |
| smileSectionImpl(Time) const =0 | BlackVolSurface | protectedpure virtual |
| 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 | |
| unregisterObserver(Observer *) | Observable | private |
| unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
| unregisterWithAll() | Observer | |
| update() override | TermStructure | virtual |
| updated_ | TermStructure | mutableprotected |
| 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 | |
| ~BlackAtmVolCurve() override=default | BlackAtmVolCurve | |
| ~Extrapolator()=default | Extrapolator | virtual |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |
| ~TermStructure() override=default | TermStructure |