QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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LocalConstantVol Member List

This is the complete list of members for LocalConstantVol, including all inherited members.

accept(AcyclicVisitor &) overrideLocalConstantVolvirtual
allowsExtrapolation() constExtrapolator
bdc_VolatilityTermStructureprivate
businessDayConvention() constVolatilityTermStructurevirtual
calendar() constTermStructurevirtual
calendar_TermStructureprotected
checkRange(const Date &d, bool extrapolate) constTermStructureprotected
checkRange(Time t, bool extrapolate) constTermStructureprotected
checkStrike(Rate strike, bool extrapolate) constVolatilityTermStructureprotected
dayCounter() const overrideLocalConstantVolvirtual
dayCounter_LocalConstantVolprivate
deepUpdate()Observervirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
extrapolate_Extrapolatorprivate
Extrapolator()=defaultExtrapolator
QuantLib::iterator typedefObserver
LocalConstantVol(const Date &referenceDate, Volatility volatility, DayCounter dayCounter)LocalConstantVol
LocalConstantVol(const Date &referenceDate, Handle< Quote > volatility, DayCounter dayCounter)LocalConstantVol
LocalConstantVol(Natural settlementDays, const Calendar &, Volatility volatility, DayCounter dayCounter)LocalConstantVol
LocalConstantVol(Natural settlementDays, const Calendar &, Handle< Quote > volatility, DayCounter dayCounter)LocalConstantVol
localVol(const Date &d, Real underlyingLevel, bool extrapolate=false) constLocalVolTermStructure
localVol(Time t, Real underlyingLevel, bool extrapolate=false) constLocalVolTermStructure
localVolImpl(Time, Real) const overrideLocalConstantVolprivatevirtual
LocalVolTermStructure(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())LocalVolTermStructure
LocalVolTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())LocalVolTermStructure
LocalVolTermStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())LocalVolTermStructure
maxDate() const overrideLocalConstantVolvirtual
maxStrike() const overrideLocalConstantVolvirtual
maxTime() constTermStructurevirtual
minStrike() const overrideLocalConstantVolvirtual
moving_TermStructureprotected
notifyObservers()Observable
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
QuantLib::Observer()=defaultObserver
QuantLib::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observer &)Observer
QuantLib::Observable::operator=(const Observable &)Observable
QuantLib::Observable::operator=(Observable &&)=deleteObservable
optionDateFromTenor(const Period &) constVolatilityTermStructure
referenceDate() constTermStructurevirtual
referenceDate_TermStructuremutableprivate
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
QuantLib::set_type typedefObserverprivate
settlementDays() constTermStructurevirtual
settlementDays_TermStructureprivate
TermStructure(DayCounter dc=DayCounter())TermStructureexplicit
TermStructure(const Date &referenceDate, Calendar calendar=Calendar(), DayCounter dc=DayCounter())TermStructureexplicit
TermStructure(Natural settlementDays, Calendar, DayCounter dc=DayCounter())TermStructure
timeFromReference(const Date &date) constTermStructure
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideTermStructurevirtual
updated_TermStructuremutableprotected
volatility_LocalConstantVolprivate
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
~Extrapolator()=defaultExtrapolatorvirtual
~LocalVolTermStructure() override=defaultLocalVolTermStructure
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
~TermStructure() override=defaultTermStructure