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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 SwaptionHelper, including all inherited members.
| addTimesTo(std::list< Time > ×) const override | SwaptionHelper | virtual |
| alwaysForward_ | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| BlackCalibrationHelper(Handle< Quote > volatility, CalibrationErrorType calibrationErrorType=RelativePriceError, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) | BlackCalibrationHelper | |
| blackPrice(Volatility volatility) const override | SwaptionHelper | virtual |
| calculate() const | LazyObject | protectedvirtual |
| calculated_ | LazyObject | mutableprotected |
| calibrationError() override | BlackCalibrationHelper | virtual |
| CalibrationErrorType enum name | BlackCalibrationHelper | |
| calibrationErrorType_ | BlackCalibrationHelper | private |
| deepUpdate() | Observer | virtual |
| endDate_ | SwaptionHelper | private |
| engine_ | BlackCalibrationHelper | protected |
| exerciseDate_ | SwaptionHelper | mutableprivate |
| exerciseRate_ | SwaptionHelper | mutableprivate |
| fixedLegDayCounter_ | SwaptionHelper | private |
| fixedLegTenor_ | SwaptionHelper | private |
| floatingLegDayCounter_ | SwaptionHelper | private |
| forwardFirstNotificationOnly() | LazyObject | |
| freeze() | LazyObject | |
| frozen_ | LazyObject | protected |
| impliedVolatility(Real targetValue, Real accuracy, Size maxEvaluations, Volatility minVol, Volatility maxVol) const | BlackCalibrationHelper | |
| ImpliedVolError enum value | BlackCalibrationHelper | |
| index_ | SwaptionHelper | private |
| isCalculated() const | LazyObject | |
| QuantLib::iterator typedef | Observable | private |
| QuantLib::Observer::iterator typedef | Observer | |
| LazyObject() | LazyObject | |
| length_ | SwaptionHelper | private |
| marketValue() const | BlackCalibrationHelper | |
| marketValue_ | BlackCalibrationHelper | mutableprotected |
| maturity_ | SwaptionHelper | private |
| modelValue() const override | SwaptionHelper | virtual |
| nominal_ | SwaptionHelper | 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 | |
| performCalculations() const override | SwaptionHelper | privatevirtual |
| PriceError enum value | BlackCalibrationHelper | |
| recalculate() | LazyObject | |
| registerObserver(Observer *) | Observable | private |
| registerWith(const ext::shared_ptr< Observable > &) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| RelativePriceError enum value | BlackCalibrationHelper | |
| QuantLib::set_type typedef | Observable | private |
| setPricingEngine(const ext::shared_ptr< PricingEngine > &engine) | BlackCalibrationHelper | |
| shift_ | BlackCalibrationHelper | protected |
| strike_ | SwaptionHelper | private |
| swap_ | SwaptionHelper | mutableprivate |
| swaption() const | SwaptionHelper | |
| swaption_ | SwaptionHelper | mutableprivate |
| SwaptionHelper(const Period &maturity, const Period &length, const Handle< Quote > &volatility, ext::shared_ptr< IborIndex > index, const Period &fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, Handle< YieldTermStructure > termStructure, BlackCalibrationHelper::CalibrationErrorType errorType=BlackCalibrationHelper::RelativePriceError, Real strike=Null< Real >(), Real nominal=1.0, VolatilityType type=ShiftedLognormal, Real shift=0.0) | SwaptionHelper | |
| SwaptionHelper(const Date &exerciseDate, const Period &length, const Handle< Quote > &volatility, ext::shared_ptr< IborIndex > index, const Period &fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, Handle< YieldTermStructure > termStructure, BlackCalibrationHelper::CalibrationErrorType errorType=BlackCalibrationHelper::RelativePriceError, Real strike=Null< Real >(), Real nominal=1.0, VolatilityType type=ShiftedLognormal, Real shift=0.0) | SwaptionHelper | |
| SwaptionHelper(const Date &exerciseDate, const Date &endDate, const Handle< Quote > &volatility, ext::shared_ptr< IborIndex > index, const Period &fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, Handle< YieldTermStructure > termStructure, BlackCalibrationHelper::CalibrationErrorType errorType=BlackCalibrationHelper::RelativePriceError, Real strike=Null< Real >(), Real nominal=1.0, VolatilityType type=ShiftedLognormal, Real shift=0.0) | SwaptionHelper | |
| termStructure_ | SwaptionHelper | private |
| underlyingSwap() const | SwaptionHelper | |
| unfreeze() | LazyObject | |
| unregisterObserver(Observer *) | Observable | private |
| unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
| unregisterWithAll() | Observer | |
| update() override | LazyObject | virtual |
| updating_ | LazyObject | private |
| volatility() const | BlackCalibrationHelper | |
| volatility_ | BlackCalibrationHelper | protected |
| volatilityType() const | BlackCalibrationHelper | |
| volatilityType_ | BlackCalibrationHelper | protected |
| ~CalibrationHelper()=default | CalibrationHelper | virtual |
| ~LazyObject() override=default | LazyObject | |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |