QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
Loading...
Searching...
No Matches
SpreadedSwaptionVolatility Member List

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

allowsExtrapolation() constExtrapolator
baseVol_SpreadedSwaptionVolatilityprivate
bdc_VolatilityTermStructureprivate
blackVariance(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
blackVariance(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
blackVariance(Time optionTime, const Period &swapTenor, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
blackVariance(const Period &optionTenor, Time swapLength, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
blackVariance(const Date &optionDate, Time swapLength, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
blackVariance(Time optionTime, Time swapLength, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
businessDayConvention() constVolatilityTermStructurevirtual
calendar() const overrideSpreadedSwaptionVolatilityvirtual
calendar_TermStructureprotected
checkRange(const Date &d, bool extrapolate) constTermStructureprotected
checkRange(Time t, bool extrapolate) constTermStructureprotected
checkStrike(Rate strike, bool extrapolate) constVolatilityTermStructureprotected
checkSwapTenor(const Period &swapTenor, bool extrapolate) constSwaptionVolatilityStructureprotected
checkSwapTenor(Time swapLength, bool extrapolate) constSwaptionVolatilityStructureprotected
dayCounter() const overrideSpreadedSwaptionVolatilityvirtual
dayCounter_TermStructureprivate
deepUpdate()Observervirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
extrapolate_Extrapolatorprivate
Extrapolator()=defaultExtrapolator
QuantLib::iterator typedefObserver
maxDate() const overrideSpreadedSwaptionVolatilityvirtual
maxStrike() const overrideSpreadedSwaptionVolatilityvirtual
maxSwapLength() constSwaptionVolatilityStructure
maxSwapTenor() const overrideSpreadedSwaptionVolatilityvirtual
maxTime() const overrideSpreadedSwaptionVolatilityvirtual
minStrike() const overrideSpreadedSwaptionVolatilityvirtual
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() const overrideSpreadedSwaptionVolatilityvirtual
referenceDate_TermStructuremutableprivate
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
QuantLib::set_type typedefObserverprivate
settlementDays() const overrideSpreadedSwaptionVolatilityvirtual
settlementDays_TermStructureprivate
shift(const Period &optionTenor, const Period &swapTenor, bool extrapolate=false) constSwaptionVolatilityStructure
shift(const Date &optionDate, const Period &swapTenor, bool extrapolate=false) constSwaptionVolatilityStructure
shift(Time optionTime, const Period &swapTenor, bool extrapolate=false) constSwaptionVolatilityStructure
shift(const Period &optionTenor, Time swapLength, bool extrapolate=false) constSwaptionVolatilityStructure
shift(const Date &optionDate, Time swapLength, bool extrapolate=false) constSwaptionVolatilityStructure
shift(Time optionTime, Time swapLength, bool extrapolate=false) constSwaptionVolatilityStructure
shiftImpl(Time optionTime, Time swapLength) const overrideSpreadedSwaptionVolatilityprotectedvirtual
QuantLib::SwaptionVolatilityStructure::shiftImpl(const Date &optionDate, const Period &swapTenor) constSwaptionVolatilityStructureprotectedvirtual
smileSection(const Period &optionTenor, const Period &swapTenor, bool extr=false) constSwaptionVolatilityStructure
smileSection(const Date &optionDate, const Period &swapTenor, bool extr=false) constSwaptionVolatilityStructure
smileSection(Time optionTime, const Period &swapTenor, bool extr=false) constSwaptionVolatilityStructure
smileSection(const Period &optionTenor, Time swapLength, bool extr=false) constSwaptionVolatilityStructure
smileSection(const Date &optionDate, Time swapLength, bool extr=false) constSwaptionVolatilityStructure
smileSection(Time optionTime, Time swapLength, bool extr=false) constSwaptionVolatilityStructure
smileSectionImpl(const Date &optionDate, const Period &swapTenor) const overrideSpreadedSwaptionVolatilityprotectedvirtual
smileSectionImpl(Time optionTime, Time swapLength) const overrideSpreadedSwaptionVolatilityprotectedvirtual
spread_SpreadedSwaptionVolatilityprivate
SpreadedSwaptionVolatility(const Handle< SwaptionVolatilityStructure > &, Handle< Quote > spread)SpreadedSwaptionVolatility
swapLength(const Period &swapTenor) constSwaptionVolatilityStructure
swapLength(const Date &start, const Date &end) constSwaptionVolatilityStructure
SwaptionVolatilityStructure(BusinessDayConvention bdc, const DayCounter &dc=DayCounter())SwaptionVolatilityStructure
SwaptionVolatilityStructure(const Date &referenceDate, const Calendar &calendar, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())SwaptionVolatilityStructure
SwaptionVolatilityStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())SwaptionVolatilityStructure
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(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
volatility(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
volatility(Time optionTime, const Period &swapTenor, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
volatility(const Period &optionTenor, Time swapLength, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
volatility(const Date &optionDate, Time swapLength, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
volatility(Time optionTime, Time swapLength, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
volatilityImpl(const Date &optionDate, const Period &swapTenor, Rate strike) const overrideSpreadedSwaptionVolatilityprotectedvirtual
volatilityImpl(Time optionTime, Time swapLength, Rate strike) const overrideSpreadedSwaptionVolatilityprotectedvirtual
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
volatilityType() const overrideSpreadedSwaptionVolatilityvirtual
~Extrapolator()=defaultExtrapolatorvirtual
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
~SwaptionVolatilityStructure() override=defaultSwaptionVolatilityStructure
~TermStructure() override=defaultTermStructure