Loading [MathJax]/extensions/tex2jax.js
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
•All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
TenorOptionletVTS Member List

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

allowsExtrapolation() constExtrapolator
baseIndex_TenorOptionletVTSprotected
baseVTS_TenorOptionletVTSprotected
bdc_VolatilityTermStructureprivate
blackVariance(const Period &optionTenor, Rate strike, bool extrapolate=false) constOptionletVolatilityStructure
blackVariance(const Date &optionDate, Rate strike, bool extrapolate=false) constOptionletVolatilityStructure
blackVariance(Time optionTime, Rate strike, bool extrapolate=false) constOptionletVolatilityStructure
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
correlation_TenorOptionletVTSprotected
dayCounter() constTermStructurevirtual
dayCounter_TermStructureprivate
deepUpdate()Observervirtual
disableExtrapolation(bool b=true)Extrapolator
displacement() constOptionletVolatilityStructurevirtual
enableExtrapolation(bool b=true)Extrapolator
extrapolate_Extrapolatorprivate
Extrapolator()=defaultExtrapolator
QuantLib::iterator typedefObserver
maxDate() const overrideTenorOptionletVTSvirtual
maxStrike() const overrideTenorOptionletVTSvirtual
maxTime() constTermStructurevirtual
minStrike() const overrideTenorOptionletVTSvirtual
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
OptionletVolatilityStructure(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())OptionletVolatilityStructure
OptionletVolatilityStructure(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())OptionletVolatilityStructure
OptionletVolatilityStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())OptionletVolatilityStructure
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
smileSection(const Period &optionTenor, bool extr=false) constOptionletVolatilityStructure
smileSection(const Date &optionDate, bool extr=false) constOptionletVolatilityStructure
smileSection(Time optionTime, bool extr=false) constOptionletVolatilityStructure
smileSectionImpl(Time optionTime) const overrideTenorOptionletVTSvirtual
QuantLib::OptionletVolatilityStructure::smileSectionImpl(const Date &optionDate) constOptionletVolatilityStructureprotectedvirtual
targIndex_TenorOptionletVTSprotected
TenorOptionletVTS(const Handle< OptionletVolatilityStructure > &baseVTS, ext::shared_ptr< IborIndex > baseIndex, ext::shared_ptr< IborIndex > targIndex, ext::shared_ptr< CorrelationStructure > correlation)TenorOptionletVTS
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, Rate strike, bool extrapolate=false) constOptionletVolatilityStructure
volatility(const Date &optionDate, Rate strike, bool extrapolate=false) constOptionletVolatilityStructure
volatility(Time optionTime, Rate strike, bool extrapolate=false) constOptionletVolatilityStructure
volatilityImpl(Time optionTime, Rate strike) const overrideTenorOptionletVTSvirtual
QuantLib::OptionletVolatilityStructure::volatilityImpl(const Date &optionDate, Rate strike) constOptionletVolatilityStructureprotectedvirtual
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 overrideTenorOptionletVTSvirtual
~Extrapolator()=defaultExtrapolatorvirtual
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
~OptionletVolatilityStructure() override=defaultOptionletVolatilityStructure
~TermStructure() override=defaultTermStructure
Generated by Doxygen 1.9.5