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

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

addTimesTo(std::list< Time > &times) const =0BlackCalibrationHelperpure virtual
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
BlackCalibrationHelper(Handle< Quote > volatility, CalibrationErrorType calibrationErrorType=RelativePriceError, const VolatilityType type=ShiftedLognormal, const Real shift=0.0)BlackCalibrationHelper
blackPrice(Volatility volatility) const =0BlackCalibrationHelperpure virtual
calculate() constLazyObjectprotectedvirtual
calculated_LazyObjectmutableprotected
calibrationError() overrideBlackCalibrationHelpervirtual
CalibrationErrorType enum nameBlackCalibrationHelper
calibrationErrorType_BlackCalibrationHelperprivate
deepUpdate()Observervirtual
engine_BlackCalibrationHelperprotected
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
impliedVolatility(Real targetValue, Real accuracy, Size maxEvaluations, Volatility minVol, Volatility maxVol) constBlackCalibrationHelper
ImpliedVolError enum valueBlackCalibrationHelper
isCalculated() constLazyObject
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
LazyObject()LazyObject
marketValue() constBlackCalibrationHelper
marketValue_BlackCalibrationHelpermutableprotected
modelValue() const =0BlackCalibrationHelperpure virtual
notifyObservers()Observable
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observable &)Observable
QuantLib::operator=(Observable &&)=deleteObservable
QuantLib::Observer::operator=(const Observer &)Observer
performCalculations() const overrideBlackCalibrationHelpervirtual
PriceError enum valueBlackCalibrationHelper
recalculate()LazyObject
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
RelativePriceError enum valueBlackCalibrationHelper
QuantLib::set_type typedefObservableprivate
setPricingEngine(const ext::shared_ptr< PricingEngine > &engine)BlackCalibrationHelper
shift_BlackCalibrationHelperprotected
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideLazyObjectvirtual
updating_LazyObjectprivate
volatility() constBlackCalibrationHelper
volatility_BlackCalibrationHelperprotected
volatilityType() constBlackCalibrationHelper
volatilityType_BlackCalibrationHelperprotected
~CalibrationHelper()=defaultCalibrationHelpervirtual
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual