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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for VolatilityInterpolationSpecifier, including all inherited members.
| getNoBigRates() const =0 | VolatilityInterpolationSpecifier | pure virtual |
| getNoSmallRates() const =0 | VolatilityInterpolationSpecifier | pure virtual |
| getOffset() const =0 | VolatilityInterpolationSpecifier | pure virtual |
| getPeriod() const =0 | VolatilityInterpolationSpecifier | pure virtual |
| interpolatedVariances() const =0 | VolatilityInterpolationSpecifier | pure virtual |
| originalVariances() const =0 | VolatilityInterpolationSpecifier | pure virtual |
| setLastCapletVol(Real vol)=0 | VolatilityInterpolationSpecifier | pure virtual |
| setScalingFactors(const std::vector< Real > &scales)=0 | VolatilityInterpolationSpecifier | pure virtual |
| VolatilityInterpolationSpecifier()=default | VolatilityInterpolationSpecifier | |
| ~VolatilityInterpolationSpecifier()=default | VolatilityInterpolationSpecifier | virtual |