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

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

allowsExtrapolation() constExtrapolator
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
bdc_VolatilityTermStructureprivate
businessDayConvention() constVolatilityTermStructurevirtual
calculate() constLazyObjectprotectedvirtual
calculated_LazyObjectmutableprotected
calendar() constTermStructurevirtual
calendar_TermStructureprotected
CapFloorTermVolatilityStructure(BusinessDayConvention bdc, const DayCounter &dc=DayCounter())CapFloorTermVolatilityStructure
CapFloorTermVolatilityStructure(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())CapFloorTermVolatilityStructure
CapFloorTermVolatilityStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())CapFloorTermVolatilityStructure
CapFloorTermVolCurve(Natural settlementDays, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Handle< Quote > > &vols, const DayCounter &dc=Actual365Fixed())CapFloorTermVolCurve
CapFloorTermVolCurve(const Date &settlementDate, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Handle< Quote > > &vols, const DayCounter &dc=Actual365Fixed())CapFloorTermVolCurve
CapFloorTermVolCurve(const Date &settlementDate, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Volatility > &vols, const DayCounter &dc=Actual365Fixed())CapFloorTermVolCurve
CapFloorTermVolCurve(Natural settlementDays, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Volatility > &vols, const DayCounter &dc=Actual365Fixed())CapFloorTermVolCurve
CapFloorTermVolCurve(CapFloorTermVolCurve &&)=deleteCapFloorTermVolCurve
CapFloorTermVolCurve(const CapFloorTermVolCurve &)=deleteCapFloorTermVolCurve
checkInputs() constCapFloorTermVolCurveprivate
checkRange(const Date &d, bool extrapolate) constTermStructureprotected
checkRange(Time t, bool extrapolate) constTermStructureprotected
checkStrike(Rate strike, bool extrapolate) constVolatilityTermStructureprotected
dayCounter() constTermStructurevirtual
dayCounter_TermStructureprivate
deepUpdate()Observervirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
evaluationDate_CapFloorTermVolCurveprivate
extrapolate_Extrapolatorprivate
Extrapolator()=defaultExtrapolator
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
initializeOptionDatesAndTimes() constCapFloorTermVolCurveprivate
interpolate()CapFloorTermVolCurveprivate
interpolation_CapFloorTermVolCurvemutableprivate
isCalculated() constLazyObject
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
LazyObject()LazyObject
maxDate() const overrideCapFloorTermVolCurvevirtual
maxStrike() const overrideCapFloorTermVolCurvevirtual
maxTime() constTermStructurevirtual
minStrike() const overrideCapFloorTermVolCurvevirtual
moving_TermStructureprotected
nOptionTenors_CapFloorTermVolCurveprivate
notifyObservers()Observable
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
operator=(CapFloorTermVolCurve &&)=deleteCapFloorTermVolCurve
operator=(const CapFloorTermVolCurve &)=deleteCapFloorTermVolCurve
QuantLib::LazyObject::operator=(const Observable &)Observable
QuantLib::LazyObject::operator=(Observable &&)=deleteObservable
QuantLib::LazyObject::operator=(const Observer &)Observer
optionDateFromTenor(const Period &) constVolatilityTermStructure
optionDates() constCapFloorTermVolCurve
optionDates_CapFloorTermVolCurvemutableprivate
optionTenors() constCapFloorTermVolCurve
optionTenors_CapFloorTermVolCurveprivate
optionTimes() constCapFloorTermVolCurve
optionTimes_CapFloorTermVolCurvemutableprivate
performCalculations() const overrideCapFloorTermVolCurvevirtual
recalculate()LazyObject
referenceDate() constTermStructurevirtual
referenceDate_TermStructuremutableprivate
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithMarketData()CapFloorTermVolCurveprivate
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
QuantLib::set_type typedefObservableprivate
settlementDays() constTermStructurevirtual
settlementDays_TermStructureprivate
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
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideCapFloorTermVolCurvevirtual
updated_TermStructuremutableprotected
updating_LazyObjectprivate
volatility(const Period &length, Rate strike, bool extrapolate=false) constCapFloorTermVolatilityStructure
volatility(const Date &end, Rate strike, bool extrapolate=false) constCapFloorTermVolatilityStructure
volatility(Time t, Rate strike, bool extrapolate=false) constCapFloorTermVolatilityStructure
volatilityImpl(Time length, Rate) const overrideCapFloorTermVolCurveprotectedvirtual
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
volHandles_CapFloorTermVolCurveprivate
vols_CapFloorTermVolCurvemutableprivate
~CapFloorTermVolatilityStructure() override=defaultCapFloorTermVolatilityStructure
~CapFloorTermVolCurve() override=defaultCapFloorTermVolCurve
~Extrapolator()=defaultExtrapolatorvirtual
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
~TermStructure() override=defaultTermStructure