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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 CapFloorTermVolCurve, including all inherited members.
| allowsExtrapolation() const | Extrapolator | |
| alwaysForward_ | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| bdc_ | VolatilityTermStructure | private |
| businessDayConvention() const | VolatilityTermStructure | virtual |
| calculate() const | LazyObject | protectedvirtual |
| calculated_ | LazyObject | mutableprotected |
| calendar() const | TermStructure | virtual |
| calendar_ | TermStructure | protected |
| 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 &&)=delete | CapFloorTermVolCurve | |
| CapFloorTermVolCurve(const CapFloorTermVolCurve &)=delete | CapFloorTermVolCurve | |
| checkInputs() const | CapFloorTermVolCurve | private |
| checkRange(const Date &d, bool extrapolate) const | TermStructure | protected |
| checkRange(Time t, bool extrapolate) const | TermStructure | protected |
| checkStrike(Rate strike, bool extrapolate) const | VolatilityTermStructure | protected |
| dayCounter() const | TermStructure | virtual |
| dayCounter_ | TermStructure | private |
| deepUpdate() | Observer | virtual |
| disableExtrapolation(bool b=true) | Extrapolator | |
| enableExtrapolation(bool b=true) | Extrapolator | |
| evaluationDate_ | CapFloorTermVolCurve | private |
| extrapolate_ | Extrapolator | private |
| Extrapolator()=default | Extrapolator | |
| forwardFirstNotificationOnly() | LazyObject | |
| freeze() | LazyObject | |
| frozen_ | LazyObject | protected |
| initializeOptionDatesAndTimes() const | CapFloorTermVolCurve | private |
| interpolate() | CapFloorTermVolCurve | private |
| interpolation_ | CapFloorTermVolCurve | mutableprivate |
| isCalculated() const | LazyObject | |
| QuantLib::iterator typedef | Observable | private |
| QuantLib::Observer::iterator typedef | Observer | |
| LazyObject() | LazyObject | |
| maxDate() const override | CapFloorTermVolCurve | virtual |
| maxStrike() const override | CapFloorTermVolCurve | virtual |
| maxTime() const | TermStructure | virtual |
| minStrike() const override | CapFloorTermVolCurve | virtual |
| moving_ | TermStructure | protected |
| nOptionTenors_ | CapFloorTermVolCurve | private |
| notifyObservers() | Observable | |
| Observable() | Observable | |
| Observable(const Observable &) | Observable | |
| Observable(Observable &&)=delete | Observable | |
| observables_ | Observer | private |
| Observer()=default | Observer | |
| QuantLib::Observer::Observer(const Observer &) | Observer | |
| observers_ | Observable | private |
| operator=(CapFloorTermVolCurve &&)=delete | CapFloorTermVolCurve | |
| operator=(const CapFloorTermVolCurve &)=delete | CapFloorTermVolCurve | |
| QuantLib::LazyObject::operator=(const Observable &) | Observable | |
| QuantLib::LazyObject::operator=(Observable &&)=delete | Observable | |
| QuantLib::LazyObject::operator=(const Observer &) | Observer | |
| optionDateFromTenor(const Period &) const | VolatilityTermStructure | |
| optionDates() const | CapFloorTermVolCurve | |
| optionDates_ | CapFloorTermVolCurve | mutableprivate |
| optionTenors() const | CapFloorTermVolCurve | |
| optionTenors_ | CapFloorTermVolCurve | private |
| optionTimes() const | CapFloorTermVolCurve | |
| optionTimes_ | CapFloorTermVolCurve | mutableprivate |
| performCalculations() const override | CapFloorTermVolCurve | virtual |
| recalculate() | LazyObject | |
| referenceDate() const | TermStructure | virtual |
| referenceDate_ | TermStructure | mutableprivate |
| registerObserver(Observer *) | Observable | private |
| registerWith(const ext::shared_ptr< Observable > &) | Observer | |
| registerWithMarketData() | CapFloorTermVolCurve | private |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| QuantLib::set_type typedef | Observable | private |
| settlementDays() const | TermStructure | virtual |
| settlementDays_ | TermStructure | private |
| TermStructure(DayCounter dc=DayCounter()) | TermStructure | explicit |
| TermStructure(const Date &referenceDate, Calendar calendar=Calendar(), DayCounter dc=DayCounter()) | TermStructure | explicit |
| TermStructure(Natural settlementDays, Calendar, DayCounter dc=DayCounter()) | TermStructure | |
| timeFromReference(const Date &date) const | TermStructure | |
| unfreeze() | LazyObject | |
| unregisterObserver(Observer *) | Observable | private |
| unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
| unregisterWithAll() | Observer | |
| update() override | CapFloorTermVolCurve | virtual |
| updated_ | TermStructure | mutableprotected |
| updating_ | LazyObject | private |
| volatility(const Period &length, Rate strike, bool extrapolate=false) const | CapFloorTermVolatilityStructure | |
| volatility(const Date &end, Rate strike, bool extrapolate=false) const | CapFloorTermVolatilityStructure | |
| volatility(Time t, Rate strike, bool extrapolate=false) const | CapFloorTermVolatilityStructure | |
| volatilityImpl(Time length, Rate) const override | CapFloorTermVolCurve | protectedvirtual |
| 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_ | CapFloorTermVolCurve | private |
| vols_ | CapFloorTermVolCurve | mutableprivate |
| ~CapFloorTermVolatilityStructure() override=default | CapFloorTermVolatilityStructure | |
| ~CapFloorTermVolCurve() override=default | CapFloorTermVolCurve | |
| ~Extrapolator()=default | Extrapolator | virtual |
| ~LazyObject() override=default | LazyObject | |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |
| ~TermStructure() override=default | TermStructure |
