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 |