QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Gaussian1dSmileSection Member List

This is the complete list of members for Gaussian1dSmileSection, including all inherited members.

annuity_Gaussian1dSmileSectionprivate
atm_Gaussian1dSmileSectionprivate
atmLevel() const overrideGaussian1dSmileSectionvirtual
dayCounter() constSmileSectionvirtual
dc_SmileSectionprivate
deepUpdate()Observervirtual
density(Rate strike, Real discount=1.0, Real gap=1.0E-4) constSmileSectionvirtual
digitalOptionPrice(Rate strike, Option::Type type=Option::Call, Real discount=1.0, Real gap=1.0e-5) constSmileSectionvirtual
engine_Gaussian1dSmileSectionprivate
exerciseDate() constSmileSectionvirtual
exerciseDate_SmileSectionprivate
exerciseTime() constSmileSectionvirtual
exerciseTime_SmileSectionmutableprivate
fixingDate_Gaussian1dSmileSectionprivate
Gaussian1dSmileSection(const Date &fixingDate, ext::shared_ptr< SwapIndex > swapIndex, const ext::shared_ptr< Gaussian1dModel > &model, const DayCounter &dc, const ext::shared_ptr< Gaussian1dSwaptionEngine > &swaptionEngine=ext::shared_ptr< Gaussian1dSwaptionEngine >())Gaussian1dSmileSection
Gaussian1dSmileSection(const Date &fixingDate, ext::shared_ptr< IborIndex > swapIndex, const ext::shared_ptr< Gaussian1dModel > &model, const DayCounter &dc, const ext::shared_ptr< Gaussian1dCapFloorEngine > &capEngine=ext::shared_ptr< Gaussian1dCapFloorEngine >())Gaussian1dSmileSection
iborIndex_Gaussian1dSmileSectionprivate
initializeExerciseTime() constSmileSectionprotectedvirtual
isFloating_SmileSectionprivate
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
maxStrike() const overrideGaussian1dSmileSectionvirtual
minStrike() const overrideGaussian1dSmileSectionvirtual
model_Gaussian1dSmileSectionprivate
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
optionPrice(Rate strike, Option::Type=Option::Call, Real discount=1.0) const overrideGaussian1dSmileSectionvirtual
referenceDate() constSmileSectionvirtual
referenceDate_SmileSectionmutableprivate
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
QuantLib::set_type typedefObservableprivate
shift() constSmileSectionvirtual
shift_SmileSectionprivate
SmileSection(const Date &d, DayCounter dc=DayCounter(), const Date &referenceDate=Date(), VolatilityType type=ShiftedLognormal, Rate shift=0.0)SmileSection
SmileSection(Time exerciseTime, DayCounter dc=DayCounter(), VolatilityType type=ShiftedLognormal, Rate shift=0.0)SmileSection
SmileSection()=defaultSmileSection
swapIndex_Gaussian1dSmileSectionprivate
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideSmileSectionvirtual
variance(Rate strike) constSmileSection
varianceImpl(Rate strike) constSmileSectionprotectedvirtual
vega(Rate strike, Real discount=1.0) constSmileSectionvirtual
volatility(Rate strike) constSmileSection
volatility(Rate strike, VolatilityType type, Real shift=0.0) constSmileSection
volatilityImpl(Rate strike) const overrideGaussian1dSmileSectionprotectedvirtual
volatilityType() constSmileSectionvirtual
volatilityType_SmileSectionprivate
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
~SmileSection() override=defaultSmileSection