QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <strippedoptionletbase.hpp>
Public Member Functions | |
virtual const std::vector< Rate > & | optionletStrikes (Size i) const =0 |
virtual const std::vector< Volatility > & | optionletVolatilities (Size i) const =0 |
virtual const std::vector< Date > & | optionletFixingDates () const =0 |
virtual const std::vector< Time > & | optionletFixingTimes () const =0 |
virtual Size | optionletMaturities () const =0 |
virtual const std::vector< Rate > & | atmOptionletRates () const =0 |
virtual DayCounter | dayCounter () const =0 |
virtual Calendar | calendar () const =0 |
virtual Natural | settlementDays () const =0 |
virtual BusinessDayConvention | businessDayConvention () const =0 |
virtual VolatilityType | volatilityType () const =0 |
virtual Real | displacement () const =0 |
Public Member Functions inherited from LazyObject | |
LazyObject () | |
~LazyObject () override=default | |
void | update () override |
bool | isCalculated () const |
void | forwardFirstNotificationOnly () |
void | alwaysForwardNotifications () |
void | recalculate () |
void | freeze () |
void | unfreeze () |
Public Member Functions inherited from Observable | |
Observable () | |
Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
Observable (Observable &&)=delete | |
Observable & | operator= (Observable &&)=delete |
virtual | ~Observable ()=default |
void | notifyObservers () |
Public Member Functions inherited from Observer | |
Observer ()=default | |
Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
virtual | ~Observer () |
std::pair< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &) |
void | registerWithObservables (const ext::shared_ptr< Observer > &) |
Size | unregisterWith (const ext::shared_ptr< Observable > &) |
void | unregisterWithAll () |
virtual void | update ()=0 |
virtual void | deepUpdate () |
Additional Inherited Members | |
Public Types inherited from Observer | |
typedef set_type::iterator | iterator |
Protected Member Functions inherited from LazyObject | |
virtual void | calculate () const |
virtual void | performCalculations () const =0 |
Protected Attributes inherited from LazyObject | |
bool | calculated_ = false |
bool | frozen_ = false |
bool | alwaysForward_ |
Abstract base class interface for a (time indexed) vector of (strike indexed) optionlet (i.e. caplet/floorlet) volatilities.
Definition at line 45 of file strippedoptionletbase.hpp.
Implemented in OptionletStripper, and StrippedOptionlet.
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pure virtual |
Implemented in OptionletStripper, and StrippedOptionlet.
|
pure virtual |
Implemented in OptionletStripper, and StrippedOptionlet.
|
pure virtual |
Implemented in OptionletStripper, and StrippedOptionlet.
|
pure virtual |
Implemented in OptionletStripper, and StrippedOptionlet.
|
pure virtual |
Implemented in OptionletStripper, and StrippedOptionlet.
|
pure virtual |
Implemented in OptionletStripper, and StrippedOptionlet.
|
pure virtual |
Implemented in OptionletStripper, and StrippedOptionlet.
|
pure virtual |
Implemented in OptionletStripper, and StrippedOptionlet.
|
pure virtual |
Implemented in OptionletStripper, and StrippedOptionlet.
|
pure virtual |
Implemented in OptionletStripper, and StrippedOptionlet.
|
pure virtual |
Implemented in OptionletStripper, and StrippedOptionlet.