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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 ConstantCPIVolatility, including all inherited members.
| allowsExtrapolation() const | Extrapolator | |
| baseDate() const | CPIVolatilitySurface | virtual |
| baseLevel() const | CPIVolatilitySurface | virtual |
| baseLevel_ | CPIVolatilitySurface | mutableprotected |
| bdc_ | VolatilityTermStructure | private |
| businessDayConvention() const | VolatilityTermStructure | virtual |
| calendar() const | TermStructure | virtual |
| calendar_ | TermStructure | protected |
| checkRange(const Date &, Rate strike, bool extrapolate) const | CPIVolatilitySurface | protectedvirtual |
| checkRange(Time, Rate strike, bool extrapolate) const | CPIVolatilitySurface | protectedvirtual |
| QuantLib::VolatilityTermStructure::checkRange(const Date &d, bool extrapolate) const | TermStructure | protected |
| QuantLib::VolatilityTermStructure::checkRange(Time t, bool extrapolate) const | TermStructure | protected |
| checkStrike(Rate strike, bool extrapolate) const | VolatilityTermStructure | protected |
| ConstantCPIVolatility(const Handle< Quote > &vol, Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated) | ConstantCPIVolatility | |
| ConstantCPIVolatility(Volatility vol, Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated) | ConstantCPIVolatility | |
| CPIVolatilitySurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated) | CPIVolatilitySurface | |
| dayCounter() const | TermStructure | virtual |
| dayCounter_ | TermStructure | private |
| deepUpdate() | Observer | virtual |
| disableExtrapolation(bool b=true) | Extrapolator | |
| enableExtrapolation(bool b=true) | Extrapolator | |
| extrapolate_ | Extrapolator | private |
| Extrapolator()=default | Extrapolator | |
| frequency() const | CPIVolatilitySurface | virtual |
| frequency_ | CPIVolatilitySurface | protected |
| indexIsInterpolated() const | CPIVolatilitySurface | virtual |
| indexIsInterpolated_ | CPIVolatilitySurface | protected |
| QuantLib::iterator typedef | Observer | |
| maxDate() const override | ConstantCPIVolatility | virtual |
| maxStrike() const override | ConstantCPIVolatility | virtual |
| maxTime() const | TermStructure | virtual |
| minStrike() const override | ConstantCPIVolatility | virtual |
| moving_ | TermStructure | protected |
| notifyObservers() | Observable | |
| Observable() | Observable | |
| Observable(const Observable &) | Observable | |
| Observable(Observable &&)=delete | Observable | |
| observables_ | Observer | private |
| observationLag() const | CPIVolatilitySurface | virtual |
| observationLag_ | CPIVolatilitySurface | protected |
| QuantLib::Observer()=default | Observer | |
| QuantLib::Observer(const Observer &) | Observer | |
| observers_ | Observable | private |
| QuantLib::operator=(const Observer &) | Observer | |
| QuantLib::Observable::operator=(const Observable &) | Observable | |
| QuantLib::Observable::operator=(Observable &&)=delete | Observable | |
| optionDateFromTenor(const Period &) const | VolatilityTermStructure | |
| referenceDate() const | TermStructure | virtual |
| referenceDate_ | TermStructure | mutableprivate |
| registerObserver(Observer *) | Observable | private |
| registerWith(const ext::shared_ptr< Observable > &) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| QuantLib::set_type typedef | Observer | 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 | |
| timeFromBase(const Date &date, const Period &obsLag=Period(-1, Days)) const | CPIVolatilitySurface | virtual |
| timeFromReference(const Date &date) const | TermStructure | |
| totalVariance(const Date &exerciseDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | CPIVolatilitySurface | virtual |
| totalVariance(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | CPIVolatilitySurface | virtual |
| unregisterObserver(Observer *) | Observable | private |
| unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
| unregisterWithAll() | Observer | |
| update() override | TermStructure | virtual |
| updated_ | TermStructure | mutableprotected |
| volatility(const Date &maturityDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | CPIVolatilitySurface | |
| volatility(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | CPIVolatilitySurface | |
| volatility(Time time, Rate strike) const | CPIVolatilitySurface | |
| volatility_ | ConstantCPIVolatility | private |
| volatilityImpl(Time length, Rate strike) const override | ConstantCPIVolatility | privatevirtual |
| 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 | |
| ~Extrapolator()=default | Extrapolator | virtual |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |
| ~TermStructure() override=default | TermStructure |
