A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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This is the complete list of members for BlackCalibrationHelper, including all inherited members.
| addTimesTo(std::list< Time > ×) const =0 (defined in BlackCalibrationHelper) | BlackCalibrationHelper | pure virtual |
| alwaysForward_ (defined in LazyObject) | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| BlackCalibrationHelper(const Handle< Quote > &volatility, CalibrationErrorType calibrationErrorType=RelativePriceError, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) (defined in BlackCalibrationHelper) | BlackCalibrationHelper | |
| BlackCalibrationHelper(const Handle< Quote > &volatility, const Handle< YieldTermStructure > &termStructure, CalibrationErrorType calibrationErrorType=RelativePriceError, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) | BlackCalibrationHelper | |
| blackPrice(Volatility volatility) const =0 | BlackCalibrationHelper | pure virtual |
| calculate() const | LazyObject | protectedvirtual |
| calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
| calibrationError() | BlackCalibrationHelper | virtual |
| CalibrationErrorType enum name (defined in BlackCalibrationHelper) | BlackCalibrationHelper | |
| deepUpdate() | Observer | virtual |
| engine_ (defined in BlackCalibrationHelper) | BlackCalibrationHelper | protected |
| freeze() | LazyObject | |
| frozen_ (defined in LazyObject) | LazyObject | protected |
| impliedVolatility(Real targetValue, Real accuracy, Size maxEvaluations, Volatility minVol, Volatility maxVol) const | BlackCalibrationHelper | |
| ImpliedVolError enum value (defined in BlackCalibrationHelper) | BlackCalibrationHelper | |
| iterator typedef (defined in Observer) | Observer | |
| LazyObject() (defined in LazyObject) | LazyObject | |
| marketValue() const | BlackCalibrationHelper | |
| marketValue_ (defined in BlackCalibrationHelper) | BlackCalibrationHelper | mutableprotected |
| modelValue() const =0 | BlackCalibrationHelper | pure virtual |
| notifyObservers() | Observable | |
| Observable() (defined in Observable) | Observable | |
| Observable(const Observable &) (defined in Observable) | Observable | |
| Observer() (defined in Observer) | Observer | |
| Observer(const Observer &) (defined in Observer) | Observer | |
| QuantLib::operator=(const Observable &) | Observable | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| performCalculations() const | BlackCalibrationHelper | virtual |
| PriceError enum value (defined in BlackCalibrationHelper) | BlackCalibrationHelper | |
| recalculate() | LazyObject | |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| RelativePriceError enum value (defined in BlackCalibrationHelper) | BlackCalibrationHelper | |
| set_type typedef (defined in Observer) | Observer | |
| setPricingEngine(const ext::shared_ptr< PricingEngine > &engine) (defined in BlackCalibrationHelper) | BlackCalibrationHelper | |
| shift_ (defined in BlackCalibrationHelper) | BlackCalibrationHelper | protected |
| termStructure_ (defined in BlackCalibrationHelper) | BlackCalibrationHelper | protected |
| unfreeze() | LazyObject | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() | LazyObject | virtual |
| volatility() const | BlackCalibrationHelper | |
| volatility_ (defined in BlackCalibrationHelper) | BlackCalibrationHelper | protected |
| volatilityType() const | BlackCalibrationHelper | |
| volatilityType_ (defined in BlackCalibrationHelper) | BlackCalibrationHelper | protected |
| ~CalibrationHelper() (defined in CalibrationHelper) | CalibrationHelper | virtual |
| ~LazyObject() (defined in LazyObject) | LazyObject | virtual |
| ~Observable() (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |