A free/open-source library for quantitative finance
Reference manual - version 1.20
|
|
A free/open-source library for quantitative finance
Reference manual - version 1.20
|
This is the complete list of members for ConstantSwaptionVolatility, including all inherited members.
| allowsExtrapolation() const | Extrapolator | |
| blackVariance(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| blackVariance(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| blackVariance(Time optionTime, const Period &swapTenor, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| blackVariance(const Period &optionTenor, Time swapLength, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| blackVariance(const Date &optionDate, Time swapLength, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| blackVariance(Time optionTime, Time swapLength, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| businessDayConvention() const | VolatilityTermStructure | virtual |
| calendar() const | TermStructure | virtual |
| calendar_ (defined in TermStructure) | TermStructure | protected |
| 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 |
| checkSwapTenor(const Period &swapTenor, bool extrapolate) const (defined in SwaptionVolatilityStructure) | SwaptionVolatilityStructure | protected |
| checkSwapTenor(Time swapLength, bool extrapolate) const (defined in SwaptionVolatilityStructure) | SwaptionVolatilityStructure | protected |
| ConstantSwaptionVolatility(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc, VolatilityType type=ShiftedLognormal, Real shift=0.0) | ConstantSwaptionVolatility | |
| ConstantSwaptionVolatility(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc, VolatilityType type=ShiftedLognormal, Real shift=0.0) | ConstantSwaptionVolatility | |
| ConstantSwaptionVolatility(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc, VolatilityType type=ShiftedLognormal, Real shift=0.0) | ConstantSwaptionVolatility | |
| ConstantSwaptionVolatility(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc, VolatilityType type=ShiftedLognormal, Real shift=0.0) | ConstantSwaptionVolatility | |
| dayCounter() const | TermStructure | virtual |
| deepUpdate() | Observer | virtual |
| disableExtrapolation(bool b=true) | Extrapolator | |
| enableExtrapolation(bool b=true) | Extrapolator | |
| Extrapolator() (defined in Extrapolator) | Extrapolator | |
| iterator typedef (defined in Observer) | Observer | |
| maxDate() const | ConstantSwaptionVolatility | virtual |
| maxStrike() const | ConstantSwaptionVolatility | virtual |
| maxSwapLength() const | SwaptionVolatilityStructure | |
| maxSwapTenor() const | ConstantSwaptionVolatility | virtual |
| maxTime() const | TermStructure | virtual |
| minStrike() const | ConstantSwaptionVolatility | virtual |
| moving_ (defined in TermStructure) | TermStructure | protected |
| 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 | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| QuantLib::Observable::operator=(const Observable &) | Observable | |
| optionDateFromTenor(const Period &) const | VolatilityTermStructure | |
| referenceDate() const | TermStructure | virtual |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| set_type typedef (defined in Observer) | Observer | |
| settlementDays() const | TermStructure | virtual |
| shift(const Period &optionTenor, const Period &swapTenor, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| shift(const Date &optionDate, const Period &swapTenor, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| shift(Time optionTime, const Period &swapTenor, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| shift(const Period &optionTenor, Time swapLength, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| shift(const Date &optionDate, Time swapLength, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| shift(Time optionTime, Time swapLength, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| shiftImpl(Time optionTime, Time swapLength) const (defined in ConstantSwaptionVolatility) | ConstantSwaptionVolatility | protectedvirtual |
| shiftImpl(const Date &optionDate, const Period &swapTenor) const (defined in SwaptionVolatilityStructure) | SwaptionVolatilityStructure | protectedvirtual |
| smileSection(const Period &optionTenor, const Period &swapTenor, bool extr=false) const | SwaptionVolatilityStructure | |
| smileSection(const Date &optionDate, const Period &swapTenor, bool extr=false) const | SwaptionVolatilityStructure | |
| smileSection(Time optionTime, const Period &swapTenor, bool extr=false) const | SwaptionVolatilityStructure | |
| smileSection(const Period &optionTenor, Time swapLength, bool extr=false) const | SwaptionVolatilityStructure | |
| smileSection(const Date &optionDate, Time swapLength, bool extr=false) const | SwaptionVolatilityStructure | |
| smileSection(Time optionTime, Time swapLength, bool extr=false) const | SwaptionVolatilityStructure | |
| smileSectionImpl(const Date &, const Period &) const (defined in ConstantSwaptionVolatility) | ConstantSwaptionVolatility | protectedvirtual |
| smileSectionImpl(Time, Time) const (defined in ConstantSwaptionVolatility) | ConstantSwaptionVolatility | protectedvirtual |
| swapLength(const Period &swapTenor) const | SwaptionVolatilityStructure | |
| swapLength(const Date &start, const Date &end) const | SwaptionVolatilityStructure | |
| SwaptionVolatilityStructure(BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | SwaptionVolatilityStructure | |
| SwaptionVolatilityStructure(const Date &referenceDate, const Calendar &calendar, BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | SwaptionVolatilityStructure | |
| SwaptionVolatilityStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | SwaptionVolatilityStructure | |
| TermStructure(const DayCounter &dc=DayCounter()) | TermStructure | explicit |
| TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter()) | TermStructure | explicit |
| TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter()) | TermStructure | |
| timeFromReference(const Date &date) const | TermStructure | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() | TermStructure | virtual |
| updated_ (defined in TermStructure) | TermStructure | mutableprotected |
| volatility(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| volatility(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| volatility(Time optionTime, const Period &swapTenor, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| volatility(const Period &optionTenor, Time swapLength, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| volatility(const Date &optionDate, Time swapLength, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| volatility(Time optionTime, Time swapLength, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
| volatilityImpl(const Date &, const Period &, Rate) const (defined in ConstantSwaptionVolatility) | ConstantSwaptionVolatility | protectedvirtual |
| volatilityImpl(Time, Time, Rate) const (defined in ConstantSwaptionVolatility) | ConstantSwaptionVolatility | 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 | |
| volatilityType() const | ConstantSwaptionVolatility | virtual |
| ~Extrapolator() (defined in Extrapolator) | Extrapolator | virtual |
| ~Observable() (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |
| ~SwaptionVolatilityStructure() (defined in SwaptionVolatilityStructure) | SwaptionVolatilityStructure | virtual |
| ~TermStructure() (defined in TermStructure) | TermStructure | virtual |