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 Gaussian1dSmileSection, including all inherited members.
| atmLevel() const (defined in Gaussian1dSmileSection) | Gaussian1dSmileSection | virtual |
| dayCounter() const (defined in SmileSection) | SmileSection | virtual |
| deepUpdate() | Observer | virtual |
| density(Rate strike, Real discount=1.0, Real gap=1.0E-4) const (defined in SmileSection) | SmileSection | virtual |
| digitalOptionPrice(Rate strike, Option::Type type=Option::Call, Real discount=1.0, Real gap=1.0e-5) const (defined in SmileSection) | SmileSection | virtual |
| exerciseDate() const (defined in SmileSection) | SmileSection | virtual |
| exerciseTime() const (defined in SmileSection) | SmileSection | virtual |
| Gaussian1dSmileSection(const Date &fixingDate, const ext::shared_ptr< SwapIndex > &swapIndex, const ext::shared_ptr< Gaussian1dModel > &model, const DayCounter &dc, const ext::shared_ptr< Gaussian1dSwaptionEngine > &swaptionEngine=ext::shared_ptr< Gaussian1dSwaptionEngine >()) (defined in Gaussian1dSmileSection) | Gaussian1dSmileSection | |
| Gaussian1dSmileSection(const Date &fixingDate, const ext::shared_ptr< IborIndex > &swapIndex, const ext::shared_ptr< Gaussian1dModel > &model, const DayCounter &dc, const ext::shared_ptr< Gaussian1dCapFloorEngine > &capEngine=ext::shared_ptr< Gaussian1dCapFloorEngine >()) (defined in Gaussian1dSmileSection) | Gaussian1dSmileSection | |
| initializeExerciseTime() const (defined in SmileSection) | SmileSection | protectedvirtual |
| iterator typedef (defined in Observer) | Observer | |
| maxStrike() const (defined in Gaussian1dSmileSection) | Gaussian1dSmileSection | virtual |
| minStrike() const (defined in Gaussian1dSmileSection) | Gaussian1dSmileSection | 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 | |
| optionPrice(Rate strike, Option::Type=Option::Call, Real discount=1.0) const (defined in Gaussian1dSmileSection) | Gaussian1dSmileSection | virtual |
| referenceDate() const (defined in SmileSection) | SmileSection | 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 | |
| shift() const (defined in SmileSection) | SmileSection | virtual |
| SmileSection(const Date &d, const DayCounter &dc=DayCounter(), const Date &referenceDate=Date(), VolatilityType type=ShiftedLognormal, Rate shift=0.0) (defined in SmileSection) | SmileSection | |
| SmileSection(Time exerciseTime, const DayCounter &dc=DayCounter(), VolatilityType type=ShiftedLognormal, Rate shift=0.0) (defined in SmileSection) | SmileSection | |
| SmileSection() (defined in SmileSection) | SmileSection | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() | SmileSection | virtual |
| variance(Rate strike) const (defined in SmileSection) | SmileSection | |
| varianceImpl(Rate strike) const (defined in SmileSection) | SmileSection | protectedvirtual |
| vega(Rate strike, Real discount=1.0) const (defined in SmileSection) | SmileSection | virtual |
| volatility(Rate strike) const (defined in SmileSection) | SmileSection | |
| volatility(Rate strike, VolatilityType type, Real shift=0.0) const (defined in SmileSection) | SmileSection | |
| volatilityImpl(Rate strike) const (defined in Gaussian1dSmileSection) | Gaussian1dSmileSection | protectedvirtual |
| volatilityType() const (defined in SmileSection) | SmileSection | virtual |
| ~Observable() (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |
| ~SmileSection() (defined in SmileSection) | SmileSection | virtual |