1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
<meta name="robots" content="none">
<title>QuantLib: Member List</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.3.14</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="faq.html">Frequently asked questions</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="deprecated.html">Deprecated Features</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.1 -->
<h1>ImpliedVolTermStructure Member List</h1>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html">ImpliedVolTermStructure</a>, including all inherited members.<p><table>
<tr bgcolor="#f0f0f0"><td><b>accept</b>(AcyclicVisitor &) (defined in <a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html">ImpliedVolTermStructure</a>)</td><td><a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html">ImpliedVolTermStructure</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_extrapolator.html#323f875818fddd62a1c56c25ddaee418">allowsExtrapolation</a>() const</td><td><a class="el" href="class_quant_lib_1_1_extrapolator.html">Extrapolator</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#990274e8a209620051a0e8428d527edb">blackForwardVariance</a>(const Date &date1, const Date &date2, Real strike, bool extrapolate=false) const</td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#ed010ad1e1c084bd02064c8a3968c221">blackForwardVariance</a>(Time time1, Time time2, Real strike, bool extrapolate=false) const</td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#d881e1222514c59ca83e26641ed1e1a6">blackForwardVol</a>(const Date &date1, const Date &date2, Real strike, bool extrapolate=false) const</td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#5bc06db745aa058c7b82d8ff687b54ca">blackForwardVol</a>(Time time1, Time time2, Real strike, bool extrapolate=false) const</td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#71236c422aa029f294d3ffd9f8fe224d">blackVariance</a>(const Date &maturity, Real strike, bool extrapolate=false) const </td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#dad112db414bfa8447d7f3bf16683083">blackVariance</a>(Time maturity, Real strike, bool extrapolate=false) const</td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html#a1d54e6aae7eded3d225f318ea0809e8">blackVarianceImpl</a>(Time t, Real strike) const </td><td><a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html">ImpliedVolTermStructure</a></td><td><code> [protected, virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html#0759a0adf86c2178e7a0f1bcddd43370">BlackVarianceTermStructure</a>()</td><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html">BlackVarianceTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html#406b483c62ce53ed89a98ff749c1efd0">BlackVarianceTermStructure</a>(const Date &referenceDate)</td><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html">BlackVarianceTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html#39973034bbdc1c1fb9faaf1c81182bdf">BlackVarianceTermStructure</a>(Integer settlementDays, const Calendar &)</td><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html">BlackVarianceTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#877a9cfe6c66ebb041f5f45445b1f964">blackVol</a>(const Date &maturity, Real strike, bool extrapolate=false) const </td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#b17686a14cf6f8b16cbb766c228c5b8c">blackVol</a>(Time maturity, Real strike, bool extrapolate=false) const</td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html#2035146ec82db6202107a5a75767afba">blackVolImpl</a>(Time maturity, Real strike) const</td><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html">BlackVarianceTermStructure</a></td><td><code> [protected, virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#70963114bbfd0f0b2a21dc5496b7e684">BlackVolTermStructure</a>()</td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#e7db1f7a1972d1d3d7293d422b74b1b5">BlackVolTermStructure</a>(const Date &referenceDate)</td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#c12d6f0229a83927a4fa4561c18abb9a">BlackVolTermStructure</a>(Integer settlementDays, const Calendar &)</td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#38e235178eb0a7749c37a16d71f4762f">calendar</a>() const</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#f3679b19ed9cc9138811a49227f622fd">QuantLib::TermStructure::checkRange</a>(const Date &, bool extrapolate) const</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#43b53369ceb6c3bf7a10f5c802c95e7d">QuantLib::TermStructure::checkRange</a>(Time, bool extrapolate) const</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html#d49654ea33055b03f8666910acc13880">dayCounter</a>() const</td><td><a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html">ImpliedVolTermStructure</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_extrapolator.html#bab5047522a68771f2b1d51d1ac78383">disableExtrapolation</a>(bool b=true)</td><td><a class="el" href="class_quant_lib_1_1_extrapolator.html">Extrapolator</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_extrapolator.html#e60e793a77f44a9c022b103458fa993c">enableExtrapolation</a>(bool b=true)</td><td><a class="el" href="class_quant_lib_1_1_extrapolator.html">Extrapolator</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Extrapolator</b>() (defined in <a class="el" href="class_quant_lib_1_1_extrapolator.html">Extrapolator</a>)</td><td><a class="el" href="class_quant_lib_1_1_extrapolator.html">Extrapolator</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>ImpliedVolTermStructure</b>(const Handle< BlackVolTermStructure > &originalTS, const Date &referenceDate) (defined in <a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html">ImpliedVolTermStructure</a>)</td><td><a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html">ImpliedVolTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html#6fa1d746e67f372c6e09e4ec9ad8973b">maxDate</a>() const</td><td><a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html">ImpliedVolTermStructure</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html#4e78ef8a9ed6ba66165705dc96b8d5bf">maxStrike</a>() const</td><td><a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html">ImpliedVolTermStructure</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#a5564598a2a3b7921ae7c21a420c279f">maxTime</a>() const</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html#08611adcd4c1461233257e6ff17c582a">minStrike</a>() const</td><td><a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html">ImpliedVolTermStructure</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_observable.html#397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a>()</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observable</b>(const Observable &) (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observer</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>operator=</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_observable.html#522aacdd0f2408fe5e46527a6db999b4">QuantLib::Observable::operator=</a>(const Observable &)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#34aadf8e384e50e6ee34067cc448262a">referenceDate</a>() const</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>registerWith</b>(const boost::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#63e4d4d006b0ddb5619085913313facc">TermStructure</a>()</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#ff599c0298fb72f9975ee66104cd9064">TermStructure</a>(const Date &referenceDate)</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#d1039dd9552d0bb2cfe02d6f8022635b">TermStructure</a>(Integer settlementDays, const Calendar &)</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#a249f26327547294e5f920745cab10fd">timeFromReference</a>(const Date &date) const</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>unregisterWith</b>(const boost::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#c5c54df7ed3b930268c8d7752c101725">update</a>()</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~BlackVolTermStructure</b>() (defined in <a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~Extrapolator</b>() (defined in <a class="el" href="class_quant_lib_1_1_extrapolator.html">Extrapolator</a>)</td><td><a class="el" href="class_quant_lib_1_1_extrapolator.html">Extrapolator</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~TermStructure</b>() (defined in <a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a>)</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td><code> [virtual]</code></td></tr>
</table>
</div>
<div class="footer">
<table align="top" width="100%">
<tr>
<td align="middle" width="33%">
<strong>QuantLib.org</strong><br>
<a href="http://quantlib.org/">
<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
</a>
</td>
<td align="middle" width="33%">
<strong>Hosted by</strong><br>
<a href="http://sourceforge.net"><img src=
"sfnetlogo.png" width="88" height="31"
border="0" alt="SourceForge.net Logo"></a>
</td>
<td align="middle" width="33%">
<strong>Documentation generated by</strong><br>
<a href="http://www.doxygen.org">
<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>
</a></td>
</tr>
</table>
</div>
</div>
</body>
</html>
|