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<h1>SwaptionConstantVolatility Member List</h1>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a>, including all inherited members.<p><table>
<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_swaption_volatility_structure.html#1492ca471107cef52878abce0d59c39c">blackVariance</a>(const Date &exerciseDate, const Period &swapTenor, Rate strike, bool extrapolate=false) const</td><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#affcec743f3bad714eb260f58c492918">blackVariance</a>(Time exerciseTime, Time length, Rate strike, bool extrapolate=false) const</td><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</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 bgcolor="#f0f0f0"><td><b>checkRange</b>(Time, Time, Rate strike, bool extrapolate) const (defined in <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a>)</td><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>checkRange</b>(const Date &exerciseDate, const Period &length, Rate strike, bool extrapolate) const (defined in <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a>)</td><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a></td><td><code> [protected]</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_swaption_volatility_structure.html#06def569d782dd42e62e2c35a840f0a9">convertDates</a>(const Date &exerciseDate, const Period &length) const</td><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#d49654ea33055b03f8666910acc13880">dayCounter</a>() const</td><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</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 class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#6fa1d746e67f372c6e09e4ec9ad8973b">maxDate</a>() const</td><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#8e73a828556c9fead978806dddb20ca7">maxLength</a>() const</td><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#fbce30aded8302a5a47dfa9454699ce5">maxStartDate</a>() const</td><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#1d86f95f9631dd987c50df571a40353b">maxStartTime</a>() const</td><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#4e78ef8a9ed6ba66165705dc96b8d5bf">maxStrike</a>() const</td><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#4950639c8f60a60050efe2772e1d6a2a">maxTime</a>() const</td><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#6e275a9cb50e4ac17eb82e57110738e7">maxTimeLength</a>() const</td><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#08611adcd4c1461233257e6ff17c582a">minStrike</a>() const</td><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</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_swaption_constant_volatility.html#9d2ca42358f25fa7e9ac0b1f9ed9ab0e">smileSection</a>(const Date &start, const Period &length) const</td><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#5a1df09e79c73fe52be83d290cc169d7">smileSection</a>(Time start, Time length) const</td><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a></td><td><code> [protected, virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>SwaptionConstantVolatility</b>(const Date &referenceDate, Volatility volatility, const DayCounter &dayCounter) (defined in <a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a>)</td><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>SwaptionConstantVolatility</b>(const Date &referenceDate, const Handle< Quote > &volatility, const DayCounter &dayCounter) (defined in <a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a>)</td><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>SwaptionConstantVolatility</b>(Integer settlementDays, const Calendar &, Volatility volatility, const DayCounter &dayCounter) (defined in <a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a>)</td><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>SwaptionConstantVolatility</b>(Integer settlementDays, const Calendar &, const Handle< Quote > &volatility, const DayCounter &dayCounter) (defined in <a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a>)</td><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#f03ed234a0303f72b8838103f38c1ff7">SwaptionVolatilityStructure</a>()</td><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#28d481c2a6f3dc237bd881740f40a298">SwaptionVolatilityStructure</a>(const Date &referenceDate)</td><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#9df188083b4b319fa085a683a24ebf86">SwaptionVolatilityStructure</a>(Integer settlementDays, const Calendar &)</td><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</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 class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#82aa634bec702b990f6f855e0d4ec898">volatility</a>(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) const</td><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#d29339cb5acbf24cf972f89425ca4c4c">volatility</a>(const Date &exerciseDate, const Period &swapTenor, Rate strike, bool extrapolate=false) const</td><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#74f83dac47a2ec6f1ae60a4a26e62f4d">volatility</a>(Time exerciseTime, Time length, Rate strike, bool extrapolate=false) const</td><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#2e2c286f2902ba3b56cb75bd84c02b44">volatilityImpl</a>(Time, Time, Rate) const</td><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a></td><td><code> [protected, virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>volatilityImpl</b>(const Date &, const Period &, Rate) const (defined in <a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a>)</td><td><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a></td><td><code> [protected, 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>~SwaptionVolatilityStructure</b>() (defined in <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a>)</td><td><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</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>
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