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<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#d9e8911dd8792d5ec36f1ee071cfad7d">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#12c5024b13b2af38cc08894dff1cd5a2">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#08e2e56c355ca48b478fbfa2193694bb">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#527dc394ecc7189b236caa91c9bf7659">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#79d4c30c7b2dc4ea4a0ecd8e1b2fba2c">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#8bd17bff9748bf898e27defb4e2b572a">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#0049989a684e9e1bce045c57b52333ee">BlackVarianceTermStructure</a>(const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</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#3456602d8ef2225e1e1ad4298b5839c1">BlackVarianceTermStructure</a>(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</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#fab505cf06b7c4a3efcbf4fe05770e42">BlackVarianceTermStructure</a>(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</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#d333e6368f943b214f8bd89aadc2870a">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#a730aae15708fc5d5d433699e9d08774">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#4783e8cac7d7a69fda2166acb61b4444">BlackVolTermStructure</a>(const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</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#7cd5abc402b09875a5794f1700078439">BlackVolTermStructure</a>(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</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#07c0701fcca0c32e1aa3b7d3519a3025">BlackVolTermStructure</a>(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</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_volatility_term_structure.html#9d653d6960e5abf8a835f24fd9beb685">businessDayConvention</a>() const </td><td><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html">VolatilityTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#e9a0f3904cff2fe61596c593dd0b6448">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>calendar_</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> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#176ae6900633bdc8f22af01b99e7165b">QuantLib::VolatilityTermStructure::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#63453af27c24ca1149b8c41d86174290">QuantLib::VolatilityTermStructure::checkRange</a>(Time t, 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#c147d63df367bbe5282b76b1f98cb9be">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#74d8fc5480ca811db8332b7b30597fe9">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#be69dc8630a5ea3f8333cfdfd01ba765">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#3b8677915d5a95b48578b82ed1d7508f">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#ec700319eaa1c6fca66df8e15aea6167">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 bgcolor="#f0f0f0"><td><b>moving_</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> [protected]</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_volatility_term_structure.html#f59f60f1e0a7875cd8c4e97c3e50f8fd">optionDateFromTenor</a>(const Period &) const </td><td><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html">VolatilityTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#a9ae6cc6009ac64d4f265065eab08be0">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#b6506da60fec85c6f146f1b43116de70">settlementDays</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#4a8e0f324391a12454f11f5f5d5e66e8">TermStructure</a>(const DayCounter &dc=DayCounter())</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#44918f70ab345cad67a287d46641f20f">TermStructure</a>(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter())</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#b72309c6d49bd4b6dc5b9ed09b67c7b9">TermStructure</a>(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter())</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#56d243294c1b34335d067270796f5668">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_volatility_term_structure.html#d105e26d10dfb435c23cca2f3bfd3c76">VolatilityTermStructure</a>(const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</td><td><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html">VolatilityTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html#068651871aeab73305130247e4270040">VolatilityTermStructure</a>(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</td><td><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html">VolatilityTermStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html#9ac8eed9e933916351f14235a9feb65e">VolatilityTermStructure</a>(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</td><td><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html">VolatilityTermStructure</a></td><td></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>
<tr bgcolor="#f0f0f0"><td><b>~VolatilityTermStructure</b>() (defined in <a class="el" href="class_quant_lib_1_1_volatility_term_structure.html">VolatilityTermStructure</a>)</td><td><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html">VolatilityTermStructure</a></td><td><code> [virtual]</code></td></tr>
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