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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a> </li>
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This is the complete list of members for <a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a>, including all inherited members.<table>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_extrapolator.html#ad9e8911dd8792d5ec36f1ee071cfad7d">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_callable_bond_volatility_structure.html#a80d950672dba969999a87297f450a2f4">blackVariance</a>(Time optionTime, Time bondLength, Rate strike, bool extrapolate=false) const </td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#adcc6e29855e39cb9903d7f1cb822b905">blackVariance</a>(const Date &optionDate, const Period &bondTenor, Rate strike, bool extrapolate=false) const </td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#a2f961a34723dffde5e087af32b59705e">blackVariance</a>(const Period &optionTenor, const Period &bondTenor, Rate strike, bool extrapolate=false) const </td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#a9d653d6960e5abf8a835f24fd9beb685">businessDayConvention</a>() const </td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#ae9a0f3904cff2fe61596c593dd0b6448">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_callable_bond_volatility_structure.html#ac90021113d4115457bb5afdfb6492de1">CallableBondVolatilityStructure</a>(const DayCounter &dc=DayCounter(), BusinessDayConvention bdc=Following)</td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#ae868712f11d4812df6a63fbee0cf03a1">CallableBondVolatilityStructure</a>(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter(), BusinessDayConvention bdc=Following)</td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#abb14b39203712e76842a8a3374ddd8b0">CallableBondVolatilityStructure</a>(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter(), BusinessDayConvention bdc=Following)</td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td></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_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a>)</td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>checkRange</b>(const Date &optionDate, const Period &bondTenor, Rate strike, bool extrapolate) const (defined in <a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a>)</td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#a46ffaeebfc997f51c70fe18e72c8bad5">QuantLib::TermStructure::checkRange</a>(const Date &d, 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#a63453af27c24ca1149b8c41d86174290">QuantLib::TermStructure::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_callable_bond_volatility_structure.html#a74e9986d7c3c9fd0a83591f674bd7ba3">convertDates</a>(const Date &optionDate, const Period &bondTenor) const </td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#ac147d63df367bbe5282b76b1f98cb9be">dayCounter</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_extrapolator.html#abab5047522a68771f2b1d51d1ac78383">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#ae60e793a77f44a9c022b103458fa993c">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_callable_bond_volatility_structure.html#a5a56f9ec1c7f3fdf00e72197fa64bf82">maxBondLength</a>() const </td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#a7d242cf24fadcf875b9e2f621014c4ef">maxBondTenor</a>() const =0</td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td><code> [pure virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#a9d5c437961b8f9e30cffb723777ed7c6">maxDate</a>() const =0</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td><code> [pure virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#a50d3c0b68286f6b64878e8c785822805">maxStrike</a>() const =0</td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td><code> [pure virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#a3b8677915d5a95b48578b82ed1d7508f">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_callable_bond_volatility_structure.html#aaa54e38ec0aabcec3de3342602c4015f">minStrike</a>() const =0</td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td><code> [pure 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#a397546715bfc5aedd1d16dd202a19d4c">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#a522aacdd0f2408fe5e46527a6db999b4">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_callable_bond_volatility_structure.html#ae7ec439ac8ca08eb9650f5f8d2af2d2d">optionDateFromTenor</a>(const Period &optionTenor) const </td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#aa9ae6cc6009ac64d4f265065eab08be0">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#ab6506da60fec85c6f146f1b43116de70">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 bgcolor="#f0f0f0"><td><b>smileSection</b>(const Date &optionDate, const Period &bondTenor) const (defined in <a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a>)</td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>smileSection</b>(const Period &optionTenor, const Period &bondTenor) const (defined in <a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a>)</td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#ad800880a89cf9da617d99bf0b0622a03">smileSectionImpl</a>(Time optionTime, Time bondLength) const =0</td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td><code> [protected, pure virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#a4a8e0f324391a12454f11f5f5d5e66e8">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#a44918f70ab345cad67a287d46641f20f">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#ab72309c6d49bd4b6dc5b9ed09b67c7b9">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#a56d243294c1b34335d067270796f5668">timeFromReference</a>(const Date &date) const </td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td></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#ac5c54df7ed3b930268c8d7752c101725">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>updated_</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> [mutable, protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#af9fbf120adada072dc64ec8a1b00e267">volatility</a>(Time optionTime, Time bondLength, Rate strike, bool extrapolate=false) const </td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#a561306c8ac57997e1264bea10238ca8e">volatility</a>(const Date &optionDate, const Period &bondTenor, Rate strike, bool extrapolate=false) const </td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#a245951532beda8da082fc0e392d36f5c">volatility</a>(const Period &optionTenor, const Period &bondTenor, Rate strike, bool extrapolate=false) const </td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#afdb2be57d772473c6e0c75f64d285ecd">volatilityImpl</a>(Time optionTime, Time bondLength, Rate strike) const =0</td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td><code> [protected, pure virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>volatilityImpl</b>(const Date &optionDate, const Period &bondTenor, Rate strike) const (defined in <a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a>)</td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td><td><code> [protected, virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~CallableBondVolatilityStructure</b>() (defined in <a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a>)</td><td><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</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>
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