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      <li class="navelem"><b>QuantLib</b>      </li>
      <li class="navelem"><a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html">ConstantYoYOptionletVolatility</a>      </li>
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<div class="title">ConstantYoYOptionletVolatility Member List</div>  </div>
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This is the complete list of members for <a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html">ConstantYoYOptionletVolatility</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 bgcolor="#f0f0f0"><td><b>baseDate</b>() const  (defined in <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a>)</td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td><code> [virtual]</code></td></tr>
  <tr bgcolor="#f0f0f0"><td><b>baseLevel</b>() const  (defined in <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a>)</td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td><code> [virtual]</code></td></tr>
  <tr bgcolor="#f0f0f0"><td><b>baseLevel_</b> (defined in <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a>)</td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td><code> [mutable, protected]</code></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html#a9d653d6960e5abf8a835f24fd9beb685">businessDayConvention</a>() const </td><td><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html">VolatilityTermStructure</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 bgcolor="#f0f0f0"><td><b>checkRange</b>(const Date &amp;, Rate strike, bool extrapolate) const  (defined in <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a>)</td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td><code> [protected, virtual]</code></td></tr>
  <tr bgcolor="#f0f0f0"><td><b>checkRange</b>(Time, Rate strike, bool extrapolate) const  (defined in <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a>)</td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td><code> [protected, virtual]</code></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#a46ffaeebfc997f51c70fe18e72c8bad5">QuantLib::VolatilityTermStructure::checkRange</a>(const Date &amp;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::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_volatility_term_structure.html#a9bf3c3b4a973237738c770a8f9b520e9">checkStrike</a>(Rate strike, bool extrapolate) const </td><td><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html">VolatilityTermStructure</a></td><td><code> [protected]</code></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html#a2228c9cb3fe486f6f547f2114b3519c2">ConstantYoYOptionletVolatility</a>(const Volatility v, Natural settlementDays, const Calendar &amp;, BusinessDayConvention bdc, const DayCounter &amp;dc, const Period &amp;observationLag, Frequency frequency, bool indexIsInterpolated, Rate minStrike=-1.0, Rate maxStrike=100.0)</td><td><a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html">ConstantYoYOptionletVolatility</a></td><td></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 bgcolor="#f0f0f0"><td><b>frequency</b>() const  (defined in <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a>)</td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td><code> [virtual]</code></td></tr>
  <tr bgcolor="#f0f0f0"><td><b>frequency_</b> (defined in <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a>)</td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td><code> [protected]</code></td></tr>
  <tr bgcolor="#f0f0f0"><td><b>indexIsInterpolated</b>() const  (defined in <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a>)</td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td><code> [virtual]</code></td></tr>
  <tr bgcolor="#f0f0f0"><td><b>indexIsInterpolated_</b> (defined in <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a>)</td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td><code> [protected]</code></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html#a8f99356f853de778d6eb053615c1bdbf">maxDate</a>() const </td><td><a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html">ConstantYoYOptionletVolatility</a></td><td><code> [virtual]</code></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html#a890665a296b4f9991d4d01ac63e35873">maxStrike</a>() const </td><td><a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html">ConstantYoYOptionletVolatility</a></td><td><code> [virtual]</code></td></tr>
  <tr bgcolor="#f0f0f0"><td><b>maxStrike_</b> (defined in <a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html">ConstantYoYOptionletVolatility</a>)</td><td><a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html">ConstantYoYOptionletVolatility</a></td><td><code> [protected]</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_constant_yo_y_optionlet_volatility.html#a325a26f342dc0d36ac376c98e79f7565">minStrike</a>() const </td><td><a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html">ConstantYoYOptionletVolatility</a></td><td><code> [virtual]</code></td></tr>
  <tr bgcolor="#f0f0f0"><td><b>minStrike_</b> (defined in <a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html">ConstantYoYOptionletVolatility</a>)</td><td><a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html">ConstantYoYOptionletVolatility</a></td><td><code> [protected]</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 &amp;) (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 class="memlist"><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html#abafd7188fd2256052647de8003c83484">observationLag</a>() const </td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td><code> [virtual]</code></td></tr>
  <tr bgcolor="#f0f0f0"><td><b>observationLag_</b> (defined in <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a>)</td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td><code> [protected]</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></td></tr>
  <tr bgcolor="#f0f0f0"><td><b>Observer</b>(const Observer &amp;) (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 &amp;) (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 &amp;)</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#af59f60f1e0a7875cd8c4e97c3e50f8fd">optionDateFromTenor</a>(const Period &amp;) 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#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&lt; Observable &gt; &amp;) (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>setBaseLevel</b>(Volatility v) (defined in <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a>)</td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td><code> [protected, virtual]</code></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 class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#a4a8e0f324391a12454f11f5f5d5e66e8">TermStructure</a>(const DayCounter &amp;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 &amp;referenceDate, const Calendar &amp;calendar=Calendar(), const DayCounter &amp;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 &amp;, const DayCounter &amp;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_yo_y_optionlet_volatility_surface.html#a108bd0a09df4aa94c9bb9254632040b6">timeFromBase</a>(const Date &amp;date, const Period &amp;obsLag=Period(-1, Days)) const </td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td><code> [virtual]</code></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#a56d243294c1b34335d067270796f5668">timeFromReference</a>(const Date &amp;date) const </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_yo_y_optionlet_volatility_surface.html#ab3fc5836b8ffe33d09eca494369576a3">totalVariance</a>(const Date &amp;exerciseDate, Rate strike, const Period &amp;obsLag=Period(-1, Days), bool extrapolate=false) const </td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td><code> [virtual]</code></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html#ac18bd55fdc43f49b20dd1ba29250bb92">totalVariance</a>(const Period &amp;optionTenor, Rate strike, const Period &amp;obsLag=Period(-1, Days), bool extrapolate=false) const </td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td><code> [virtual]</code></td></tr>
  <tr bgcolor="#f0f0f0"><td><b>unregisterWith</b>(const boost::shared_ptr&lt; Observable &gt; &amp;) (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_yo_y_optionlet_volatility_surface.html#ad5ea6397784b7f1ea64af308fe46c215">volatility</a>(const Date &amp;maturityDate, Rate strike, const Period &amp;obsLag=Period(-1, Days), bool extrapolate=false) const </td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html#a8bec322449324878a9b8c3d56eee84ea">volatility</a>(const Period &amp;optionTenor, Rate strike, const Period &amp;obsLag=Period(-1, Days), bool extrapolate=false) const </td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td></td></tr>
  <tr bgcolor="#f0f0f0"><td><b>volatility_</b> (defined in <a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html">ConstantYoYOptionletVolatility</a>)</td><td><a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html">ConstantYoYOptionletVolatility</a></td><td><code> [protected]</code></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html#a2872cf9ebf014c0aa202f405fe4af927">volatilityImpl</a>(Time length, Rate strike) const </td><td><a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html">ConstantYoYOptionletVolatility</a></td><td><code> [protected, virtual]</code></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html#a5f30fa48a97a7299157730452b4034e6">VolatilityTermStructure</a>(const Calendar &amp;cal, BusinessDayConvention bdc, const DayCounter &amp;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#a6dde14edb40ab23fb1ea553c516d56f3">VolatilityTermStructure</a>(BusinessDayConvention bdc, const DayCounter &amp;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#a313b93ad25131868d6ecba5dd642741d">VolatilityTermStructure</a>(const Date &amp;referenceDate, const Calendar &amp;cal, BusinessDayConvention bdc, const DayCounter &amp;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#a82bd61e80d4c1bf9e22b55917fe18cd6">VolatilityTermStructure</a>(Natural settlementDays, const Calendar &amp;cal, BusinessDayConvention bdc, const DayCounter &amp;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>YoYOptionletVolatilitySurface</b>(Natural settlementDays, const Calendar &amp;, BusinessDayConvention bdc, const DayCounter &amp;dc, const Period &amp;observationLag, Frequency frequency, bool indexIsInterpolated) (defined in <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a>)</td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td></td></tr>
  <tr bgcolor="#f0f0f0"><td><b>~ConstantYoYOptionletVolatility</b>() (defined in <a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html">ConstantYoYOptionletVolatility</a>)</td><td><a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html">ConstantYoYOptionletVolatility</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>~YoYOptionletVolatilitySurface</b>() (defined in <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a>)</td><td><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td><td><code> [virtual]</code></td></tr>
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