BlackVarianceSurface Member List

This is the complete list of members for BlackVarianceSurface, including all inherited members.

accept(AcyclicVisitor &) (defined in BlackVarianceSurface)BlackVarianceSurface [virtual]
allowsExtrapolation() const Extrapolator
blackForwardVariance(const Date &date1, const Date &date2, Real strike, bool extrapolate=false) const BlackVolTermStructure
blackForwardVariance(Time time1, Time time2, Real strike, bool extrapolate=false) const BlackVolTermStructure
blackForwardVol(const Date &date1, const Date &date2, Real strike, bool extrapolate=false) const BlackVolTermStructure
blackForwardVol(Time time1, Time time2, Real strike, bool extrapolate=false) const BlackVolTermStructure
blackVariance(const Date &maturity, Real strike, bool extrapolate=false) const BlackVolTermStructure
blackVariance(Time maturity, Real strike, bool extrapolate=false) const BlackVolTermStructure
blackVarianceImpl(Time t, Real strike) const BlackVarianceSurface [protected, virtual]
BlackVarianceSurface(const Date &referenceDate, const std::vector< Date > &dates, const std::vector< Real > &strikes, const Matrix &blackVolMatrix, const DayCounter &dayCounter, Extrapolation lowerExtrapolation=InterpolatorDefaultExtrapolation, Extrapolation upperExtrapolation=InterpolatorDefaultExtrapolation) (defined in BlackVarianceSurface)BlackVarianceSurface
BlackVarianceTermStructure()BlackVarianceTermStructure
BlackVarianceTermStructure(const Date &referenceDate)BlackVarianceTermStructure
BlackVarianceTermStructure(Integer settlementDays, const Calendar &)BlackVarianceTermStructure
blackVol(const Date &maturity, Real strike, bool extrapolate=false) const BlackVolTermStructure
blackVol(Time maturity, Real strike, bool extrapolate=false) const BlackVolTermStructure
blackVolImpl(Time maturity, Real strike) const BlackVarianceTermStructure [protected, virtual]
BlackVolTermStructure()BlackVolTermStructure
BlackVolTermStructure(const Date &referenceDate)BlackVolTermStructure
BlackVolTermStructure(Integer settlementDays, const Calendar &)BlackVolTermStructure
calendar() const TermStructure [virtual]
ConstantExtrapolation enum value (defined in BlackVarianceSurface)BlackVarianceSurface
dayCounter() const BlackVarianceSurface [virtual]
disableExtrapolation()Extrapolator
enableExtrapolation()Extrapolator
Extrapolation enum name (defined in BlackVarianceSurface)BlackVarianceSurface
Extrapolator() (defined in Extrapolator)Extrapolator
InterpolatorDefaultExtrapolation enum value (defined in BlackVarianceSurface)BlackVarianceSurface
maxDate() const BlackVarianceSurface [virtual]
maxStrike() const BlackVarianceSurface [virtual]
maxTime() const BlackVolTermStructure
minStrike() const BlackVarianceSurface [virtual]
notifyObservers()Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
referenceDate() const TermStructure [virtual]
registerWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
setInterpolation(const Interpolator &i=Interpolator()) (defined in BlackVarianceSurface)BlackVarianceSurface
TermStructure()TermStructure
TermStructure(const Date &referenceDate)TermStructure
TermStructure(Integer settlementDays, const Calendar &)TermStructure
timeFromReference(const Date &date) const TermStructure [protected]
unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
update()TermStructure [virtual]
~BlackVolTermStructure() (defined in BlackVolTermStructure)BlackVolTermStructure [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]