SwaptionVolatilityMatrix Member List

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

allowsExtrapolation() constExtrapolator
blackVariance(const Date &exerciseDate, const Period &swapTenor, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
blackVariance(Time exerciseTime, Time length, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
calendar() constTermStructure [virtual]
checkRange(Time, Time, Rate strike, bool extrapolate) const (defined in SwaptionVolatilityStructure)SwaptionVolatilityStructure [protected]
checkRange(const Date &exerciseDate, const Period &length, Rate strike, bool extrapolate) const (defined in SwaptionVolatilityStructure)SwaptionVolatilityStructure [protected]
QuantLib::TermStructure::checkRange(const Date &, bool extrapolate) constTermStructure [protected]
QuantLib::TermStructure::checkRange(Time, bool extrapolate) constTermStructure [protected]
convertDates(const Date &exerciseDate, const Period &length) constSwaptionVolatilityMatrix [virtual]
dayCounter() constSwaptionVolatilityMatrix [virtual]
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
exerciseDates() const (defined in SwaptionVolatilityMatrix)SwaptionVolatilityMatrix
exerciseTimes() const (defined in SwaptionVolatilityMatrix)SwaptionVolatilityMatrix
Extrapolator() (defined in Extrapolator)Extrapolator
lengths() const (defined in SwaptionVolatilityMatrix)SwaptionVolatilityMatrix
locate(const Date &exerciseDate, const Period &length) constSwaptionVolatilityMatrix
locate(Time exerciseTime, Time length) constSwaptionVolatilityMatrix
maxDate() constSwaptionVolatilityStructure [virtual]
maxLength() constSwaptionVolatilityMatrix [virtual]
maxStartDate() constSwaptionVolatilityMatrix [virtual]
maxStartTime() constSwaptionVolatilityMatrix [virtual]
maxStrike() constSwaptionVolatilityMatrix [virtual]
maxTime() constSwaptionVolatilityStructure [virtual]
maxTimeLength() constSwaptionVolatilityMatrix [virtual]
minStrike() constSwaptionVolatilityMatrix [virtual]
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
referenceDate() constTermStructure [virtual]
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
smileSection(const Date &exerciseDate, const Period &length) constSwaptionVolatilityMatrix [virtual]
smileSection(Time start, Time length) constSwaptionVolatilityMatrix [virtual]
SwaptionVolatilityMatrix(const std::vector< Period > &expiries, const Calendar &calendar, const BusinessDayConvention bdc, const std::vector< Period > &tenors, const std::vector< std::vector< Handle< Quote > > > &vols, const DayCounter &dayCounter) (defined in SwaptionVolatilityMatrix)SwaptionVolatilityMatrix
SwaptionVolatilityMatrix(const Date &referenceDate, const std::vector< Date > &exerciseDates, const std::vector< Period > &lengths, const Matrix &volatilities, const DayCounter &dayCounter) (defined in SwaptionVolatilityMatrix)SwaptionVolatilityMatrix
SwaptionVolatilityMatrix(const std::vector< Date > &exerciseDates, const std::vector< Period > &tenors, const Matrix &volatilities, const DayCounter &dayCounter) (defined in SwaptionVolatilityMatrix)SwaptionVolatilityMatrix
SwaptionVolatilityMatrix(const std::vector< Period > &expiries, const Calendar &calendar, const BusinessDayConvention bdc, const std::vector< Period > &tenors, const Matrix &volatilities, const DayCounter &dayCounter) (defined in SwaptionVolatilityMatrix)SwaptionVolatilityMatrix
SwaptionVolatilityStructure()SwaptionVolatilityStructure
SwaptionVolatilityStructure(const Date &referenceDate)SwaptionVolatilityStructure
SwaptionVolatilityStructure(Integer settlementDays, const Calendar &)SwaptionVolatilityStructure
TermStructure()TermStructure
TermStructure(const Date &referenceDate)TermStructure
TermStructure(Integer settlementDays, const Calendar &)TermStructure
timeFromReference(const Date &date) constTermStructure [protected]
timeLengths() const (defined in SwaptionVolatilityMatrix)SwaptionVolatilityMatrix
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()TermStructure [virtual]
volatility(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
volatility(const Date &exerciseDate, const Period &swapTenor, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
volatility(Time exerciseTime, Time length, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
~Extrapolator() (defined in Extrapolator)Extrapolator [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~SwaptionVolatilityStructure() (defined in SwaptionVolatilityStructure)SwaptionVolatilityStructure [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]