BlackVarianceSurface Member List

This is the complete list of members for BlackVarianceSurface, including all inherited members.
accept(AcyclicVisitor &) (defined in BlackVarianceSurface)BlackVarianceSurface [virtual]
blackForwardVariance(const Date &date1, const Date &date2, double strike, bool extrapolate=false) const BlackVolTermStructure
blackForwardVariance(Time time1, Time time2, double strike, bool extrapolate=false) const BlackVolTermStructure
blackForwardVol(const Date &date1, const Date &date2, double strike, bool extrapolate=false) const BlackVolTermStructure
blackForwardVol(Time time1, Time time2, double strike, bool extrapolate=false) const BlackVolTermStructure
blackVariance(const Date &maturity, double strike, bool extrapolate=false) const BlackVolTermStructure
blackVariance(Time maturity, double strike, bool extrapolate=false) const BlackVolTermStructure
blackVarianceImpl(Time t, double strike, bool extrapolate=false) const BlackVarianceSurface [protected, virtual]
BlackVarianceSurface(const Date &referenceDate, const std::vector< Date > &dates, const std::vector< double > &strikes, const Matrix &blackVolMatrix, Extrapolation lowerExtrapolation=InterpolatorDefaultExtrapolation, Extrapolation upperExtrapolation=InterpolatorDefaultExtrapolation, const DayCounter &dayCounter=Actual365()) (defined in BlackVarianceSurface)BlackVarianceSurface
blackVol(const Date &maturity, double strike, bool extrapolate=false) const BlackVolTermStructure
blackVol(Time maturity, double strike, bool extrapolate=false) const BlackVolTermStructure
blackVolImpl(Time maturity, double strike, bool extrapolate=false) const BlackVarianceTermStructure [protected, virtual]
ConstantExtrapolation enum value (defined in BlackVarianceSurface)BlackVarianceSurface
dayCounter() const BlackVarianceSurface [virtual]
Extrapolation enum name (defined in BlackVarianceSurface)BlackVarianceSurface
InterpolatorDefaultExtrapolation enum value (defined in BlackVarianceSurface)BlackVarianceSurface
maxDate() const BlackVarianceSurface [virtual]
maxTime() const BlackVolTermStructure
notifyObservers()Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
referenceDate() const BlackVarianceSurface [virtual]
registerWith(const Handle< T > &h) (defined in Observer)Observer
setInterpolation() (defined in BlackVarianceSurface)BlackVarianceSurface
unregisterWith(const Handle< T > &h) (defined in Observer)Observer
update()BlackVarianceSurface [virtual]
~BlackVolTermStructure() (defined in BlackVolTermStructure)BlackVolTermStructure [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]

QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen