BlackVarianceCurve Member List

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

accept(AcyclicVisitor &) (defined in BlackVarianceCurve)BlackVarianceCurve [virtual]
allowsExtrapolation() const Extrapolator
BaseTermStructure(const Date &todaysDate, const Date &referenceDate)BaseTermStructure
BaseTermStructure()BaseTermStructure
BaseTermStructure(const Date &referenceDate)BaseTermStructure
BaseTermStructure(Integer settlementDays, const Calendar &)BaseTermStructure
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
BlackVarianceCurve(const Date &referenceDate, const std::vector< Date > &dates, const std::vector< Volatility > &blackVolCurve, const DayCounter &dayCounter) (defined in BlackVarianceCurve)BlackVarianceCurve
blackVarianceImpl(Time t, Real) const BlackVarianceCurve [protected, virtual]
BlackVarianceTermStructure()BlackVarianceTermStructure
BlackVarianceTermStructure(const Date &today, const Date &referenceDate)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 &today, const Date &referenceDate)BlackVolTermStructure
BlackVolTermStructure(const Date &referenceDate)BlackVolTermStructure
BlackVolTermStructure(Integer settlementDays, const Calendar &)BlackVolTermStructure
calendar() const BaseTermStructure [virtual]
dayCounter() const BlackVarianceCurve [virtual]
disableExtrapolation()Extrapolator
enableExtrapolation()Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
maxDate() const BlackVarianceCurve [virtual]
maxStrike() const BlackVarianceCurve [virtual]
maxTime() const BlackVolTermStructure
minStrike() const BlackVarianceCurve [virtual]
notifyObservers()Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
referenceDate() const BaseTermStructure [virtual]
registerWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
setInterpolation() (defined in BlackVarianceCurve)BlackVarianceCurve
timeFromReference(const Date &date) const BaseTermStructure [protected]
todaysDate() const BaseTermStructure [virtual]
unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
update()BaseTermStructure [virtual]
~BaseTermStructure() (defined in BaseTermStructure)BaseTermStructure [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