, including all inherited members.
allowsExtrapolation() const | Extrapolator | |
blackVariance(Time optionTime, Time swapLength, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
blackVariance(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
blackVariance(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
businessDayConvention() const | SwaptionVolatilityStructure | [virtual] |
calculate() const | LazyObject | [protected, virtual] |
calculated_ (defined in LazyObject) | LazyObject | [mutable, protected] |
calendar() const | TermStructure | [virtual] |
checkOptionDates() const (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | [protected] |
checkOptionTenors() const (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | [protected] |
checkRange(Time, Time, Rate strike, bool extrapolate) const (defined in SwaptionVolatilityStructure) | SwaptionVolatilityStructure | [protected] |
checkRange(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate) const (defined in SwaptionVolatilityStructure) | SwaptionVolatilityStructure | [protected] |
QuantLib::TermStructure::checkRange(const Date &, bool extrapolate) const | TermStructure | [protected] |
QuantLib::TermStructure::checkRange(Time, bool extrapolate) const | TermStructure | [protected] |
checkSwapTenors() const (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | [protected] |
convertDates(const Date &optionDates, const Period &swapTenor) const (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | |
dayCounter() const | TermStructure | [virtual] |
disableExtrapolation(bool b=true) | Extrapolator | |
enableExtrapolation(bool b=true) | Extrapolator | |
Extrapolator() (defined in Extrapolator) | Extrapolator | |
freeze() | LazyObject | |
frozen_ (defined in LazyObject) | LazyObject | [mutable, protected] |
initializeOptionDatesAndTimes() const (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | [protected] |
initializeOptionTimes() const (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | [protected] |
LazyObject() (defined in LazyObject) | LazyObject | |
locate(const Date &optionDates, const Period &swapTenor) const | SwaptionVolatilityMatrix | |
locate(Time optionTime, Time swapLength) const | SwaptionVolatilityMatrix | |
maxDate() const | SwaptionVolatilityMatrix | [virtual] |
maxStrike() const | SwaptionVolatilityMatrix | [virtual] |
maxSwapLength() const | SwaptionVolatilityMatrix | [virtual] |
maxSwapTenor() const | SwaptionVolatilityMatrix | [virtual] |
maxTime() const | TermStructure | [virtual] |
minStrike() const | SwaptionVolatilityMatrix | [virtual] |
moving_ (defined in TermStructure) | TermStructure | [protected] |
nOptionTenors_ (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | [protected] |
notifyObservers() | Observable | |
nSwapTenors_ (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | [protected] |
Observable() (defined in Observable) | Observable | |
Observable(const Observable &) (defined in Observable) | Observable | |
Observer() (defined in Observer) | Observer | |
Observer(const Observer &) (defined in Observer) | Observer | |
QuantLib::operator=(const Observable &) | Observable | |
operator=(const Observer &) (defined in Observer) | Observer | |
optionDateFromTenor(const Period &optionTenor) const | SwaptionVolatilityStructure | |
optionDates() const (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | |
optionDates_ (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | [mutable, protected] |
optionDatesAsReal_ (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | [mutable, protected] |
optionInterpolator_ (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | [protected] |
optionTenors() const (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | |
optionTenors_ (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | [protected] |
optionTimes() const (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | |
optionTimes_ (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | [mutable, protected] |
performCalculations() const | SwaptionVolatilityMatrix | [virtual] |
recalculate() | LazyObject | |
referenceDate() const | TermStructure | [virtual] |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
smileSection(const Date &optionDate, const Period &swapTenor) const (defined in SwaptionVolatilityStructure) | SwaptionVolatilityStructure | [virtual] |
smileSection(const Period &optionTenor, const Period &swapTenor) const (defined in SwaptionVolatilityStructure) | SwaptionVolatilityStructure | |
smileSectionImpl(Time optionTime, Time swapLength) const | SwaptionVolatilityMatrix | [virtual] |
swapLengths() const (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | |
swapLengths_ (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | [mutable, protected] |
swapTenors() const (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | |
swapTenors_ (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | [protected] |
SwaptionVolatilityDiscrete(const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, Natural settlementDays, const Calendar &cal, const DayCounter &dc, BusinessDayConvention bdc=Following) (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | |
SwaptionVolatilityDiscrete(const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const Date &referenceDate, const Calendar &cal, const DayCounter &dc, BusinessDayConvention bdc=Following) (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | |
SwaptionVolatilityDiscrete(const std::vector< Date > &optionDates, const std::vector< Period > &swapTenors, const Date &referenceDate, const Calendar &cal, const DayCounter &dc, BusinessDayConvention bdc=Following) (defined in SwaptionVolatilityDiscrete) | SwaptionVolatilityDiscrete | |
SwaptionVolatilityMatrix(const Calendar &calendar, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const std::vector< std::vector< Handle< Quote > > > &vols, const DayCounter &dayCounter=Actual365Fixed(), BusinessDayConvention bdc=Following) | SwaptionVolatilityMatrix | |
SwaptionVolatilityMatrix(const Date &referenceDate, const Calendar &calendar, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const std::vector< std::vector< Handle< Quote > > > &vols, const DayCounter &dayCounter=Actual365Fixed(), BusinessDayConvention bdc=Following) | SwaptionVolatilityMatrix | |
SwaptionVolatilityMatrix(const Calendar &calendar, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const Matrix &volatilities, const DayCounter &dayCounter=Actual365Fixed(), BusinessDayConvention bdc=Following) | SwaptionVolatilityMatrix | |
SwaptionVolatilityMatrix(const Date &referenceDate, const Calendar &calendar, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const Matrix &volatilities, const DayCounter &dayCounter=Actual365Fixed(), BusinessDayConvention bdc=Following) | SwaptionVolatilityMatrix | |
SwaptionVolatilityMatrix(const Date &referenceDate, const std::vector< Date > &optionDates, const std::vector< Period > &swapTenors, const Matrix &volatilities, const DayCounter &dayCounter) | SwaptionVolatilityMatrix | |
SwaptionVolatilityStructure(const DayCounter &dc=Actual365Fixed(), BusinessDayConvention bdc=Following) | SwaptionVolatilityStructure | |
SwaptionVolatilityStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=Actual365Fixed(), BusinessDayConvention bdc=Following) | SwaptionVolatilityStructure | |
SwaptionVolatilityStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=Actual365Fixed(), BusinessDayConvention bdc=Following) | SwaptionVolatilityStructure | |
TermStructure(const DayCounter &dc=Actual365Fixed()) | TermStructure | |
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=Actual365Fixed()) | TermStructure | |
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=Actual365Fixed()) | TermStructure | |
timeFromReference(const Date &date) const | TermStructure | [protected] |
unfreeze() | LazyObject | |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
update() | SwaptionVolatilityMatrix | [virtual] |
volatility(Time optionTime, Time swapLength, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
volatility(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
volatility(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) const | SwaptionVolatilityStructure | |
~Extrapolator() (defined in Extrapolator) | Extrapolator | [virtual] |
~LazyObject() (defined in LazyObject) | LazyObject | [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] |