DecInterpCapletVolStructure Member List

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

allowsExtrapolation() constExtrapolator
blackVariance(const Date &exerciseDate, Rate strike, bool extrapolate=false) constCapletVolatilityStructure
blackVariance(Time t, Rate strike, bool extrapolate=false) constCapletVolatilityStructure
blackVariance(const Period &optionTenor, Rate strike, bool extrapolate=false) constCapletVolatilityStructure
calendar() constTermStructure [virtual]
CapletVolatilityStructure(const DayCounter &dc=Actual365Fixed())CapletVolatilityStructure
CapletVolatilityStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=Actual365Fixed())CapletVolatilityStructure
CapletVolatilityStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=Actual365Fixed())CapletVolatilityStructure
QuantLib::TermStructure::checkRange(const Date &, bool extrapolate) constTermStructure [protected]
QuantLib::TermStructure::checkRange(Time, bool extrapolate) constTermStructure [protected]
dayCounter() constDecInterpCapletVolStructure [virtual]
DecInterpCapletVolStructure(const Date &referenceDate, const DayCounter dayCounter, const CapMatrix &referenceCaps, const std::vector< Rate > &strikes) (defined in DecInterpCapletVolStructure)DecInterpCapletVolStructure
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
maxDate() constDecInterpCapletVolStructure [virtual]
maxStrike() constDecInterpCapletVolStructure [virtual]
maxTime() constDecInterpCapletVolStructure [virtual]
minStrike() constDecInterpCapletVolStructure [virtual]
minTime() const (defined in DecInterpCapletVolStructure)DecInterpCapletVolStructure
moving_ (defined in TermStructure)TermStructure [protected]
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
ParametrizedCapletVolStructure(Date referenceDate) (defined in ParametrizedCapletVolStructure)ParametrizedCapletVolStructure
referenceDate() constTermStructure [virtual]
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
setClosestTenors(Time time, Time &nextLowerTenor, Time &nextHigherTenor) (defined in DecInterpCapletVolStructure)DecInterpCapletVolStructure
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) constTermStructure [protected]
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()DecInterpCapletVolStructure [virtual]
volatility(const Date &exerciseDate, Rate strike, bool extrapolate=false) constCapletVolatilityStructure
volatility(Time t, Rate strike, bool extrapolate=false) constCapletVolatilityStructure
volatility(const Period &optionTenor, Rate strike, bool extrapolate=false) constCapletVolatilityStructure
volatilityImpl(Time length, Rate strike) constDecInterpCapletVolStructure [virtual]
volatilityParameter(Size i, Size j) const (defined in DecInterpCapletVolStructure)DecInterpCapletVolStructure
volatilityParameters() const (defined in DecInterpCapletVolStructure)DecInterpCapletVolStructure
~CapletVolatilityStructure() (defined in CapletVolatilityStructure)CapletVolatilityStructure [virtual]
~Extrapolator() (defined in Extrapolator)Extrapolator [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]