SwaptionVolatilityStructure Member List

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

allowsExtrapolation() constExtrapolator
blackVariance(Time optionTime, Time swapLength, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
blackVariance(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
blackVariance(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
businessDayConvention() constSwaptionVolatilityStructure [virtual]
calendar() constTermStructure [virtual]
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) constTermStructure [protected]
QuantLib::TermStructure::checkRange(Time, bool extrapolate) constTermStructure [protected]
convertDates(const Date &optionDate, const Period &swapTenor) constSwaptionVolatilityStructure [virtual]
dayCounter() constTermStructure [virtual]
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
maxDate() const=0TermStructure [pure virtual]
maxStrike() const=0SwaptionVolatilityStructure [pure virtual]
maxSwapLength() constSwaptionVolatilityStructure [virtual]
maxSwapTenor() const=0SwaptionVolatilityStructure [pure virtual]
maxTime() constTermStructure [virtual]
minStrike() const=0SwaptionVolatilityStructure [pure virtual]
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
optionDateFromTenor(const Period &optionTenor) constSwaptionVolatilityStructure
referenceDate() constTermStructure [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=0SwaptionVolatilityStructure [protected, pure virtual]
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) constTermStructure [protected]
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()TermStructure [virtual]
volatility(Time optionTime, Time swapLength, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
volatility(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
volatility(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) constSwaptionVolatilityStructure
volatilityImpl(Time optionTime, Time swapLength, Rate strike) const=0SwaptionVolatilityStructure [protected, pure virtual]
volatilityImpl(const Date &optionDate, const Period &swapTenor, Rate strike) const (defined in SwaptionVolatilityStructure)SwaptionVolatilityStructure [protected, virtual]
~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]