CapFloorTermVolCurve Member List

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

allowsExtrapolation() const Extrapolator
businessDayConvention() const VolatilityTermStructure [virtual]
calculate() const LazyObject [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
calendar() const TermStructure [virtual]
calendar_ (defined in TermStructure)TermStructure [protected]
CapFloorTermVolatilityStructure(const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())CapFloorTermVolatilityStructure
CapFloorTermVolatilityStructure(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())CapFloorTermVolatilityStructure
CapFloorTermVolatilityStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())CapFloorTermVolatilityStructure
CapFloorTermVolCurve(Natural settlementDays, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Handle< Quote > > &vols, const DayCounter &dc=Actual365Fixed())CapFloorTermVolCurve
CapFloorTermVolCurve(const Date &settlementDate, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Handle< Quote > > &vols, const DayCounter &dc=Actual365Fixed())CapFloorTermVolCurve
CapFloorTermVolCurve(const Date &settlementDate, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Volatility > &vols, const DayCounter &dc=Actual365Fixed())CapFloorTermVolCurve
CapFloorTermVolCurve(Natural settlementDays, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Volatility > &vols, const DayCounter &dc=Actual365Fixed())CapFloorTermVolCurve
checkRange(const Date &d, bool extrapolate) const TermStructure [protected]
checkRange(Time t, bool extrapolate) const TermStructure [protected]
checkStrike(Rate strike, bool extrapolate) const VolatilityTermStructure [protected]
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]
LazyObject() (defined in LazyObject)LazyObject
maxDate() const CapFloorTermVolCurve [virtual]
maxStrike() const CapFloorTermVolCurve [virtual]
maxTime() const TermStructure [virtual]
minStrike() const CapFloorTermVolCurve [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 &) const VolatilityTermStructure
optionDates() const (defined in CapFloorTermVolCurve)CapFloorTermVolCurve
optionTenors() const (defined in CapFloorTermVolCurve)CapFloorTermVolCurve
optionTimes() const (defined in CapFloorTermVolCurve)CapFloorTermVolCurve
performCalculations() const CapFloorTermVolCurve [virtual]
recalculate()LazyObject
referenceDate() const TermStructure [virtual]
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
settlementDays() const TermStructure [virtual]
TermStructure(const DayCounter &dc=DayCounter())TermStructure
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter())TermStructure
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter())TermStructure
timeFromReference(const Date &date) const TermStructure
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()CapFloorTermVolCurve [virtual]
volatility(const Period &length, Rate strike, bool extrapolate=false) const CapFloorTermVolatilityStructure
volatility(const Date &end, Rate strike, bool extrapolate=false) const (defined in CapFloorTermVolatilityStructure)CapFloorTermVolatilityStructure
volatility(Time t, Rate strike, bool extrapolate=false) const CapFloorTermVolatilityStructure
volatilityImpl(Time length, Rate) const CapFloorTermVolCurve [protected, virtual]
VolatilityTermStructure(const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())VolatilityTermStructure
VolatilityTermStructure(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())VolatilityTermStructure
VolatilityTermStructure(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())VolatilityTermStructure
~CapFloorTermVolatilityStructure() (defined in CapFloorTermVolatilityStructure)CapFloorTermVolatilityStructure [virtual]
~Extrapolator() (defined in Extrapolator)Extrapolator [virtual]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]
~VolatilityTermStructure() (defined in VolatilityTermStructure)VolatilityTermStructure [virtual]