ConstantOptionletVolatility Member List

This is the complete list of members for ConstantOptionletVolatility, including all inherited members.
allowsExtrapolation() const Extrapolator
blackVariance(const Period &optionTenor, Rate strike, bool extrapolate=false) const OptionletVolatilityStructure
blackVariance(const Date &optionDate, Rate strike, bool extrapolate=false) const OptionletVolatilityStructure
blackVariance(Time optionTime, Rate strike, bool extrapolate=false) const OptionletVolatilityStructure
businessDayConvention() const VolatilityTermStructure [virtual]
calendar() const TermStructure [virtual]
calendar_ (defined in TermStructure)TermStructure [protected]
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]
ConstantOptionletVolatility(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc)ConstantOptionletVolatility
ConstantOptionletVolatility(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc)ConstantOptionletVolatility
ConstantOptionletVolatility(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc)ConstantOptionletVolatility
ConstantOptionletVolatility(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc)ConstantOptionletVolatility
dayCounter() const TermStructure [virtual]
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
maxDate() const ConstantOptionletVolatility [virtual]
maxStrike() const ConstantOptionletVolatility [virtual]
maxTime() const TermStructure [virtual]
minStrike() const ConstantOptionletVolatility [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
OptionletVolatilityStructure(const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())OptionletVolatilityStructure
OptionletVolatilityStructure(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())OptionletVolatilityStructure
OptionletVolatilityStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())OptionletVolatilityStructure
referenceDate() const TermStructure [virtual]
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
settlementDays() const TermStructure [virtual]
smileSection(const Period &optionTenor, bool extr=false) const OptionletVolatilityStructure
smileSection(const Date &optionDate, bool extr=false) const OptionletVolatilityStructure
smileSection(Time optionTime, bool extr=false) const OptionletVolatilityStructure
smileSectionImpl(const Date &d) const (defined in ConstantOptionletVolatility)ConstantOptionletVolatility [protected, virtual]
smileSectionImpl(Time) const ConstantOptionletVolatility [protected, 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
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()TermStructure [virtual]
volatility(const Period &optionTenor, Rate strike, bool extrapolate=false) const OptionletVolatilityStructure
volatility(const Date &optionDate, Rate strike, bool extrapolate=false) const OptionletVolatilityStructure
volatility(Time optionTime, Rate strike, bool extrapolate=false) const OptionletVolatilityStructure
volatilityImpl(Time, Rate) const ConstantOptionletVolatility [protected, virtual]
volatilityImpl(const Date &optionDate, Rate strike) const (defined in OptionletVolatilityStructure)OptionletVolatilityStructure [protected]
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
~Extrapolator() (defined in Extrapolator)Extrapolator [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~OptionletVolatilityStructure() (defined in OptionletVolatilityStructure)OptionletVolatilityStructure [virtual]
~TermStructure() (defined in TermStructure)TermStructure [virtual]