, including all inherited members.
allowsExtrapolation() const | Extrapolator | |
baseDate() const (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | [virtual] |
baseLevel() const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | [virtual] |
baseLevel_ (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | [mutable, protected] |
Bootstrap< this_curve > (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | [friend] |
BootstrapError< this_curve > (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | [friend] |
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] |
checkRange(const Date &, Rate strike, bool extrapolate) const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | [protected, virtual] |
checkRange(Time, Rate strike, bool extrapolate) const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | [protected, virtual] |
QuantLib::VolatilityTermStructure::checkRange(const Date &d, bool extrapolate) const | TermStructure | [protected] |
QuantLib::VolatilityTermStructure::checkRange(Time t, bool extrapolate) const | TermStructure | [protected] |
checkStrike(Rate strike, bool extrapolate) const | VolatilityTermStructure | [protected] |
data() const (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | [virtual] |
data_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | [mutable, protected] |
dates() const (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | [virtual] |
dates_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | [mutable, protected] |
dayCounter() const | TermStructure | [virtual] |
disableExtrapolation(bool b=true) | Extrapolator | |
enableExtrapolation(bool b=true) | Extrapolator | |
Extrapolator() (defined in Extrapolator) | Extrapolator | |
freeze() | LazyObject | |
frequency() const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | [virtual] |
frequency_ (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | [protected] |
frozen_ (defined in LazyObject) | LazyObject | [mutable, protected] |
indexIsInterpolated() const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | [virtual] |
indexIsInterpolated_ (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | [protected] |
InterpolatedYoYOptionletVolatilityCurve(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &lag, Frequency frequency, bool indexIsInterpolated, const std::vector< Date > &d, const std::vector< Volatility > &v, Rate minStrike, Rate maxStrike, const Interpolator &interpolator=Interpolator()) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | |
InterpolatedYoYOptionletVolatilityCurve(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate minStrike, Rate maxStrike, Volatility baseYoYVolatility, const Interpolator &interpolator=Interpolator()) (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | [protected] |
interpolation_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | [mutable, protected] |
interpolator_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | [protected] |
interpolator_type typedef (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | |
LazyObject() (defined in LazyObject) | LazyObject | |
maxDate() const | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | [virtual] |
maxStrike() const | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | [virtual] |
maxStrike_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | [protected] |
maxTime() const | TermStructure | [virtual] |
minStrike() const | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | [virtual] |
minStrike_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | [protected] |
moving_ (defined in TermStructure) | TermStructure | [protected] |
nodes() const (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | [virtual] |
nodes_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | [protected] |
notifyObservers() | Observable | |
Observable() (defined in Observable) | Observable | |
Observable(const Observable &) (defined in Observable) | Observable | |
observationLag() const | YoYOptionletVolatilitySurface | [virtual] |
observationLag_ (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | [protected] |
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 | |
PiecewiseYoYOptionletVolatilityCurve(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate minStrike, Rate maxStrike, Volatility baseYoYVolatility, const std::vector< boost::shared_ptr< typename Traits::helper > > &instruments, Real accuracy=1.0e-12, const Interpolator &interpolator=Interpolator()) (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | |
recalculate() | LazyObject | |
referenceDate() const | TermStructure | [virtual] |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
setBaseLevel(Volatility v) (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | [protected, virtual] |
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 | |
timeFromBase(const Date &date, const Period &obsLag=Period(-1, Days)) const | YoYOptionletVolatilitySurface | [virtual] |
timeFromReference(const Date &date) const | TermStructure | |
times() const (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | [virtual] |
times_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | [mutable, protected] |
totalVariance(const Date &exerciseDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | YoYOptionletVolatilitySurface | [virtual] |
totalVariance(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | YoYOptionletVolatilitySurface | [virtual] |
traits_type typedef (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | |
unfreeze() | LazyObject | |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
update() | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | [virtual] |
volatility(const Date &maturityDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | YoYOptionletVolatilitySurface | |
volatility(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | YoYOptionletVolatilitySurface | |
volatilityImpl(Time length, Rate strike) const | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | [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 | |
YoYOptionletVolatilitySurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated) (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | |
~Extrapolator() (defined in Extrapolator) | Extrapolator | [virtual] |
~InterpolatedYoYOptionletVolatilityCurve() (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | [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] |
~YoYOptionletVolatilitySurface() (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | [virtual] |