QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
CalibrationHelper Member List

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

addTimesTo(std::list< Time > &times) const =0 (defined in CalibrationHelper)CalibrationHelperpure virtual
blackPrice(Volatility volatility) const =0CalibrationHelperpure virtual
calculate() const LazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
calibrationError()CalibrationHelpervirtual
CalibrationErrorType enum name (defined in CalibrationHelper)CalibrationHelper
CalibrationHelper(const Handle< Quote > &volatility, const Handle< YieldTermStructure > &termStructure, CalibrationErrorType calibrationErrorType=RelativePriceError, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) (defined in CalibrationHelper)CalibrationHelper
engine_ (defined in CalibrationHelper)CalibrationHelperprotected
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
impliedVolatility(Real targetValue, Real accuracy, Size maxEvaluations, Volatility minVol, Volatility maxVol) const CalibrationHelper
ImpliedVolError enum value (defined in CalibrationHelper)CalibrationHelper
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
marketValue() const CalibrationHelper
marketValue_ (defined in CalibrationHelper)CalibrationHelpermutableprotected
modelValue() const =0CalibrationHelperpure virtual
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
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
performCalculations() const CalibrationHelpervirtual
PriceError enum value (defined in CalibrationHelper)CalibrationHelper
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
RelativePriceError enum value (defined in CalibrationHelper)CalibrationHelper
set_type typedef (defined in Observer)Observer
setPricingEngine(const boost::shared_ptr< PricingEngine > &engine) (defined in CalibrationHelper)CalibrationHelper
shift_ (defined in CalibrationHelper)CalibrationHelperprotected
termStructure_ (defined in CalibrationHelper)CalibrationHelperprotected
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
volatility()CalibrationHelper
volatility_ (defined in CalibrationHelper)CalibrationHelperprotected
volatilityType_ (defined in CalibrationHelper)CalibrationHelperprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual