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

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

accept(AcyclicVisitor &) (defined in EquityFXVolSurface)EquityFXVolSurfacevirtual
allowsExtrapolation() const Extrapolator
atmForwardVariance(const Date &date1, const Date &date2, bool extrapolate=false) const EquityFXVolSurface
atmForwardVariance(Time time1, Time time2, bool extrapolate=false) const EquityFXVolSurface
atmForwardVol(const Date &date1, const Date &date2, bool extrapolate=false) const EquityFXVolSurface
atmForwardVol(Time time1, Time time2, bool extrapolate=false) const EquityFXVolSurface
atmVariance(const Period &optionTenor, bool extrapolate=false) const BlackAtmVolCurve
atmVariance(const Date &maturity, bool extrapolate=false) const BlackAtmVolCurve
atmVariance(Time maturity, bool extrapolate=false) const BlackAtmVolCurve
atmVarianceImpl(Time t) const BlackVolSurfaceprotectedvirtual
atmVol(const Period &optionTenor, bool extrapolate=false) const BlackAtmVolCurve
atmVol(const Date &maturity, bool extrapolate=false) const BlackAtmVolCurve
atmVol(Time maturity, bool extrapolate=false) const BlackAtmVolCurve
atmVolImpl(Time t) const BlackVolSurfaceprotectedvirtual
BlackAtmVolCurve(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())BlackAtmVolCurve
BlackAtmVolCurve(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())BlackAtmVolCurve
BlackAtmVolCurve(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())BlackAtmVolCurve
BlackVolSurface(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())BlackVolSurface
BlackVolSurface(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())BlackVolSurface
BlackVolSurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())BlackVolSurface
businessDayConvention() const VolatilityTermStructurevirtual
calendar() const TermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
checkRange(const Date &d, bool extrapolate) const TermStructureprotected
checkRange(Time t, bool extrapolate) const TermStructureprotected
checkStrike(Rate strike, bool extrapolate) const VolatilityTermStructureprotected
dayCounter() const TermStructurevirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
EquityFXVolSurface(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())EquityFXVolSurface
EquityFXVolSurface(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())EquityFXVolSurface
EquityFXVolSurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())EquityFXVolSurface
Extrapolator() (defined in Extrapolator)Extrapolator
iterator typedef (defined in Observer)Observer
maxDate() const =0TermStructurepure virtual
maxStrike() const =0VolatilityTermStructurepure virtual
maxTime() const TermStructurevirtual
minStrike() const =0VolatilityTermStructurepure virtual
moving_ (defined in TermStructure)TermStructureprotected
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
referenceDate() const TermStructurevirtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
set_type typedef (defined in Observer)Observer
settlementDays() const TermStructurevirtual
smileSection(const Period &, bool extrapolate) const BlackVolSurface
smileSection(const Date &, bool extrapolate) const BlackVolSurface
smileSection(Time, bool extrapolate) const BlackVolSurface
smileSectionImpl(Time) const =0 (defined in BlackVolSurface)BlackVolSurfaceprotectedpure 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
unregisterWithAll() (defined in Observer)Observer
update()TermStructurevirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
VolatilityTermStructure(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
~BlackAtmVolCurve() (defined in BlackAtmVolCurve)BlackAtmVolCurvevirtual
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual