QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
BlackAtmVolCurve Member List

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

accept(AcyclicVisitor &) (defined in BlackAtmVolCurve)BlackAtmVolCurvevirtual
allowsExtrapolation() constExtrapolator
atmVariance(const Period &optionTenor, bool extrapolate=false) constBlackAtmVolCurve
atmVariance(const Date &maturity, bool extrapolate=false) constBlackAtmVolCurve
atmVariance(Time maturity, bool extrapolate=false) constBlackAtmVolCurve
atmVarianceImpl(Time t) const =0BlackAtmVolCurveprotectedpure virtual
atmVol(const Period &optionTenor, bool extrapolate=false) constBlackAtmVolCurve
atmVol(const Date &maturity, bool extrapolate=false) constBlackAtmVolCurve
atmVol(Time maturity, bool extrapolate=false) constBlackAtmVolCurve
atmVolImpl(Time t) const =0BlackAtmVolCurveprotectedpure virtual
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
businessDayConvention() constVolatilityTermStructurevirtual
calendar() constTermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
checkRange(const Date &d, bool extrapolate) constTermStructureprotected
checkRange(Time t, bool extrapolate) constTermStructureprotected
checkStrike(Rate strike, bool extrapolate) constVolatilityTermStructureprotected
dayCounter() constTermStructurevirtual
deepUpdate()Observervirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
iterator typedef (defined in Observer)Observer
maxDate() const =0TermStructurepure virtual
maxStrike() const =0VolatilityTermStructurepure virtual
maxTime() constTermStructurevirtual
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 &) constVolatilityTermStructure
referenceDate() constTermStructurevirtual
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() constTermStructurevirtual
TermStructure(const DayCounter &dc=DayCounter())TermStructureexplicit
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter())TermStructureexplicit
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter())TermStructure
timeFromReference(const Date &date) constTermStructure
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