blackForwardVariance(const Date &date1, const Date &date2, double strike, bool extrapolate=false) const | BlackVolTermStructure | |
blackForwardVariance(Time time1, Time time2, double strike, bool extrapolate=false) const | BlackVolTermStructure | |
blackForwardVol(const Date &date1, const Date &date2, double strike, bool extrapolate=false) const | BlackVolTermStructure | |
blackForwardVol(Time time1, Time time2, double strike, bool extrapolate=false) const | BlackVolTermStructure | |
blackVariance(const Date &maturity, double strike, bool extrapolate=false) const | BlackVolTermStructure | |
blackVariance(Time maturity, double strike, bool extrapolate=false) const | BlackVolTermStructure | |
blackVarianceImpl(Time t, double strike, bool extrapolate=false) const | BlackVarianceSurface | [protected, virtual] |
BlackVarianceSurface(const Date &referenceDate, const std::vector< Date > &dates, const std::vector< double > &strikes, const QuantLib::Math::Matrix &blackVolMatrix, Extrapolation lowerExtrapolation=InterpolatorDefaultExtrapolation, Extrapolation upperExtrapolation=InterpolatorDefaultExtrapolation, const DayCounter &dayCounter=DayCounters::Actual365()) (defined in BlackVarianceSurface) | BlackVarianceSurface | |
blackVol(const Date &maturity, double strike, bool extrapolate=false) const | BlackVolTermStructure | |
blackVol(Time maturity, double strike, bool extrapolate=false) const | BlackVolTermStructure | |
blackVolImpl(Time maturity, double strike, bool extrapolate=false) const | BlackVarianceTermStructure | [protected, virtual] |
ConstantExtrapolation enum value (defined in BlackVarianceSurface) | BlackVarianceSurface | |
dayCounter() const | BlackVarianceSurface | [virtual] |
Extrapolation enum name (defined in BlackVarianceSurface) | BlackVarianceSurface | |
InterpolatorDefaultExtrapolation enum value (defined in BlackVarianceSurface) | BlackVarianceSurface | |
maxDate() const | BlackVarianceSurface | [virtual] |
maxTime() const | BlackVolTermStructure | |
notifyObservers() | Observable | |
Observer() (defined in Observer) | Observer | |
Observer(const Observer &) (defined in Observer) | Observer | |
operator=(const Observer &) (defined in Observer) | Observer | |
referenceDate() const | BlackVarianceSurface | [virtual] |
registerWith(const Handle< Observable > &) (defined in Observer) | Observer | |
strikeDerivative(Time t, double strike, bool extrapolate=false) const | BlackVolTermStructure | [virtual] |
strikeSecondDerivative(Time t, double strike, bool extrapolate=false) const | BlackVolTermStructure | [virtual] |
timeDerivative(Time t, double strike, bool extrapolate=false) const | BlackVolTermStructure | [virtual] |
unregisterWith(const Handle< Observable > &) (defined in Observer) | Observer | |
update() | BlackVarianceSurface | [virtual] |
~BlackVolTermStructure() (defined in BlackVolTermStructure) | BlackVolTermStructure | [virtual] |
~Observable() (defined in Observable) | Observable | [virtual] |
~Observer() (defined in Observer) | Observer | [virtual] |