BlackConstantVol(const Date &referenceDate, double volatility, const DayCounter &dayCounter=DayCounters::Actual365()) (defined in BlackConstantVol) | BlackConstantVol | |
BlackConstantVol(const Date &referenceDate, const RelinkableHandle< MarketElement > &volatility, const DayCounter &dayCounter=DayCounters::Actual365()) (defined in BlackConstantVol) | BlackConstantVol | |
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(Time t1, Time t2, double, bool extrapolate=false) const | BlackConstantVol | |
QuantLib::BlackVolatilityTermStructure::blackForwardVol(const Date &date1, const Date &date2, 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 maturity, double strike, bool extrapolate=false) const | BlackVolatilityTermStructure | [protected, virtual] |
blackVol(const Date &maturity, double strike, bool extrapolate=false) const | BlackVolTermStructure | |
blackVol(Time maturity, double strike, bool extrapolate=false) const | BlackVolTermStructure | |
blackVolImpl(Time t, double, bool extrapolate=false) const | BlackConstantVol | [protected, virtual] |
dayCounter() const | BlackConstantVol | [virtual] |
maxDate() const | BlackConstantVol | [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 | BlackConstantVol | [virtual] |
registerWith(const Handle< Observable > &) (defined in Observer) | Observer | |
strikeDerivative(Time t, double strike, bool extrapolate=false) const | BlackConstantVol | [virtual] |
strikeSecondDerivative(Time t, double strike, bool extrapolate=false) const | BlackConstantVol | [virtual] |
timeDerivative(Time t, double, bool extrapolate=false) const | BlackConstantVol | [virtual] |
unregisterWith(const Handle< Observable > &) (defined in Observer) | Observer | |
update() | BlackConstantVol | [virtual] |
~BlackVolTermStructure() (defined in BlackVolTermStructure) | BlackVolTermStructure | [virtual] |
~Observable() (defined in Observable) | Observable | [virtual] |
~Observer() (defined in Observer) | Observer | [virtual] |