QuantLib 0.3.7 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

BlackVarianceTermStructure Member List This is the complete list of members for BlackVarianceTermStructure, including all inherited members. accept(AcyclicVisitor &) (defined in BlackVarianceTermStructure) BlackVarianceTermStructure [virtual] allowsExtrapolation() const Extrapolator blackForwardVariance(const Date &date1, const Date &date2, Real strike, bool extrapolate=false) const BlackVolTermStructure blackForwardVariance(Time time1, Time time2, Real strike, bool extrapolate=false) const BlackVolTermStructure blackForwardVol(const Date &date1, const Date &date2, Real strike, bool extrapolate=false) const BlackVolTermStructure blackForwardVol(Time time1, Time time2, Real strike, bool extrapolate=false) const BlackVolTermStructure blackVariance(const Date &maturity, Real strike, bool extrapolate=false) const BlackVolTermStructure blackVariance(Time maturity, Real strike, bool extrapolate=false) const BlackVolTermStructure blackVarianceImpl(Time t, Real strike) const =0 BlackVolTermStructure [protected, pure virtual] blackVol(const Date &maturity, Real strike, bool extrapolate=false) const BlackVolTermStructure blackVol(Time maturity, Real strike, bool extrapolate=false) const BlackVolTermStructure blackVolImpl(Time maturity, Real strike) const BlackVarianceTermStructure [protected, virtual] dayCounter() const =0 BlackVolTermStructure [pure virtual] disableExtrapolation() Extrapolator enableExtrapolation() Extrapolator Extrapolator() (defined in Extrapolator) Extrapolator maxDate() const =0 BlackVolTermStructure [pure virtual] maxStrike() const =0 BlackVolTermStructure [pure virtual] maxTime() const BlackVolTermStructure minStrike() const =0 BlackVolTermStructure [pure virtual] notifyObservers() Observable referenceDate() const =0 BlackVolTermStructure [pure virtual] ~BlackVolTermStructure() (defined in BlackVolTermStructure) BlackVolTermStructure [virtual] ~Observable() (defined in Observable) Observable [virtual]

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