QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

BlackConstantVol Member List This is the complete list of members for BlackConstantVol, including all inherited members. 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]

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