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

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

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