QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
StrippedOptionletAdapter Member List

This is the complete list of members for StrippedOptionletAdapter, including all inherited members.

allowsExtrapolation() constExtrapolator
alwaysForward_ (defined in LazyObject)LazyObjectmutableprotected
alwaysForwardNotifications()LazyObject
blackVariance(const Period &optionTenor, Rate strike, bool extrapolate=false) constOptionletVolatilityStructure
blackVariance(const Date &optionDate, Rate strike, bool extrapolate=false) constOptionletVolatilityStructure
blackVariance(Time optionTime, Rate strike, bool extrapolate=false) constOptionletVolatilityStructure
businessDayConvention() constVolatilityTermStructurevirtual
calculate() constLazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
calendar() constTermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
checkRange(const Date &d, bool extrapolate) constTermStructureprotected
checkRange(Time t, bool extrapolate) constTermStructureprotected
checkStrike(Rate strike, bool extrapolate) constVolatilityTermStructureprotected
dayCounter() constTermStructurevirtual
deepUpdate()StrippedOptionletAdaptervirtual
disableExtrapolation(bool b=true)Extrapolator
displacement() const (defined in StrippedOptionletAdapter)StrippedOptionletAdaptervirtual
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
maxDate() constStrippedOptionletAdaptervirtual
maxStrike() constStrippedOptionletAdaptervirtual
maxTime() constTermStructurevirtual
minStrike() constStrippedOptionletAdaptervirtual
moving_ (defined in TermStructure)TermStructureprotected
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
optionDateFromTenor(const Period &) constVolatilityTermStructure
optionletStripper() const (defined in StrippedOptionletAdapter)StrippedOptionletAdapter
OptionletVolatilityStructure(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())OptionletVolatilityStructure
OptionletVolatilityStructure(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())OptionletVolatilityStructure
OptionletVolatilityStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())OptionletVolatilityStructure
performCalculations() constStrippedOptionletAdaptervirtual
recalculate()LazyObject
referenceDate() constTermStructurevirtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
set_type typedef (defined in Observer)Observer
settlementDays() constTermStructurevirtual
smileSection(const Period &optionTenor, bool extr=false) constOptionletVolatilityStructure
smileSection(const Date &optionDate, bool extr=false) constOptionletVolatilityStructure
smileSection(Time optionTime, bool extr=false) constOptionletVolatilityStructure
smileSectionImpl(Time optionTime) constStrippedOptionletAdapterprotectedvirtual
smileSectionImpl(const Date &optionDate) const (defined in OptionletVolatilityStructure)OptionletVolatilityStructureprotectedvirtual
StrippedOptionletAdapter(const boost::shared_ptr< StrippedOptionletBase > &) (defined in StrippedOptionletAdapter)StrippedOptionletAdapter
TermStructure(const DayCounter &dc=DayCounter())TermStructureexplicit
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter())TermStructureexplicit
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter())TermStructure
timeFromReference(const Date &date) constTermStructure
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()StrippedOptionletAdaptervirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
volatility(const Period &optionTenor, Rate strike, bool extrapolate=false) constOptionletVolatilityStructure
volatility(const Date &optionDate, Rate strike, bool extrapolate=false) constOptionletVolatilityStructure
volatility(Time optionTime, Rate strike, bool extrapolate=false) constOptionletVolatilityStructure
volatilityImpl(Time length, Rate strike) constStrippedOptionletAdapterprotectedvirtual
volatilityImpl(const Date &optionDate, Rate strike) const (defined in OptionletVolatilityStructure)OptionletVolatilityStructureprotectedvirtual
VolatilityTermStructure(BusinessDayConvention bdc, const DayCounter &dc=DayCounter())VolatilityTermStructure
VolatilityTermStructure(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())VolatilityTermStructure
VolatilityTermStructure(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())VolatilityTermStructure
volatilityType() const (defined in StrippedOptionletAdapter)StrippedOptionletAdaptervirtual
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~OptionletVolatilityStructure() (defined in OptionletVolatilityStructure)OptionletVolatilityStructurevirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual