QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > Member List

This is the complete list of members for InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >, including all inherited members.

allowsExtrapolation() constExtrapolator
baseDate() const (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfacevirtual
baseLevel() const (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfacevirtual
baseLevel_ (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfacemutableprotected
businessDayConvention() constVolatilityTermStructurevirtual
calendar() constTermStructurevirtual
calendar_ (defined in TermStructure)TermStructureprotected
checkRange(const Date &, Rate strike, bool extrapolate) const (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfaceprotectedvirtual
checkRange(Time, Rate strike, bool extrapolate) const (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfaceprotectedvirtual
QuantLib::VolatilityTermStructure::checkRange(const Date &d, bool extrapolate) constTermStructureprotected
QuantLib::VolatilityTermStructure::checkRange(Time t, bool extrapolate) constTermStructureprotected
checkStrike(Rate strike, bool extrapolate) constVolatilityTermStructureprotected
data() const (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >)InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >virtual
data_ (defined in InterpolatedCurve< Interpolator1D >)InterpolatedCurve< Interpolator1D >mutableprotected
dates() const (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >)InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >virtual
dates_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >)InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >mutableprotected
dayCounter() constTermStructurevirtual
deepUpdate()Observervirtual
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
frequency() const (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfacevirtual
frequency_ (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfaceprotected
indexIsInterpolated() const (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfacevirtual
indexIsInterpolated_ (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfaceprotected
InterpolatedCurve(const std::vector< Time > &times, const std::vector< Real > &data, const Interpolator1D &i=Interpolator1D()) (defined in InterpolatedCurve< Interpolator1D >)InterpolatedCurve< Interpolator1D >protected
InterpolatedCurve(const std::vector< Time > &times, const Interpolator1D &i=Interpolator1D()) (defined in InterpolatedCurve< Interpolator1D >)InterpolatedCurve< Interpolator1D >protected
InterpolatedCurve(Size n, const Interpolator1D &i=Interpolator1D()) (defined in InterpolatedCurve< Interpolator1D >)InterpolatedCurve< Interpolator1D >protected
InterpolatedCurve(const Interpolator1D &i=Interpolator1D()) (defined in InterpolatedCurve< Interpolator1D >)InterpolatedCurve< Interpolator1D >protected
InterpolatedCurve(const InterpolatedCurve &c) (defined in InterpolatedCurve< Interpolator1D >)InterpolatedCurve< Interpolator1D >protected
InterpolatedYoYOptionletVolatilityCurve(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &lag, Frequency frequency, bool indexIsInterpolated, const std::vector< Date > &d, const std::vector< Volatility > &v, Rate minStrike, Rate maxStrike, const Interpolator1D &i=Interpolator1D())InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >
InterpolatedYoYOptionletVolatilityCurve(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate minStrike, Rate maxStrike, Volatility baseYoYVolatility, const Interpolator1D &i=Interpolator1D()) (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >)InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >protected
interpolation_ (defined in InterpolatedCurve< Interpolator1D >)InterpolatedCurve< Interpolator1D >mutableprotected
interpolator_ (defined in InterpolatedCurve< Interpolator1D >)InterpolatedCurve< Interpolator1D >protected
iterator typedef (defined in Observer)Observer
maxDate() constInterpolatedYoYOptionletVolatilityCurve< Interpolator1D >virtual
maxDate_ (defined in InterpolatedCurve< Interpolator1D >)InterpolatedCurve< Interpolator1D >protected
maxStrike() constInterpolatedYoYOptionletVolatilityCurve< Interpolator1D >virtual
maxStrike_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >)InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >protected
maxTime() constTermStructurevirtual
minStrike() constInterpolatedYoYOptionletVolatilityCurve< Interpolator1D >virtual
minStrike_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >)InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >protected
moving_ (defined in TermStructure)TermStructureprotected
nodes() const (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >)InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >virtual
nodes_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >)InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >protected
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationLag() constYoYOptionletVolatilitySurfacevirtual
observationLag_ (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfaceprotected
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
operator=(const InterpolatedCurve &c) (defined in InterpolatedCurve< Interpolator1D >)InterpolatedCurve< Interpolator1D >protected
optionDateFromTenor(const Period &) constVolatilityTermStructure
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
setBaseLevel(Volatility v) (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfaceprotectedvirtual
settlementDays() constTermStructurevirtual
setupInterpolation() (defined in InterpolatedCurve< Interpolator1D >)InterpolatedCurve< Interpolator1D >protected
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
timeFromBase(const Date &date, const Period &obsLag=Period(-1, Days)) constYoYOptionletVolatilitySurfacevirtual
timeFromReference(const Date &date) constTermStructure
times() const (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >)InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >virtual
times_ (defined in InterpolatedCurve< Interpolator1D >)InterpolatedCurve< Interpolator1D >mutableprotected
totalVariance(const Date &exerciseDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) constYoYOptionletVolatilitySurfacevirtual
totalVariance(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) constYoYOptionletVolatilitySurfacevirtual
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()TermStructurevirtual
updated_ (defined in TermStructure)TermStructuremutableprotected
volatility(const Date &maturityDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) constYoYOptionletVolatilitySurface
volatility(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) constYoYOptionletVolatilitySurface
volatilityImpl(Time length, Rate strike) constInterpolatedYoYOptionletVolatilityCurve< Interpolator1D >protectedvirtual
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
YoYOptionletVolatilitySurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated) (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurface
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~InterpolatedYoYOptionletVolatilityCurve() (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >)InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >virtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~TermStructure() (defined in TermStructure)TermStructurevirtual
~YoYOptionletVolatilitySurface() (defined in YoYOptionletVolatilitySurface)YoYOptionletVolatilitySurfacevirtual