### A free/open-source library for quantitative finance

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

allowsExtrapolation() const | Extrapolator |
blackVariance(const Period &optionTenor, Rate strike, bool extrapolate=false) const | OptionletVolatilityStructure |
blackVariance(const Date &optionDate, Rate strike, bool extrapolate=false) const | OptionletVolatilityStructure |
blackVariance(Time optionTime, Rate strike, bool extrapolate=false) const | OptionletVolatilityStructure |
businessDayConvention() const | VolatilityTermStructure | `[virtual]`
calendar() const | TermStructure | `[virtual]`
calendar_ (defined in TermStructure) | TermStructure | `[protected]`
checkRange(const Date &d, bool extrapolate) const | TermStructure | `[protected]`
checkRange(Time t, bool extrapolate) const | TermStructure | `[protected]`
checkStrike(Rate strike, bool extrapolate) const | VolatilityTermStructure | `[protected]`
ConstantOptionletVolatility(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc) | ConstantOptionletVolatility |
ConstantOptionletVolatility(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc) | ConstantOptionletVolatility |
ConstantOptionletVolatility(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc) | ConstantOptionletVolatility |
ConstantOptionletVolatility(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc) | ConstantOptionletVolatility |
dayCounter() const | TermStructure | `[virtual]`
disableExtrapolation(bool b=true) | Extrapolator |
enableExtrapolation(bool b=true) | Extrapolator |
Extrapolator() (defined in Extrapolator) | Extrapolator |
maxDate() const | ConstantOptionletVolatility | `[virtual]`
maxStrike() const | ConstantOptionletVolatility | `[virtual]`
maxTime() const | TermStructure | `[virtual]`
minStrike() const | ConstantOptionletVolatility | `[virtual]`
moving_ (defined in TermStructure) | TermStructure | `[protected]`
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 &) const | VolatilityTermStructure |
OptionletVolatilityStructure(const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) | OptionletVolatilityStructure |
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 |
referenceDate() const | TermStructure | `[virtual]`
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
settlementDays() const | TermStructure | `[virtual]`
smileSection(const Period &optionTenor, bool extr=false) const | OptionletVolatilityStructure |
smileSection(const Date &optionDate, bool extr=false) const | OptionletVolatilityStructure |
smileSection(Time optionTime, bool extr=false) const | OptionletVolatilityStructure |
smileSectionImpl(const Date &d) const (defined in ConstantOptionletVolatility) | ConstantOptionletVolatility | `[protected, virtual]`
smileSectionImpl(Time) const | ConstantOptionletVolatility | `[protected, virtual]`
TermStructure(const DayCounter &dc=DayCounter()) | TermStructure |
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter()) | TermStructure |
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter()) | TermStructure |
timeFromReference(const Date &date) const | TermStructure |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | TermStructure | `[virtual]`
updated_ (defined in TermStructure) | TermStructure | `[mutable, protected]`
volatility(const Period &optionTenor, Rate strike, bool extrapolate=false) const | OptionletVolatilityStructure |
volatility(const Date &optionDate, Rate strike, bool extrapolate=false) const | OptionletVolatilityStructure |
volatility(Time optionTime, Rate strike, bool extrapolate=false) const | OptionletVolatilityStructure |
volatilityImpl(Time, Rate) const | ConstantOptionletVolatility | `[protected, virtual]`
volatilityImpl(const Date &optionDate, Rate strike) const (defined in OptionletVolatilityStructure) | OptionletVolatilityStructure | `[protected]`
VolatilityTermStructure(const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | VolatilityTermStructure |
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 |
~Extrapolator() (defined in Extrapolator) | Extrapolator | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`
~OptionletVolatilityStructure() (defined in OptionletVolatilityStructure) | OptionletVolatilityStructure | `[virtual]`
~TermStructure() (defined in TermStructure) | TermStructure | `[virtual]`