AndreasenHugeVolatilityInterpl Member List

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

alwaysForward_ (defined in LazyObject) | LazyObject | protected
alwaysForwardNotifications() | LazyObject |

AndreasenHugeVolatilityInterpl(const CalibrationSet &calibrationSet, const Handle< Quote > &spot, const Handle< YieldTermStructure > &rTS, const Handle< YieldTermStructure > &qTS, InterpolationType interpolationType=CubicSpline, CalibrationType calibrationType=Call, Size nGridPoints=500, Real minStrike=Null< Real >(), Real maxStrike=Null< Real >(), const ext::shared_ptr< OptimizationMethod > &optimizationMethod=ext::shared_ptr< OptimizationMethod >(new LevenbergMarquardt), const EndCriteria &endCriteria=EndCriteria(500, 100, 1e-12, 1e-10, 1e-10)) (defined in AndreasenHugeVolatilityInterpl)

AndreasenHugeVolatilityInterpl

calculate() const | LazyObject | protected virtual
calculated_ (defined in LazyObject) | LazyObject | mutable protected
calibrationError() const (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl |
CalibrationSet typedef (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl |
CalibrationType enum name (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl |
Call enum value (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl |
CallPut enum value (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl |
CubicSpline enum value (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl |
deepUpdate() | Observer | virtual
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | protected
fwd(Time t) const (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl |
InterpolationType enum name (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl |
iterator typedef (defined in Observer) | Observer |
LazyObject() (defined in LazyObject) | LazyObject |
Linear enum value (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl |
localVol(Time t, Real strike) const (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl |
maxDate() const (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl |
maxStrike() const (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl |
minStrike() const (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl |
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 |
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
optionPrice(Time t, Real strike, Option::Type optionType) const (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl |
performCalculations() const | AndreasenHugeVolatilityInterpl | protected virtual
PiecewiseConstant enum value (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl |
Put enum value (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl |
recalculate() | LazyObject |
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer |
riskFreeRate() const (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl |
set_type typedef (defined in Observer) | Observer |
unfreeze() | LazyObject |
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | LazyObject | virtual
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual