allowsExtrapolation() const | Extrapolator | |
alwaysForward_ (defined in LazyObject) | LazyObject | mutableprotected |
alwaysForwardNotifications() | LazyObject | |
baseDate() const (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | virtual |
baseLevel() const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | virtual |
baseLevel_ (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | mutableprotected |
Bootstrap< this_curve > (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | friend |
BootstrapError< this_curve > (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | friend |
businessDayConvention() const | VolatilityTermStructure | virtual |
calculate() const | LazyObject | protectedvirtual |
calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
calendar() const | TermStructure | virtual |
calendar_ (defined in TermStructure) | TermStructure | protected |
checkRange(const Date &, Rate strike, bool extrapolate) const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | protectedvirtual |
checkRange(Time, Rate strike, bool extrapolate) const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | protectedvirtual |
QuantLib::VolatilityTermStructure::checkRange(const Date &d, bool extrapolate) const | TermStructure | protected |
QuantLib::VolatilityTermStructure::checkRange(Time t, bool extrapolate) const | TermStructure | protected |
checkStrike(Rate strike, bool extrapolate) const | VolatilityTermStructure | protected |
data() const (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | virtual |
data_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | mutableprotected |
dates() const (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | virtual |
dates_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | mutableprotected |
dayCounter() const | TermStructure | virtual |
deepUpdate() | Observer | virtual |
disableExtrapolation(bool b=true) | Extrapolator | |
enableExtrapolation(bool b=true) | Extrapolator | |
Extrapolator() (defined in Extrapolator) | Extrapolator | |
freeze() | LazyObject | |
frequency() const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | virtual |
frequency_ (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | protected |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected |
indexIsInterpolated() const (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | virtual |
indexIsInterpolated_ (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | protected |
InterpolatedCurve(const std::vector< Time > ×, const std::vector< Real > &data, const Interpolator &i=Interpolator()) (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
InterpolatedCurve(const std::vector< Time > ×, const Interpolator &i=Interpolator()) (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
InterpolatedCurve(Size n, const Interpolator &i=Interpolator()) (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
InterpolatedCurve(const Interpolator &i=Interpolator()) (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
InterpolatedCurve(const InterpolatedCurve &c) (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | 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 Interpolator &i=Interpolator()) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | |
InterpolatedYoYOptionletVolatilityCurve(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate minStrike, Rate maxStrike, Volatility baseYoYVolatility, const Interpolator &i=Interpolator()) (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | protected |
interpolation_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | mutableprotected |
interpolator_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
interpolator_type typedef (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | |
iterator typedef (defined in Observer) | Observer | |
LazyObject() (defined in LazyObject) | LazyObject | |
maxDate() const | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | virtual |
maxDate_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
maxStrike() const | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | virtual |
maxStrike_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | protected |
maxTime() const | TermStructure | virtual |
minStrike() const | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | virtual |
minStrike_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | protected |
moving_ (defined in TermStructure) | TermStructure | protected |
nodes() const (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | virtual |
nodes_ (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | protected |
notifyObservers() | Observable | |
Observable() (defined in Observable) | Observable | |
Observable(const Observable &) (defined in Observable) | Observable | |
observationLag() const | YoYOptionletVolatilitySurface | virtual |
observationLag_ (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | protected |
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< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
optionDateFromTenor(const Period &) const | VolatilityTermStructure | |
PiecewiseYoYOptionletVolatilityCurve(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate minStrike, Rate maxStrike, Volatility baseYoYVolatility, const std::vector< boost::shared_ptr< typename Traits::helper > > &instruments, Real accuracy=1.0e-12, const Interpolator &interpolator=Interpolator()) (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | |
recalculate() | LazyObject | |
referenceDate() const | TermStructure | virtual |
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) | YoYOptionletVolatilitySurface | protectedvirtual |
settlementDays() const | TermStructure | virtual |
setupInterpolation() (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | protected |
TermStructure(const DayCounter &dc=DayCounter()) | TermStructure | explicit |
TermStructure(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter()) | TermStructure | explicit |
TermStructure(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter()) | TermStructure | |
timeFromBase(const Date &date, const Period &obsLag=Period(-1, Days)) const | YoYOptionletVolatilitySurface | virtual |
timeFromReference(const Date &date) const | TermStructure | |
times() const (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | virtual |
times_ (defined in InterpolatedCurve< Interpolator >) | InterpolatedCurve< Interpolator > | mutableprotected |
totalVariance(const Date &exerciseDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | YoYOptionletVolatilitySurface | virtual |
totalVariance(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | YoYOptionletVolatilitySurface | virtual |
traits_type typedef (defined in PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >) | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | |
unfreeze() | LazyObject | |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
unregisterWithAll() (defined in Observer) | Observer | |
update() | PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | virtual |
updated_ (defined in TermStructure) | TermStructure | mutableprotected |
volatility(const Date &maturityDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | YoYOptionletVolatilitySurface | |
volatility(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const | YoYOptionletVolatilitySurface | |
volatilityImpl(Time length, Rate strike) const | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | 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) | Extrapolator | virtual |
~InterpolatedYoYOptionletVolatilityCurve() (defined in InterpolatedYoYOptionletVolatilityCurve< Interpolator >) | InterpolatedYoYOptionletVolatilityCurve< Interpolator > | virtual |
~LazyObject() (defined in LazyObject) | LazyObject | virtual |
~Observable() (defined in Observable) | Observable | virtual |
~Observer() (defined in Observer) | Observer | virtual |
~TermStructure() (defined in TermStructure) | TermStructure | virtual |
~YoYOptionletVolatilitySurface() (defined in YoYOptionletVolatilitySurface) | YoYOptionletVolatilitySurface | virtual |