BlackVarianceSurface Member List

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

accept(AcyclicVisitor &) (defined in BlackVarianceSurface)BlackVarianceSurface [virtual]
allowsExtrapolation() constExtrapolator
blackForwardVariance(const Date &date1, const Date &date2, Real strike, bool extrapolate=false) constBlackVolTermStructure
blackForwardVariance(Time time1, Time time2, Real strike, bool extrapolate=false) constBlackVolTermStructure
blackForwardVol(const Date &date1, const Date &date2, Real strike, bool extrapolate=false) constBlackVolTermStructure
blackForwardVol(Time time1, Time time2, Real strike, bool extrapolate=false) constBlackVolTermStructure
blackVariance(const Date &maturity, Real strike, bool extrapolate=false) constBlackVolTermStructure
blackVariance(Time maturity, Real strike, bool extrapolate=false) constBlackVolTermStructure
blackVarianceImpl(Time t, Real strike) constBlackVarianceSurface [protected, virtual]
BlackVarianceSurface(const Date &referenceDate, const std::vector< Date > &dates, const std::vector< Real > &strikes, const Matrix &blackVolMatrix, Extrapolation lowerExtrapolation=InterpolatorDefaultExtrapolation, Extrapolation upperExtrapolation=InterpolatorDefaultExtrapolation, const DayCounter &dayCounter=Actual365()) (defined in BlackVarianceSurface)BlackVarianceSurface
blackVol(const Date &maturity, Real strike, bool extrapolate=false) constBlackVolTermStructure
blackVol(Time maturity, Real strike, bool extrapolate=false) constBlackVolTermStructure
blackVolImpl(Time maturity, Real strike) constBlackVarianceTermStructure [protected, virtual]
ConstantExtrapolation enum value (defined in BlackVarianceSurface)BlackVarianceSurface
dayCounter() constBlackVarianceSurface [virtual]
disableExtrapolation()Extrapolator
enableExtrapolation()Extrapolator
Extrapolation enum name (defined in BlackVarianceSurface)BlackVarianceSurface
Extrapolator() (defined in Extrapolator)Extrapolator
InterpolatorDefaultExtrapolation enum value (defined in BlackVarianceSurface)BlackVarianceSurface
maxDate() constBlackVarianceSurface [virtual]
maxStrike() constBlackVarianceSurface [virtual]
maxTime() constBlackVolTermStructure
minStrike() constBlackVarianceSurface [virtual]
notifyObservers()Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
referenceDate() constBlackVarianceSurface [virtual]
registerWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
setInterpolation() (defined in BlackVarianceSurface)BlackVarianceSurface
unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
update()BlackVarianceSurface [virtual]
~BlackVolTermStructure() (defined in BlackVolTermStructure)BlackVolTermStructure [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]


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