CPIVolatilitySurface Member List
This is the complete list of members for CPIVolatilitySurface, including all inherited members.
allowsExtrapolation() const Extrapolator
baseDate() const (defined in CPIVolatilitySurface)CPIVolatilitySurface [virtual]
baseLevel() const (defined in CPIVolatilitySurface)CPIVolatilitySurface [virtual]
baseLevel_ (defined in CPIVolatilitySurface)CPIVolatilitySurface [mutable, protected]
businessDayConvention() const VolatilityTermStructure [virtual]
calendar() const TermStructure [virtual]
calendar_ (defined in TermStructure)TermStructure [protected]
checkRange(const Date &, Rate strike, bool extrapolate) const (defined in CPIVolatilitySurface)CPIVolatilitySurface [protected, virtual]
checkRange(Time, Rate strike, bool extrapolate) const (defined in CPIVolatilitySurface)CPIVolatilitySurface [protected, virtual]
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]
CPIVolatilitySurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated)CPIVolatilitySurface
dayCounter() const TermStructure [virtual]
disableExtrapolation(bool b=true)Extrapolator
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
frequency() const (defined in CPIVolatilitySurface)CPIVolatilitySurface [virtual]
frequency_ (defined in CPIVolatilitySurface)CPIVolatilitySurface [protected]
indexIsInterpolated() const (defined in CPIVolatilitySurface)CPIVolatilitySurface [virtual]
indexIsInterpolated_ (defined in CPIVolatilitySurface)CPIVolatilitySurface [protected]
maxDate() const =0TermStructure [pure virtual]
maxStrike() const =0CPIVolatilitySurface [pure virtual]
maxTime() const TermStructure [virtual]
minStrike() const =0CPIVolatilitySurface [pure virtual]
moving_ (defined in TermStructure)TermStructure [protected]
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationLag() const CPIVolatilitySurface [virtual]
observationLag_ (defined in CPIVolatilitySurface)CPIVolatilitySurface [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
optionDateFromTenor(const Period &) const VolatilityTermStructure
referenceDate() const TermStructure [virtual]
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
settlementDays() const TermStructure [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
timeFromBase(const Date &date, const Period &obsLag=Period(-1, Days)) const CPIVolatilitySurface [virtual]
timeFromReference(const Date &date) const TermStructure
totalVariance(const Date &exerciseDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const CPIVolatilitySurface [virtual]
totalVariance(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const CPIVolatilitySurface [virtual]
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()TermStructure [virtual]
updated_ (defined in TermStructure)TermStructure [mutable, protected]
volatility(const Date &maturityDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const CPIVolatilitySurface
volatility(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const CPIVolatilitySurface
volatilityImpl(Time length, Rate strike) const =0CPIVolatilitySurface [protected, pure virtual]
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]
~TermStructure() (defined in TermStructure)TermStructure [virtual]