This is the complete list of members for AndreasenHugeVolatilityInterpl, including all inherited members.
alwaysForward_ (defined in LazyObject) | LazyObject | mutableprotected |
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 boost::shared_ptr< OptimizationMethod > &optimizationMethod=boost::shared_ptr< OptimizationMethod >(new LevenbergMarquardt), const EndCriteria &endCriteria=EndCriteria(500, 100, 1e-12, 1e-10, 1e-10)) (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl | |
calculate() const | LazyObject | protectedvirtual |
calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
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 | mutableprotected |
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 | protectedvirtual |
PiecewiseConstant enum value (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl | |
Put enum value (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl | |
recalculate() | LazyObject | |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer | |
riskFreeRate() const (defined in AndreasenHugeVolatilityInterpl) | AndreasenHugeVolatilityInterpl | |
set_type typedef (defined in Observer) | Observer | |
unfreeze() | LazyObject | |
unregisterWith(const boost::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 |