Reference manual - version ored_version
This is the complete list of members for CapFloorVolatilityCurveConfig, including all inherited members.
| atmTenors() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| bootstrapConfig() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| businessDayConvention() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| calendar() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| CapFloorVolatilityCurveConfig() | CapFloorVolatilityCurveConfig | |
| CapFloorVolatilityCurveConfig(const std::string &curveID, const std::string &curveDescription, const VolatilityType &volatilityType, bool extrapolate, bool flatExtrapolation, bool inlcudeAtm, const std::vector< std::string > &tenors, const std::vector< std::string > &strikes, const QuantLib::DayCounter &dayCounter, QuantLib::Natural settleDays, const QuantLib::Calendar &calendar, const QuantLib::BusinessDayConvention &businessDayConvention, const std::string &index, const QuantLib::Period &rateComputationPeriod, const QuantLib::Size onCapSettlementDays, const std::string &discountCurve, const std::string &interpolationMethod="BicubicSpline", const std::string &interpolateOn="TermVolatilities", const std::string &timeInterpolation="LinearFlat", const std::string &strikeInterpolation="LinearFlat", const std::vector< std::string > &atmTenors={}, const BootstrapConfig &bootstrapConfig=BootstrapConfig(), const string &inputType="TermVolatilities") | CapFloorVolatilityCurveConfig | |
| CapFloorVolatilityCurveConfig(const std::string &curveID, const std::string &curveDescription, const std::string &proxySourceCurveId, const std::string &proxySourceIndex, const std::string &proxyTargetIndex, const QuantLib::Period &proxySourceRateComputationPeriod=0 *Days, const QuantLib::Period &proxyTargetRateComputationPeriod=0 *Days) | CapFloorVolatilityCurveConfig | |
| currency() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| CurveConfig(const string &curveID, const string &curveDescription, const vector< string > "es=vector< string >()) | CurveConfig | |
| CurveConfig() | CurveConfig | |
| curveDescription() const (defined in CurveConfig) | CurveConfig | |
| curveDescription() (defined in CurveConfig) | CurveConfig | |
| curveDescription_ (defined in CurveConfig) | CurveConfig | protected |
| curveID() const (defined in CurveConfig) | CurveConfig | |
| curveID() (defined in CurveConfig) | CurveConfig | |
| curveID_ (defined in CurveConfig) | CurveConfig | protected |
| dayCounter() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| discountCurve() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| extrapolate() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| flatExtrapolation() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromXML(XMLNode *node) override (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| includeAtm() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| index() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| indexTenor() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| interpolateOn() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| interpolationMethod() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| onCapSettlementDays() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| optionalQuotes() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| proxySourceCurveId() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| proxySourceIndex() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| proxySourceRateComputationPeriod() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| proxyTargetIndex() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| proxyTargetRateComputationPeriod() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| quoteIncludesIndexName() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| quotes() | CurveConfig | virtual |
| quotes_ (defined in CurveConfig) | CurveConfig | protected |
| quoteType() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| rateComputationPeriod() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| reportConfig() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| requiredCurveIds(const CurveSpec::CurveType &curveType) const (defined in CurveConfig) | CurveConfig | |
| requiredCurveIds() const (defined in CurveConfig) | CurveConfig | |
| requiredCurveIds(const CurveSpec::CurveType &curveType) (defined in CurveConfig) | CurveConfig | |
| requiredCurveIds() (defined in CurveConfig) | CurveConfig | |
| requiredCurveIds_ (defined in CurveConfig) | CurveConfig | protected |
| settleDays() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| strikeInterpolation() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| strikes() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| tenors() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| timeInterpolation() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| toFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| toString(VolatilityType type) const | CapFloorVolatilityCurveConfig | |
| toXML(XMLDocument &doc) override (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | virtual |
| toXMLString() | XMLSerializable | |
| type() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| Type enum name | CapFloorVolatilityCurveConfig | |
| volatilityType() const (defined in CapFloorVolatilityCurveConfig) | CapFloorVolatilityCurveConfig | |
| VolatilityType enum name | CapFloorVolatilityCurveConfig | |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |