Reference manual - version ored_version
This is the complete list of members for LocalVolModelBuilder, including all inherited members.
| addDates_ (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | protected |
| allCurves_ (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | protected |
| BlackScholesModelBuilderBase(const std::vector< Handle< YieldTermStructure >> &curves, const std::vector< boost::shared_ptr< GeneralizedBlackScholesProcess >> &processes, const std::set< Date > &simulationDates, const std::set< Date > &addDates, const Size timeStepsPerYear) (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | |
| BlackScholesModelBuilderBase(const Handle< YieldTermStructure > &curve, const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, const std::set< Date > &simulationDates, const std::set< Date > &addDates, const Size timeStepsPerYear) (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | |
| BlackScholesModelBuilderBase(const Handle< YieldTermStructure > &curve, const boost::shared_ptr< GeneralizedBlackScholesProcess > &process) (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | protected |
| cache_ (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | mutableprotected |
| calibrationPointsChanged(const bool updateCache) const (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | protected |
| curves_ (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | protected |
| discretisationTimeGrid_ (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | mutableprotected |
| effectiveSimulationDates_ (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | mutableprotected |
| forceCalibration_ (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | protected |
| forceRecalculate() override (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | virtual |
| getCalibratedProcesses() const override (defined in LocalVolModelBuilder) | LocalVolModelBuilder | virtual |
| getCurveTimes() const override (defined in LocalVolModelBuilder) | LocalVolModelBuilder | protectedvirtual |
| getVolTimesStrikes() const override (defined in LocalVolModelBuilder) | LocalVolModelBuilder | protectedvirtual |
| LocalVolModelBuilder(const std::vector< Handle< YieldTermStructure >> &curves, const std::vector< ext::shared_ptr< GeneralizedBlackScholesProcess >> &processes, const std::set< Date > &simulationDates={}, const std::set< Date > &addDates={}, const Size timeStepsPerYear=1, const Type lvType=Type::Dupire, const std::vector< Real > &calibrationMoneyness={ -2.0, -1.0, 0.0, 1.0, 2.0 }, const bool dontCalibrate=false) (defined in LocalVolModelBuilder) | LocalVolModelBuilder | |
| LocalVolModelBuilder(const Handle< YieldTermStructure > &curve, const ext::shared_ptr< GeneralizedBlackScholesProcess > &process, const std::set< Date > &simulationDates={}, const std::set< Date > &addDates={}, const Size timeStepsPerYear=1, const Type lvType=Type::Dupire, const std::vector< Real > &calibrationMoneyness={ -2.0, -1.0, 0.0, 1.0, 2.0 }, const bool dontCalibrate=false) (defined in LocalVolModelBuilder) | LocalVolModelBuilder | |
| marketObserver_ (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | protected |
| model() const (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | |
| model_ (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | mutableprotected |
| performCalculations() const override (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | protected |
| processes_ (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | protected |
| recalibrate() const | ModelBuilder | |
| requiresRecalibration() const override (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | virtual |
| setupDatesAndTimes() const (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | protectedvirtual |
| simulationDates_ (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | protected |
| timeStepsPerYear_ (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | protected |
| Type enum name (defined in LocalVolModelBuilder) | LocalVolModelBuilder | |
| vols_ (defined in BlackScholesModelBuilderBase) | BlackScholesModelBuilderBase | protected |