Reference manual - version ored_version
This is the complete list of members for SwaptionVolatilityCurveConfig, including all inherited members.
| businessDayConvention() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| businessDayConvention() (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| calendar() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| calendar() (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| 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 GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| dayCounter() (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| dimension() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| dimension() (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| Dimension enum name | GenericYieldVolatilityCurveConfig | |
| extrapolate() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| extrapolate() (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| flatExtrapolation() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| flatExtrapolation() (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromXML(XMLNode *node) override (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| GenericYieldVolatilityCurveConfig(const std::string &underlyingLabel, const std::string &rootNodeLabel, const std::string &marketDatumInstrumentLabel, const std::string &qualifierLabel, const bool allowSmile, const bool requireSwapIndexBases) | GenericYieldVolatilityCurveConfig | |
| GenericYieldVolatilityCurveConfig(const std::string &underlyingLabel, const std::string &rootNodeLabel, const std::string &marketDatumInstrumentLabel, const std::string &qualifierLabel, const string &curveID, const string &curveDescription, const string &qualifier, const Dimension &dimension, const VolatilityType &volatilityType, const bool extrapolate, const bool flatExtrapolation, const vector< string > &optionTenors, const vector< string > &underlyingTenors, const DayCounter &dayCounter, const Calendar &calendar, const BusinessDayConvention &businessDayConvention, const string &shortSwapIndexBase="", const string &swapIndexBase="", const vector< string > &smileOptionTenors=vector< string >(), const vector< string > &smileUnderlyingTenors=vector< string >(), const vector< string > &smileSpreads=vector< string >()) | GenericYieldVolatilityCurveConfig | |
| GenericYieldVolatilityCurveConfig(const std::string &underlyingLabel, const std::string &rootNodeLabel, const std::string &qualifierLabel, const string &curveID, const string &curveDescription, const string &qualifier, const std::string &proxySourceCurveId, const std::string &proxySourceShortSwapIndexBase, const std::string &proxySourceSwapIndexBase, const std::string &proxyTargetShortSwapIndexBase, const std::string &proxyTargetSwapIndexBase) | GenericYieldVolatilityCurveConfig | |
| optionTenors() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| optionTenors() (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| proxySourceCurveId() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| proxySourceShortSwapIndexBase() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| proxySourceSwapIndexBase() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| proxyTargetShortSwapIndexBase() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| proxyTargetSwapIndexBase() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| qualifier() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| qualifier() (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| quotes() override | GenericYieldVolatilityCurveConfig | virtual |
| quotes_ (defined in CurveConfig) | CurveConfig | protected |
| quoteTag() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| quoteTag() (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| reportConfig() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| 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 |
| shortSwapIndexBase() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| shortSwapIndexBase() (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| smileOptionTenors() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| smileOptionTenors() (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| smileSpreads() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| smileSpreads() (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| smileUnderlyingTenors() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| smileUnderlyingTenors() (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| swapIndexBase() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| swapIndexBase() (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| SwaptionVolatilityCurveConfig() | SwaptionVolatilityCurveConfig | |
| SwaptionVolatilityCurveConfig(const string &curveID, const string &curveDescription, const Dimension &dimension, const VolatilityType &volatilityType, const bool extrapolate, const bool flatExtrapolation, const vector< string > &optionTenors, const vector< string > &swapTenors, const DayCounter &dayCounter, const Calendar &calendar, const BusinessDayConvention &businessDayConvention, const string &shortSwapIndexBase, const string &swapIndexBase, const vector< string > &smileOptionTenors=vector< string >(), const vector< string > &smileSwapTenors=vector< string >(), const vector< string > &smileSpreads=vector< string >()) | SwaptionVolatilityCurveConfig | |
| SwaptionVolatilityCurveConfig(const string &curveID, const string &curveDescription, const string &proxySourceCurveId, const string &proxySourceShortSwapIndexBase, const string &proxySourceSwapIndexBase, const string &proxyTargetShortSwapIndexBase, const string &proxyTargetSwapIndexBase) | SwaptionVolatilityCurveConfig | |
| toFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| toXML(XMLDocument &doc) override (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | virtual |
| toXMLString() | XMLSerializable | |
| underlyingTenors() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| underlyingTenors() (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| volatilityType() const (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| volatilityType() (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| VolatilityType enum name (defined in GenericYieldVolatilityCurveConfig) | GenericYieldVolatilityCurveConfig | |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |