Reference manual - version ored_version
This is the complete list of members for VolatilityCurveConfig, including all inherited members.
| calendar() const (defined in VolatilityConfig) | VolatilityConfig | |
| enforceMontoneVariance() const (defined in VolatilityCurveConfig) | VolatilityCurveConfig | |
| exerciseType() const (defined in QuoteBasedVolatilityConfig) | QuoteBasedVolatilityConfig | |
| extrapolation() const (defined in VolatilityCurveConfig) | VolatilityCurveConfig | |
| fromBaseNode(ore::data::XMLNode *node) (defined in QuoteBasedVolatilityConfig) | QuoteBasedVolatilityConfig | |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromXML(ore::data::XMLNode *node) override (defined in VolatilityCurveConfig) | VolatilityCurveConfig | virtual |
| fromXMLNode(ore::data::XMLNode *node) (defined in VolatilityConfig) | VolatilityConfig | |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| interpolation() const (defined in VolatilityCurveConfig) | VolatilityCurveConfig | |
| priority() const (defined in VolatilityConfig) | VolatilityConfig | |
| QuoteBasedVolatilityConfig(MarketDatum::QuoteType quoteType=MarketDatum::QuoteType::RATE_LNVOL, QuantLib::Exercise::Type exerciseType=QuantLib::Exercise::Type::European, std::string calendarStr=std::string(), QuantLib::Natural priority=0) | QuoteBasedVolatilityConfig | |
| quotes() const (defined in VolatilityCurveConfig) | VolatilityCurveConfig | |
| quoteType() const (defined in QuoteBasedVolatilityConfig) | QuoteBasedVolatilityConfig | |
| toBaseNode(ore::data::XMLDocument &doc, ore::data::XMLNode *node) (defined in QuoteBasedVolatilityConfig) | QuoteBasedVolatilityConfig | |
| toFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| toXML(ore::data::XMLDocument &doc) override (defined in VolatilityCurveConfig) | VolatilityCurveConfig | virtual |
| toXMLNode(XMLDocument &doc, XMLNode *node) (defined in VolatilityConfig) | VolatilityConfig | |
| toXMLString() | XMLSerializable | |
| VolatilityConfig(std::string calendarStr=std::string(), QuantLib::Natural priority=0) (defined in VolatilityConfig) | VolatilityConfig | |
| VolatilityCurveConfig(MarketDatum::QuoteType quoteType=MarketDatum::QuoteType::RATE_LNVOL, QuantLib::Exercise::Type exerciseType=QuantLib::Exercise::Type::European, bool enforceMontoneVariance=true, std::string calendarStr=std::string(), QuantLib::Natural priority=0) | VolatilityCurveConfig | |
| VolatilityCurveConfig(const std::vector< std::string > "es, const std::string &interpolation, const std::string &extrapolation, MarketDatum::QuoteType quoteType=MarketDatum::QuoteType::RATE_LNVOL, QuantLib::Exercise::Type exerciseType=QuantLib::Exercise::Type::European, bool enforceMontoneVariance=true, std::string calendarStr=std::string(), QuantLib::Natural priority=0) | VolatilityCurveConfig | |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |