Reference manual - version ored_version
This is the complete list of members for VolatilityStrikeSurfaceConfig, including all inherited members.
| addNodes(ore::data::XMLDocument &doc, ore::data::XMLNode *node) const | VolatilitySurfaceConfig | protected |
| calendar() const (defined in VolatilityConfig) | VolatilityConfig | |
| exerciseType() const (defined in QuoteBasedVolatilityConfig) | QuoteBasedVolatilityConfig | |
| expiries() const (defined in VolatilityStrikeSurfaceConfig) | VolatilityStrikeSurfaceConfig | |
| extrapolation() const (defined in VolatilitySurfaceConfig) | VolatilitySurfaceConfig | |
| fromBaseNode(ore::data::XMLNode *node) (defined in QuoteBasedVolatilityConfig) | QuoteBasedVolatilityConfig | |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromNode(ore::data::XMLNode *node) | VolatilitySurfaceConfig | protected |
| fromXML(ore::data::XMLNode *node) override (defined in VolatilityStrikeSurfaceConfig) | VolatilityStrikeSurfaceConfig | virtual |
| fromXMLNode(ore::data::XMLNode *node) (defined in VolatilityConfig) | VolatilityConfig | |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| 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 override | VolatilityStrikeSurfaceConfig | virtual |
| quoteType() const (defined in QuoteBasedVolatilityConfig) | QuoteBasedVolatilityConfig | |
| strikeExtrapolation() const (defined in VolatilitySurfaceConfig) | VolatilitySurfaceConfig | |
| strikeInterpolation() const (defined in VolatilitySurfaceConfig) | VolatilitySurfaceConfig | |
| strikes() const (defined in VolatilityStrikeSurfaceConfig) | VolatilityStrikeSurfaceConfig | |
| timeExtrapolation() const (defined in VolatilitySurfaceConfig) | VolatilitySurfaceConfig | |
| timeInterpolation() const (defined in VolatilitySurfaceConfig) | VolatilitySurfaceConfig | |
| 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 VolatilityStrikeSurfaceConfig) | VolatilityStrikeSurfaceConfig | 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 | |
| VolatilityStrikeSurfaceConfig(MarketDatum::QuoteType quoteType=MarketDatum::QuoteType::RATE_LNVOL, QuantLib::Exercise::Type exerciseType=QuantLib::Exercise::Type::European, std::string calendarStr=std::string(), QuantLib::Natural priority=0) | VolatilityStrikeSurfaceConfig | |
| VolatilityStrikeSurfaceConfig(const std::vector< std::string > &strikes, const std::vector< std::string > &expiries, const std::string &timeInterpolation, const std::string &strikeInterpolation, bool extrapolation, const std::string &timeExtrapolation, const std::string &strikeExtrapolation, MarketDatum::QuoteType quoteType=MarketDatum::QuoteType::RATE_LNVOL, QuantLib::Exercise::Type exerciseType=QuantLib::Exercise::Type::European, std::string calendarStr=std::string(), QuantLib::Natural priority=0) | VolatilityStrikeSurfaceConfig | |
| VolatilitySurfaceConfig(MarketDatum::QuoteType quoteType=MarketDatum::QuoteType::RATE_LNVOL, QuantLib::Exercise::Type exerciseType=QuantLib::Exercise::Type::European, std::string calendarStr=std::string(), QuantLib::Natural priority=0) | VolatilitySurfaceConfig | |
| VolatilitySurfaceConfig(const std::string &timeInterpolation, const std::string &strikeInterpolation, bool extrapolation, const std::string &timeExtrapolation, const std::string &strikeExtrapolation, MarketDatum::QuoteType quoteType=MarketDatum::QuoteType::RATE_LNVOL, QuantLib::Exercise::Type exerciseType=QuantLib::Exercise::Type::European, std::string calendarStr=std::string(), QuantLib::Natural priority=0) | VolatilitySurfaceConfig | |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |