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Reference manual - version qle_version
ApoFutureSurface Member List

This is the complete list of members for ApoFutureSurface, including all inherited members.

accept(QuantLib::AcyclicVisitor &v) override (defined in ApoFutureSurface)ApoFutureSurface
ApoFutureSurface(const QuantLib::Date &referenceDate, const std::vector< QuantLib::Real > &moneynessLevels, const boost::shared_ptr< CommodityIndex > &index, const QuantLib::Handle< PriceTermStructure > &pts, const QuantLib::Handle< QuantLib::YieldTermStructure > &yts, const boost::shared_ptr< FutureExpiryCalculator > &expCalc, const QuantLib::Handle< QuantLib::BlackVolTermStructure > &baseVts, const boost::shared_ptr< FutureExpiryCalculator > &baseExpCalc, QuantLib::Real beta=0.0, bool flatStrikeExtrapolation=true, const boost::optional< QuantLib::Period > &maxTenor=boost::none) (defined in ApoFutureSurface)ApoFutureSurface
blackVolImpl(QuantLib::Time t, QuantLib::Real strike) const override (defined in ApoFutureSurface)ApoFutureSurfaceprotected
maxDate() const override (defined in ApoFutureSurface)ApoFutureSurface
maxStrike() const override (defined in ApoFutureSurface)ApoFutureSurface
minStrike() const override (defined in ApoFutureSurface)ApoFutureSurface
performCalculations() const override (defined in ApoFutureSurface)ApoFutureSurface
update() override (defined in ApoFutureSurface)ApoFutureSurface
vts() const (defined in ApoFutureSurface)ApoFutureSurface