Logo
Reference manual - version qle_version
BlackSwaptionEngineDeltaGamma Member List

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

BlackStyleSwaptionEngineDeltaGamma(const Handle< YieldTermStructure > &discountCurve, Volatility vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0, const std::vector< Time > &bucketTimesDeltaGamma=std::vector< Time >(), const std::vector< Time > &bucketTimesVegaOpt=std::vector< Time >(), const std::vector< Time > &bucketTimesVegaUnd=std::vector< Time >(), const bool computeDeltaVega=false, const bool computeGamma=false, const bool linearInZero=true) (defined in BlackStyleSwaptionEngineDeltaGamma< detail::Black76Spec >)BlackStyleSwaptionEngineDeltaGamma< detail::Black76Spec >
BlackStyleSwaptionEngineDeltaGamma(const Handle< YieldTermStructure > &discountCurve, const Handle< Quote > &vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0, const std::vector< Time > &bucketTimesDeltaGamma=std::vector< Time >(), const std::vector< Time > &bucketTimesVegaOpt=std::vector< Time >(), const std::vector< Time > &bucketTimesVegaUnd=std::vector< Time >(), const bool computeDeltaVega=false, const bool computeGamma=false, const bool linearInZero=true) (defined in BlackStyleSwaptionEngineDeltaGamma< detail::Black76Spec >)BlackStyleSwaptionEngineDeltaGamma< detail::Black76Spec >
BlackStyleSwaptionEngineDeltaGamma(const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &vol, const std::vector< Time > &bucketTimesDeltaGamma=std::vector< Time >(), const std::vector< Time > &bucketTimesVegaOpt=std::vector< Time >(), const std::vector< Time > &bucketTimesVegaUnd=std::vector< Time >(), const bool computeDeltaVega=false, const bool computeGamma=false, const bool linearInZero=true) (defined in BlackStyleSwaptionEngineDeltaGamma< detail::Black76Spec >)BlackStyleSwaptionEngineDeltaGamma< detail::Black76Spec >
BlackSwaptionEngineDeltaGamma(const Handle< YieldTermStructure > &discountCurve, Volatility vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0, const std::vector< Time > &bucketTimesDeltaGamma=std::vector< Time >(), const std::vector< Time > &bucketTimesVegaOpt=std::vector< Time >(), const std::vector< Time > &bucketTimesVegaUnd=std::vector< Time >(), const bool computeDeltaVega=false, const bool computeGamma=false, const bool linearInZero=true) (defined in BlackSwaptionEngineDeltaGamma)BlackSwaptionEngineDeltaGamma
BlackSwaptionEngineDeltaGamma(const Handle< YieldTermStructure > &discountCurve, const Handle< Quote > &vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0, const std::vector< Time > &bucketTimesDeltaGamma=std::vector< Time >(), const std::vector< Time > &bucketTimesVegaOpt=std::vector< Time >(), const std::vector< Time > &bucketTimesVegaUnd=std::vector< Time >(), const bool computeDeltaVega=false, const bool computeGamma=false, const bool linearInZero=true) (defined in BlackSwaptionEngineDeltaGamma)BlackSwaptionEngineDeltaGamma
BlackSwaptionEngineDeltaGamma(const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &vol, const std::vector< Time > &bucketTimesDeltaGamma=std::vector< Time >(), const std::vector< Time > &bucketTimesVegaOpt=std::vector< Time >(), const std::vector< Time > &bucketTimesVegaUnd=std::vector< Time >(), const bool computeDeltaVega=false, const bool computeGamma=false, const bool linearInZero=true) (defined in BlackSwaptionEngineDeltaGamma)BlackSwaptionEngineDeltaGamma
calculate() const override (defined in BlackStyleSwaptionEngineDeltaGamma< detail::Black76Spec >)BlackStyleSwaptionEngineDeltaGamma< detail::Black76Spec >
termStructure() (defined in BlackStyleSwaptionEngineDeltaGamma< detail::Black76Spec >)BlackStyleSwaptionEngineDeltaGamma< detail::Black76Spec >
volatility() (defined in BlackStyleSwaptionEngineDeltaGamma< detail::Black76Spec >)BlackStyleSwaptionEngineDeltaGamma< detail::Black76Spec >