Reference manual - version qle_version
This is the complete list of members for BlackVolatilitySurfaceBFRR, including all inherited members.
| atmQuotes() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| atmType() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| bfQuotes() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| BlackVolatilitySurfaceBFRR(Date referenceDate, const std::vector< Date > &dates, const std::vector< Real > &deltas, const std::vector< std::vector< Real >> &bfQuotes, const std::vector< std::vector< Real >> &rrQuotes, const std::vector< Real > &atmQuotes, const DayCounter &dayCounter, const Calendar &calendar, const Handle< Quote > &spot, const Size spotDays, const Calendar spotCalendar, const Handle< YieldTermStructure > &domesticTS, const Handle< YieldTermStructure > &foreignTS, const DeltaVolQuote::DeltaType dt=DeltaVolQuote::DeltaType::Spot, const DeltaVolQuote::AtmType at=DeltaVolQuote::AtmType::AtmDeltaNeutral, const Period &switchTenor=2 *Years, const DeltaVolQuote::DeltaType ltdt=DeltaVolQuote::DeltaType::Fwd, const DeltaVolQuote::AtmType ltat=DeltaVolQuote::AtmType::AtmDeltaNeutral, const Option::Type riskReversalInFavorOf=Option::Call, const bool butterflyIsBrokerStyle=true, const SmileInterpolation smileInterpolation=SmileInterpolation::Cubic) (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| butterflyIsBrokerStyle() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| currentDeltas() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| dates() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| deltas() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| deltaType() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| domesticTS() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| foreignTS() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| longTermAtmType() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| longTermDeltaType() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| maxDate() const override (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| maxStrike() const override (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| minStrike() const override (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| riskReversalInFavorOf() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| rrQuotes() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| smileErrorMessage() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| smileHasError() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| SmileInterpolation enum name (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| smileInterpolation() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| spot() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR | |
| switchTenor() const (defined in BlackVolatilitySurfaceBFRR) | BlackVolatilitySurfaceBFRR |