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Reference manual - version qle_version
BlackVolatilitySurfaceDelta Member List

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

accept(AcyclicVisitor &) override (defined in BlackVolatilitySurfaceDelta)BlackVolatilitySurfaceDeltavirtual
BlackVolatilitySurfaceDelta(Date referenceDate, const std::vector< Date > &dates, const std::vector< Real > &putDeltas, const std::vector< Real > &callDeltas, bool hasAtm, const Matrix &blackVolMatrix, const DayCounter &dayCounter, const Calendar &cal, const Handle< Quote > &spot, const Handle< YieldTermStructure > &domesticTS, const Handle< YieldTermStructure > &foreignTS, DeltaVolQuote::DeltaType dt=DeltaVolQuote::DeltaType::Spot, DeltaVolQuote::AtmType at=DeltaVolQuote::AtmType::AtmDeltaNeutral, boost::optional< QuantLib::DeltaVolQuote::DeltaType > atmDeltaType=boost::none, const Period &switchTenor=0 *Days, DeltaVolQuote::DeltaType ltdt=DeltaVolQuote::DeltaType::Fwd, DeltaVolQuote::AtmType ltat=DeltaVolQuote::AtmType::AtmDeltaNeutral, boost::optional< QuantLib::DeltaVolQuote::DeltaType > longTermAtmDeltaType=boost::none, InterpolatedSmileSection::InterpolationMethod interpolationMethod=InterpolatedSmileSection::InterpolationMethod::Linear, bool flatExtrapolation=true) (defined in BlackVolatilitySurfaceDelta)BlackVolatilitySurfaceDelta
blackVolImpl(Time t, Real strike) const override (defined in BlackVolatilitySurfaceDelta)BlackVolatilitySurfaceDeltaprotectedvirtual
blackVolSmile(Time t) constBlackVolatilitySurfaceDelta
blackVolSmile(const QuantLib::Date &d) const (defined in BlackVolatilitySurfaceDelta)BlackVolatilitySurfaceDelta
dates() const (defined in BlackVolatilitySurfaceDelta)BlackVolatilitySurfaceDelta
maxDate() const override (defined in BlackVolatilitySurfaceDelta)BlackVolatilitySurfaceDelta
maxStrike() const override (defined in BlackVolatilitySurfaceDelta)BlackVolatilitySurfaceDelta
minStrike() const override (defined in BlackVolatilitySurfaceDelta)BlackVolatilitySurfaceDelta