This is the complete list of members for CommodityOptionSurfaceStripper, including all inherited members.
calendar_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
callSurface_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
CommodityOptionSurfaceStripper(const QuantLib::Handle< QuantExt::PriceTermStructure > &priceCurve, const QuantLib::Handle< QuantLib::YieldTermStructure > &discountCurve, const boost::shared_ptr< OptionInterpolatorBase > &callSurface, const boost::shared_ptr< OptionInterpolatorBase > &putSurface, const QuantLib::Calendar &calendar, const QuantLib::DayCounter &dayCounter, QuantLib::Exercise::Type type=QuantLib::Exercise::European, bool lowerStrikeConstExtrap=true, bool upperStrikeConstExtrap=true, bool timeFlatExtrapolation=false, bool preferOutOfTheMoney=false, Solver1DOptions solverOptions={}) (defined in CommodityOptionSurfaceStripper) | CommodityOptionSurfaceStripper | |
dayCounter_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
forward(const QuantLib::Date &date) const override | CommodityOptionSurfaceStripper | protectedvirtual |
lowerStrikeConstExtrap_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
OptionSurfaceStripper(const boost::shared_ptr< OptionInterpolatorBase > &callSurface, const boost::shared_ptr< OptionInterpolatorBase > &putSurface, const QuantLib::Calendar &calendar, const QuantLib::DayCounter &dayCounter, QuantLib::Exercise::Type type=QuantLib::Exercise::European, bool lowerStrikeConstExtrap=true, bool upperStrikeConstExtrap=true, bool timeFlatExtrapolation=false, bool preferOutOfTheMoney=false, Solver1DOptions solverOptions={}) (defined in OptionSurfaceStripper) | OptionSurfaceStripper | |
performCalculations() const override (defined in OptionSurfaceStripper) | OptionSurfaceStripper | |
preferOutOfTheMoney_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
process(const boost::shared_ptr< QuantLib::SimpleQuote > &volatilityQuote) const override | CommodityOptionSurfaceStripper | protectedvirtual |
putSurface_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
timeFlatExtrapolation_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
type_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
upperStrikeConstExtrap_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
volSurface() | OptionSurfaceStripper |