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Reference manual - version qle_version
EquityOptionSurfaceStripper Member List

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

calendar_ (defined in OptionSurfaceStripper)OptionSurfaceStripperprotected
callSurface_ (defined in OptionSurfaceStripper)OptionSurfaceStripperprotected
dayCounter_ (defined in OptionSurfaceStripper)OptionSurfaceStripperprotected
EquityOptionSurfaceStripper(const QuantLib::Handle< QuantExt::EquityIndex2 > &equityIndex, 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 EquityOptionSurfaceStripper)EquityOptionSurfaceStripper
forward(const QuantLib::Date &date) const overrideEquityOptionSurfaceStripperprotectedvirtual
lowerStrikeConstExtrap_ (defined in OptionSurfaceStripper)OptionSurfaceStripperprotected
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)OptionSurfaceStripperprotected
process(const boost::shared_ptr< QuantLib::SimpleQuote > &volatilityQuote) const overrideEquityOptionSurfaceStripperprotectedvirtual
putSurface_ (defined in OptionSurfaceStripper)OptionSurfaceStripperprotected
timeFlatExtrapolation_ (defined in OptionSurfaceStripper)OptionSurfaceStripperprotected
type_ (defined in OptionSurfaceStripper)OptionSurfaceStripperprotected
upperStrikeConstExtrap_ (defined in OptionSurfaceStripper)OptionSurfaceStripperprotected
volSurface()OptionSurfaceStripper