Reference manual - version qle_version
This is the complete list of members for FdmQuantoHelper, including all inherited members.
| FdmQuantoHelper(const ext::shared_ptr< YieldTermStructure > &rTS, const ext::shared_ptr< YieldTermStructure > &fTS, const ext::shared_ptr< BlackVolTermStructure > &fxVolTS, const Real equityFxCorrelation, const Real fxStrike, Real initialFxSpot=Null< Real >(), const bool discounting=true, const bool ensureNonNegativeForwardVariance=false) (defined in FdmQuantoHelper) | FdmQuantoHelper | |
| quantoAdjustment(Volatility equityVol, Time t1, Time t2) const (defined in FdmQuantoHelper) | FdmQuantoHelper | |
| quantoAdjustment(const Array &equityVol, Time t1, Time t2) const (defined in FdmQuantoHelper) | FdmQuantoHelper |