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Reference manual - version qle_version
FlatCorrelation Member List

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

checkRange(Time t, Real strike, bool extrapolate) constCorrelationTermStructureprotectedvirtual
correlation(Time t, Real strike=Null< Real >(), bool extrapolate=false) const (defined in CorrelationTermStructure)CorrelationTermStructure
correlation(const Date &d, Real strike=Null< Real >(), bool extrapolate=false) const (defined in CorrelationTermStructure)CorrelationTermStructure
CorrelationTermStructure(const DayCounter &dc=DayCounter()) (defined in CorrelationTermStructure)CorrelationTermStructure
CorrelationTermStructure(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter()) (defined in CorrelationTermStructure)CorrelationTermStructure
CorrelationTermStructure(Natural settlementDays, const Calendar &cal, const DayCounter &dc=DayCounter()) (defined in CorrelationTermStructure)CorrelationTermStructure
FlatCorrelation(const Date &referenceDate, const Handle< Quote > &correlation, const DayCounter &) (defined in FlatCorrelation)FlatCorrelation
FlatCorrelation(const Date &referenceDate, Real correlation, const DayCounter &) (defined in FlatCorrelation)FlatCorrelation
FlatCorrelation(Natural settlementDays, const Calendar &calendar, const Handle< Quote > &correlation, const DayCounter &) (defined in FlatCorrelation)FlatCorrelation
FlatCorrelation(Natural settlementDays, const Calendar &calendar, Real correlation, const DayCounter &) (defined in FlatCorrelation)FlatCorrelation
maxDate() const override (defined in FlatCorrelation)FlatCorrelation
maxTime() const override (defined in FlatCorrelation)FlatCorrelation
minTime() constCorrelationTermStructurevirtual
quote() const (defined in FlatCorrelation)FlatCorrelation