Reference manual - version qle_version
This is the complete list of members for FxBlackVannaVolgaVolatilitySurface, including all inherited members.
| accept(AcyclicVisitor &) override (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | virtual |
| atmCurve_ (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protected |
| atmType_ (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protected |
| bf_ (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protected |
| bfCurve_ (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protected |
| blackVolImpl(Time t, Real strike) const override (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protectedvirtual |
| blackVolSmile(Time t) const | FxBlackVolatilitySurface | |
| blackVolSmileImpl(Real spot, Real rd, Real rf, Time t, Volatility atm, Volatility rr, Volatility bf) const override | FxBlackVannaVolgaVolatilitySurface | protectedvirtual |
| dayCounter() const override (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | |
| dayCounter_ (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protected |
| delta_ (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protected |
| deltaType_ (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protected |
| domesticTS_ (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protected |
| firstApprox_ (defined in FxBlackVannaVolgaVolatilitySurface) | FxBlackVannaVolgaVolatilitySurface | protected |
| foreignTS_ (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protected |
| FxBlackVannaVolgaVolatilitySurface(const Date &refDate, const std::vector< Date > &dates, const std::vector< Volatility > &atmVols, const std::vector< Volatility > &rr, const std::vector< Volatility > &bf, const DayCounter &dc, const Calendar &cal, const Handle< Quote > &fx, const Handle< YieldTermStructure > &dom, const Handle< YieldTermStructure > &fore, bool requireMonotoneVariance=true, const bool firstApprox=false, const DeltaVolQuote::AtmType atmType=DeltaVolQuote::AtmType::AtmDeltaNeutral, const DeltaVolQuote::DeltaType deltaType=DeltaVolQuote::DeltaType::Spot, const Real delta=0.25, const Period &switchTenor=0 *Days, const DeltaVolQuote::AtmType longTermAtmType=DeltaVolQuote::AtmType::AtmDeltaNeutral, const DeltaVolQuote::DeltaType longTermDeltaType=DeltaVolQuote::DeltaType::Spot) (defined in FxBlackVannaVolgaVolatilitySurface) | FxBlackVannaVolgaVolatilitySurface | |
| FxBlackVolatilitySurface(const Date &referenceDate, const std::vector< Date > &dates, const std::vector< Volatility > &atmVols, const std::vector< Volatility > &rr, const std::vector< Volatility > &bf, const DayCounter &dayCounter, const Calendar &cal, const Handle< Quote > &fxSpot, const Handle< YieldTermStructure > &domesticTS, const Handle< YieldTermStructure > &foreignTS, bool requireMonotoneVariance=true, const DeltaVolQuote::AtmType atmType=DeltaVolQuote::AtmType::AtmDeltaNeutral, const DeltaVolQuote::DeltaType deltaType=DeltaVolQuote::DeltaType::Spot, const Real delta=0.25, const Period &switchTenor=0 *Days, const DeltaVolQuote::AtmType longTermAtmType=DeltaVolQuote::AtmType::AtmDeltaNeutral, const DeltaVolQuote::DeltaType longTermDeltaType=DeltaVolQuote::DeltaType::Spot) (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | |
| fxSpot_ (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protected |
| longTermAtmType_ (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protected |
| longTermDeltaType_ (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protected |
| maxDate() const override (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | |
| maxDate_ (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protected |
| maxStrike() const override (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | |
| minStrike() const override (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | |
| rr_ (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protected |
| rrCurve_ (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protected |
| switchTenor_ (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protected |
| times_ (defined in FxBlackVolatilitySurface) | FxBlackVolatilitySurface | protected |