Logo
Reference manual - version qle_version
FxBsConstantParametrization Member List

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

currency() constParametrizationvirtual
direct(const Size i, const Real x) const overrideFxBsConstantParametrizationprotectedvirtual
FxBsConstantParametrization(const Currency &currency, const Handle< Quote > &fxSpotToday, const Real sigma, const boost::shared_ptr< QuantLib::Constraint > &sigmaConstraint=boost::make_shared< QuantLib::NoConstraint >())FxBsConstantParametrization
FxBsParametrization(const Currency &foreignCurrency, const Handle< Quote > &fxSpotToday)FxBsParametrization
fxSpotToday() const (defined in FxBsParametrization)FxBsParametrization
h2_ (defined in Parametrization)Parametrizationprotected
h_Parametrizationprotected
inverse(const Size i, const Real y) const override (defined in FxBsConstantParametrization)FxBsConstantParametrizationprotectedvirtual
name() constParametrization
numberOfParameters() const overrideFxBsParametrizationvirtual
parameter(const Size) const overrideFxBsConstantParametrizationvirtual
parameterTimes(const Size) constParametrizationvirtual
parameterValues(const Size) constParametrizationvirtual
Parametrization(const Currency &currency, const std::string &name="") (defined in Parametrization)Parametrization
sigma(const Time t) const overrideFxBsConstantParametrizationvirtual
stdDeviation(const Time t) const (defined in FxBsParametrization)FxBsParametrizationvirtual
tl(const Time t) const (defined in Parametrization)Parametrizationprotected
tl2(const Time t) const (defined in Parametrization)Parametrizationprotected
tm2(const Time t) const (defined in Parametrization)Parametrizationprotected
tr(const Time t) constParametrizationprotected
tr2(const Time t) const (defined in Parametrization)Parametrizationprotected
update() constParametrizationvirtual
variance(const Time t) const overrideFxBsConstantParametrizationvirtual
~Parametrization() (defined in Parametrization)Parametrizationvirtual