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Reference manual - version qle_version
FxBsPiecewiseConstantParametrization Member List

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

currency() constParametrizationvirtual
direct(const Size i, const Real x) const overrideFxBsPiecewiseConstantParametrizationprotectedvirtual
direct(const Real x) const (defined in PiecewiseConstantHelper1)PiecewiseConstantHelper1private
FxBsParametrization(const Currency &foreignCurrency, const Handle< Quote > &fxSpotToday)FxBsParametrization
FxBsPiecewiseConstantParametrization(const Currency &currency, const Handle< Quote > &fxSpotToday, const Array &times, const Array &sigma, const boost::shared_ptr< QuantLib::Constraint > &sigmaConstraint=boost::make_shared< QuantLib::NoConstraint >())FxBsPiecewiseConstantParametrization
FxBsPiecewiseConstantParametrization(const Currency &currency, const Handle< Quote > &fxSpotToday, const std::vector< Date > &dates, const Array &sigma, const Handle< YieldTermStructure > &domesticTermStructure, const boost::shared_ptr< QuantLib::Constraint > &sigmaConstraint=boost::make_shared< QuantLib::NoConstraint >())FxBsPiecewiseConstantParametrization
fxSpotToday() const (defined in FxBsParametrization)FxBsParametrization
h2_ (defined in Parametrization)Parametrizationprotected
h_Parametrizationprotected
inverse(const Size i, const Real y) const override (defined in FxBsPiecewiseConstantParametrization)FxBsPiecewiseConstantParametrizationprotectedvirtual
inverse(const Real y) const (defined in PiecewiseConstantHelper1)PiecewiseConstantHelper1private
name() constParametrization
numberOfParameters() const overrideFxBsParametrizationvirtual
parameter(const Size) const overrideFxBsPiecewiseConstantParametrizationvirtual
parameterTimes(const Size) const overrideFxBsPiecewiseConstantParametrizationvirtual
parameterValues(const Size) constParametrizationvirtual
Parametrization(const Currency &currency, const std::string &name="") (defined in Parametrization)Parametrization
sigma(const Time t) const overrideFxBsPiecewiseConstantParametrizationvirtual
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() const overrideFxBsPiecewiseConstantParametrizationvirtual
variance(const Time t) const overrideFxBsPiecewiseConstantParametrizationvirtual
~Parametrization() (defined in Parametrization)Parametrizationvirtual