Reference manual - version qle_version
This is the complete list of members for OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry >, including all inherited members.
| dayCounter() const (defined in OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry >) | OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry > | |
| expiries() const (defined in OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry >) | OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry > | |
| expiries_ (defined in OptionInterpolatorBase) | OptionInterpolatorBase | protected |
| getValue(QuantLib::Time t, QuantLib::Real strike) const override | OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry > | virtual |
| getValue(QuantLib::Date d, QuantLib::Real strike) const override (defined in OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry >) | OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry > | virtual |
| initialise(const std::vector< QuantLib::Date > &dates, const std::vector< QuantLib::Real > &strikes, const std::vector< QuantLib::Real > &values) | OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry > | |
| initialise(const std::vector< QuantLib::Period > &tenors, const std::vector< QuantLib::Real > &strikes, const std::vector< QuantLib::Real > &values, const QuantLib::Calendar &calendar, const QuantLib::BusinessDayConvention &bdc) (defined in OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry >) | OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry > | |
| interpolations_ (defined in OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry >) | OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry > | protected |
| operator=(const OptionInterpolator2d &)=delete (defined in OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry >) | OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry > | |
| OptionInterpolator2d(const QuantLib::Date &referenceDate, const QuantLib::DayCounter &dayCounter, bool lowerStrikeConstExtrap=true, bool upperStrikeConstExtrap=true, const InterpolatorStrike &interpolatorStrike=InterpolatorStrike(), const InterpolatorExpiry &interpolatorExpiry=InterpolatorExpiry(), const QuantLib::Date &baseDate=QuantLib::Date()) | OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry > | |
| OptionInterpolator2d(const QuantLib::Date &referenceDate, const QuantLib::DayCounter &dayCounter, const std::vector< QuantLib::Date > &dates, const std::vector< QuantLib::Real > &strikes, const std::vector< QuantLib::Real > &values, bool lowerStrikeConstExtrap=true, bool upperStrikeConstExtrap=true, const InterpolatorStrike &interpolatorStrike=InterpolatorStrike(), const InterpolatorExpiry &interpolatorExpiry=InterpolatorExpiry(), const QuantLib::Date &baseDate=QuantLib::Date()) | OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry > | |
| OptionInterpolator2d(const QuantLib::Date &referenceDate, const QuantLib::Calendar &calendar, const QuantLib::BusinessDayConvention &bdc, const QuantLib::DayCounter &dayCounter, const std::vector< QuantLib::Period > &tenors, const std::vector< QuantLib::Real > &strikes, const std::vector< QuantLib::Real > &values, bool lowerStrikeConstExtrap=true, bool upperStrikeConstExtrap=true, const InterpolatorStrike &interpolatorStrike=InterpolatorStrike(), const InterpolatorExpiry &interpolatorExpiry=InterpolatorExpiry(), const QuantLib::Date &baseDate=QuantLib::Date()) | OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry > | |
| OptionInterpolator2d(const OptionInterpolator2d &)=delete (defined in OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry >) | OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry > | |
| OptionInterpolatorBase(const QuantLib::Date &referenceDate) (defined in OptionInterpolatorBase) | OptionInterpolatorBase | explicit |
| referenceDate() const (defined in OptionInterpolatorBase) | OptionInterpolatorBase | |
| referenceDate_ (defined in OptionInterpolatorBase) | OptionInterpolatorBase | protected |
| strikes() const (defined in OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry >) | OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry > | |
| strikes_ (defined in OptionInterpolatorBase) | OptionInterpolatorBase | protected |
| times() const (defined in OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry >) | OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry > | |
| times_ (defined in OptionInterpolatorBase) | OptionInterpolatorBase | protected |
| values() const (defined in OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry >) | OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry > | |
| values_ (defined in OptionInterpolatorBase) | OptionInterpolatorBase | protected |
| ~OptionInterpolatorBase() (defined in OptionInterpolatorBase) | OptionInterpolatorBase | virtual |