Reference manual - version qle_version
This is the complete list of members for ParametricVolatility, including all inherited members.
| convert(const Real inputQuote, const MarketQuoteType inputMarketQuoteType, const QuantLib::Real inputLognormalShift, const boost::optional< QuantLib::Option::Type > inputOptionType, const QuantLib::Real timeToExpiry, const QuantLib::Real strike, const QuantLib::Real forward, const MarketQuoteType outputMarketQuoteType, const QuantLib::Real outputLognormalShift, const boost::optional< QuantLib::Option::Type > outputOptionType=boost::none) const (defined in ParametricVolatility) | ParametricVolatility | |
| discountCurve_ (defined in ParametricVolatility) | ParametricVolatility | protected |
| evaluate(const QuantLib::Real timeToExpiry, const QuantLib::Real underlyingLength, const QuantLib::Real strike, const QuantLib::Real forward, const MarketQuoteType outputMarketQuoteType, const QuantLib::Real outputLognormalShift=QuantLib::Null< QuantLib::Real >(), const boost::optional< QuantLib::Option::Type > outputOptionType=boost::none) const =0 (defined in ParametricVolatility) | ParametricVolatility | pure virtual |
| inputMarketQuoteType_ (defined in ParametricVolatility) | ParametricVolatility | protected |
| MarketModelType enum name (defined in ParametricVolatility) | ParametricVolatility | |
| marketModelType_ (defined in ParametricVolatility) | ParametricVolatility | protected |
| MarketQuoteType enum name (defined in ParametricVolatility) | ParametricVolatility | |
| marketSmiles_ (defined in ParametricVolatility) | ParametricVolatility | protected |
| ParametricVolatility(const std::vector< MarketSmile > marketSmiles, const MarketModelType marketModelType, const MarketQuoteType inputMarketQuoteType, const QuantLib::Handle< QuantLib::YieldTermStructure > discountCurve) (defined in ParametricVolatility) | ParametricVolatility | |
| ~ParametricVolatility() (defined in ParametricVolatility) | ParametricVolatility | virtual |