Reference manual - version qle_version
This is the complete list of members for SabrStrippedOptionletAdapter< TimeInterpolator >, including all inherited members.
| deepUpdate() override (defined in SabrStrippedOptionletAdapter< TimeInterpolator >) | SabrStrippedOptionletAdapter< TimeInterpolator > | |
| displacement() const override (defined in SabrStrippedOptionletAdapter< TimeInterpolator >) | SabrStrippedOptionletAdapter< TimeInterpolator > | |
| maxDate() const override (defined in SabrStrippedOptionletAdapter< TimeInterpolator >) | SabrStrippedOptionletAdapter< TimeInterpolator > | |
| maxStrike() const override (defined in SabrStrippedOptionletAdapter< TimeInterpolator >) | SabrStrippedOptionletAdapter< TimeInterpolator > | |
| minStrike() const override (defined in SabrStrippedOptionletAdapter< TimeInterpolator >) | SabrStrippedOptionletAdapter< TimeInterpolator > | |
| optionletBase() const (defined in SabrStrippedOptionletAdapter< TimeInterpolator >) | SabrStrippedOptionletAdapter< TimeInterpolator > | |
| parametricVolatility() const (defined in SabrStrippedOptionletAdapter< TimeInterpolator >) | SabrStrippedOptionletAdapter< TimeInterpolator > | |
| performCalculations() const override (defined in SabrStrippedOptionletAdapter< TimeInterpolator >) | SabrStrippedOptionletAdapter< TimeInterpolator > | |
| SabrStrippedOptionletAdapter(const QuantLib::ext::shared_ptr< QuantLib::StrippedOptionletBase > &sob, const QuantExt::SabrParametricVolatility::ModelVariant modelVariant, const TimeInterpolator &ti=TimeInterpolator(), const boost::optional< QuantLib::VolatilityType > outputVolatilityType=boost::none, const std::vector< std::vector< std::pair< Real, bool >>> &initialModelParameters={}, const QuantLib::Size maxCalibrationAttempts=10, const QuantLib::Real exitEarlyErrorThreshold=0.005, const QuantLib::Real maxAcceptableError=0.05) | SabrStrippedOptionletAdapter< TimeInterpolator > | |
| SabrStrippedOptionletAdapter(const QuantLib::Date &referenceDate, const QuantLib::ext::shared_ptr< QuantLib::StrippedOptionletBase > &sob, const QuantExt::SabrParametricVolatility::ModelVariant modelVariant, const TimeInterpolator &ti=TimeInterpolator(), const boost::optional< QuantLib::VolatilityType > outputVolatilityType=boost::none, const std::vector< std::vector< std::pair< Real, bool >>> &initialModelParameters={}, const QuantLib::Size maxCalibrationAttempts=10, const QuantLib::Real exitEarlyErrorThreshold=0.005, const QuantLib::Real maxAcceptableError=0.05) | SabrStrippedOptionletAdapter< TimeInterpolator > | |
| smileSectionImpl(QuantLib::Time optionTime) const override (defined in SabrStrippedOptionletAdapter< TimeInterpolator >) | SabrStrippedOptionletAdapter< TimeInterpolator > | protected |
| update() override (defined in SabrStrippedOptionletAdapter< TimeInterpolator >) | SabrStrippedOptionletAdapter< TimeInterpolator > | |
| volatilityImpl(QuantLib::Time length, QuantLib::Rate strike) const override (defined in SabrStrippedOptionletAdapter< TimeInterpolator >) | SabrStrippedOptionletAdapter< TimeInterpolator > | protected |
| volatilityType() const override (defined in SabrStrippedOptionletAdapter< TimeInterpolator >) | SabrStrippedOptionletAdapter< TimeInterpolator > |