This is the complete list of members for SpreadedCreditVolCurve, including all inherited members.
atmStrike(const QuantLib::Date &expiry, const QuantLib::Period &term) const (defined in CreditVolCurve) | CreditVolCurve | |
atmStrike(const QuantLib::Date &expiry, const QuantLib::Real underlyingLength) const (defined in CreditVolCurve) | CreditVolCurve | |
atmStrikeCache_ (defined in CreditVolCurve) | CreditVolCurve | mutableprotected |
CreditVolCurve(QuantLib::BusinessDayConvention bdc, const QuantLib::DayCounter &dc, const std::vector< QuantLib::Period > &terms, const std::vector< QuantLib::Handle< CreditCurve >> &termCurves, const Type &type) (defined in CreditVolCurve) | CreditVolCurve | |
CreditVolCurve(const QuantLib::Natural settlementDays, const QuantLib::Calendar &cal, QuantLib::BusinessDayConvention bdc, const QuantLib::DayCounter &dc, const std::vector< QuantLib::Period > &terms, const std::vector< QuantLib::Handle< CreditCurve >> &termCurves, const Type &type) (defined in CreditVolCurve) | CreditVolCurve | |
CreditVolCurve(const QuantLib::Date &referenceDate, const QuantLib::Calendar &cal, QuantLib::BusinessDayConvention bdc, const QuantLib::DayCounter &dc, const std::vector< QuantLib::Period > &terms, const std::vector< QuantLib::Handle< CreditCurve >> &termCurves, const Type &type) (defined in CreditVolCurve) | CreditVolCurve | |
init() (defined in CreditVolCurve) | CreditVolCurve | protected |
maxDate() const override (defined in CreditVolCurve) | CreditVolCurve | |
maxStrike() const override (defined in CreditVolCurve) | CreditVolCurve | |
minStrike() const override (defined in CreditVolCurve) | CreditVolCurve | |
moneyness(const QuantLib::Real strike, const QuantLib::Real atmStrike) const (defined in CreditVolCurve) | CreditVolCurve | protected |
referenceDate() const override (defined in SpreadedCreditVolCurve) | SpreadedCreditVolCurve | |
SpreadedCreditVolCurve(const QuantLib::Handle< CreditVolCurve > baseCurve, const std::vector< QuantLib::Date > expiries, const std::vector< QuantLib::Handle< QuantLib::Quote >> spreads, const bool stickyMoneyness, const std::vector< QuantLib::Period > &terms={}, const std::vector< QuantLib::Handle< CreditCurve >> &termCurves={}) (defined in SpreadedCreditVolCurve) | SpreadedCreditVolCurve | |
strike(const QuantLib::Real moneyness, const QuantLib::Real atmStrike) const (defined in CreditVolCurve) | CreditVolCurve | protected |
termCurves() const (defined in CreditVolCurve) | CreditVolCurve | virtual |
termCurves_ (defined in CreditVolCurve) | CreditVolCurve | protected |
terms() const (defined in CreditVolCurve) | CreditVolCurve | virtual |
terms_ (defined in CreditVolCurve) | CreditVolCurve | protected |
Type enum name (defined in CreditVolCurve) | CreditVolCurve | |
type() const (defined in CreditVolCurve) | CreditVolCurve | |
type_ (defined in CreditVolCurve) | CreditVolCurve | protected |
update() override (defined in CreditVolCurve) | CreditVolCurve | protected |
volatility(const QuantLib::Date &exerciseDate, const QuantLib::Real underlyingLength, const QuantLib::Real strike, const Type &targetType) const override (defined in SpreadedCreditVolCurve) | SpreadedCreditVolCurve | virtual |
volatility(const QuantLib::Date &exerciseDate, const QuantLib::Period &underlyingTerm, const QuantLib::Real strike, const Type &targetType) const (defined in CreditVolCurve) | CreditVolCurve | |
volatility(const QuantLib::Real exerciseTime, const QuantLib::Real underlyingLength, const QuantLib::Real strike, const Type &targetType) const (defined in CreditVolCurve) | CreditVolCurve |