Reference manual - version qle_version
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 |