Reference manual - version qle_version
This is the complete list of members for SpreadedSwaptionVolatility, including all inherited members.
| baseVol() (defined in SpreadedSwaptionVolatility) | SpreadedSwaptionVolatility | |
| calendar() const override (defined in SpreadedSwaptionVolatility) | SpreadedSwaptionVolatility | |
| dayCounter() const override (defined in SpreadedSwaptionVolatility) | SpreadedSwaptionVolatility | |
| deepUpdate() override (defined in SpreadedSwaptionVolatility) | SpreadedSwaptionVolatility | |
| maxDate() const override (defined in SpreadedSwaptionVolatility) | SpreadedSwaptionVolatility | |
| maxStrike() const override (defined in SpreadedSwaptionVolatility) | SpreadedSwaptionVolatility | |
| maxSwapTenor() const override (defined in SpreadedSwaptionVolatility) | SpreadedSwaptionVolatility | |
| maxTime() const override (defined in SpreadedSwaptionVolatility) | SpreadedSwaptionVolatility | |
| minStrike() const override (defined in SpreadedSwaptionVolatility) | SpreadedSwaptionVolatility | |
| referenceDate() const override (defined in SpreadedSwaptionVolatility) | SpreadedSwaptionVolatility | |
| settlementDays() const override (defined in SpreadedSwaptionVolatility) | SpreadedSwaptionVolatility | |
| SpreadedSwaptionVolatility(const Handle< SwaptionVolatilityStructure > &base, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const std::vector< Real > &strikeSpreads, const std::vector< std::vector< Handle< Quote >>> &volSpreads, const QuantLib::ext::shared_ptr< SwapIndex > &baseSwapIndexBase=nullptr, const QuantLib::ext::shared_ptr< SwapIndex > &baseShortSwapIndexBase=nullptr, const QuantLib::ext::shared_ptr< SwapIndex > &simulatedSwapIndexBase=nullptr, const QuantLib::ext::shared_ptr< SwapIndex > &simulatedShortSwapIndexBase=nullptr, const bool stickyAbsMoney=false) (defined in SpreadedSwaptionVolatility) | SpreadedSwaptionVolatility | |
| volatilityType() const override (defined in SpreadedSwaptionVolatility) | SpreadedSwaptionVolatility |