Reference manual - version qle_version
This is the complete list of members for VannaVolgaSmileSection, including all inherited members.
| domesticDiscount() const (defined in FxSmileSection) | FxSmileSection | |
| foreignDiscount() const (defined in FxSmileSection) | FxSmileSection | |
| FxSmileSection() (defined in FxSmileSection) | FxSmileSection | |
| FxSmileSection(Real spot, Real rd, Real rf, Time t) (defined in FxSmileSection) | FxSmileSection | |
| k_atm() const | VannaVolgaSmileSection | |
| k_c() const (defined in VannaVolgaSmileSection) | VannaVolgaSmileSection | |
| k_p() const (defined in VannaVolgaSmileSection) | VannaVolgaSmileSection | |
| rd_ (defined in FxSmileSection) | FxSmileSection | protected |
| rf_ (defined in FxSmileSection) | FxSmileSection | protected |
| spot_ (defined in FxSmileSection) | FxSmileSection | protected |
| t_ (defined in FxSmileSection) | FxSmileSection | protected |
| VannaVolgaSmileSection(Real spot, Real rd, Real rf, Time t, Volatility atmVol, Volatility rr, Volatility bf, bool firstApprox=false, const DeltaVolQuote::AtmType &atmType=DeltaVolQuote::AtmType::AtmDeltaNeutral, const DeltaVolQuote::DeltaType &deltaType=DeltaVolQuote::DeltaType::Spot, const Real delta=0.25) (defined in VannaVolgaSmileSection) | VannaVolgaSmileSection | |
| vol_atm() const (defined in VannaVolgaSmileSection) | VannaVolgaSmileSection | |
| vol_c() const (defined in VannaVolgaSmileSection) | VannaVolgaSmileSection | |
| vol_p() const (defined in VannaVolgaSmileSection) | VannaVolgaSmileSection | |
| volatility(Real strike) const override (defined in VannaVolgaSmileSection) | VannaVolgaSmileSection | virtual |
| ~FxSmileSection() (defined in FxSmileSection) | FxSmileSection | virtual |