This is the complete list of members for SimpleDeltaInterpolatedSmile, including all inherited members.
atmStrike(const DeltaVolQuote::DeltaType dt, const DeltaVolQuote::AtmType at) (defined in SimpleDeltaInterpolatedSmile) | SimpleDeltaInterpolatedSmile | |
SimpleDeltaInterpolatedSmile(const Real spot, const Real domDisc, const Real forDisc, const Real expiryTime, const std::vector< Real > &deltas, const std::vector< Real > &putVols, const std::vector< Real > &callVols, const Real atmVol, const DeltaVolQuote::DeltaType dt, const DeltaVolQuote::AtmType at, const BlackVolatilitySurfaceBFRR::SmileInterpolation smileInterpolation, const Real accuracy=1E-6, const Size maxIterations=1000) (defined in SimpleDeltaInterpolatedSmile) | SimpleDeltaInterpolatedSmile | |
strikeFromDelta(const Option::Type type, const Real delta, const DeltaVolQuote::DeltaType dt) (defined in SimpleDeltaInterpolatedSmile) | SimpleDeltaInterpolatedSmile | |
volatility(const Real strike) (defined in SimpleDeltaInterpolatedSmile) | SimpleDeltaInterpolatedSmile | |
volatilityAtSimpleDelta(const Real tnp) (defined in SimpleDeltaInterpolatedSmile) | SimpleDeltaInterpolatedSmile |