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Reference manual - version orea_version
VolatilityDataCrif Member List

This is the complete list of members for VolatilityDataCrif, including all inherited members.

getShiftData(ore::analytics::RiskFactorKey::KeyType rfType, const std::string &rfName) (defined in VolatilityDataCrif)VolatilityDataCrif
getVolatility(ore::analytics::RiskFactorKey::KeyType rfType, const std::string &rfName, const std::string &expiryTenor, const std::string &underlyingTerm="")VolatilityDataCrif
reset()VolatilityDataCrif
vegaTimesVol(ore::analytics::RiskFactorKey::KeyType rfType, const std::string &rfName, double sensitivity, const std::string &expiryTenor, const std::string &underlyingTerm) (defined in VolatilityDataCrif)VolatilityDataCrif
VolatilityDataCrif(const QuantLib::ext::shared_ptr< CrifMarket > &crifMarket) (defined in VolatilityDataCrif)VolatilityDataCrif