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Reference manual - version ored_version
EquityVolCurve Member List

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

buildCalibrationInfo(const QuantLib::Date &asof, const CurveConfigurations &curveConfigs, const EquityVolatilityCurveConfig &config, const Handle< QuantExt::EquityIndex2 > &eqIndex)EquityVolCurve
buildVolatility(const QuantLib::Date &asof, const EquityVolatilityCurveConfig &vc, const ConstantVolatilityConfig &cvc, const Loader &loader)EquityVolCurve
buildVolatility(const QuantLib::Date &asof, const EquityVolatilityCurveConfig &vc, const VolatilityCurveConfig &vcc, const Loader &loader)EquityVolCurve
buildVolatility(const QuantLib::Date &asof, EquityVolatilityCurveConfig &vc, const VolatilityStrikeSurfaceConfig &vssc, const Loader &loader, const QuantLib::Handle< QuantExt::EquityIndex2 > &eqIndex)EquityVolCurve
buildVolatility(const QuantLib::Date &asof, EquityVolatilityCurveConfig &vc, const VolatilityMoneynessSurfaceConfig &vmsc, const Loader &loader, const QuantLib::Handle< QuantExt::EquityIndex2 > &eqIndex)EquityVolCurve
buildVolatility(const QuantLib::Date &asof, EquityVolatilityCurveConfig &vc, const VolatilityDeltaSurfaceConfig &vdsc, const Loader &loader, const QuantLib::Handle< QuantExt::EquityIndex2 > &eqIndex)EquityVolCurve
buildVolatility(const QuantLib::Date &asof, const EquityVolatilityCurveSpec &spec, const CurveConfigurations &curveConfigs, const ProxyVolatilityConfig &epvc, const map< string, QuantLib::ext::shared_ptr< EquityCurve > > &eqCurves, const map< string, QuantLib::ext::shared_ptr< EquityVolCurve > > &eqVolCurves, const map< string, QuantLib::ext::shared_ptr< FXVolCurve > > &fxVolCurves, const map< string, QuantLib::ext::shared_ptr< CorrelationCurve > > &requiredCorrelationCurves, const Market *fxIndices=nullptr, const std::string &configuration=std::string())EquityVolCurve
calibrationInfo() const (defined in EquityVolCurve)EquityVolCurve
EquityVolCurve()EquityVolCurve
EquityVolCurve(Date asof, EquityVolatilityCurveSpec spec, const Loader &loader, const CurveConfigurations &curveConfigs, const QuantLib::Handle< QuantExt::EquityIndex2 > &eqIndex, const std::map< std::string, QuantLib::ext::shared_ptr< EquityCurve > > &requiredEquityCurves={}, const std::map< std::string, QuantLib::ext::shared_ptr< EquityVolCurve > > &requiredEquityVolCurves={}, const std::map< std::string, QuantLib::ext::shared_ptr< FXVolCurve > > &requiredFxVolCurves={}, const std::map< std::string, QuantLib::ext::shared_ptr< CorrelationCurve > > &requiredCorrelationCurves={}, const Market *market=nullptr, const std::string &configuration=Market::defaultConfiguration, const bool buildCalibrationInfo=true)EquityVolCurve
spec() const (defined in EquityVolCurve)EquityVolCurve
volTermStructure() const (defined in EquityVolCurve)EquityVolCurve