Reference manual - version ored_version
This is the complete list of members for EquityVolatilityCurveConfig, including all inherited members.
| calendar() const (defined in EquityVolatilityCurveConfig) | EquityVolatilityCurveConfig | |
| ccy() const (defined in EquityVolatilityCurveConfig) | EquityVolatilityCurveConfig | |
| ccy() (defined in EquityVolatilityCurveConfig) | EquityVolatilityCurveConfig | |
| CurveConfig(const string &curveID, const string &curveDescription, const vector< string > "es=vector< string >()) | CurveConfig | |
| CurveConfig() | CurveConfig | |
| curveDescription() const (defined in CurveConfig) | CurveConfig | |
| curveDescription() (defined in CurveConfig) | CurveConfig | |
| curveDescription_ (defined in CurveConfig) | CurveConfig | protected |
| curveID() const (defined in CurveConfig) | CurveConfig | |
| curveID() (defined in CurveConfig) | CurveConfig | |
| curveID_ (defined in CurveConfig) | CurveConfig | protected |
| dayCounter() const (defined in EquityVolatilityCurveConfig) | EquityVolatilityCurveConfig | |
| dayCounter() (defined in EquityVolatilityCurveConfig) | EquityVolatilityCurveConfig | |
| equityId() const (defined in EquityVolatilityCurveConfig) | EquityVolatilityCurveConfig | |
| EquityVolatilityCurveConfig() | EquityVolatilityCurveConfig | |
| EquityVolatilityCurveConfig(const string &curveID, const string &curveDescription, const string ¤cy, const std::vector< QuantLib::ext::shared_ptr< VolatilityConfig > > &volatilityConfig, const string &equityId=string(), const string &dayCounter="A365", const string &calendar="NullCalendar", const OneDimSolverConfig &solverConfig=OneDimSolverConfig(), const QuantLib::ext::optional< bool > &preferOutOfTheMoney=QuantLib::ext::nullopt) | EquityVolatilityCurveConfig | |
| EquityVolatilityCurveConfig(const string &curveID, const string &curveDescription, const string ¤cy, const QuantLib::ext::shared_ptr< VolatilityConfig > &volatilityConfig, const string &equityId=string(), const string &dayCounter="A365", const string &calendar="NullCalendar", const OneDimSolverConfig &solverConfig=OneDimSolverConfig(), const QuantLib::ext::optional< bool > &preferOutOfTheMoney=QuantLib::ext::nullopt) (defined in EquityVolatilityCurveConfig) | EquityVolatilityCurveConfig | |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromXML(XMLNode *node) override (defined in EquityVolatilityCurveConfig) | EquityVolatilityCurveConfig | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| isProxySurface() (defined in EquityVolatilityCurveConfig) | EquityVolatilityCurveConfig | |
| populateQuotes() (defined in EquityVolatilityCurveConfig) | EquityVolatilityCurveConfig | |
| preferOutOfTheMoney() const (defined in EquityVolatilityCurveConfig) | EquityVolatilityCurveConfig | |
| quotes() | CurveConfig | virtual |
| quotes_ (defined in CurveConfig) | CurveConfig | protected |
| quoteStem(const std::string &volType) const (defined in EquityVolatilityCurveConfig) | EquityVolatilityCurveConfig | |
| reportConfig() const (defined in EquityVolatilityCurveConfig) | EquityVolatilityCurveConfig | |
| requiredCurveIds(const CurveSpec::CurveType &curveType) const (defined in CurveConfig) | CurveConfig | |
| requiredCurveIds() const (defined in CurveConfig) | CurveConfig | |
| requiredCurveIds_ (defined in CurveConfig) | CurveConfig | mutableprotected |
| requiredIdsInitialized_ (defined in CurveConfig) | CurveConfig | mutableprotected |
| requiredNames(const MarketObject o, const std::string &configuration) const (defined in CurveConfig) | CurveConfig | |
| requiredNames(const std::string &configuration) const (defined in CurveConfig) | CurveConfig | |
| requiredNames() const (defined in CurveConfig) | CurveConfig | |
| requiredNames_ (defined in CurveConfig) | CurveConfig | mutableprotected |
| setRequiredCurveIds(const CurveSpec::CurveType &curveType, const set< string > &ids) (defined in CurveConfig) | CurveConfig | |
| setRequiredCurveIds(const map< CurveSpec::CurveType, set< string > > &ids) (defined in CurveConfig) | CurveConfig | |
| setRequiredNames(const MarketObject o, const std::string &configuration, const set< string > &ids) (defined in CurveConfig) | CurveConfig | |
| setRequiredNames(const map< std::pair< MarketObject, std::string >, set< string > > &ids) (defined in CurveConfig) | CurveConfig | |
| solverConfig() const (defined in EquityVolatilityCurveConfig) | EquityVolatilityCurveConfig | |
| toFile(const std::string &filename) const (defined in XMLSerializable) | XMLSerializable | |
| toXML(XMLDocument &doc) const override (defined in EquityVolatilityCurveConfig) | EquityVolatilityCurveConfig | virtual |
| toXMLString() const | XMLSerializable | |
| toXMLStringUnformatted() const (defined in XMLSerializable) | XMLSerializable | |
| volatilityConfig() const (defined in EquityVolatilityCurveConfig) | EquityVolatilityCurveConfig | |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |