Reference manual - version ored_version
This is the complete list of members for FXVolatilityCurveConfig, including all inherited members.
| baseVolatility1() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| baseVolatility1() (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| baseVolatility2() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| baseVolatility2() (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| butterflyErrorTolerance() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| butterflyErrorTolerance() (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| calendar() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| calendar() (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| conventionsID() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| conventionsID() (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| 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 FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| dayCounter() (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| deltas() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| deltas() (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| Dimension enum name | FXVolatilityCurveConfig | |
| dimension() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| dimension() (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| expiries() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromXML(XMLNode *node) override (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| fxDomesticYieldCurveID() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| fxDomesticYieldCurveID() (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| fxForeignYieldCurveID() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| fxForeignYieldCurveID() (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| fxIndexTag() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| fxIndexTag() (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| fxSpotID() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| fxSpotID() (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| FXVolatilityCurveConfig() | FXVolatilityCurveConfig | |
| FXVolatilityCurveConfig(const string &curveID, const string &curveDescription, const Dimension &dimension, const vector< string > &expiries, const vector< string > &deltas=vector< string >(), const string &fxSpotID="", const string &fxForeignCurveID="", const string &fxDomesticCurveID="", const DayCounter &dayCounter=QuantLib::Actual365Fixed(), const Calendar &calendar=QuantLib::TARGET(), const SmileInterpolation &interp=SmileInterpolation::VannaVolga2, const string &conventionsID="", const std::vector< Size > &smileDelta={25}, const string &smileExtrapolation="Flat") | FXVolatilityCurveConfig | |
| FXVolatilityCurveConfig(const string &curveID, const string &curveDescription, const Dimension &dimension, const string &baseVolatility1, const string &baseVolatility2, const string &fxIndexTag="GENERIC") (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| quotes() override | FXVolatilityCurveConfig | virtual |
| quotes_ (defined in CurveConfig) | CurveConfig | protected |
| reportConfig() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| 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 |
| requiredYieldCurveIDs() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| 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 | |
| smileDelta() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| smileDelta() (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| smileExtrapolation() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| smileExtrapolation() (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| SmileInterpolation enum name (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| smileInterpolation() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| smileInterpolation() (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| TimeInterpolation enum name (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| timeInterpolation() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| timeInterpolation() (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| timeWeighting() const (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| timeWeighting() (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | |
| toFile(const std::string &filename) const (defined in XMLSerializable) | XMLSerializable | |
| toXML(XMLDocument &doc) const override (defined in FXVolatilityCurveConfig) | FXVolatilityCurveConfig | virtual |
| toXMLString() const | XMLSerializable | |
| toXMLStringUnformatted() const (defined in XMLSerializable) | XMLSerializable | |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |