Reference manual - version qle_version
This is the complete list of members for OptionSurfaceStripper, including all inherited members.
| calendar_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
| callSurface_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
| dayCounter_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
| displacement_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
| forward(const QuantLib::Date &date) const =0 | OptionSurfaceStripper | protectedpure virtual |
| lowerStrikeConstExtrap_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
| OptionSurfaceStripper(const QuantLib::ext::shared_ptr< OptionInterpolatorBase > &callSurface, const QuantLib::ext::shared_ptr< OptionInterpolatorBase > &putSurface, const QuantLib::Calendar &calendar, const QuantLib::DayCounter &dayCounter, QuantLib::Exercise::Type type=QuantLib::Exercise::European, bool lowerStrikeConstExtrap=true, bool upperStrikeConstExtrap=true, QuantLib::BlackVolTimeExtrapolation timeExtrapolation=QuantLib::BlackVolTimeExtrapolation::FlatVolatility, bool preferOutOfTheMoney=false, Solver1DOptions solverOptions={}, QuantLib::VolatilityType volType=QuantLib::VolatilityType::ShiftedLognormal, Real displacement=0.0) (defined in OptionSurfaceStripper) | OptionSurfaceStripper | |
| performCalculations() const override (defined in OptionSurfaceStripper) | OptionSurfaceStripper | |
| preferOutOfTheMoney_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
| process(const QuantLib::ext::shared_ptr< QuantLib::SimpleQuote > &volatilityQuote) const =0 | OptionSurfaceStripper | protectedpure virtual |
| putSurface_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
| timeExtrapolation_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
| type_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
| upperStrikeConstExtrap_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |
| volSurface() | OptionSurfaceStripper | |
| volType_ (defined in OptionSurfaceStripper) | OptionSurfaceStripper | protected |