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<title>QuantLib: Member List</title>
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<li class="navlink"><a href="install.html">Installation</a></li>
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<h1>BlackVarianceSurface Member List</h1>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_black_variance_surface.html">BlackVarianceSurface</a>, including all inherited members.<p><table>
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<tr bgcolor="#f0f0f0"><td><b>accept</b>(AcyclicVisitor &) (defined in <a class="el" href="class_quant_lib_1_1_black_variance_surface.html">BlackVarianceSurface</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_variance_surface.html">BlackVarianceSurface</a></td><td><code> [virtual]</code></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_extrapolator.html#323f875818fddd62a1c56c25ddaee418">allowsExtrapolation</a>() const</td><td><a class="el" href="class_quant_lib_1_1_extrapolator.html">Extrapolator</a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>BlackVarianceSurface</b>(const Date &referenceDate, const std::vector< Date > &dates, const std::vector< Real > &strikes, const Matrix &blackVolMatrix, const DayCounter &dayCounter, Extrapolation lowerExtrapolation=InterpolatorDefaultExtrapolation, Extrapolation upperExtrapolation=InterpolatorDefaultExtrapolation) (defined in <a class="el" href="class_quant_lib_1_1_black_variance_surface.html">BlackVarianceSurface</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_variance_surface.html">BlackVarianceSurface</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html#74b370b98a728188fc74d6504c51141c">BlackVarianceTermStructure</a>(const DayCounter &dc=Actual365Fixed())</td><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html">BlackVarianceTermStructure</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html#4316e27da9a50de5ce7bcfdb732f3f15">BlackVarianceTermStructure</a>(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=Actual365Fixed())</td><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html">BlackVarianceTermStructure</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html#c5bba52eed0921cc70e07478aa73261e">BlackVarianceTermStructure</a>(Integer settlementDays, const Calendar &, const DayCounter &dc=Actual365Fixed())</td><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html">BlackVarianceTermStructure</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html#0ee1b129fa44e809662fe7d764b12010">BlackVarianceTermStructure</a>(Natural settlementDays, const Calendar &, const DayCounter &dc=Actual365Fixed())</td><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html">BlackVarianceTermStructure</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#877a9cfe6c66ebb041f5f45445b1f964">blackVol</a>(const Date &maturity, Real strike, bool extrapolate=false) const </td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#b17686a14cf6f8b16cbb766c228c5b8c">blackVol</a>(Time maturity, Real strike, bool extrapolate=false) const</td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html#2035146ec82db6202107a5a75767afba">blackVolImpl</a>(Time maturity, Real strike) const</td><td><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html">BlackVarianceTermStructure</a></td><td><code> [protected, virtual]</code></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#6af1be8a8778844643bbe42921668800">BlackVolTermStructure</a>(const DayCounter &dc=Actual365Fixed())</td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#db56287db6bc0d7932b527684868fa69">BlackVolTermStructure</a>(const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=Actual365Fixed())</td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#a0fbcff59b73c4a0cb154690feb4b837">BlackVolTermStructure</a>(Integer settlementDays, const Calendar &, const DayCounter &dc=Actual365Fixed())</td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#e07bfd1a83451d7ba18babc7f6728767">BlackVolTermStructure</a>(Natural settlementDays, const Calendar &, const DayCounter &dc=Actual365Fixed())</td><td><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#38e235178eb0a7749c37a16d71f4762f">calendar</a>() const</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td><code> [virtual]</code></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#f3679b19ed9cc9138811a49227f622fd">QuantLib::TermStructure::checkRange</a>(const Date &, bool extrapolate) const</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td><code> [protected]</code></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#43b53369ceb6c3bf7a10f5c802c95e7d">QuantLib::TermStructure::checkRange</a>(Time, bool extrapolate) const</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td><code> [protected]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>setInterpolation</b>(const Interpolator &i=Interpolator()) (defined in <a class="el" href="class_quant_lib_1_1_black_variance_surface.html">BlackVarianceSurface</a>)</td><td><a class="el" href="class_quant_lib_1_1_black_variance_surface.html">BlackVarianceSurface</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#62c5daf61ade6b4b86608028bc7a423b">TermStructure</a>(const DayCounter &dc=Actual365Fixed())</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#5c370c75b5fffcc32a59a75e4f9b7ea1">TermStructure</a>(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=Actual365Fixed())</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#6f1993b06291ce94e3e7b9525c337e01">TermStructure</a>(Integer settlementDays, const Calendar &, const DayCounter &dc=Actual365Fixed())</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#b285b34ec88505a5df9201bcc02328c1">TermStructure</a>(Natural settlementDays, const Calendar &, const DayCounter &dc=Actual365Fixed())</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#a249f26327547294e5f920745cab10fd">timeFromReference</a>(const Date &date) const</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td><code> [protected]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>unregisterWith</b>(const boost::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
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<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_term_structure.html#c5c54df7ed3b930268c8d7752c101725">update</a>()</td><td><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td><td><code> [virtual]</code></td></tr>