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/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/models/
H A Dctsmmcapletcalibration.hpp67 const std::vector<Volatility>& mktCapletVols() const;
68 const std::vector<Volatility>& mdlCapletVols() const;
69 const std::vector<Volatility>& mktSwaptionVols() const;
70 const std::vector<Volatility>& mdlSwaptionVols() const;
81 const std::vector<Volatility>& mktCapletVols,
97 std::vector<Volatility> mktCapletVols_, mdlCapletVols_;
105 std::vector<Volatility> usedCapletVols_;
117 inline const std::vector<Volatility>&
122 inline const std::vector<Volatility>&
128 inline const std::vector<Volatility>&
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H A Dalphafinder.hpp35 const std::vector<Volatility>& rateonevols,
36 const std::vector<Volatility>& ratetwohomogeneousvols,
48 std::vector<Volatility>& ratetwovols);
53 const std::vector<Volatility>& rateonevols,
54 const std::vector<Volatility>& ratetwohomogeneousvols,
66 std::vector<Volatility>& ratetwovols);
75 const std::vector<Volatility>& ratetwohomogeneousvols,
82 std::vector<Volatility>& ratetwovols);
86 std::vector<Volatility> rateonevols_, ratetwohomogeneousvols_;
87 std::vector<Volatility> putativevols_;
/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/inflation/
H A Dyoyinflationoptionletvolatilitystructure.hpp60 Volatility volatility(const Date& maturityDate,
65 Volatility volatility(const Period& optionTenor,
81 virtual Volatility totalVariance(const Date& exerciseDate,
86 virtual Volatility totalVariance(const Period& optionTenor,
112 virtual Volatility baseLevel() const { in baseLevel()
113 QL_REQUIRE(baseLevel_ != Null<Volatility>(), in baseLevel()
125 virtual Volatility volatilityImpl(Time length,
129 virtual void setBaseLevel(Volatility v) { baseLevel_ = v; } in setBaseLevel()
130 mutable Volatility baseLevel_;
146 ConstantYoYOptionletVolatility(Volatility v,
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H A Dcpivolatilitystructure.hpp59 Volatility volatility(const Date& maturityDate,
64 Volatility volatility(const Period& optionTenor,
78 virtual Volatility totalVariance(const Date& exerciseDate,
84 virtual Volatility totalVariance(const Period& optionTenor,
107 virtual Volatility baseLevel() const { in baseLevel()
108 QL_REQUIRE(baseLevel_ != Null<Volatility>(), in baseLevel()
129 virtual Volatility volatilityImpl(Time length,
132 mutable Volatility baseLevel_;
H A Dyoyinflationoptionletvolatilitystructure.cpp38 baseLevel_(Null<Volatility>()), observationLag_(observationLag), in YoYOptionletVolatilitySurface()
87 Volatility
111 Volatility
146 Volatility
152 Volatility vol = volatility(maturityDate, strike, obsLag, extrapolate); in totalVariance()
158 Volatility
174 ConstantYoYOptionletVolatility(const Volatility v, in ConstantYoYOptionletVolatility()
189 Volatility ConstantYoYOptionletVolatility::volatilityImpl(const Time, in volatilityImpl()
/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/optionlet/
H A Doptionletvolatilitystructure.hpp71 Volatility volatility(const Period& optionTenor,
75 Volatility volatility(const Date& optionDate,
79 Volatility volatility(Time optionTime,
115 virtual Volatility volatilityImpl(const Date& optionDate,
118 virtual Volatility volatilityImpl(Time optionTime,
126 inline Volatility
154 Volatility v = volatility(optionDate, strike, extrapolate); in blackVariance()
163 Volatility v = volatility(optionTime, strike, extrapolate); in blackVariance()
168 inline Volatility
177 inline Volatility
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/dports/security/py-volatility3/volatility3-94426ad/doc/source/
H A Dvol2to3.rst1 Changes between Volatility 2 and Volatility 3
7 Volatility 3 has been designed from the ground up to be a library, this means the components are in…
11 The context contains the two core components that make up Volatility, layers of data and the availa…
16 Volatility 3 no longer uses profiles, it comes with an extensive library of
28 In Volatility 2, a complex proxy object was constructed which tried to emulate all the methods of t…
32 Volatility 3 has also had significant speed improvements, where Volatility 2 was designed to allow …
51 Address spaces in Volatility 2, are now more accurately referred to as
54 Volatility 2 were strictly limited to a stack, one on top of one other. In Volatility 3, layers ca…
59 In Volatility 2, we often tried to make this simpler for both users and developers. This resulted …
67 Scanning is very similar to scanning in Volatility 2, a scanner object (such as a
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H A Dindex.rst1 Volatility 3
4 This is the documentation for Volatility 3, the most advanced memory forensics
5 framework in the world. Like previous versions of the Volatility framework,
6 Volatility 3 is Open Source.
10 Here are some guidelines for using Volatility 3 effectively:
H A Dsymbol-tables.rst4 This page details how symbol tables are located and used by Volatility, and documents the tools and…
7 How Volatility finds symbol tables
11 Volatility will automatically decompress them on use. It will also cache their contents (compresse…
19 These files can also be compressed into ZIP files, which Volatility will process in order to locate…
26 For Windows systems, Volatility accepts a string made up of the GUID and Age of the required PDB fi…
33 is built into Volatility 3, called :file:`pdbconv.py`. It can be run from the top-level Volatility…
38 The :envvar:`PYTHONPATH` environment variable is not required if the Volatility library is installe…
46 banner), which Volatility's automagic can detect. Volatility caches the mapping between the string…
51 … is the only suitable means for recovering all the information required by most Volatility plugins.
/dports/security/py-volatility3/volatility3-94426ad/
H A DREADME.md1 # Volatility 3: The volatile memory extraction framework
3 Volatility is the world’s most widely used framework for extracting digital
29 ## Downloading Volatility
39 1. Clone the latest version of Volatility from GitHub:
52 Volatility supports that sample type, run
88 Copyright (C) 2007-2019 Volatility Foundation
103 - The version of Volatility you're using
104 - The operating system used to run Volatility
105 - The version of Python used to run Volatility
107 - The complete command line you used to run Volatility
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/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/capfloor/
H A Dcapfloortermvolatilitystructure.hpp64 Volatility volatility(const Period& length,
67 Volatility volatility(const Date& end,
71 Volatility volatility(Time t,
77 virtual Volatility volatilityImpl(Time length,
84 Volatility CapFloorTermVolatilityStructure::volatility(const Period& optT, in volatility()
92 Volatility CapFloorTermVolatilityStructure::volatility(const Date& d, in volatility()
101 Volatility CapFloorTermVolatilityStructure::volatility(Time t, in volatility()
/dports/math/octave-forge-financial/financial-0.5.3/inst/
H A Dheston.m17 … {Function File} {@var{heston} =} heston (@var{Return}, @var{Speed}, @var{Level}, @var{Volatility})
18 … {@var{heston} =} heston (@var{Return}, @var{Speed}, @var{Level}, @var{Volatility}, @var{OptionNam…
22 ## @center dX_2 = (@var{Speed}(t) * (@var{Level}(t) - X_2))dt + (sqrt (X_2) * @var{Volatility}(t))d…
29 function heston = heston (Return, Speed, Level, Volatility, varargin)
65 if (isscalar (Volatility) && isreal (Volatility))
66 VolatilityFunction = @(t, X) Volatility;
67 elseif (isa (Volatility, "function_handle") && nargin (Volatility) == 1)
68 VolatilityFunction = @(t, X) Volatility (t);
69 elseif (isa (Volatility, "function_handle") && nargin (Volatility) == 2)
70 VolatilityFunction = Volatility;
/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/swaption/
H A Dswaptionvolstructure.hpp74 Volatility volatility(const Date& optionDate,
79 Volatility volatility(Time optionTime,
89 Volatility volatility(const Date& optionDate,
94 Volatility volatility(Time optionTime,
224 inline Volatility
233 inline Volatility
324 inline Volatility
335 inline Volatility
347 inline Volatility
359 inline Volatility
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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/callablebonds/
H A Dcallablebondvolstructure.hpp67 Volatility volatility(Time optionTime,
78 Volatility volatility(const Date& optionDate,
95 Volatility volatility(const Period& optionTenor,
135 virtual Volatility volatilityImpl(Time optionTime,
138 virtual Volatility volatilityImpl(const Date& optionDate, in volatilityImpl()
167 inline Volatility CallableBondVolatilityStructure::volatility( in volatility()
183 Volatility vol = volatilityImpl(optionTime, bondLength, strike); in blackVariance()
188 inline Volatility CallableBondVolatilityStructure::volatility( in volatility()
202 Volatility vol = in blackVariance()
208 inline Volatility CallableBondVolatilityStructure::volatility( in volatility()
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/dports/finance/quantlib/QuantLib-1.20/ql/instruments/
H A Dimpliedvolatility.cpp33 Real operator()(Volatility x) const;
51 Real PriceError::operator()(Volatility x) const { in operator ()()
62 Volatility ImpliedVolatilityHelper::calculate( in calculate()
69 Volatility minVol, in calculate()
70 Volatility maxVol) { in calculate()
78 Volatility guess = (minVol+maxVol)/2.0; in calculate()
79 Volatility result = solver.solve(f, accuracy, guess, in calculate()
H A Dinflationcapfloor.hpp87 virtual Volatility impliedVolatility(
90 Volatility guess,
93 Volatility minVol = 1.0e-7,
94 Volatility maxVol = 4.0) const;
163 inline Volatility YoYInflationCapFloor::impliedVolatility( in impliedVolatility() argument
166 Volatility, in impliedVolatility()
169 Volatility, in impliedVolatility()
170 Volatility) const { in impliedVolatility()
H A Dswaption.cpp43 Real operator()(Volatility x) const;
44 Real derivative(Volatility x) const;
85 Real ImpliedSwaptionVolHelper::operator()(Volatility x) const { in operator ()()
93 Real ImpliedSwaptionVolHelper::derivative(Volatility x) const { in derivative()
170 Volatility Swaption::impliedVolatility(Real targetValue, in impliedVolatility()
172 Volatility guess, in impliedVolatility()
175 Volatility minVol, in impliedVolatility()
176 Volatility maxVol, in impliedVolatility()
/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/equityfx/
H A Dblackvoltermstructure.hpp69 Volatility blackVol(const Date& maturity,
73 Volatility blackVol(Time maturity,
85 Volatility blackForwardVol(const Date& date1,
90 Volatility blackForwardVol(Time time1,
121 virtual Volatility blackVolImpl(Time t, Real strike) const = 0;
210 Volatility blackVolImpl(Time t,
218 inline Volatility BlackVolTermStructure::blackVol(const Date& d, in blackVol()
227 inline Volatility BlackVolTermStructure::blackVol(Time t, in blackVol()
264 Volatility vol = blackVolImpl(t, strike); in blackVarianceImpl()
278 Volatility BlackVarianceTermStructure ::blackVolImpl(Time t, in blackVolImpl()
H A Dlocalconstantvol.hpp42 Volatility volatility,
49 Volatility volatility,
70 Volatility localVolImpl(Time, Real) const;
78 Volatility volatility, in LocalConstantVol()
94 Volatility volatility, in LocalConstantVol()
118 inline Volatility LocalConstantVol::localVolImpl(Time, Real) const { in localVolImpl()
H A Dblackconstantvol.hpp43 Volatility volatility,
51 Volatility volatility,
71 virtual Volatility blackVolImpl(Time t, Real) const;
81 Volatility volatility, in BlackConstantVol()
97 Volatility volatility, in BlackConstantVol()
132 inline Volatility BlackConstantVol::blackVolImpl(Time, Real) const { in blackVolImpl()
/dports/finance/quantlib/QuantLib-1.20/ql/experimental/swaptions/
H A Dirregularswaption.cpp39 Real operator()(Volatility x) const;
40 Real derivative(Volatility x) const;
64 Real IrregularImpliedVolHelper::operator()(Volatility x) const { in operator ()()
72 Real IrregularImpliedVolHelper::derivative(Volatility x) const { in derivative()
129 Volatility IrregularSwaption::impliedVolatility( in impliedVolatility()
132 Volatility guess, in impliedVolatility()
135 Volatility minVol, in impliedVolatility()
136 Volatility maxVol) const { in impliedVolatility()
/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/
H A Dflatsmilesection.hpp37 Volatility vol,
44 Volatility vol,
55 Volatility volatilityImpl(Rate) const;
57 Volatility vol_;
73 inline Volatility FlatSmileSection::volatilityImpl(Rate) const { in volatilityImpl()
/dports/finance/quantlib/QuantLib-1.20/ql/models/volatility/
H A Dconstantestimator.cpp23 TimeSeries<Volatility>
24 ConstantEstimator::calculate(const TimeSeries<Volatility>& volatilitySeries) { in calculate()
25 TimeSeries<Volatility> retval; in calculate()
26 const std::vector<Volatility> u = volatilitySeries.values(); in calculate()
27 TimeSeries<Volatility>::const_iterator prev, next, cur, start; in calculate()
H A Dgarch.hpp40 typedef TimeSeries<Volatility> time_series;
110 std::vector<Volatility> r2; in calibrate()
124 std::vector<Volatility> r2; in calibrate()
140 std::vector<Volatility> r2; in calibrate()
158 std::vector<Volatility>& r2) { in to_r2()
172 const std::vector<Volatility>& r2,
182 const std::vector<Volatility>& r2,
193 const std::vector<Volatility>& r2,
205 const std::vector<Volatility> &r2,
216 const std::vector<Volatility>& r2,
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/dports/finance/quantlib/QuantLib-1.20/ql/models/
H A Dcalibrationhelper.cpp32 Real operator()(Volatility x) const { in operator ()()
40 Volatility BlackCalibrationHelper::impliedVolatility(Real targetValue, in impliedVolatility()
43 Volatility minVol, in impliedVolatility()
44 Volatility maxVol) const { in impliedVolatility()
70 Volatility implied; in calibrationError()

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