QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
NoArbSabrInterpolation Member List

This is the complete list of members for NoArbSabrInterpolation, including all inherited members.

allowsExtrapolation() constExtrapolator
alpha() const (defined in NoArbSabrInterpolation)NoArbSabrInterpolation
argument_type typedef (defined in Interpolation)Interpolation
beta() const (defined in NoArbSabrInterpolation)NoArbSabrInterpolation
checkRange(Real x, bool extrapolate) const (defined in Interpolation)Interpolationprotected
derivative(Real x, bool allowExtrapolation=false) const (defined in Interpolation)Interpolation
disableExtrapolation(bool b=true)Extrapolator
empty() const (defined in Interpolation)Interpolation
enableExtrapolation(bool b=true)Extrapolator
endCriteria() (defined in NoArbSabrInterpolation)NoArbSabrInterpolation
expiry() const (defined in NoArbSabrInterpolation)NoArbSabrInterpolation
Extrapolator() (defined in Extrapolator)Extrapolator
forward() const (defined in NoArbSabrInterpolation)NoArbSabrInterpolation
impl_ (defined in Interpolation)Interpolationprotected
Interpolation() (defined in Interpolation)Interpolation
interpolationWeights() const (defined in NoArbSabrInterpolation)NoArbSabrInterpolation
isInRange(Real x) const (defined in Interpolation)Interpolation
maxError() const (defined in NoArbSabrInterpolation)NoArbSabrInterpolation
NoArbSabrInterpolation(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Time t, const Real &forward, Real alpha, Real beta, Real nu, Real rho, bool alphaIsFixed, bool betaIsFixed, bool nuIsFixed, bool rhoIsFixed, bool vegaWeighted=true, const ext::shared_ptr< EndCriteria > &endCriteria=ext::shared_ptr< EndCriteria >(), const ext::shared_ptr< OptimizationMethod > &optMethod=ext::shared_ptr< OptimizationMethod >(), const Real errorAccept=0.0020, const bool useMaxError=false, const Size maxGuesses=50, const Real shift=0.0) (defined in NoArbSabrInterpolation)NoArbSabrInterpolation
nu() const (defined in NoArbSabrInterpolation)NoArbSabrInterpolation
operator()(Real x, bool allowExtrapolation=false) const (defined in Interpolation)Interpolation
primitive(Real x, bool allowExtrapolation=false) const (defined in Interpolation)Interpolation
result_type typedef (defined in Interpolation)Interpolation
rho() const (defined in NoArbSabrInterpolation)NoArbSabrInterpolation
rmsError() const (defined in NoArbSabrInterpolation)NoArbSabrInterpolation
secondDerivative(Real x, bool allowExtrapolation=false) const (defined in Interpolation)Interpolation
update() (defined in Interpolation)Interpolation
xMax() const (defined in Interpolation)Interpolation
xMin() const (defined in Interpolation)Interpolation
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~Interpolation() (defined in Interpolation)Interpolationvirtual