QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.12

Zabr< Evaluation > Member List

This is the complete list of members for Zabr< Evaluation >, including all inherited members.

global (defined in Zabr< Evaluation >) | Zabr< Evaluation > | static
interpolate(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const (defined in Zabr< Evaluation >) | Zabr< Evaluation > |
Zabr(Time t, Real forward, Real alpha, Real beta, Real nu, Real rho, Real gamma, bool alphaIsFixed, bool betaIsFixed, bool nuIsFixed, bool rhoIsFixed, bool gammaIsFixed, bool vegaWeighted=false, const boost::shared_ptr< EndCriteria > endCriteria=boost::shared_ptr< EndCriteria >(), const boost::shared_ptr< OptimizationMethod > optMethod=boost::shared_ptr< OptimizationMethod >(), const Real errorAccept=0.0020, const bool useMaxError=false, const Size maxGuesses=50) (defined in Zabr< Evaluation >) | Zabr< Evaluation > |