QuantLib: Svi Class Reference

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

Public Member Functions | Static Public Attributes | List of all members
Svi Class Reference

Svi interpolation factory and traits More...

`#include <ql/experimental/volatility/sviinterpolation.hpp>`

## Public Member Functions
| Svi (Time t, Real forward, Real a, Real b, Real sigma, Real rho, Real m, bool aIsFixed, bool bIsFixed, bool sigmaIsFixed, bool rhoIsFixed, bool mIsFixed, 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)
template<class I1 , class I2 >
Interpolation | interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const

## Static Public Attributes
static const bool | global = true

## Detailed Description

Svi interpolation factory and traits