QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.20

AbcdInterpolation Member List

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

a() const (defined in AbcdInterpolation) | AbcdInterpolation |
AbcdInterpolation(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Real a=-0.06, Real b=0.17, Real c=0.54, Real d=0.17, bool aIsFixed=false, bool bIsFixed=false, bool cIsFixed=false, bool dIsFixed=false, bool vegaWeighted=false, const ext::shared_ptr< EndCriteria > &endCriteria=ext::shared_ptr< EndCriteria >(), const ext::shared_ptr< OptimizationMethod > &optMethod=ext::shared_ptr< OptimizationMethod >()) | AbcdInterpolation |
allowsExtrapolation() const | Extrapolator |
argument_type typedef (defined in Interpolation) | Interpolation |
b() const (defined in AbcdInterpolation) | AbcdInterpolation |
c() const (defined in AbcdInterpolation) | AbcdInterpolation |
checkRange(Real x, bool extrapolate) const (defined in Interpolation) | Interpolation | protected
d() const (defined in AbcdInterpolation) | AbcdInterpolation |
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 AbcdInterpolation) | AbcdInterpolation |
Extrapolator() (defined in Extrapolator) | Extrapolator |
impl_ (defined in Interpolation) | Interpolation | protected
Interpolation() (defined in Interpolation) | Interpolation |
isInRange(Real x) const (defined in Interpolation) | Interpolation |
k() const (defined in AbcdInterpolation) | AbcdInterpolation |
k(Time t, const I1 &xBegin, const I1 &xEnd) const (defined in AbcdInterpolation) | AbcdInterpolation |
maxError() const (defined in AbcdInterpolation) | AbcdInterpolation |
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 |
rmsError() const (defined in AbcdInterpolation) | AbcdInterpolation |
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) | Extrapolator | virtual
~Interpolation() (defined in Interpolation) | Interpolation | virtual