QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.6

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ZabrInterpolation< Evaluation > Member List

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

allowsExtrapolation() const | Extrapolator |
alpha() const (defined in ZabrInterpolation< Evaluation >) | ZabrInterpolation< Evaluation > |
argument_type typedef (defined in Interpolation) | Interpolation |
beta() const (defined in ZabrInterpolation< Evaluation >) | ZabrInterpolation< Evaluation > |
checkRange(Real x, bool extrapolate) const (defined in Interpolation) | Interpolation | protected
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 ZabrInterpolation< Evaluation >) | ZabrInterpolation< Evaluation > |
expiry() const (defined in ZabrInterpolation< Evaluation >) | ZabrInterpolation< Evaluation > |
Extrapolator() (defined in Extrapolator) | Extrapolator |
forward() const (defined in ZabrInterpolation< Evaluation >) | ZabrInterpolation< Evaluation > |
gamma() const (defined in ZabrInterpolation< Evaluation >) | ZabrInterpolation< Evaluation > |
impl_ (defined in Interpolation) | Interpolation | protected
Interpolation() (defined in Interpolation) | Interpolation |
interpolationWeights() const (defined in ZabrInterpolation< Evaluation >) | ZabrInterpolation< Evaluation > |
isInRange(Real x) const (defined in Interpolation) | Interpolation |
maxError() const (defined in ZabrInterpolation< Evaluation >) | ZabrInterpolation< Evaluation > |
nu() const (defined in ZabrInterpolation< Evaluation >) | ZabrInterpolation< Evaluation > |
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 ZabrInterpolation< Evaluation >) | ZabrInterpolation< Evaluation > |
rmsError() const (defined in ZabrInterpolation< Evaluation >) | ZabrInterpolation< Evaluation > |
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 |
ZabrInterpolation(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Time t, const Real &forward, Real alpha, Real beta, Real nu, Real rho, Real gamma, bool alphaIsFixed, bool betaIsFixed, bool nuIsFixed, bool rhoIsFixed, bool gammaIsFixed, bool vegaWeighted=true, 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 ZabrInterpolation< Evaluation >) | ZabrInterpolation< Evaluation > |
~Extrapolator() (defined in Extrapolator) | Extrapolator | virtual
~Interpolation() (defined in Interpolation) | Interpolation | virtual