QuantLib: Member List

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

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SviInterpolation Member List

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

a() const (defined in SviInterpolation) | SviInterpolation |
allowsExtrapolation() const | Extrapolator |
argument_type typedef (defined in Interpolation) | Interpolation |
b() const (defined in SviInterpolation) | SviInterpolation |
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 SviInterpolation) | SviInterpolation |
expiry() const (defined in SviInterpolation) | SviInterpolation |
Extrapolator() (defined in Extrapolator) | Extrapolator |
forward() const (defined in SviInterpolation) | SviInterpolation |
impl_ (defined in Interpolation) | Interpolation | protected
Interpolation() (defined in Interpolation) | Interpolation |
interpolationWeights() const (defined in SviInterpolation) | SviInterpolation |
isInRange(Real x) const (defined in Interpolation) | Interpolation |
m() const (defined in SviInterpolation) | SviInterpolation |
maxError() const (defined in SviInterpolation) | SviInterpolation |
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 SviInterpolation) | SviInterpolation |
rmsError() const (defined in SviInterpolation) | SviInterpolation |
secondDerivative(Real x, bool allowExtrapolation=false) const (defined in Interpolation) | Interpolation |
sigma() const (defined in SviInterpolation) | SviInterpolation |
SviInterpolation(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Time t, const Real &forward, Real a, Real b, Real sigma, Real rho, Real m, bool aIsFixed, bool bIsFixed, bool sigmaIsFixed, bool rhoIsFixed, bool mIsFixed, 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 SviInterpolation) | SviInterpolation |
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