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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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This is the complete list of members for NoArbSabrInterpolation, including all inherited members.
| allowsExtrapolation() const | Extrapolator | |
| alpha() const (defined in NoArbSabrInterpolation) | NoArbSabrInterpolation | |
| beta() const (defined in NoArbSabrInterpolation) | NoArbSabrInterpolation | |
| 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 NoArbSabrInterpolation) | NoArbSabrInterpolation | |
| expiry() const (defined in NoArbSabrInterpolation) | NoArbSabrInterpolation | |
| Extrapolator()=default (defined in Extrapolator) | Extrapolator | |
| forward() const (defined in NoArbSabrInterpolation) | NoArbSabrInterpolation | |
| impl_ (defined in Interpolation) | Interpolation | protected |
| Interpolation()=default (defined in Interpolation) | Interpolation | |
| interpolationWeights() const (defined in NoArbSabrInterpolation) | NoArbSabrInterpolation | |
| isInRange(Real x) const (defined in Interpolation) | Interpolation | |
| maxError() const (defined in NoArbSabrInterpolation) | NoArbSabrInterpolation | |
| NoArbSabrInterpolation(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Time t, const Real &forward, Real alpha, Real beta, Real nu, Real rho, bool alphaIsFixed, bool betaIsFixed, bool nuIsFixed, bool rhoIsFixed, bool vegaWeighted=true, const ext::shared_ptr< EndCriteria > &endCriteria=ext::shared_ptr< EndCriteria >(), const ext::shared_ptr< OptimizationMethod > &optMethod=ext::shared_ptr< OptimizationMethod >(), const Real errorAccept=0.0020, const bool useMaxError=false, const Size maxGuesses=50, const Real shift=0.0) (defined in NoArbSabrInterpolation) | NoArbSabrInterpolation | |
| nu() const (defined in NoArbSabrInterpolation) | NoArbSabrInterpolation | |
| operator()(Real x, bool allowExtrapolation=false) const (defined in Interpolation) | Interpolation | |
| primitive(Real x, bool allowExtrapolation=false) const (defined in Interpolation) | Interpolation | |
| rho() const (defined in NoArbSabrInterpolation) | NoArbSabrInterpolation | |
| rmsError() const (defined in NoArbSabrInterpolation) | NoArbSabrInterpolation | |
| 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()=default (defined in Extrapolator) | Extrapolator | virtual |
| ~Interpolation() override=default (defined in Interpolation) | Interpolation |