AlphaFinder Member List

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

AlphaFinder(ext::shared_ptr< AlphaForm > parametricform)	AlphaFinder
computeLinearPart(Real alpha)	AlphaFinder	private
computeQuadraticPart(Real alpha)	AlphaFinder	private
constantPart_	AlphaFinder	private
correlations_	AlphaFinder	private
finalPart(Real alphaFound, Integer stepindex, const std::vector< Volatility > &ratetwohomogeneousvols, Real quadraticPart, Real linearPart, Real constantPart, Real &alpha, Real &a, Real &b, std::vector< Volatility > &ratetwovols)	AlphaFinder	private
homogeneityfailure(Real alpha)	AlphaFinder	private
linearPart_	AlphaFinder	private
minusValueAtTurningPoint(Real alpha)	AlphaFinder	private
parametricform_	AlphaFinder	private
putativevols_	AlphaFinder	private
quadraticPart_	AlphaFinder	private
rateonevols_	AlphaFinder	private
ratetwohomogeneousvols_	AlphaFinder	private
solve(Real alpha0, Integer stepindex, const std::vector< Volatility > &rateonevols, const std::vector< Volatility > &ratetwohomogeneousvols, const std::vector< Real > &correlations, Real w0, Real w1, Real targetVariance, Real tolerance, Real alphaMax, Real alphaMin, Integer steps, Real &alpha, Real &a, Real &b, std::vector< Volatility > &ratetwovols)	AlphaFinder
solveWithMaxHomogeneity(Real alpha0, Integer stepindex, const std::vector< Volatility > &rateonevols, const std::vector< Volatility > &ratetwohomogeneousvols, const std::vector< Real > &correlations, Real w0, Real w1, Real targetVariance, Real tolerance, Real alphaMax, Real alphaMin, Integer steps, Real &alpha, Real &a, Real &b, std::vector< Volatility > &ratetwovols)	AlphaFinder
stepindex_	AlphaFinder	private
targetVariance_	AlphaFinder	private
testIfSolutionExists(Real alpha)	AlphaFinder	private
totalVar_	AlphaFinder	private
valueAtTurningPoint(Real alpha)	AlphaFinder	private
w0_	AlphaFinder	private
w1_	AlphaFinder	private