AbcdCalibration Member List

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

a() const	AbcdCalibration
a_	AbcdCalibration
AbcdCalibration()=default	AbcdCalibration
AbcdCalibration(const std::vector< Real > &t, const std::vector< Real > &blackVols, Real aGuess=-0.06, Real bGuess=0.17, Real cGuess=0.54, Real dGuess=0.17, bool aIsFixed=false, bool bIsFixed=false, bool cIsFixed=false, bool dIsFixed=false, bool vegaWeighted=false, ext::shared_ptr< EndCriteria > endCriteria=ext::shared_ptr< EndCriteria >(), ext::shared_ptr< OptimizationMethod > method=ext::shared_ptr< OptimizationMethod >())	AbcdCalibration
abcdEndCriteria_	AbcdCalibration	mutableprivate
aIsFixed_	AbcdCalibration
b() const	AbcdCalibration
b_	AbcdCalibration
bIsFixed_	AbcdCalibration
blackVols_	AbcdCalibration	private
c() const	AbcdCalibration
c_	AbcdCalibration
cIsFixed_	AbcdCalibration
compute()	AbcdCalibration
d() const	AbcdCalibration
d_	AbcdCalibration
dIsFixed_	AbcdCalibration
endCriteria() const	AbcdCalibration
endCriteria_	AbcdCalibration	private
error() const	AbcdCalibration
errors() const	AbcdCalibration
k(const std::vector< Real > &t, const std::vector< Real > &blackVols) const	AbcdCalibration
maxError() const	AbcdCalibration
optMethod_	AbcdCalibration	private
times_	AbcdCalibration	private
transformation_	AbcdCalibration
value(Real x) const	AbcdCalibration
vegaWeighted_	AbcdCalibration	private
weights_	AbcdCalibration	mutableprivate