Fully annotated reference manual - version 1.8.13.0
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This is the complete list of members for CommoditySchwartzData, including all inherited members.
| calibrateKappa() | CommoditySchwartzData | |
| calibrateKappa_ | CommoditySchwartzData | private |
| calibrateSigma() | CommoditySchwartzData | |
| calibrateSigma_ | CommoditySchwartzData | private |
| calibrationErrorType() | CommoditySchwartzData | |
| calibrationErrorType_ | CommoditySchwartzData | private |
| calibrationType() | CommoditySchwartzData | |
| calibrationType_ | CommoditySchwartzData | private |
| ccy_ | CommoditySchwartzData | private |
| CommoditySchwartzData(bool driftFreeState=false, QuantLib::ext::shared_ptr< OptimizationMethod > optimizationMethod=QuantLib::ext::make_shared< LevenbergMarquardt >(1E-8, 1E-8, 1E-8), EndCriteria endCriteria=EndCriteria(1000, 500, 1E-8, 1E-8, 1E-8), Constraint constraint=Constraint(), BlackCalibrationHelper::CalibrationErrorType calibrationErrorType=BlackCalibrationHelper::RelativePriceError) | CommoditySchwartzData | |
| CommoditySchwartzData(std::string name, std::string currency, CalibrationType calibrationType, bool calibrateSigma, Real sigma, bool calibrateKappa, Real kappa, std::vector< std::string > optionExpiries=std::vector< std::string >(), std::vector< std::string > optionStrikes=std::vector< std::string >(), QuantLib::ext::shared_ptr< OptimizationMethod > optimizationMethod=QuantLib::ext::make_shared< LevenbergMarquardt >(1E-8, 1E-8, 1E-8), EndCriteria endCriteria=EndCriteria(1000, 500, 1E-8, 1E-8, 1E-8), Constraint constraint=Constraint(), BlackCalibrationHelper::CalibrationErrorType calibrationErrorType=BlackCalibrationHelper::RelativePriceError, bool driftFreeState=false) | CommoditySchwartzData | |
| constraint() | CommoditySchwartzData | |
| constraint_ | CommoditySchwartzData | private |
| currency() | CommoditySchwartzData | |
| driftFreeState() | CommoditySchwartzData | |
| driftFreeState_ | CommoditySchwartzData | private |
| endCriteria() | CommoditySchwartzData | |
| endCriteria_ | CommoditySchwartzData | private |
| fromXML(XMLNode *node) | CommoditySchwartzData | |
| kappaParamType() | CommoditySchwartzData | |
| kappaType_ | CommoditySchwartzData | private |
| kappaValue() | CommoditySchwartzData | |
| kappaValue_ | CommoditySchwartzData | private |
| name() | CommoditySchwartzData | |
| name_ | CommoditySchwartzData | private |
| operator!=(const CommoditySchwartzData &rhs) | CommoditySchwartzData | |
| operator==(const CommoditySchwartzData &rhs) | CommoditySchwartzData | |
| optimizationMethod() | CommoditySchwartzData | |
| optimizationMethod_ | CommoditySchwartzData | private |
| optionExpiries() | CommoditySchwartzData | |
| optionExpiries_ | CommoditySchwartzData | private |
| optionStrikes() | CommoditySchwartzData | |
| optionStrikes_ | CommoditySchwartzData | private |
| sigmaParamType() | CommoditySchwartzData | |
| sigmaType_ | CommoditySchwartzData | private |
| sigmaValue() | CommoditySchwartzData | |
| sigmaValue_ | CommoditySchwartzData | private |
| toXML(XMLDocument &doc) | CommoditySchwartzData |