carrmadanarbitragecheck.cpp File Reference

#include <qle/models/carrmadanarbitragecheck.hpp>
#include <ql/errors.hpp>
#include <ql/math/comparison.hpp>
#include <numeric>
#include <sstream>

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Namespaces
namespace	QuantExt

Functions
template<class CarrMadanMarginalProbabilityClass >
std::string	arbitrageAsString (const CarrMadanMarginalProbabilityClass &cm)
template std::string	arbitrageAsString (const CarrMadanMarginalProbability &cm)
template std::string	arbitrageAsString (const CarrMadanMarginalProbabilitySafeStrikes &cm)
std::string	arbitrageAsString (const CarrMadanSurface &cm)