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Fully annotated reference manual - version 1.8.12
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CarrMadanMarginalProbabilitySafeStrikes Member List

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

arbitrageFree() constCarrMadanMarginalProbabilitySafeStrikes
butterflyArbitrage() constCarrMadanMarginalProbabilitySafeStrikes
butterflyArbitrage_CarrMadanMarginalProbabilitySafeStrikesprivate
callPrices() constCarrMadanMarginalProbabilitySafeStrikes
callPrices_CarrMadanMarginalProbabilitySafeStrikesprivate
callSpreadArbitrage() constCarrMadanMarginalProbabilitySafeStrikes
callSpreadArbitrage_CarrMadanMarginalProbabilitySafeStrikesprivate
CarrMadanMarginalProbabilitySafeStrikes(const std::vector< Real > &strikes, const Real forward, const std::vector< Real > &callPrices, const VolatilityType volType=ShiftedLognormal, const Real shift=0.0)CarrMadanMarginalProbabilitySafeStrikes
density() constCarrMadanMarginalProbabilitySafeStrikes
forward() constCarrMadanMarginalProbabilitySafeStrikes
forward_CarrMadanMarginalProbabilitySafeStrikesprivate
q_CarrMadanMarginalProbabilitySafeStrikesprivate
shift() constCarrMadanMarginalProbabilitySafeStrikes
shift_CarrMadanMarginalProbabilitySafeStrikesprivate
smileIsArbitrageFree_CarrMadanMarginalProbabilitySafeStrikesprivate
strikes() constCarrMadanMarginalProbabilitySafeStrikes
strikes_CarrMadanMarginalProbabilitySafeStrikesprivate
validStrike_CarrMadanMarginalProbabilitySafeStrikesprivate
volatilityType() constCarrMadanMarginalProbabilitySafeStrikes
volType_CarrMadanMarginalProbabilitySafeStrikesprivate
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