QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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SviInterpolation Member List

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

a() constSviInterpolation
allowsExtrapolation() constExtrapolator
argument_typeInterpolation
b() constSviInterpolation
checkRange(Real x, bool extrapolate) constInterpolationprotected
coeffs() constSviInterpolationprivate
derivative(Real x, bool allowExtrapolation=false) constInterpolation
disableExtrapolation(bool b=true)Extrapolator
empty() constInterpolation
enableExtrapolation(bool b=true)Extrapolator
endCriteria()SviInterpolation
expiry() constSviInterpolation
extrapolate_Extrapolatorprivate
Extrapolator()=defaultExtrapolator
forward() constSviInterpolation
impl_Interpolationprotected
Interpolation()=defaultInterpolation
interpolationWeights() constSviInterpolation
isInRange(Real x) constInterpolation
m() constSviInterpolation
maxError() constSviInterpolation
operator()(Real x, bool allowExtrapolation=false) constInterpolation
primitive(Real x, bool allowExtrapolation=false) constInterpolation
result_typeInterpolation
rho() constSviInterpolation
rmsError() constSviInterpolation
secondDerivative(Real x, bool allowExtrapolation=false) constInterpolation
sigma() constSviInterpolation
SviInterpolation(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Time t, const Real &forward, Real a, Real b, Real sigma, Real rho, Real m, bool aIsFixed, bool bIsFixed, bool sigmaIsFixed, bool rhoIsFixed, bool mIsFixed, bool vegaWeighted=true, const ext::shared_ptr< EndCriteria > &endCriteria=ext::shared_ptr< EndCriteria >(), const ext::shared_ptr< OptimizationMethod > &optMethod=ext::shared_ptr< OptimizationMethod >(), const Real errorAccept=0.0020, const bool useMaxError=false, const Size maxGuesses=50)SviInterpolation
update()Interpolation
xMax() constInterpolation
xMin() constInterpolation
~Extrapolator()=defaultExtrapolatorvirtual
~Interpolation() override=defaultInterpolation