QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for SviInterpolation, including all inherited members.
a() const | SviInterpolation | |
allowsExtrapolation() const | Extrapolator | |
b() const | SviInterpolation | |
checkRange(Real x, bool extrapolate) const | Interpolation | protected |
coeffs() const | SviInterpolation | private |
derivative(Real x, bool allowExtrapolation=false) const | Interpolation | |
disableExtrapolation(bool b=true) | Extrapolator | |
empty() const | Interpolation | |
enableExtrapolation(bool b=true) | Extrapolator | |
endCriteria() | SviInterpolation | |
expiry() const | SviInterpolation | |
extrapolate_ | Extrapolator | private |
Extrapolator()=default | Extrapolator | |
forward() const | SviInterpolation | |
impl_ | Interpolation | protected |
Interpolation()=default | Interpolation | |
interpolationWeights() const | SviInterpolation | |
isInRange(Real x) const | Interpolation | |
m() const | SviInterpolation | |
maxError() const | SviInterpolation | |
operator()(Real x, bool allowExtrapolation=false) const | Interpolation | |
primitive(Real x, bool allowExtrapolation=false) const | Interpolation | |
rho() const | SviInterpolation | |
rmsError() const | SviInterpolation | |
secondDerivative(Real x, bool allowExtrapolation=false) const | Interpolation | |
sigma() const | SviInterpolation | |
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() const | Interpolation | |
xMin() const | Interpolation | |
~Extrapolator()=default | Extrapolator | virtual |
~Interpolation() override=default | Interpolation |