QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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SviInterpolation Member List

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

a() constSviInterpolation
allowsExtrapolation() constExtrapolator
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
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