QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
This is the complete list of members for ZabrInterpolation< Evaluation >, including all inherited members.
allowsExtrapolation() const | Extrapolator | |
alpha() const | ZabrInterpolation< Evaluation > | |
beta() const | ZabrInterpolation< Evaluation > | |
checkRange(Real x, bool extrapolate) const | Interpolation | protected |
coeffs() const | ZabrInterpolation< Evaluation > | private |
derivative(Real x, bool allowExtrapolation=false) const | Interpolation | |
disableExtrapolation(bool b=true) | Extrapolator | |
empty() const | Interpolation | |
enableExtrapolation(bool b=true) | Extrapolator | |
endCriteria() | ZabrInterpolation< Evaluation > | |
expiry() const | ZabrInterpolation< Evaluation > | |
extrapolate_ | Extrapolator | private |
Extrapolator()=default | Extrapolator | |
forward() const | ZabrInterpolation< Evaluation > | |
gamma() const | ZabrInterpolation< Evaluation > | |
impl_ | Interpolation | protected |
Interpolation()=default | Interpolation | |
interpolationWeights() const | ZabrInterpolation< Evaluation > | |
isInRange(Real x) const | Interpolation | |
maxError() const | ZabrInterpolation< Evaluation > | |
nu() const | ZabrInterpolation< Evaluation > | |
operator()(Real x, bool allowExtrapolation=false) const | Interpolation | |
primitive(Real x, bool allowExtrapolation=false) const | Interpolation | |
rho() const | ZabrInterpolation< Evaluation > | |
rmsError() const | ZabrInterpolation< Evaluation > | |
secondDerivative(Real x, bool allowExtrapolation=false) const | Interpolation | |
update() | Interpolation | |
xMax() const | Interpolation | |
xMin() const | Interpolation | |
ZabrInterpolation(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Time t, const Real &forward, Real alpha, Real beta, Real nu, Real rho, Real gamma, bool alphaIsFixed, bool betaIsFixed, bool nuIsFixed, bool rhoIsFixed, bool gammaIsFixed, 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) | ZabrInterpolation< Evaluation > | |
~Extrapolator()=default | Extrapolator | virtual |
~Interpolation() override=default | Interpolation |