QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ZabrInterpolation< Evaluation > Member List

This is the complete list of members for ZabrInterpolation< Evaluation >, including all inherited members.

allowsExtrapolation() constExtrapolator
alpha() constZabrInterpolation< Evaluation >
beta() constZabrInterpolation< Evaluation >
checkRange(Real x, bool extrapolate) constInterpolationprotected
coeffs() constZabrInterpolation< Evaluation >private
derivative(Real x, bool allowExtrapolation=false) constInterpolation
disableExtrapolation(bool b=true)Extrapolator
empty() constInterpolation
enableExtrapolation(bool b=true)Extrapolator
endCriteria()ZabrInterpolation< Evaluation >
expiry() constZabrInterpolation< Evaluation >
extrapolate_Extrapolatorprivate
Extrapolator()=defaultExtrapolator
forward() constZabrInterpolation< Evaluation >
gamma() constZabrInterpolation< Evaluation >
impl_Interpolationprotected
Interpolation()=defaultInterpolation
interpolationWeights() constZabrInterpolation< Evaluation >
isInRange(Real x) constInterpolation
maxError() constZabrInterpolation< Evaluation >
nu() constZabrInterpolation< Evaluation >
operator()(Real x, bool allowExtrapolation=false) constInterpolation
primitive(Real x, bool allowExtrapolation=false) constInterpolation
rho() constZabrInterpolation< Evaluation >
rmsError() constZabrInterpolation< Evaluation >
secondDerivative(Real x, bool allowExtrapolation=false) constInterpolation
update()Interpolation
xMax() constInterpolation
xMin() constInterpolation
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()=defaultExtrapolatorvirtual
~Interpolation() override=defaultInterpolation