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

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

a() constAbcdCalibration
a_AbcdCalibration
AbcdCalibration()=defaultAbcdCalibration
AbcdCalibration(const std::vector< Real > &t, const std::vector< Real > &blackVols, Real aGuess=-0.06, Real bGuess=0.17, Real cGuess=0.54, Real dGuess=0.17, bool aIsFixed=false, bool bIsFixed=false, bool cIsFixed=false, bool dIsFixed=false, bool vegaWeighted=false, ext::shared_ptr< EndCriteria > endCriteria=ext::shared_ptr< EndCriteria >(), ext::shared_ptr< OptimizationMethod > method=ext::shared_ptr< OptimizationMethod >())AbcdCalibration
abcdEndCriteria_AbcdCalibrationmutableprivate
aIsFixed_AbcdCalibration
b() constAbcdCalibration
b_AbcdCalibration
bIsFixed_AbcdCalibration
blackVols_AbcdCalibrationprivate
c() constAbcdCalibration
c_AbcdCalibration
cIsFixed_AbcdCalibration
compute()AbcdCalibration
d() constAbcdCalibration
d_AbcdCalibration
dIsFixed_AbcdCalibration
endCriteria() constAbcdCalibration
endCriteria_AbcdCalibrationprivate
error() constAbcdCalibration
errors() constAbcdCalibration
k(const std::vector< Real > &t, const std::vector< Real > &blackVols) constAbcdCalibration
maxError() constAbcdCalibration
optMethod_AbcdCalibrationprivate
times_AbcdCalibrationprivate
transformation_AbcdCalibration
value(Real x) constAbcdCalibration
vegaWeighted_AbcdCalibrationprivate
weights_AbcdCalibrationmutableprivate