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 AbcdCalibration, including all inherited members.
a() const | AbcdCalibration | |
a_ | AbcdCalibration | |
AbcdCalibration()=default | AbcdCalibration | |
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_ | AbcdCalibration | mutableprivate |
aIsFixed_ | AbcdCalibration | |
b() const | AbcdCalibration | |
b_ | AbcdCalibration | |
bIsFixed_ | AbcdCalibration | |
blackVols_ | AbcdCalibration | private |
c() const | AbcdCalibration | |
c_ | AbcdCalibration | |
cIsFixed_ | AbcdCalibration | |
compute() | AbcdCalibration | |
d() const | AbcdCalibration | |
d_ | AbcdCalibration | |
dIsFixed_ | AbcdCalibration | |
endCriteria() const | AbcdCalibration | |
endCriteria_ | AbcdCalibration | private |
error() const | AbcdCalibration | |
errors() const | AbcdCalibration | |
k(const std::vector< Real > &t, const std::vector< Real > &blackVols) const | AbcdCalibration | |
maxError() const | AbcdCalibration | |
optMethod_ | AbcdCalibration | private |
times_ | AbcdCalibration | private |
transformation_ | AbcdCalibration | |
value(Real x) const | AbcdCalibration | |
vegaWeighted_ | AbcdCalibration | private |
weights_ | AbcdCalibration | mutableprivate |