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 Svi, including all inherited members.
a_ | Svi | private |
aIsFixed_ | Svi | private |
b_ | Svi | private |
bIsFixed_ | Svi | private |
endCriteria_ | Svi | private |
errorAccept_ | Svi | private |
forward_ | Svi | private |
global | Svi | static |
interpolate(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const | Svi | |
m_ | Svi | private |
maxGuesses_ | Svi | private |
mIsFixed_ | Svi | private |
optMethod_ | Svi | private |
rho_ | Svi | private |
rhoIsFixed_ | Svi | private |
sigma_ | Svi | private |
sigmaIsFixed_ | Svi | private |
Svi(Time t, Real forward, Real a, Real b, Real sigma, Real rho, Real m, bool aIsFixed, bool bIsFixed, bool sigmaIsFixed, bool rhoIsFixed, bool mIsFixed, bool vegaWeighted=false, ext::shared_ptr< EndCriteria > endCriteria=ext::shared_ptr< EndCriteria >(), ext::shared_ptr< OptimizationMethod > optMethod=ext::shared_ptr< OptimizationMethod >(), const Real errorAccept=0.0020, const bool useMaxError=false, const Size maxGuesses=50) | Svi | |
t_ | Svi | private |
useMaxError_ | Svi | private |
vegaWeighted_ | Svi | private |