| delta_ | BasketGeneratingEngine::MatchHelper | |
| expiry_ | BasketGeneratingEngine::MatchHelper | |
| finiteDifferenceEpsilon() const | CostFunction | virtual |
| gamma_ | BasketGeneratingEngine::MatchHelper | |
| gradient(Array &grad, const Array &x) const | CostFunction | virtual |
| h_ | BasketGeneratingEngine::MatchHelper | |
| indexBase_ | BasketGeneratingEngine::MatchHelper | |
| jacobian(Matrix &jac, const Array &x) const | CostFunction | virtual |
| MatchHelper(const Swap::Type type, const Real npv, const Real delta, const Real gamma, ext::shared_ptr< Gaussian1dModel > model, ext::shared_ptr< SwapIndex > indexBase, const Date &expiry, const Real maxMaturity, const Real h) | BasketGeneratingEngine::MatchHelper | |
| maxMaturity_ | BasketGeneratingEngine::MatchHelper | |
| mdl_ | BasketGeneratingEngine::MatchHelper | |
| NPV(const ext::shared_ptr< VanillaSwap > &swap, Real fixedRate, Real nominal, Real y, int type) const | BasketGeneratingEngine::MatchHelper | |
| npv_ | BasketGeneratingEngine::MatchHelper | |
| type_ | BasketGeneratingEngine::MatchHelper | |
| value(const Array &v) const override | BasketGeneratingEngine::MatchHelper | virtual |
| valueAndGradient(Array &grad, const Array &x) const | CostFunction | virtual |
| values(const Array &v) const override | BasketGeneratingEngine::MatchHelper | virtual |
| valuesAndJacobian(Matrix &jac, const Array &x) const | CostFunction | virtual |
| ~CostFunction()=default | CostFunction | virtual |