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 AbcdInterpolation, including all inherited members.
a() const | AbcdInterpolation | |
AbcdInterpolation(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Real a=-0.06, Real b=0.17, Real c=0.54, Real d=0.17, bool aIsFixed=false, bool bIsFixed=false, bool cIsFixed=false, bool dIsFixed=false, bool vegaWeighted=false, const ext::shared_ptr< EndCriteria > &endCriteria=ext::shared_ptr< EndCriteria >(), const ext::shared_ptr< OptimizationMethod > &optMethod=ext::shared_ptr< OptimizationMethod >()) | AbcdInterpolation | |
allowsExtrapolation() const | Extrapolator | |
b() const | AbcdInterpolation | |
c() const | AbcdInterpolation | |
checkRange(Real x, bool extrapolate) const | Interpolation | protected |
coeffs() const | AbcdInterpolation | private |
d() const | AbcdInterpolation | |
derivative(Real x, bool allowExtrapolation=false) const | Interpolation | |
disableExtrapolation(bool b=true) | Extrapolator | |
empty() const | Interpolation | |
enableExtrapolation(bool b=true) | Extrapolator | |
endCriteria() | AbcdInterpolation | |
extrapolate_ | Extrapolator | private |
Extrapolator()=default | Extrapolator | |
impl_ | Interpolation | protected |
Interpolation()=default | Interpolation | |
isInRange(Real x) const | Interpolation | |
k() const | AbcdInterpolation | |
k(Time t, const I1 &xBegin, const I1 &xEnd) const | AbcdInterpolation | |
maxError() const | AbcdInterpolation | |
operator()(Real x, bool allowExtrapolation=false) const | Interpolation | |
primitive(Real x, bool allowExtrapolation=false) const | Interpolation | |
rmsError() const | AbcdInterpolation | |
secondDerivative(Real x, bool allowExtrapolation=false) const | Interpolation | |
update() | Interpolation | |
xMax() const | Interpolation | |
xMin() const | Interpolation | |
~Extrapolator()=default | Extrapolator | virtual |
~Interpolation() override=default | Interpolation |