#include <sviinterpolation.hpp>
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Size | dimension () |
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void | defaultValues (std::vector< Real > ¶ms, std::vector< bool > ¶mIsFixed, const Real &forward, const Real expiryTime, const std::vector< Real > &addParams) |
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void | guess (Array &values, const std::vector< bool > ¶mIsFixed, const Real &forward, const Real expiryTime, const std::vector< Real > &r, const std::vector< Real > &addParams) |
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Array | inverse (const Array &y, const std::vector< bool > &, const std::vector< Real > &, const Real) |
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Real | eps1 () |
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Real | eps2 () |
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Array | direct (const Array &x, const std::vector< bool > ¶mIsFixed, const std::vector< Real > ¶ms, const Real forward) |
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Real | weight (const Real strike, const Real forward, const Real stdDev, const std::vector< Real > &addParams) |
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ext::shared_ptr< type > | instance (const Time t, const Real &forward, const std::vector< Real > ¶ms, const std::vector< Real > &addParams) |
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Definition at line 57 of file sviinterpolation.hpp.
◆ type
◆ dimension()
◆ defaultValues()
void defaultValues |
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std::vector< Real > & |
params, |
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std::vector< bool > & |
paramIsFixed, |
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const Real & |
forward, |
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const Real |
expiryTime, |
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const std::vector< Real > & |
addParams |
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◆ guess()
void guess |
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Array & |
values, |
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const std::vector< bool > & |
paramIsFixed, |
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const Real & |
forward, |
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const Real |
expiryTime, |
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const std::vector< Real > & |
r, |
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const std::vector< Real > & |
addParams |
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◆ inverse()
Array inverse |
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const Array & |
y, |
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const std::vector< bool > & |
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const std::vector< Real > & |
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const |
Real |
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◆ eps1()
◆ eps2()
◆ direct()
Array direct |
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const Array & |
x, |
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const std::vector< bool > & |
paramIsFixed, |
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const std::vector< Real > & |
params, |
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const Real |
forward |
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◆ weight()
Real weight |
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const Real |
strike, |
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const Real |
forward, |
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const Real |
stdDev, |
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const std::vector< Real > & |
addParams |
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◆ instance()
ext::shared_ptr< type > instance |
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const Time |
t, |
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const Real & |
forward, |
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const std::vector< Real > & |
params, |
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const std::vector< Real > & |
addParams |
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