SABRInterpolation Member List

This is the complete list of members for SABRInterpolation, including all inherited members.

allowsExtrapolation() const	Extrapolator
alpha() const	SABRInterpolation
beta() const	SABRInterpolation
checkRange(Real x, bool extrapolate) const	Interpolation	protected
coeffs() const	SABRInterpolation	private
derivative(Real x, bool allowExtrapolation=false) const	Interpolation
disableExtrapolation(bool b=true)	Extrapolator
empty() const	Interpolation
enableExtrapolation(bool b=true)	Extrapolator
endCriteria()	SABRInterpolation
expiry() const	SABRInterpolation
extrapolate_	Extrapolator	private
Extrapolator()=default	Extrapolator
forward() const	SABRInterpolation
impl_	Interpolation	protected
Interpolation()=default	Interpolation
interpolationWeights() const	SABRInterpolation
isInRange(Real x) const	Interpolation
maxError() const	SABRInterpolation
nu() const	SABRInterpolation
operator()(Real x, bool allowExtrapolation=false) const	Interpolation
primitive(Real x, bool allowExtrapolation=false) const	Interpolation
rho() const	SABRInterpolation
rmsError() const	SABRInterpolation
SABRInterpolation(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Time t, const Real &forward, Real alpha, Real beta, Real nu, Real rho, bool alphaIsFixed, bool betaIsFixed, bool nuIsFixed, bool rhoIsFixed, bool vegaWeighted=true, const ext::shared_ptr< EndCriteria > &endCriteria=ext::shared_ptr< EndCriteria >(), const ext::shared_ptr< OptimizationMethod > &optMethod=ext::shared_ptr< OptimizationMethod >(), const Real errorAccept=0.0020, const bool useMaxError=false, const Size maxGuesses=50, const Real shift=0.0, const VolatilityType volatilityType=VolatilityType::ShiftedLognormal)	SABRInterpolation
secondDerivative(Real x, bool allowExtrapolation=false) const	Interpolation
update()	Interpolation
xMax() const	Interpolation
xMin() const	Interpolation
~Extrapolator()=default	Extrapolator	virtual
~Interpolation() override=default	Interpolation