SABRInterpolation Member List

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

allowsExtrapolation() const	Extrapolator
alpha() const	SABRInterpolation
argument_type	Interpolation
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
result_type	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