QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunction Member List

This is the complete list of members for InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunction, including all inherited members.

capfloor_InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunctionprotected
dvec_InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunctionprotected
frequency_InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunctionprotected
indexIsInterpolated_InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunctionprotected
K_InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunctionprotected
lag_InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunctionprotected
ObjectiveFunction(YoYInflationCapFloor::Type type, Real slope, Rate K, Period &lag, Natural fixingDays, const ext::shared_ptr< YoYInflationIndex > &anIndex, const ext::shared_ptr< YoYCapFloorTermPriceSurface > &, ext::shared_ptr< YoYInflationCapFloorEngine > p, Real priceToMatch)InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunction
operator()(Volatility guess) constInterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunction
p_InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunctionprotected
priceToMatch_InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunctionprotected
slope_InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunctionprotected
surf_InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunctionprotected
tvec_InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunctionprotected
vvec_InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunctionmutableprotected