XABRInterpolationImpl< I1, I2, Model > Member List

This is the complete list of members for XABRInterpolationImpl< I1, I2, Model >, including all inherited members.

addParams_	XABRCoeffHolder< Model >
constraint_	XABRInterpolationImpl< I1, I2, Model >	private
derivative(Real) const override	XABRInterpolationImpl< I1, I2, Model >	virtual
endCriteria_	XABRInterpolationImpl< I1, I2, Model >	private
error_	XABRCoeffHolder< Model >
errorAccept_	XABRInterpolationImpl< I1, I2, Model >	private
forward_	XABRCoeffHolder< Model >
interpolationError() const	XABRInterpolationImpl< I1, I2, Model >
interpolationErrors() const	XABRInterpolationImpl< I1, I2, Model >
interpolationMaxError() const	XABRInterpolationImpl< I1, I2, Model >
interpolationSquaredError() const	XABRInterpolationImpl< I1, I2, Model >
isInRange(Real x) const override	Interpolation::templateImpl< I1, I2 >	virtual
locate(Real x) const	Interpolation::templateImpl< I1, I2 >	protected
maxError_	XABRCoeffHolder< Model >
maxGuesses_	XABRInterpolationImpl< I1, I2, Model >	private
modelInstance_	XABRCoeffHolder< Model >
optMethod_	XABRInterpolationImpl< I1, I2, Model >	private
paramIsFixed_	XABRCoeffHolder< Model >
params_	XABRCoeffHolder< Model >
primitive(Real) const override	XABRInterpolationImpl< I1, I2, Model >	virtual
secondDerivative(Real) const override	XABRInterpolationImpl< I1, I2, Model >	virtual
t_	XABRCoeffHolder< Model >
templateImpl(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const int requiredPoints=2)	Interpolation::templateImpl< I1, I2 >
update() override	XABRInterpolationImpl< I1, I2, Model >	virtual
updateModelInstance()	XABRCoeffHolder< Model >
useMaxError_	XABRInterpolationImpl< I1, I2, Model >	private
value(Real x) const override	XABRInterpolationImpl< I1, I2, Model >	virtual
vegaWeighted_	XABRInterpolationImpl< I1, I2, Model >	private
volatilityType_	XABRInterpolationImpl< I1, I2, Model >	private
weights_	XABRCoeffHolder< Model >
XABRCoeffHolder(const Time t, const Real &forward, const std::vector< Real > &params, const std::vector< bool > &paramIsFixed, std::vector< Real > addParams)	XABRCoeffHolder< Model >
XABREndCriteria_	XABRCoeffHolder< Model >
XABRInterpolationImpl(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Time t, const Real &forward, const std::vector< Real > &params, const std::vector< bool > &paramIsFixed, bool vegaWeighted, ext::shared_ptr< EndCriteria > endCriteria, ext::shared_ptr< OptimizationMethod > optMethod, const Real errorAccept, const bool useMaxError, const Size maxGuesses, const std::vector< Real > &addParams=std::vector< Real >(), VolatilityType volatilityType=VolatilityType::ShiftedLognormal)	XABRInterpolationImpl< I1, I2, Model >
xBegin_	Interpolation::templateImpl< I1, I2 >	protected
xEnd_	Interpolation::templateImpl< I1, I2 >	protected
xMax() const override	Interpolation::templateImpl< I1, I2 >	virtual
xMin() const override	Interpolation::templateImpl< I1, I2 >	virtual
xValues() const override	Interpolation::templateImpl< I1, I2 >	virtual
yBegin_	Interpolation::templateImpl< I1, I2 >	protected
yValues() const override	Interpolation::templateImpl< I1, I2 >	virtual
~Impl()=default	Interpolation::Impl	virtual
~XABRCoeffHolder()=default	XABRCoeffHolder< Model >	virtual