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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for Zabr< Evaluation >, including all inherited members.
| alpha_ | Zabr< Evaluation > | private |
| alphaIsFixed_ | Zabr< Evaluation > | private |
| beta_ | Zabr< Evaluation > | private |
| betaIsFixed_ | Zabr< Evaluation > | private |
| endCriteria_ | Zabr< Evaluation > | private |
| errorAccept_ | Zabr< Evaluation > | private |
| forward_ | Zabr< Evaluation > | private |
| gamma_ | Zabr< Evaluation > | private |
| gammaIsFixed_ | Zabr< Evaluation > | private |
| global | Zabr< Evaluation > | static |
| interpolate(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const | Zabr< Evaluation > | |
| maxGuesses_ | Zabr< Evaluation > | private |
| nu_ | Zabr< Evaluation > | private |
| nuIsFixed_ | Zabr< Evaluation > | private |
| optMethod_ | Zabr< Evaluation > | private |
| rho_ | Zabr< Evaluation > | private |
| rhoIsFixed_ | Zabr< Evaluation > | private |
| t_ | Zabr< Evaluation > | private |
| useMaxError_ | Zabr< Evaluation > | private |
| vegaWeighted_ | Zabr< Evaluation > | private |
| Zabr(Time t, Real forward, Real alpha, Real beta, Real nu, Real rho, Real gamma, bool alphaIsFixed, bool betaIsFixed, bool nuIsFixed, bool rhoIsFixed, bool gammaIsFixed, bool vegaWeighted=false, ext::shared_ptr< EndCriteria > endCriteria=ext::shared_ptr< EndCriteria >(), ext::shared_ptr< OptimizationMethod > optMethod=ext::shared_ptr< OptimizationMethod >(), const Real errorAccept=0.0020, const bool useMaxError=false, const Size maxGuesses=50) | Zabr< Evaluation > |