, including all inherited members.
allowsExtrapolation() const | Extrapolator | |
alpha() const (defined in SABRInterpolation) | SABRInterpolation | |
argument_type typedef (defined in Interpolation) | Interpolation | |
beta() const (defined in SABRInterpolation) | SABRInterpolation | |
Bridge(const boost::shared_ptr< Impl > &impl=boost::shared_ptr< Impl >()) (defined in Bridge) | Bridge | [protected] |
checkRange(Real x, bool extrapolate) const (defined in Interpolation) | Interpolation | [protected] |
derivative(Real x, bool allowExtrapolation=false) const (defined in Interpolation) | Interpolation | |
disableExtrapolation(bool b=true) | Extrapolator | |
empty() const (defined in Bridge) | Bridge | |
enableExtrapolation(bool b=true) | Extrapolator | |
endCriteria() (defined in SABRInterpolation) | SABRInterpolation | |
expiry() const (defined in SABRInterpolation) | SABRInterpolation | |
Extrapolator() (defined in Extrapolator) | Extrapolator | |
forward() const (defined in SABRInterpolation) | SABRInterpolation | |
Impl typedef (defined in Bridge) | Bridge | |
impl_ (defined in Bridge) | Bridge | [protected] |
Interpolation() (defined in Interpolation) | Interpolation | |
interpolationError() const (defined in SABRInterpolation) | SABRInterpolation | |
interpolationMaxError() const (defined in SABRInterpolation) | SABRInterpolation | |
isInRange(Real x) const (defined in Interpolation) | Interpolation | |
nu() const (defined in SABRInterpolation) | SABRInterpolation | |
operator()(Real x, bool allowExtrapolation=false) const (defined in Interpolation) | Interpolation | |
primitive(Real x, bool allowExtrapolation=false) const (defined in Interpolation) | Interpolation | |
result_type typedef (defined in Interpolation) | Interpolation | |
rho() const (defined in SABRInterpolation) | SABRInterpolation | |
SABRInterpolation(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Time t, Real forward, Real alpha, Real beta, Real nu, Real rho, bool isAlphaFixed, bool isBetaFixed, bool isNuFixed, bool isRhoFixed, const boost::shared_ptr< OptimizationMethod > &method=boost::shared_ptr< OptimizationMethod >()) (defined in SABRInterpolation) | SABRInterpolation | |
secondDerivative(Real x, bool allowExtrapolation=false) const (defined in Interpolation) | Interpolation | |
update() (defined in Interpolation) | Interpolation | |
xMax() const (defined in Interpolation) | Interpolation | |
xMin() const (defined in Interpolation) | Interpolation | |
~Extrapolator() (defined in Extrapolator) | Extrapolator | [virtual] |
~Interpolation() (defined in Interpolation) | Interpolation | [virtual] |