, including all inherited members.
a() const (defined in Abcd) | Abcd | |
Abcd(Real a=-0.06, Real b=0.17, Real c=0.54, Real d=0.17, bool aIsFixed=false, bool bIsFixed=false, bool cIsFixed=false, bool dIsFixed=false) (defined in Abcd) | Abcd | |
AbcdCostFunction (defined in Abcd) | Abcd | [friend] |
b() const (defined in Abcd) | Abcd | |
c() const (defined in Abcd) | Abcd | |
calibration(const std::vector< Real > &blackVols, const std::vector< Real >::const_iterator &t, const boost::shared_ptr< EndCriteria > &endCriteria=boost::shared_ptr< EndCriteria >(), const boost::shared_ptr< OptimizationMethod > &method=boost::shared_ptr< OptimizationMethod >()) | Abcd | |
covariance(Time tMin, Time tMax, Time T, Time S) const | Abcd | |
d() const (defined in Abcd) | Abcd | |
error(const std::vector< Real > &blackVols, const std::vector< Real >::const_iterator &t) const | Abcd | |
instantaneousCovariance(Time u, Time T, Time S) const | Abcd | |
instantaneousVariance(Time t, Time T) const | Abcd | |
instantaneousVolatility(Time t, Time T) const | Abcd | |
k(const std::vector< Real > &blackVols, const std::vector< Real >::const_iterator &t) const | Abcd | |
longTermVolatility() const | Abcd | |
maxError(const std::vector< Real > &blackVols, const std::vector< Real >::const_iterator &t) const | Abcd | |
maximumLocation() const | Abcd | |
maximumVolatility() const | Abcd | |
operator()(Time u) const | Abcd | |
shortTermVolatility() const | Abcd | |
variance(Time tMin, Time tMax, Time T) const | Abcd | |
volatility(Time tMin, Time tMax, Time T) const | Abcd | |