Abcd Member List

This is the complete list of members for Abcd, 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) constAbcd
d() const (defined in Abcd)Abcd
error(const std::vector< Real > &blackVols, const std::vector< Real >::const_iterator &t) constAbcd
instantaneousCovariance(Time u, Time T, Time S) constAbcd
instantaneousVariance(Time t, Time T) constAbcd
instantaneousVolatility(Time t, Time T) constAbcd
k(const std::vector< Real > &blackVols, const std::vector< Real >::const_iterator &t) constAbcd
longTermVolatility() constAbcd
maxError(const std::vector< Real > &blackVols, const std::vector< Real >::const_iterator &t) constAbcd
maximumLocation() constAbcd
maximumVolatility() constAbcd
operator()(Time u) constAbcd
shortTermVolatility() constAbcd
variance(Time tMin, Time tMax, Time T) constAbcd
volatility(Time tMin, Time tMax, Time T) constAbcd