SABRInterpolation Member List

This is the complete list of members for SABRInterpolation, including all inherited members.

allowsExtrapolation() constExtrapolator
alpha() const (defined in SABRInterpolation)SABRInterpolation
argument_type typedef (defined in Interpolation)Interpolation
beta() const (defined in SABRInterpolation)SABRInterpolation
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 Interpolation)Interpolation
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_ (defined in Interpolation)Interpolation [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, const Real &forward, Real alpha, Real beta, Real nu, Real rho, bool alphaIsFixed, bool betaIsFixed, bool nuIsFixed, bool rhoIsFixed, bool vegaWeighted=false, const boost::shared_ptr< EndCriteria > &endCriteria=boost::shared_ptr< EndCriteria >(), 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]