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 | |
| capletCalibration(const std::vector< Real > &blackVols, const std::vector< Real >::const_iterator &t, 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 u, Time T) const | Abcd | |
| instantaneousVolatility(Time u, Time T) const | Abcd | |
| k(const std::vector< Real > &blackVols, const std::vector< Real >::const_iterator &t) const | Abcd | |
| longTermVolatility() 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 | |