This is the complete list of members for CommoditySchwartzData, including all inherited members.
calibrateKappa() (defined in CommoditySchwartzData) | CommoditySchwartzData | |
calibrateSigma() (defined in CommoditySchwartzData) | CommoditySchwartzData | |
calibrationErrorType() (defined in CommoditySchwartzData) | CommoditySchwartzData | |
calibrationType() (defined in CommoditySchwartzData) | CommoditySchwartzData | |
CommoditySchwartzData(bool driftFreeState=false, boost::shared_ptr< OptimizationMethod > optimizationMethod=boost::make_shared< LevenbergMarquardt >(1E-8, 1E-8, 1E-8), EndCriteria endCriteria=EndCriteria(1000, 500, 1E-8, 1E-8, 1E-8), Constraint constraint=Constraint(), BlackCalibrationHelper::CalibrationErrorType calibrationErrorType=BlackCalibrationHelper::RelativePriceError) | CommoditySchwartzData | |
CommoditySchwartzData(std::string name, std::string currency, CalibrationType calibrationType, bool calibrateSigma, Real sigma, bool calibrateKappa, Real kappa, std::vector< std::string > optionExpiries=std::vector< std::string >(), std::vector< std::string > optionStrikes=std::vector< std::string >(), boost::shared_ptr< OptimizationMethod > optimizationMethod=boost::make_shared< LevenbergMarquardt >(1E-8, 1E-8, 1E-8), EndCriteria endCriteria=EndCriteria(1000, 500, 1E-8, 1E-8, 1E-8), Constraint constraint=Constraint(), BlackCalibrationHelper::CalibrationErrorType calibrationErrorType=BlackCalibrationHelper::RelativePriceError, bool driftFreeState=false) | CommoditySchwartzData | |
constraint() (defined in CommoditySchwartzData) | CommoditySchwartzData | |
currency() (defined in CommoditySchwartzData) | CommoditySchwartzData | |
driftFreeState() (defined in CommoditySchwartzData) | CommoditySchwartzData | |
endCriteria() (defined in CommoditySchwartzData) | CommoditySchwartzData | |
fromXML(XMLNode *node) (defined in CommoditySchwartzData) | CommoditySchwartzData | |
kappaParamType() (defined in CommoditySchwartzData) | CommoditySchwartzData | |
kappaValue() (defined in CommoditySchwartzData) | CommoditySchwartzData | |
name() (defined in CommoditySchwartzData) | CommoditySchwartzData | |
operator!=(const CommoditySchwartzData &rhs) (defined in CommoditySchwartzData) | CommoditySchwartzData | |
operator==(const CommoditySchwartzData &rhs) (defined in CommoditySchwartzData) | CommoditySchwartzData | |
optimizationMethod() (defined in CommoditySchwartzData) | CommoditySchwartzData | |
optionExpiries() (defined in CommoditySchwartzData) | CommoditySchwartzData | |
optionStrikes() (defined in CommoditySchwartzData) | CommoditySchwartzData | |
sigmaParamType() (defined in CommoditySchwartzData) | CommoditySchwartzData | |
sigmaValue() (defined in CommoditySchwartzData) | CommoditySchwartzData | |
toXML(XMLDocument &doc) (defined in CommoditySchwartzData) | CommoditySchwartzData |