Reference manual - version ored_version
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, QuantLib::ext::shared_ptr< OptimizationMethod > optimizationMethod=QuantLib::ext::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 >(), QuantLib::ext::shared_ptr< OptimizationMethod > optimizationMethod=QuantLib::ext::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 |