|
| CarrMadanMarginalProbability (const std::vector< Real > &strikes, const Real forward, const std::vector< Real > &callPrices, const VolatilityType volType=ShiftedLognormal, const Real shift=0.0) |
|
const std::vector< Real > & | strikes () const |
|
Real | forward () const |
|
const std::vector< Real > & | callPrices () const |
|
VolatilityType | volatilityType () const |
|
Real | shift () const |
|
bool | arbitrageFree () const |
|
const std::vector< bool > & | callSpreadArbitrage () const |
|
const std::vector< bool > & | butterflyArbitrage () const |
|
const std::vector< Real > & | density () const |
|