Public Member Functions
	CarrMadanMarginalProbabilitySafeStrikes (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

Constructor & Destructor Documentation

◆ CarrMadanMarginalProbabilitySafeStrikes()

CarrMadanMarginalProbabilitySafeStrikes	(	const std::vector< Real > &	strikes,
		const Real	forward,
		const std::vector< Real > &	callPrices,
		const VolatilityType	volType = `ShiftedLognormal`,
		const Real	shift = `0.0`
	)

The callPrices should be non-discounted