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| CarrMadanSurface (const std::vector< Real > ×, const std::vector< Real > &moneyness, const Real spot, const std::vector< Real > &forwards, const std::vector< std::vector< Real >> &callPrices) |
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const std::vector< Real > & | times () const |
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const std::vector< Real > & | moneyness () const |
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Real | spot () const |
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const std::vector< Real > & | forwards () const |
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const std::vector< std::vector< Real > > & | callPrices () const |
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bool | arbitrageFree () const |
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const std::vector< CarrMadanMarginalProbability > & | timeSlices () const |
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const std::vector< std::vector< bool > > & | callSpreadArbitrage () const |
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const std::vector< std::vector< bool > > & | butterflyArbitrage () const |
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const std::vector< std::vector< bool > > & | calendarArbitrage () const |
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