NormalSABRSpecs Struct Reference

Public Types
typedef NormalSABRWrapper	type

Public Member Functions
Size	dimension ()
void	defaultValues (std::vector< Real > &params, std::vector< bool > &, const Real &forward, const Real expiryTime, const std::vector< Real > &addParams)
void	guess (Array &values, const std::vector< bool > &paramIsFixed, const Real &forward, const Real expiryTime, const std::vector< Real > &r, const std::vector< Real > &addParams)
Real	eps1 ()
Real	eps2 ()
Real	dilationFactor ()
Array	inverse (const Array &y, const std::vector< bool > &, const std::vector< Real > &, const Real)
Array	direct (const Array &x, const std::vector< bool > &, const std::vector< Real > &, const Real)
Real	weight (const Real strike, const Real forward, const Real stdDev, const std::vector< Real > &addParams)
boost::shared_ptr< type >	instance (const Time t, const Real &forward, const std::vector< Real > &params, const std::vector< Real > &addParams)