abcd.hpp
Definition: abcd.hpp:39
Definition: abcd.hpp:51
AbcdFunction(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Real a, QuantLib::Real b, QuantLib::Real c, QuantLib::Real d, bool permanent)
Definition: abcd.hpp:38
AbcdCalibration(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Time > ×, const std::vector< QuantLib::Volatility > &blackVols, QuantLib::Real a, QuantLib::Real b, QuantLib::Real c, QuantLib::Real d, bool aIsFixed, bool bIsFixed, bool cIsFixed, bool dIsFixed, bool vegaWeighted=false, const boost::shared_ptr< QuantLib::EndCriteria > endCriteria=boost::shared_ptr< QuantLib::EndCriteria >(), const boost::shared_ptr< QuantLib::OptimizationMethod > method=boost::shared_ptr< QuantLib::OptimizationMethod >(), bool permanent=false)
Definition: abcd.hpp:30