#include <qlo/abcd.hpp>

Inheritance diagram for QuantLibAddin::AbcdCalibration:

Collaboration diagram for QuantLibAddin::AbcdCalibration:

Public Member Functions
	AbcdCalibration (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Time > &times, 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)

Constructor & Destructor Documentation

◆ AbcdCalibration()

QuantLibAddin::AbcdCalibration::AbcdCalibration	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::vector< QuantLib::Time > &	times,
		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`
	)

The documentation for this class was generated from the following file: