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"ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl"
SingleStepCalibrationResult
Class SingleStepCalibrationResult
Hierarchy
SingleStepCalibrationResult
Index
Constructors
constructor
Properties
callNPVs
cost
Function
putNPVs
sigmas
Constructors
constructor
new
Single
Step
Calibration
Result
(
putNPVs
:
Real
[]
, callNPVs
:
Real
[]
, sigmas
:
Real
[]
, costFunction
:
AndreasenHugeCostFunction
)
:
SingleStepCalibrationResult
Parameters
putNPVs:
Real
[]
callNPVs:
Real
[]
sigmas:
Real
[]
costFunction:
AndreasenHugeCostFunction
Returns
SingleStepCalibrationResult
Properties
callNPVs
callNPVs
:
Real
[]
cost
Function
cost
Function
:
AndreasenHugeCostFunction
putNPVs
putNPVs
:
Real
[]
sigmas
sigmas
:
Real
[]
Globals
"ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl"
Andreasen
Huge
Cost
Function
Andreasen
Huge
Volatility
Interpl
Combined
Cost
Function
Single
Step
Calibration
Result
constructor
callNPVs
cost
Function
putNPVs
sigmas
close_
enough_
to
Time
Value
Cache
Type