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<h1>ql/Math/sabrinterpolation.hpp File Reference</h1><hr><a name="_details"></a><h2>Detailed Description</h2>
SABR interpolation interpolation between discrete points.
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<code>#include <<a class="el" href="interpolation_8hpp.html">ql/Math/interpolation.hpp</a>></code><br>
<code>#include <<a class="el" href="method_8hpp.html">ql/Optimization/method.hpp</a>></code><br>
<code>#include <<a class="el" href="problem_8hpp.html">ql/Optimization/problem.hpp</a>></code><br>
<code>#include <<a class="el" href="conjugategradient_8hpp.html">ql/Optimization/conjugategradient.hpp</a>></code><br>
<code>#include <<a class="el" href="simplex_8hpp.html">ql/Optimization/simplex.hpp</a>></code><br>
<code>#include <<a class="el" href="null_8hpp.html">ql/Utilities/null.hpp</a>></code><br>
<code>#include <<a class="el" href="dataformatters_8hpp.html">ql/Utilities/dataformatters.hpp</a>></code><br>
<code>#include <vector></code><br>
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Include dependency graph for sabrinterpolation.hpp:<p><center><img src="sabrinterpolation_8hpp__incl.png" border="0" usemap="#ql/Math/sabrinterpolation.hpp_map" alt=""></center>
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<tr><td colspan="2"><br><h2>Namespaces</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">namespace </td><td class="memItemRight" valign="bottom"><b>QuantLib</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">namespace </td><td class="memItemRight" valign="bottom"><b>QuantLib::detail</b></td></tr>
<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_a_b_r_interpolation.html">SABRInterpolation</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">SABR smile interpolation between discrete volatility points. <a href="class_quant_lib_1_1_s_a_b_r_interpolation.html#_details">More...</a><br></td></tr>
<tr><td colspan="2"><br><h2>Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c0b1c87d676ac44d7378fff08458f2a4"></a><!-- doxytag: member="sabrinterpolation.hpp::unsafeSabrVolatility" ref="c0b1c87d676ac44d7378fff08458f2a4" args="(Rate strike, Rate forward, Time expiryTime, Real alpha, Real beta, Real nu, Real rho)" -->
Real </td><td class="memItemRight" valign="bottom"><b>unsafeSabrVolatility</b> (Rate strike, Rate forward, Time expiryTime, Real alpha, Real beta, Real nu, Real rho)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b45dc9962b122b5e3600cce6afed7a44"></a><!-- doxytag: member="sabrinterpolation.hpp::sabrVolatility" ref="b45dc9962b122b5e3600cce6afed7a44" args="(Rate strike, Rate forward, Time expiryTime, Real alpha, Real beta, Real nu, Real rho)" -->
Real </td><td class="memItemRight" valign="bottom"><b>sabrVolatility</b> (Rate strike, Rate forward, Time expiryTime, Real alpha, Real beta, Real nu, Real rho)</td></tr>
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