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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1detail_1_1_implied_volatility_helper.html">ImpliedVolatilityHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">helper class for one-asset implied-volatility calculation <a href="class_quant_lib_1_1detail_1_1_implied_volatility_helper.html#details">More...</a><br /></td></tr>
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<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Utility for the numerical time solver. <a href="class_quant_lib_1_1detail_1_1_root.html#details">More...</a><br /></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > </td><td class="memItemRight" valign="bottom"><b>DispArray</b></td></tr>
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typedef NoArbSabrSmileSection </td><td class="memItemRight" valign="bottom"><b>NoArbSabrWrapper</b></td></tr>
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typedef SviSmileSection </td><td class="memItemRight" valign="bottom"><b>SviWrapper</b></td></tr>
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typedef std::vector< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > </td><td class="memItemRight" valign="bottom"><b>SplineGrid</b></td></tr>
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typedef DataTable< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>base_data_table</b></td></tr>
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typedef Data< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >, EmptyArg > </td><td class="memItemRight" valign="bottom"><b>base_data</b></td></tr>
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typedef Point< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, EmptyArg > </td><td class="memItemRight" valign="bottom"><b>base_arg_type</b></td></tr>
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typedef Point< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, EmptyRes > </td><td class="memItemRight" valign="bottom"><b>base_return_type</b></td></tr>
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typedef Point< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>, EmptyDim > </td><td class="memItemRight" valign="bottom"><b>base_dimensions</b></td></tr>
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typedef Point< base_data_table, EmptyRes > </td><td class="memItemRight" valign="bottom"><b>base_output_data</b></td></tr>
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typedef base_cubic_spline </td><td class="memItemRight" valign="bottom"><b>cubic_spline_01</b></td></tr>
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typedef n_cubic_spline< cubic_spline_01 > </td><td class="memItemRight" valign="bottom"><b>cubic_spline_02</b></td></tr>
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typedef n_cubic_spline< cubic_spline_02 > </td><td class="memItemRight" valign="bottom"><b>cubic_spline_03</b></td></tr>
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typedef n_cubic_spline< cubic_spline_03 > </td><td class="memItemRight" valign="bottom"><b>cubic_spline_04</b></td></tr>
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typedef n_cubic_spline< cubic_spline_04 > </td><td class="memItemRight" valign="bottom"><b>cubic_spline_05</b></td></tr>
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typedef n_cubic_spline< cubic_spline_05 > </td><td class="memItemRight" valign="bottom"><b>cubic_spline_06</b></td></tr>
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typedef n_cubic_spline< cubic_spline_06 > </td><td class="memItemRight" valign="bottom"><b>cubic_spline_07</b></td></tr>
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typedef n_cubic_spline< cubic_spline_07 > </td><td class="memItemRight" valign="bottom"><b>cubic_spline_08</b></td></tr>
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<tr class="memitem:af3e1140f670ba8b8d37549092da18b36"><td class="memItemLeft" align="right" valign="top"><a id="af3e1140f670ba8b8d37549092da18b36"></a>
typedef n_cubic_spline< cubic_spline_08 > </td><td class="memItemRight" valign="bottom"><b>cubic_spline_09</b></td></tr>
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typedef n_cubic_spline< cubic_spline_09 > </td><td class="memItemRight" valign="bottom"><b>cubic_spline_10</b></td></tr>
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typedef n_cubic_spline< cubic_spline_10 > </td><td class="memItemRight" valign="bottom"><b>cubic_spline_11</b></td></tr>
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typedef n_cubic_spline< cubic_spline_11 > </td><td class="memItemRight" valign="bottom"><b>cubic_spline_12</b></td></tr>
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typedef n_cubic_spline< cubic_spline_12 > </td><td class="memItemRight" valign="bottom"><b>cubic_spline_13</b></td></tr>
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typedef n_cubic_spline< cubic_spline_13 > </td><td class="memItemRight" valign="bottom"><b>cubic_spline_14</b></td></tr>
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typedef n_cubic_spline< cubic_spline_14 > </td><td class="memItemRight" valign="bottom"><b>cubic_spline_15</b></td></tr>
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typedef base_cubic_splint </td><td class="memItemRight" valign="bottom"><b>cubic_splint_01</b></td></tr>
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typedef n_cubic_splint< cubic_splint_01 > </td><td class="memItemRight" valign="bottom"><b>cubic_splint_02</b></td></tr>
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typedef n_cubic_splint< cubic_splint_02 > </td><td class="memItemRight" valign="bottom"><b>cubic_splint_03</b></td></tr>
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typedef n_cubic_splint< cubic_splint_03 > </td><td class="memItemRight" valign="bottom"><b>cubic_splint_04</b></td></tr>
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typedef n_cubic_splint< cubic_splint_04 > </td><td class="memItemRight" valign="bottom"><b>cubic_splint_05</b></td></tr>
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<tr class="memitem:a2bc2d50beddef6df7c550f9a328234f7"><td class="memItemLeft" align="right" valign="top"><a id="a2bc2d50beddef6df7c550f9a328234f7"></a>
typedef n_cubic_splint< cubic_splint_05 > </td><td class="memItemRight" valign="bottom"><b>cubic_splint_06</b></td></tr>
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typedef n_cubic_splint< cubic_splint_06 > </td><td class="memItemRight" valign="bottom"><b>cubic_splint_07</b></td></tr>
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typedef n_cubic_splint< cubic_splint_07 > </td><td class="memItemRight" valign="bottom"><b>cubic_splint_08</b></td></tr>
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typedef n_cubic_splint< cubic_splint_08 > </td><td class="memItemRight" valign="bottom"><b>cubic_splint_09</b></td></tr>
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typedef n_cubic_splint< cubic_splint_09 > </td><td class="memItemRight" valign="bottom"><b>cubic_splint_10</b></td></tr>
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typedef n_cubic_splint< cubic_splint_10 > </td><td class="memItemRight" valign="bottom"><b>cubic_splint_11</b></td></tr>
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typedef n_cubic_splint< cubic_splint_11 > </td><td class="memItemRight" valign="bottom"><b>cubic_splint_12</b></td></tr>
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typedef n_cubic_splint< cubic_splint_12 > </td><td class="memItemRight" valign="bottom"><b>cubic_splint_13</b></td></tr>
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typedef n_cubic_splint< cubic_splint_13 > </td><td class="memItemRight" valign="bottom"><b>cubic_splint_14</b></td></tr>
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typedef n_cubic_splint< cubic_splint_14 > </td><td class="memItemRight" valign="bottom"><b>cubic_splint_15</b></td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="func-members"></a>
Functions</h2></td></tr>
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<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>effectiveFixedRate</b> (const std::vector< <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> > &spreads, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &caps, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &floors, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>noOption</b> (const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &caps, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &floors, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>checkSviParameters</b> (const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> b, const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> sigma, const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> rho, const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> m)</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>sviTotalVariance</b> (const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> b, const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> sigma, const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> rho, const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> m, const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> k)</td></tr>
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template<class I > </td></tr>
<tr class="memitem:a330d2cf85818212c4c5761035136ae31"><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>_fill_array_</b> (<a class="el" href="class_quant_lib_1_1_array.html">Array</a> &a, boost::scoped_array< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &data_, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> &n_, I begin, I end, const boost::true_type &)</td></tr>
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template<class I > </td></tr>
<tr class="memitem:a34a8845db343acfcda0396fb1f8fadbc"><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>_fill_array_</b> (<a class="el" href="class_quant_lib_1_1_array.html">Array</a> &a, boost::scoped_array< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &data_, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> &n_, I begin, I end, const boost::false_type &)</td></tr>
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template<typename ForwardIterator > </td></tr>
<tr class="memitem:af2ef699b594912f8ca6ab685b197a0d6"><td class="memTemplItemLeft" align="right" valign="top">std::vector< std::complex< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > </td><td class="memTemplItemRight" valign="bottom"><b>double_ft</b> (ForwardIterator begin, ForwardIterator end)</td></tr>
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template<typename InputIterator , typename OutputIterator > </td></tr>
<tr class="memitem:aeb156afefd92d5c09cfa00004012a580"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memTemplItemRight" valign="bottom"><b>remove_mean</b> (InputIterator begin, InputIterator end, OutputIterator out)</td></tr>
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ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_path_pricer.html">PathPricer</a>< <a class="el" href="class_quant_lib_1_1_path.html">Path</a> > > </td><td class="memItemRight" valign="bottom"><b>mc_lookback_path_pricer</b> (const <a class="el" href="class_quant_lib_1_1_continuous_fixed_lookback_option_1_1arguments.html">ContinuousFixedLookbackOption::arguments</a> &args, const <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> &process, <a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> discount)</td></tr>
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ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_path_pricer.html">PathPricer</a>< <a class="el" href="class_quant_lib_1_1_path.html">Path</a> > > </td><td class="memItemRight" valign="bottom"><b>mc_lookback_path_pricer</b> (const <a class="el" href="class_quant_lib_1_1_continuous_partial_fixed_lookback_option_1_1arguments.html">ContinuousPartialFixedLookbackOption::arguments</a> &args, const <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> &process, <a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> discount)</td></tr>
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ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_path_pricer.html">PathPricer</a>< <a class="el" href="class_quant_lib_1_1_path.html">Path</a> > > </td><td class="memItemRight" valign="bottom"><b>mc_lookback_path_pricer</b> (const <a class="el" href="class_quant_lib_1_1_continuous_floating_lookback_option_1_1arguments.html">ContinuousFloatingLookbackOption::arguments</a> &args, const <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> &process, <a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> discount)</td></tr>
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ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_path_pricer.html">PathPricer</a>< <a class="el" href="class_quant_lib_1_1_path.html">Path</a> > > </td><td class="memItemRight" valign="bottom"><b>mc_lookback_path_pricer</b> (const <a class="el" href="class_quant_lib_1_1_continuous_partial_floating_lookback_option_1_1arguments.html">ContinuousPartialFloatingLookbackOption::arguments</a> &args, const <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> &process, <a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> discount)</td></tr>
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<tr class="memitem:ad1241e18e6b536b54d1fe7ea303df3e4"><td class="memTemplParams" colspan="2">template<class Curve > </td></tr>
<tr class="memitem:ad1241e18e6b536b54d1fe7ea303df3e4"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespace_quant_lib_1_1detail.html#ad1241e18e6b536b54d1fe7ea303df3e4">dontThrowFallback</a> (const <a class="el" href="class_quant_lib_1_1_bootstrap_error.html">BootstrapError</a>< <a class="el" href="class_quant_lib_1_1_curve.html">Curve</a> > &error, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> xMin, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> xMax, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> steps)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, const short_date_holder &)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, const long_date_holder &)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, const iso_date_holder &)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, const formatted_date_holder &)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, const long_period_holder &)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, const short_period_holder &)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, const long_weekday_holder &)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, const short_weekday_holder &)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, const shortest_weekday_holder &)</td></tr>
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template<typename T > </td></tr>
<tr class="memitem:acf9da9343a18dcb8c40e1ffced9e3c08"><td class="memTemplItemLeft" align="right" valign="top">std::ostream & </td><td class="memTemplItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, const null_checker< T > &)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, const ordinal_holder &)</td></tr>
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template<typename T > </td></tr>
<tr class="memitem:a04cebefee4adb1d633310492cac0f191"><td class="memTemplItemLeft" align="right" valign="top">std::ostream & </td><td class="memTemplItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, const power_of_two_holder< T > &)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, const percent_holder &)</td></tr>
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template<typename I > </td></tr>
<tr class="memitem:aa29f3bf8214ac790e1844d2754cc72b8"><td class="memTemplItemLeft" align="right" valign="top">std::ostream & </td><td class="memTemplItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, const sequence_holder< I > &)</td></tr>
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template<class T , class U > </td></tr>
<tr class="memitem:a138e1526c3c8b6e0f25f4b2519821614"><td class="memTemplItemLeft" align="right" valign="top">T </td><td class="memTemplItemRight" valign="bottom"><b>get</b> (const std::vector< T > &v, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i, U defaultValue)</td></tr>
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Variables</h2></td></tr>
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const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>minHazardRateComp</b> = -1.0</td></tr>
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const unsigned long </td><td class="memItemRight" valign="bottom"><b>sabrabsprob</b> [1209600]</td></tr>
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const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>avgHazardRate</b> = 0.01</td></tr>
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const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>maxHazardRate</b> = 1.0</td></tr>
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const <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>avgInflation</b> = 0.02</td></tr>
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const <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>maxInflation</b> = 0.5</td></tr>
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const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>avgRate</b> = 0.05</td></tr>
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const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>maxRate</b> = 1.0</td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>References: J-P. Berrut and L.N. Trefethen, Barycentric Lagrange interpolation, SIAM Review, 46(3):501–517, 2004. <a href="https://people.maths.ox.ac.uk/trefethen/barycentric.pdf">https://people.maths.ox.ac.uk/trefethen/barycentric.pdf</a> </p>
</div><h2 class="groupheader">Function Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#ad1241e18e6b536b54d1fe7ea303df3e4">◆ </a></span>dontThrowFallback()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::detail::dontThrowFallback </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_bootstrap_error.html">BootstrapError</a>< <a class="el" href="class_quant_lib_1_1_curve.html">Curve</a> > & </td>
<td class="paramname"><em>error</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>xMin</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>xMax</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"><em>steps</em> </td>
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<p>If <code>dontThrow</code> is <code>true</code> in <a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html" title="Universal piecewise-term-structure boostrapper.">IterativeBootstrap</a> and on a given pillar the bootstrap fails when searching for a helper root between <code>xMin</code> and <code>xMax</code>, we use this function to return the value that gives the minimum absolute helper error in the interval between <code>xMin</code> and <code>xMax</code> inclusive. </p>
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