julian::ir::ConstrainedSmoother Member List

This is the complete list of members for julian::ir::ConstrainedSmoother, including all inherited members.

calculate(const std::vector< SmartPointer< BuildingBlock > > &instruments, const CurveSettings &settings, SmartPointer< ir::Curve > &discounting_curve, SmartPointer< ir::Curve > &projection_curve)	julian::ir::ConstrainedSmoother	virtual
calculateJacobian(SmartPointer< ir::Curve >, SmartPointer< ir::Curve >, InterpolatedCurve, const std::vector< SmartPointer< BuildingBlock > > &)	julian::ir::ConstrainedSmoother	private
calculateParRates(const SmartPointer< ir::Curve > &, const SmartPointer< ir::Curve > &, const SmartPointer< ir::Curve > &, const std::vector< SmartPointer< BuildingBlock > > &)	julian::ir::ConstrainedSmoother	private
clone() const	julian::ir::ConstrainedSmoother	virtual
ConstrainedSmoother(SmartPointer< SmootherCostFunction > cf, const std::vector< double > &lT, const std::vector< double > &uT, int number_of_iterations)	julian::ir::ConstrainedSmoother
ConstrainedSmoother(SmartPointer< SmootherCostFunction > cf, double tolerance, int number_of_iterations)	julian::ir::ConstrainedSmoother
cost_function_	julian::ir::ConstrainedSmoother	private
dates_	julian::ir::ConstrainedSmoother	private
DFs_	julian::ir::ConstrainedSmoother	private
Estimator()	julian::ir::Estimator	inline
getDates() const	julian::ir::ConstrainedSmoother	virtual
getDF() const	julian::ir::ConstrainedSmoother	virtual
info() const	julian::ir::ConstrainedSmoother	virtual
lower_tolerance_	julian::ir::ConstrainedSmoother	private
number_of_iterations_	julian::ir::ConstrainedSmoother	private
tolerance_	julian::ir::ConstrainedSmoother	private
upper_tolerance_	julian::ir::ConstrainedSmoother	private
~ConstrainedSmoother() (defined in julian::ir::ConstrainedSmoother)	julian::ir::ConstrainedSmoother	inlinevirtual
~Estimator()	julian::ir::Estimator	inlinevirtual