|  | 
| typedef Disposable< std::vector< Real > > | DispArray | 
|  | 
| typedef NoArbSabrSmileSection | NoArbSabrWrapper | 
|  | 
| typedef SviSmileSection | SviWrapper | 
|  | 
| typedef std::vector< std::vector< Real > > | SplineGrid | 
|  | 
| typedef DataTable< Real > | base_data_table | 
|  | 
| typedef Data< std::vector< Real >, EmptyArg > | base_data | 
|  | 
| typedef Point< Real, EmptyArg > | base_arg_type | 
|  | 
| typedef Point< Real, EmptyRes > | base_return_type | 
|  | 
| typedef Point< Size, EmptyDim > | base_dimensions | 
|  | 
| typedef Point< base_data_table, EmptyRes > | base_output_data | 
|  | 
| typedef base_cubic_spline | cubic_spline_01 | 
|  | 
| typedef n_cubic_spline< cubic_spline_01 > | cubic_spline_02 | 
|  | 
| typedef n_cubic_spline< cubic_spline_02 > | cubic_spline_03 | 
|  | 
| typedef n_cubic_spline< cubic_spline_03 > | cubic_spline_04 | 
|  | 
| typedef n_cubic_spline< cubic_spline_04 > | cubic_spline_05 | 
|  | 
| typedef n_cubic_spline< cubic_spline_05 > | cubic_spline_06 | 
|  | 
| typedef n_cubic_spline< cubic_spline_06 > | cubic_spline_07 | 
|  | 
| typedef n_cubic_spline< cubic_spline_07 > | cubic_spline_08 | 
|  | 
| typedef n_cubic_spline< cubic_spline_08 > | cubic_spline_09 | 
|  | 
| typedef n_cubic_spline< cubic_spline_09 > | cubic_spline_10 | 
|  | 
| typedef n_cubic_spline< cubic_spline_10 > | cubic_spline_11 | 
|  | 
| typedef n_cubic_spline< cubic_spline_11 > | cubic_spline_12 | 
|  | 
| typedef n_cubic_spline< cubic_spline_12 > | cubic_spline_13 | 
|  | 
| typedef n_cubic_spline< cubic_spline_13 > | cubic_spline_14 | 
|  | 
| typedef n_cubic_spline< cubic_spline_14 > | cubic_spline_15 | 
|  | 
| typedef base_cubic_splint | cubic_splint_01 | 
|  | 
| typedef n_cubic_splint< cubic_splint_01 > | cubic_splint_02 | 
|  | 
| typedef n_cubic_splint< cubic_splint_02 > | cubic_splint_03 | 
|  | 
| typedef n_cubic_splint< cubic_splint_03 > | cubic_splint_04 | 
|  | 
| typedef n_cubic_splint< cubic_splint_04 > | cubic_splint_05 | 
|  | 
| typedef n_cubic_splint< cubic_splint_05 > | cubic_splint_06 | 
|  | 
| typedef n_cubic_splint< cubic_splint_06 > | cubic_splint_07 | 
|  | 
| typedef n_cubic_splint< cubic_splint_07 > | cubic_splint_08 | 
|  | 
| typedef n_cubic_splint< cubic_splint_08 > | cubic_splint_09 | 
|  | 
| typedef n_cubic_splint< cubic_splint_09 > | cubic_splint_10 | 
|  | 
| typedef n_cubic_splint< cubic_splint_10 > | cubic_splint_11 | 
|  | 
| typedef n_cubic_splint< cubic_splint_11 > | cubic_splint_12 | 
|  | 
| typedef n_cubic_splint< cubic_splint_12 > | cubic_splint_13 | 
|  | 
| typedef n_cubic_splint< cubic_splint_13 > | cubic_splint_14 | 
|  | 
| typedef n_cubic_splint< cubic_splint_14 > | cubic_splint_15 | 
|  | 
|  | 
| Rate | effectiveFixedRate (const std::vector< Spread > &spreads, const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i) | 
|  | 
| bool | noOption (const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i) | 
|  | 
| void | checkSviParameters (const Real a, const Real b, const Real sigma, const Real rho, const Real m) | 
|  | 
| Real | sviTotalVariance (const Real a, const Real b, const Real sigma, const Real rho, const Real m, const Real k) | 
|  | 
| template<class I > | 
| void | _fill_array_ (Array &a, boost::scoped_array< Real > &data_, Size &n_, I begin, I end, const boost::true_type &) | 
|  | 
| template<class I > | 
| void | _fill_array_ (Array &a, boost::scoped_array< Real > &data_, Size &n_, I begin, I end, const boost::false_type &) | 
|  | 
| template<typename ForwardIterator > | 
| std::vector< std::complex< Real > > | double_ft (ForwardIterator begin, ForwardIterator end) | 
|  | 
| template<typename InputIterator , typename OutputIterator > | 
| Real | remove_mean (InputIterator begin, InputIterator end, OutputIterator out) | 
|  | 
| std::ostream & | operator<< (std::ostream &, const short_date_holder &) | 
|  | 
| std::ostream & | operator<< (std::ostream &, const long_date_holder &) | 
|  | 
| std::ostream & | operator<< (std::ostream &, const iso_date_holder &) | 
|  | 
| std::ostream & | operator<< (std::ostream &, const formatted_date_holder &) | 
|  | 
| std::ostream & | operator<< (std::ostream &, const long_period_holder &) | 
|  | 
| std::ostream & | operator<< (std::ostream &, const short_period_holder &) | 
|  | 
| std::ostream & | operator<< (std::ostream &, const long_weekday_holder &) | 
|  | 
| std::ostream & | operator<< (std::ostream &, const short_weekday_holder &) | 
|  | 
| std::ostream & | operator<< (std::ostream &, const shortest_weekday_holder &) | 
|  | 
| template<typename T > | 
| std::ostream & | operator<< (std::ostream &, const null_checker< T > &) | 
|  | 
| std::ostream & | operator<< (std::ostream &, const ordinal_holder &) | 
|  | 
| template<typename T > | 
| std::ostream & | operator<< (std::ostream &, const power_of_two_holder< T > &) | 
|  | 
| std::ostream & | operator<< (std::ostream &, const percent_holder &) | 
|  | 
| template<typename I > | 
| std::ostream & | operator<< (std::ostream &, const sequence_holder< I > &) | 
|  | 
| template<class T , class U > | 
| T | get (const std::vector< T > &v, Size i, U defaultValue) | 
|  | 
References: J-P. Berrut and L.N. Trefethen, Barycentric Lagrange interpolation, SIAM Review, 46(3):501–517, 2004. https://people.maths.ox.ac.uk/trefethen/barycentric.pdf