SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure,
PeriodVector optionTenors,
PeriodVector swapTenors,
DoubleVector strikeSpreads,
QuoteHandleVectorVector volSpreads,
SwapIndex swapIndexBase,
SwapIndex shortSwapIndexBase,
boolean vegaWeightedSmileFit,
QuoteHandleVectorVector parametersGuess,
BoolVector isParameterFixed,
boolean isAtmCalibrated,
SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria) |
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure,
PeriodVector optionTenors,
PeriodVector swapTenors,
DoubleVector strikeSpreads,
QuoteHandleVectorVector volSpreads,
SwapIndex swapIndexBase,
SwapIndex shortSwapIndexBase,
boolean vegaWeightedSmileFit,
QuoteHandleVectorVector parametersGuess,
BoolVector isParameterFixed,
boolean isAtmCalibrated,
SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria,
double maxErrorTolerance) |
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure,
PeriodVector optionTenors,
PeriodVector swapTenors,
DoubleVector strikeSpreads,
QuoteHandleVectorVector volSpreads,
SwapIndex swapIndexBase,
SwapIndex shortSwapIndexBase,
boolean vegaWeightedSmileFit,
QuoteHandleVectorVector parametersGuess,
BoolVector isParameterFixed,
boolean isAtmCalibrated,
SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria,
double maxErrorTolerance,
SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t optMethod) |