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std::string | dayCounter |
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std::string | calendar |
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bool | isArbitrageFree |
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std::vector< QuantLib::Date > | expiryDates |
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std::vector< QuantLib::Period > | underlyingTenors |
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std::string | volatilityType |
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std::vector< double > | times |
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std::vector< double > | strikeSpreads |
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std::vector< double > | strikes |
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std::vector< std::vector< double > > | forwards |
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std::vector< std::vector< std::vector< double > > > | strikeSpreadGridStrikes |
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std::vector< std::vector< std::vector< double > > > | strikeSpreadGridProb |
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std::vector< std::vector< std::vector< double > > > | strikeSpreadGridImpliedVolatility |
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std::vector< std::vector< std::vector< double > > > | strikeGridStrikes |
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std::vector< std::vector< std::vector< double > > > | strikeGridProb |
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std::vector< std::vector< std::vector< double > > > | strikeGridImpliedVolatility |
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std::vector< std::vector< std::vector< bool > > > | strikeSpreadGridCallSpreadArbitrage |
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std::vector< std::vector< std::vector< bool > > > | strikeSpreadGridButterflyArbitrage |
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std::vector< std::vector< std::vector< bool > > > | strikeGridCallSpreadArbitrage |
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std::vector< std::vector< std::vector< bool > > > | strikeGridButterflyArbitrage |
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std::vector< std::string > | messages |
