Public Member Functions
	CarrMadanMarginalProbabilitySafeStrikes (const std::vector< Real > &strikes, const Real forward, const std::vector< Real > &callPrices, const VolatilityType volType=ShiftedLognormal, const Real shift=0.0)
const std::vector< Real > &	strikes () const
Real	forward () const
const std::vector< Real > &	callPrices () const
VolatilityType	volatilityType () const
Real	shift () const
bool	arbitrageFree () const
const std::vector< bool > &	callSpreadArbitrage () const
const std::vector< bool > &	butterflyArbitrage () const
const std::vector< Real > &	density () const

Constructor & Destructor Documentation

◆ CarrMadanMarginalProbabilitySafeStrikes()

CarrMadanMarginalProbabilitySafeStrikes	(	const std::vector< Real > &	strikes,
		const Real	forward,
		const std::vector< Real > &	callPrices,
		const VolatilityType	volType = ShiftedLognormal,
		const Real	shift = 0.0 )

The callPrices should be non-discounted