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Reference manual - version qle_version
SabrParametricVolatility::CalibrationResult Struct Reference

Public Attributes

QuantLib::Real timeToExpiry
QuantLib::Real underlyingLength
QuantLib::Real forward
std::vector< Real > strikes
std::vector< Real > marketInput
std::vector< Real > calibrationTarget
std::vector< Real > calibrationResult
QuantLib::Real error
bool accepted