initial version noarb sabr model
add exponentially weighted versions of the modified bessel functions
Merge branch 'openmp_g1d' into noarbsabr
Merge branch 'openmp_g1d' into noarbsabr
use instances instead of static methods
separate sabr interpolation into a model specific and a generic part in order to make it reusable for other models, there should be no functional impact implied by the changes except slight amendments concerning the parameter guesses and the parameter transformations, which seemed reasonable to do at the same time
fix test cases in that the cases with fixed parameters actually were computed with all parameters free; in addition with the new cases we need an explicit error threshold for the optimization in order to meet the desired test tolerance
add new files
fix unsigned - signed comparison
rename class (to make room for the interpolation factory)
add forward as parameter for transformation functions
c++03 compatibility changes
add noarb sabr interpolation and smile section, add files to Makefile.am, rename no arb sabr model in test suite
Merge remote-tracking branch 'localmaster/noarbsabr' into noarbsabr
revert logic
fix formatting
handling of constexpr
fix some names, add tests for digitals and density
add some safety checks
fix indices to access absorption matrix, use boost's inverse to incomplete gamma function, adjust some constants to make numerics more stable