QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.12

GeneralizedBlackScholesProcess Member List

This is the complete list of members for GeneralizedBlackScholesProcess, including all inherited members.

apply(Real x0, Real dx) const | GeneralizedBlackScholesProcess | virtual
blackVolatility() const (defined in GeneralizedBlackScholesProcess) | GeneralizedBlackScholesProcess |
deepUpdate() | Observer | virtual
diffusion(Time t, Real x) const | GeneralizedBlackScholesProcess | virtual
discretization_ (defined in StochasticProcess1D) | StochasticProcess1D | protected
dividendYield() const (defined in GeneralizedBlackScholesProcess) | GeneralizedBlackScholesProcess |
drift(Time t, Real x) const | GeneralizedBlackScholesProcess | virtual
evolve(Time t0, Real x0, Time dt, Real dw) const | GeneralizedBlackScholesProcess | virtual
expectation(Time t0, Real x0, Time dt) const | GeneralizedBlackScholesProcess | virtual
factors() const | StochasticProcess | virtual
GeneralizedBlackScholesProcess(const Handle< Quote > &x0, const Handle< YieldTermStructure > &dividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const boost::shared_ptr< discretization > &d=boost::shared_ptr< discretization >(new EulerDiscretization), bool forceDiscretization=false) (defined in GeneralizedBlackScholesProcess) | GeneralizedBlackScholesProcess |
GeneralizedBlackScholesProcess(const Handle< Quote > &x0, const Handle< YieldTermStructure > &dividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const Handle< LocalVolTermStructure > &localVolTS) (defined in GeneralizedBlackScholesProcess) | GeneralizedBlackScholesProcess |
iterator typedef (defined in Observer) | Observer |
localVolatility() const (defined in GeneralizedBlackScholesProcess) | GeneralizedBlackScholesProcess |
notifyObservers() | Observable |
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
operator=(const Observer &) (defined in Observer) | Observer |
QuantLib::Observable::operator=(const Observable &) | Observable |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
riskFreeRate() const (defined in GeneralizedBlackScholesProcess) | GeneralizedBlackScholesProcess |
set_type typedef (defined in Observer) | Observer |
stateVariable() const (defined in GeneralizedBlackScholesProcess) | GeneralizedBlackScholesProcess |
stdDeviation(Time t0, Real x0, Time dt) const | GeneralizedBlackScholesProcess | virtual
StochasticProcess() (defined in StochasticProcess) | StochasticProcess | protected
StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess) | StochasticProcess | explicitprotected
StochasticProcess1D() (defined in StochasticProcess1D) | StochasticProcess1D | protected
StochasticProcess1D(const boost::shared_ptr< discretization > &) (defined in StochasticProcess1D) | StochasticProcess1D | explicitprotected
time(const Date &) const | GeneralizedBlackScholesProcess | virtual
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | GeneralizedBlackScholesProcess | virtual
variance(Time t0, Real x0, Time dt) const | GeneralizedBlackScholesProcess | virtual
x0() const | GeneralizedBlackScholesProcess | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~StochasticProcess() (defined in StochasticProcess) | StochasticProcess | virtual