Member List

### A free/open-source library for quantitative finance

GJRGARCHProcess Member List
This is the complete list of members for GJRGARCHProcess, including all inherited members.

alpha() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
apply(const Array &x0, const Array &dx) const | GJRGARCHProcess | `[virtual]`
beta() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
covariance(Time t0, const Array &x0, Time dt) const | StochasticProcess | `[virtual]`
daysPerYear() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
diffusion(Time t, const Array &x) const | GJRGARCHProcess | `[virtual]`
Discretization enum name (defined in GJRGARCHProcess) | GJRGARCHProcess |
dividendYield() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
drift(Time t, const Array &x) const | GJRGARCHProcess | `[virtual]`
evolve(Time t0, const Array &x0, Time dt, const Array &dw) const | GJRGARCHProcess | `[virtual]`
expectation(Time t0, const Array &x0, Time dt) const | StochasticProcess | `[virtual]`
factors() const | StochasticProcess | `[virtual]`
FullTruncation enum value (defined in GJRGARCHProcess) | GJRGARCHProcess |
gamma() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
GJRGARCHProcess(const Handle< YieldTermStructure > &riskFreeRate, const Handle< YieldTermStructure > &dividendYield, const Handle< Quote > &s0, Real v0, Real omega, Real alpha, Real beta, Real gamma, Real lambda, Real daysPerYear=252.0, Discretization d=FullTruncation) (defined in GJRGARCHProcess) | GJRGARCHProcess |
initialValues() const | GJRGARCHProcess | `[virtual]`
lambda() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
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 |
omega() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
operator=(const Observer &) (defined in Observer) | Observer |
QuantLib::Observable::operator=(const Observable &) | Observable |
PartialTruncation enum value (defined in GJRGARCHProcess) | GJRGARCHProcess |
Reflection enum value (defined in GJRGARCHProcess) | GJRGARCHProcess |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
riskFreeRate() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
s0() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
size() const | GJRGARCHProcess | `[virtual]`
stdDeviation(Time t0, const Array &x0, Time dt) const | StochasticProcess | `[virtual]`
StochasticProcess() (defined in StochasticProcess) | StochasticProcess | `[protected]`
StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess) | StochasticProcess | `[protected]`
time(const Date &) const | GJRGARCHProcess | `[virtual]`
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | StochasticProcess | `[virtual]`
v0() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`
~StochasticProcess() (defined in StochasticProcess) | StochasticProcess | `[virtual]`