Member List

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

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

apply(Real x0, Real dx) const | GeneralizedBlackScholesProcess | `[virtual]`
blackVolatility() const (defined in GeneralizedBlackScholesProcess) | GeneralizedBlackScholesProcess |
diffusion(Time t, Real x) const | VegaStressedBlackScholesProcess | `[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)) (defined in GeneralizedBlackScholesProcess) | GeneralizedBlackScholesProcess |
getLowerAssetBorderForStressTest() const (defined in VegaStressedBlackScholesProcess) | VegaStressedBlackScholesProcess |
getLowerTimeBorderForStressTest() const (defined in VegaStressedBlackScholesProcess) | VegaStressedBlackScholesProcess |
getStressLevel() const (defined in VegaStressedBlackScholesProcess) | VegaStressedBlackScholesProcess |
getUpperAssetBorderForStressTest() const (defined in VegaStressedBlackScholesProcess) | VegaStressedBlackScholesProcess |
getUpperTimeBorderForStressTest() const (defined in VegaStressedBlackScholesProcess) | VegaStressedBlackScholesProcess |
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 |
riskFreeRate() const (defined in GeneralizedBlackScholesProcess) | GeneralizedBlackScholesProcess |
setLowerAssetBorderForStressTest(Real LAB) (defined in VegaStressedBlackScholesProcess) | VegaStressedBlackScholesProcess |
setLowerTimeBorderForStressTest(Time LTB) (defined in VegaStressedBlackScholesProcess) | VegaStressedBlackScholesProcess |
setStressLevel(Real SL) (defined in VegaStressedBlackScholesProcess) | VegaStressedBlackScholesProcess |
setUpperAssetBorderForStressTest(Real UBA) (defined in VegaStressedBlackScholesProcess) | VegaStressedBlackScholesProcess |
setUpperTimeBorderForStressTest(Time UTB) (defined in VegaStressedBlackScholesProcess) | VegaStressedBlackScholesProcess |
stateVariable() const (defined in GeneralizedBlackScholesProcess) | GeneralizedBlackScholesProcess |
stdDeviation(Time t0, Real x0, Time dt) const | StochasticProcess1D | `[virtual]`
StochasticProcess() (defined in StochasticProcess) | StochasticProcess | `[protected]`
StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess) | StochasticProcess | `[protected]`
StochasticProcess1D() (defined in StochasticProcess1D) | StochasticProcess1D | `[protected]`
StochasticProcess1D(const boost::shared_ptr< discretization > &) (defined in StochasticProcess1D) | StochasticProcess1D | `[protected]`
time(const Date &) const | GeneralizedBlackScholesProcess | `[virtual]`
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | GeneralizedBlackScholesProcess | `[virtual]`
variance(Time t0, Real x0, Time dt) const | StochasticProcess1D | `[virtual]`
VegaStressedBlackScholesProcess(const Handle< Quote > &x0, const Handle< YieldTermStructure > &dividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, Time lowerTimeBorderForStressTest=0, Time upperTimeBorderForStressTest=1000000, Real lowerAssetBorderForStressTest=0, Real upperAssetBorderForStressTest=1000000, Real stressLevel=0, const boost::shared_ptr< discretization > &d=boost::shared_ptr< discretization >(new EulerDiscretization)) (defined in VegaStressedBlackScholesProcess) | VegaStressedBlackScholesProcess |
x0() const | GeneralizedBlackScholesProcess | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`
~StochasticProcess() (defined in StochasticProcess) | StochasticProcess | `[virtual]`