Member List

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

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

apply(Real x0, Real dx) const | StochasticProcess1D | `[virtual]`
diffusion(Time t, Real x) const | GemanRoncoroniProcess | `[virtual]`
discretization_ (defined in StochasticProcess1D) | StochasticProcess1D | `[protected]`
drift(Time t, Real x) const | GemanRoncoroniProcess | `[virtual]`
evolve(Time t0, Real x0, Time dt, Real dw) const | GemanRoncoroniProcess | `[virtual]`
evolve(Time t0, Real x0, Time dt, Real dw, const Array &du) const (defined in GemanRoncoroniProcess) | GemanRoncoroniProcess |
expectation(Time t0, Real x0, Time dt) const | StochasticProcess1D | `[virtual]`
factors() const | StochasticProcess | `[virtual]`
GemanRoncoroniProcess(Real x0, Real alpha, Real beta, Real gamma, Real delta, Real eps, Real zeta, Real d, Real k, Real tau, Real sig2, Real a, Real b, Real theta1, Real theta2, Real theta3, Real psi) (defined in GemanRoncoroniProcess) | GemanRoncoroniProcess |
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 |
stdDeviation(Time t0, Real x0, Time dt) const | GemanRoncoroniProcess | `[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 | StochasticProcess | `[virtual]`
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | StochasticProcess | `[virtual]`
variance(Time t0, Real x0, Time dt) const | StochasticProcess1D | `[virtual]`
x0() const | GemanRoncoroniProcess | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`
~StochasticProcess() (defined in StochasticProcess) | StochasticProcess | `[virtual]`