Member List

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

Merton76Process Member List
This is the complete list of members for Merton76Process, including all inherited members.

apply(Real, Real) const | Merton76Process | `[virtual]`
blackVolatility() const (defined in Merton76Process) | Merton76Process |
diffusion(Time, Real) const | Merton76Process | `[virtual]`
discretization_ (defined in StochasticProcess1D) | StochasticProcess1D | `[protected]`
dividendYield() const (defined in Merton76Process) | Merton76Process |
drift(Time, Real) const | Merton76Process | `[virtual]`
evolve(Time t0, Real x0, Time dt, Real dw) const | StochasticProcess1D | `[virtual]`
expectation(Time t0, Real x0, Time dt) const | StochasticProcess1D | `[virtual]`
factors() const | StochasticProcess | `[virtual]`
jumpIntensity() const (defined in Merton76Process) | Merton76Process |
logJumpVolatility() const (defined in Merton76Process) | Merton76Process |
logMeanJump() const (defined in Merton76Process) | Merton76Process |
Merton76Process(const Handle< Quote > &stateVariable, const Handle< YieldTermStructure > &dividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const Handle< Quote > &jumpInt, const Handle< Quote > &logJMean, const Handle< Quote > &logJVol, const boost::shared_ptr< discretization > &d=boost::shared_ptr< discretization >(new EulerDiscretization)) (defined in Merton76Process) | Merton76Process |
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 Merton76Process) | Merton76Process |
stateVariable() const (defined in Merton76Process) | Merton76Process |
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 | Merton76Process | `[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 | Merton76Process | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`
~StochasticProcess() (defined in StochasticProcess) | StochasticProcess | `[virtual]`