QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.6

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AbcdFunction Member List

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

a() const | AbcdFunction |
AbcdFunction(Real a=-0.06, Real b=0.17, Real c=0.54, Real d=0.17) (defined in AbcdFunction) | AbcdFunction |
b() const (defined in AbcdFunction) | AbcdFunction |
c() const (defined in AbcdFunction) | AbcdFunction |
covariance(Time t, Time T, Time S) const | AbcdFunction |
covariance(Time t1, Time t2, Time T, Time S) const | AbcdFunction |
d() const (defined in AbcdFunction) | AbcdFunction |
instantaneousCovariance(Time u, Time T, Time S) const | AbcdFunction |
instantaneousVariance(Time t, Time T) const | AbcdFunction |
instantaneousVolatility(Time t, Time T) const | AbcdFunction |
longTermVolatility() const | AbcdFunction |
maximumLocation() const | AbcdFunction |
maximumVolatility() const | AbcdFunction |
operator()(Time u) const | AbcdFunction |
primitive(Time t, Time T, Time S) const | AbcdFunction |
shortTermVolatility() const | AbcdFunction |
variance(Time tMin, Time tMax, Time T) const | AbcdFunction |
volatility(Time tMin, Time tMax, Time T) const | AbcdFunction |