This is the complete list of members for ExtendedCoxIngersollRoss, including all inherited members.
A(Time t, Time T) const (defined in ExtendedCoxIngersollRoss) | ExtendedCoxIngersollRoss | protectedvirtual |
arguments_ (defined in CalibratedModel) | CalibratedModel | protected |
B(Time t, Time T) const (defined in CoxIngersollRoss) | CoxIngersollRoss | protectedvirtual |
calibrate(const std::vector< boost::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >(), const std::vector< bool > &fixParameters=std::vector< bool >()) | CalibratedModel | virtual |
CalibratedModel(Size nArguments) (defined in CalibratedModel) | CalibratedModel | |
constraint() const (defined in CalibratedModel) | CalibratedModel | |
constraint_ (defined in CalibratedModel) | CalibratedModel | protected |
CoxIngersollRoss(Rate r0=0.05, Real theta=0.1, Real k=0.1, Real sigma=0.1) (defined in CoxIngersollRoss) | CoxIngersollRoss | |
discount(Time t) const | OneFactorAffineModel | virtual |
discountBond(Time now, Time maturity, Array factors) const (defined in OneFactorAffineModel) | OneFactorAffineModel | virtual |
discountBond(Time now, Time maturity, Rate rate) const (defined in OneFactorAffineModel) | OneFactorAffineModel | |
discountBondOption(Option::Type type, Real strike, Time maturity, Time bondMaturity) const (defined in ExtendedCoxIngersollRoss) | ExtendedCoxIngersollRoss | virtual |
discountBondOption(Option::Type type, Real strike, Time maturity, Time bondStart, Time bondMaturity) const (defined in AffineModel) | AffineModel | virtual |
dynamics() const | ExtendedCoxIngersollRoss | virtual |
endCriteria() const | CalibratedModel | |
ExtendedCoxIngersollRoss(const Handle< YieldTermStructure > &termStructure, Real theta=0.1, Real k=0.1, Real sigma=0.1, Real x0=0.05) (defined in ExtendedCoxIngersollRoss) | ExtendedCoxIngersollRoss | |
generateArguments() (defined in ExtendedCoxIngersollRoss) | ExtendedCoxIngersollRoss | protectedvirtual |
k() const (defined in CoxIngersollRoss) | CoxIngersollRoss | protected |
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 | |
OneFactorAffineModel(Size nArguments) (defined in OneFactorAffineModel) | OneFactorAffineModel | |
OneFactorModel(Size nArguments) (defined in OneFactorModel) | OneFactorModel | |
operator=(const Observer &) (defined in Observer) | Observer | |
QuantLib::Observable::operator=(const Observable &) | Observable | |
params() const | CalibratedModel | |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer | |
setParams(const Array ¶ms) (defined in CalibratedModel) | CalibratedModel | virtual |
shortRateEndCriteria_ (defined in CalibratedModel) | CalibratedModel | protected |
ShortRateModel(Size nArguments) (defined in ShortRateModel) | ShortRateModel | |
sigma() const (defined in CoxIngersollRoss) | CoxIngersollRoss | protected |
termStructure() const (defined in TermStructureConsistentModel) | TermStructureConsistentModel | |
TermStructureConsistentModel(const Handle< YieldTermStructure > &termStructure) (defined in TermStructureConsistentModel) | TermStructureConsistentModel | |
theta() const (defined in CoxIngersollRoss) | CoxIngersollRoss | protected |
tree(const TimeGrid &grid) const | ExtendedCoxIngersollRoss | virtual |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
unregisterWithAll() (defined in Observer) | Observer | |
update() | CalibratedModel | virtual |
value(const Array ¶ms, const std::vector< boost::shared_ptr< CalibrationHelper > > &) (defined in CalibratedModel) | CalibratedModel | |
x0() const (defined in CoxIngersollRoss) | CoxIngersollRoss | protected |
~Observable() (defined in Observable) | Observable | virtual |
~Observer() (defined in Observer) | Observer | virtual |
~OneFactorModel() (defined in OneFactorModel) | OneFactorModel | virtual |