QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
StochasticProcess Member List

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

apply(const Array &x0, const Array &dx) const StochasticProcessvirtual
covariance(Time t0, const Array &x0, Time dt) const StochasticProcessvirtual
diffusion(Time t, const Array &x) const =0StochasticProcesspure virtual
discretization_ (defined in StochasticProcess)StochasticProcessprotected
drift(Time t, const Array &x) const =0StochasticProcesspure virtual
evolve(Time t0, const Array &x0, Time dt, const Array &dw) const StochasticProcessvirtual
expectation(Time t0, const Array &x0, Time dt) const StochasticProcessvirtual
factors() const StochasticProcessvirtual
initialValues() const =0StochasticProcesspure virtual
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
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
size() const =0StochasticProcesspure virtual
stdDeviation(Time t0, const Array &x0, Time dt) const StochasticProcessvirtual
StochasticProcess() (defined in StochasticProcess)StochasticProcessprotected
StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess)StochasticProcessprotected
time(const Date &) const StochasticProcessvirtual
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()StochasticProcessvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~StochasticProcess() (defined in StochasticProcess)StochasticProcessvirtual