QuantLib 0.3.11
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BatesModel Member List
This is the complete list of members for
BatesModel
, including all inherited members.
arguments_
(defined in
ShortRateModel
)
ShortRateModel
[protected]
BatesModel
(const boost::shared_ptr< HestonProcess > &process, Real lambda=0.1, Real nu=0.0, Real delta=0.1) (defined in
BatesModel
)
BatesModel
calibrate
(const std::vector< boost::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const Constraint &constraint=Constraint())
ShortRateModel
constraint
() const (defined in
ShortRateModel
)
ShortRateModel
constraint_
(defined in
ShortRateModel
)
ShortRateModel
[protected]
delta
() const (defined in
BatesModel
)
BatesModel
generateArguments
() (defined in
ShortRateModel
)
ShortRateModel
[protected, virtual]
HestonModel
(const boost::shared_ptr< HestonProcess > &process) (defined in
HestonModel
)
HestonModel
kappa
() const (defined in
HestonModel
)
HestonModel
lambda
() const (defined in
BatesModel
)
BatesModel
notifyObservers
()
Observable
nu
() const (defined in
BatesModel
)
BatesModel
Observer
() (defined in
Observer
)
Observer
Observer
(const Observer &) (defined in
Observer
)
Observer
operator=
(const Observer &) (defined in
Observer
)
Observer
params
() const
ShortRateModel
registerWith
(const boost::shared_ptr< T > &h) (defined in
Observer
)
Observer
rho
() const (defined in
HestonModel
)
HestonModel
setParams
(const Array ¶ms) (defined in
ShortRateModel
)
ShortRateModel
ShortRateModel
(Size nArguments) (defined in
ShortRateModel
)
ShortRateModel
sigma
() const (defined in
HestonModel
)
HestonModel
theta
() const (defined in
HestonModel
)
HestonModel
tree
(const TimeGrid &) const (defined in
HestonModel
)
HestonModel
[virtual]
unregisterWith
(const boost::shared_ptr< T > &h) (defined in
Observer
)
Observer
update
()
ShortRateModel
[virtual]
v0
() const (defined in
HestonModel
)
HestonModel
~Observable
() (defined in
Observable
)
Observable
[virtual]
~Observer
() (defined in
Observer
)
Observer
[virtual]
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