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(), const std::vector< Real > &weights=std::vector< Real >())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 &params) (defined in ShortRateModel)ShortRateModel [virtual]
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]