Merton76Process Member List

This is the complete list of members for Merton76Process, including all inherited members.

apply(Real x0, Real dx) const Merton76Process [virtual]
blackVolatility() const (defined in Merton76Process)Merton76Process
diffusion(Time, Real) const Merton76Process [virtual]
discretization_ (defined in StochasticProcess1D)StochasticProcess1D [protected]
dividendYield() const (defined in Merton76Process)Merton76Process
drift(Time, Real) const Merton76Process [virtual]
evolve(Time t0, Real x0, Time dt, Real dw) const StochasticProcess1D [virtual]
expectation(Time t0, Real x0, Time dt) const StochasticProcess1D [virtual]
factors() const StochasticProcess [virtual]
jumpIntensity() const (defined in Merton76Process)Merton76Process
logJumpVolatility() const (defined in Merton76Process)Merton76Process
logMeanJump() const (defined in Merton76Process)Merton76Process
Merton76Process(const Handle< Quote > &stateVariable, const Handle< YieldTermStructure > &dividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const Handle< Quote > &jumpInt, const Handle< Quote > &logJMean, const Handle< Quote > &logJVol, const boost::shared_ptr< discretization > &d=boost::shared_ptr< discretization >(new EulerDiscretization)) (defined in Merton76Process)Merton76Process
notifyObservers()Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
registerWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
riskFreeRate() const (defined in Merton76Process)Merton76Process
stateVariable() const (defined in Merton76Process)Merton76Process
stdDeviation(Time t0, Real x0, Time dt) const StochasticProcess1D [virtual]
StochasticProcess() (defined in StochasticProcess)StochasticProcess [protected]
StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess)StochasticProcess [protected]
StochasticProcess1D() (defined in StochasticProcess1D)StochasticProcess1D [protected]
StochasticProcess1D(const boost::shared_ptr< discretization > &) (defined in StochasticProcess1D)StochasticProcess1D [protected]
time(const Date &) const Merton76Process [virtual]
unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
update()StochasticProcess [virtual]
variance(Time t0, Real x0, Time dt) const StochasticProcess1D [virtual]
x0() const Merton76Process [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~StochasticProcess() (defined in StochasticProcess)StochasticProcess [virtual]