G2 Member List

This is the complete list of members for G2, including all inherited members.

A(Time t, Time T) const (defined in G2)G2 [protected]
arguments_ (defined in CalibratedModel)CalibratedModel [protected]
B(Real x, Time t) const (defined in G2)G2 [protected]
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 >())CalibratedModel
CalibratedModel(Size nArguments) (defined in CalibratedModel)CalibratedModel
constraint() const (defined in CalibratedModel)CalibratedModel
constraint_ (defined in CalibratedModel)CalibratedModel [protected]
discount(Time t) constG2 [virtual]
discountBond(Time now, Time maturity, Array factors) const (defined in G2)G2 [virtual]
discountBond(Time, Time, Rate, Rate) const (defined in G2)G2
discountBondOption(Option::Type type, Real strike, Time maturity, Time bondMaturity) const (defined in G2)G2 [virtual]
dynamics() constG2 [virtual]
G2(const Handle< YieldTermStructure > &termStructure, Real a=0.1, Real sigma=0.01, Real b=0.1, Real eta=0.01, Real rho=-0.75) (defined in G2)G2
generateArguments() (defined in G2)G2 [protected, 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
params() constCalibratedModel
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
setParams(const Array &params) (defined in CalibratedModel)CalibratedModel [virtual]
ShortRateModel(Size nArguments) (defined in ShortRateModel)ShortRateModel
swaption(const Swaption::arguments &arguments, Real range, Size intervals) const (defined in G2)G2
SwaptionPricingFunction (defined in G2)G2 [friend]
termStructure() const (defined in TermStructureConsistentModel)TermStructureConsistentModel
TermStructureConsistentModel(const Handle< YieldTermStructure > &termStructure) (defined in TermStructureConsistentModel)TermStructureConsistentModel
tree(const TimeGrid &grid) const TwoFactorModel [virtual]
TwoFactorModel(Size nParams) (defined in TwoFactorModel)TwoFactorModel
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()CalibratedModel [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]