BlackKarasinski Member List

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

arguments_ (defined in CalibratedModel)CalibratedModel [protected]
BlackKarasinski(const Handle< YieldTermStructure > &termStructure, Real a=0.1, Real sigma=0.1) (defined in BlackKarasinski)BlackKarasinski
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]
dynamics() constBlackKarasinski [virtual]
generateArguments() (defined in CalibratedModel)CalibratedModel [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
OneFactorModel(Size nArguments) (defined in OneFactorModel)OneFactorModel
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
termStructure() const (defined in TermStructureConsistentModel)TermStructureConsistentModel
TermStructureConsistentModel(const Handle< YieldTermStructure > &termStructure) (defined in TermStructureConsistentModel)TermStructureConsistentModel
tree(const TimeGrid &grid) const BlackKarasinski [virtual]
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]
~OneFactorModel() (defined in OneFactorModel)OneFactorModel [virtual]