AbcdFunction Member List
This is the complete list of members for
AbcdFunction, including all inherited members.
a() const | AbcdFunction | |
AbcdFunction(Real a=-0.06, Real b=0.17, Real c=0.54, Real d=0.17) (defined in AbcdFunction) | AbcdFunction | |
b() const (defined in AbcdFunction) | AbcdFunction | |
c() const (defined in AbcdFunction) | AbcdFunction | |
covariance(Time t, Time T, Time S) const | AbcdFunction | |
covariance(Time t1, Time t2, Time T, Time S) const | AbcdFunction | |
d() const (defined in AbcdFunction) | AbcdFunction | |
instantaneousCovariance(Time u, Time T, Time S) const | AbcdFunction | |
instantaneousVariance(Time t, Time T) const | AbcdFunction | |
instantaneousVolatility(Time t, Time T) const | AbcdFunction | |
longTermVolatility() const | AbcdFunction | |
maximumLocation() const | AbcdFunction | |
maximumVolatility() const | AbcdFunction | |
operator()(Time u) const | AbcdFunction | |
primitive(Time t, Time T, Time S) const | AbcdFunction | |
shortTermVolatility() const | AbcdFunction | |
variance(Time tMin, Time tMax, Time T) const | AbcdFunction | |
volatility(Time tMin, Time tMax, Time T) const | AbcdFunction | |