QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
GemanRoncoroniProcess Member List

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

apply(Real x0, Real dx) constStochasticProcess1Dvirtual
deepUpdate()Observervirtual
diffusion(Time t, Real x) constGemanRoncoroniProcessvirtual
discretization_ (defined in StochasticProcess1D)StochasticProcess1Dprotected
drift(Time t, Real x) constGemanRoncoroniProcessvirtual
evolve(Time t0, Real x0, Time dt, Real dw) constGemanRoncoroniProcessvirtual
evolve(Time t0, Real x0, Time dt, Real dw, const Array &du) const (defined in GemanRoncoroniProcess)GemanRoncoroniProcess
expectation(Time t0, Real x0, Time dt) constStochasticProcess1Dvirtual
factors() constStochasticProcessvirtual
GemanRoncoroniProcess(Real x0, Real alpha, Real beta, Real gamma, Real delta, Real eps, Real zeta, Real d, Real k, Real tau, Real sig2, Real a, Real b, Real theta1, Real theta2, Real theta3, Real psi) (defined in GemanRoncoroniProcess)GemanRoncoroniProcess
iterator typedef (defined in Observer)Observer
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
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
set_type typedef (defined in Observer)Observer
stdDeviation(Time t0, Real x0, Time dt) constGemanRoncoroniProcessvirtual
StochasticProcess() (defined in StochasticProcess)StochasticProcessprotected
StochasticProcess(const ext::shared_ptr< discretization > &) (defined in StochasticProcess)StochasticProcessexplicitprotected
StochasticProcess1D() (defined in StochasticProcess1D)StochasticProcess1Dprotected
StochasticProcess1D(const ext::shared_ptr< discretization > &) (defined in StochasticProcess1D)StochasticProcess1Dexplicitprotected
time(const Date &) constStochasticProcessvirtual
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()StochasticProcessvirtual
variance(Time t0, Real x0, Time dt) constStochasticProcess1Dvirtual
x0() constGemanRoncoroniProcessvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~StochasticProcess() (defined in StochasticProcess)StochasticProcessvirtual