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

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

arguments_ (defined in CalibratedModel)CalibratedModelprotected
calibrate(const std::vector< ext::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >(), const std::vector< bool > &fixParameters=std::vector< bool >())CalibratedModelvirtual
calibrate(const std::vector< ext::shared_ptr< BlackCalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >(), const std::vector< bool > &fixParameters=std::vector< bool >())CalibratedModelvirtual
CalibratedModel(Size nArguments) (defined in CalibratedModel)CalibratedModel
constraint() const (defined in CalibratedModel)CalibratedModel
constraint_ (defined in CalibratedModel)CalibratedModelprotected
deepUpdate()Observervirtual
dividendYield() const (defined in PiecewiseTimeDependentHestonModel)PiecewiseTimeDependentHestonModel
dividendYield_ (defined in PiecewiseTimeDependentHestonModel)PiecewiseTimeDependentHestonModelprotected
endCriteria() constCalibratedModel
functionEvaluation() const (defined in CalibratedModel)CalibratedModel
functionEvaluation_ (defined in CalibratedModel)CalibratedModelprotected
generateArguments() (defined in CalibratedModel)CalibratedModelprotectedvirtual
iterator typedef (defined in Observer)Observer
kappa(Time t) const (defined in PiecewiseTimeDependentHestonModel)PiecewiseTimeDependentHestonModel
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
PiecewiseTimeDependentHestonModel(const Handle< YieldTermStructure > &riskFreeRate, const Handle< YieldTermStructure > &dividendYield, const Handle< Quote > &s0, Real v0, const Parameter &theta, const Parameter &kappa, const Parameter &sigma, const Parameter &rho, const TimeGrid &timeGrid) (defined in PiecewiseTimeDependentHestonModel)PiecewiseTimeDependentHestonModel
problemValues() constCalibratedModel
problemValues_ (defined in CalibratedModel)CalibratedModelprotected
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
rho(Time t) const (defined in PiecewiseTimeDependentHestonModel)PiecewiseTimeDependentHestonModel
riskFreeRate() const (defined in PiecewiseTimeDependentHestonModel)PiecewiseTimeDependentHestonModel
riskFreeRate_ (defined in PiecewiseTimeDependentHestonModel)PiecewiseTimeDependentHestonModelprotected
s0() const (defined in PiecewiseTimeDependentHestonModel)PiecewiseTimeDependentHestonModel
s0_ (defined in PiecewiseTimeDependentHestonModel)PiecewiseTimeDependentHestonModelprotected
set_type typedef (defined in Observer)Observer
setParams(const Array &params) (defined in CalibratedModel)CalibratedModelvirtual
shortRateEndCriteria_ (defined in CalibratedModel)CalibratedModelprotected
sigma(Time t) const (defined in PiecewiseTimeDependentHestonModel)PiecewiseTimeDependentHestonModel
theta(Time t) const (defined in PiecewiseTimeDependentHestonModel)PiecewiseTimeDependentHestonModel
timeGrid() const (defined in PiecewiseTimeDependentHestonModel)PiecewiseTimeDependentHestonModel
timeGrid_ (defined in PiecewiseTimeDependentHestonModel)PiecewiseTimeDependentHestonModelprotected
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()CalibratedModelvirtual
v0() const (defined in PiecewiseTimeDependentHestonModel)PiecewiseTimeDependentHestonModel
value(const Array &params, const std::vector< ext::shared_ptr< CalibrationHelper > > &) (defined in CalibratedModel)CalibratedModel
value(const Array &params, const std::vector< ext::shared_ptr< BlackCalibrationHelper > > &)CalibratedModel
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual