QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
GeneralizedOrnsteinUhlenbeckProcess Member List

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

apply(Real x0, Real dx) const StochasticProcess1Dvirtual
diffusion(Time t, Real x) const GeneralizedOrnsteinUhlenbeckProcessvirtual
discretization_ (defined in StochasticProcess1D)StochasticProcess1Dprotected
drift(Time t, Real x) const GeneralizedOrnsteinUhlenbeckProcessvirtual
evolve(Time t0, Real x0, Time dt, Real dw) const StochasticProcess1Dvirtual
expectation(Time t0, Real x0, Time dt) const GeneralizedOrnsteinUhlenbeckProcessvirtual
factors() const StochasticProcessvirtual
GeneralizedOrnsteinUhlenbeckProcess(const boost::function< Real(Time)> &speed, const boost::function< Real(Time)> &vol, Real x0=0.0, Real level=0.0) (defined in GeneralizedOrnsteinUhlenbeckProcess)GeneralizedOrnsteinUhlenbeckProcess
iterator typedef (defined in Observer)Observer
level() const (defined in GeneralizedOrnsteinUhlenbeckProcess)GeneralizedOrnsteinUhlenbeckProcess
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 boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
set_type typedef (defined in Observer)Observer
speed(Time t) const (defined in GeneralizedOrnsteinUhlenbeckProcess)GeneralizedOrnsteinUhlenbeckProcess
stdDeviation(Time t0, Real x0, Time dt) const GeneralizedOrnsteinUhlenbeckProcessvirtual
StochasticProcess() (defined in StochasticProcess)StochasticProcessprotected
StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess)StochasticProcessprotected
StochasticProcess1D() (defined in StochasticProcess1D)StochasticProcess1Dprotected
StochasticProcess1D(const boost::shared_ptr< discretization > &) (defined in StochasticProcess1D)StochasticProcess1Dprotected
time(const Date &) const StochasticProcessvirtual
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()StochasticProcessvirtual
variance(Time t0, Real x0, Time dt) const GeneralizedOrnsteinUhlenbeckProcessvirtual
volatility(Time t) const (defined in GeneralizedOrnsteinUhlenbeckProcess)GeneralizedOrnsteinUhlenbeckProcess
x0() const GeneralizedOrnsteinUhlenbeckProcessvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~StochasticProcess() (defined in StochasticProcess)StochasticProcessvirtual