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

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

a() const AbcdMathFunction
a_ (defined in AbcdMathFunction)AbcdMathFunctionprotected
AbcdFunction(Real a=-0.06, Real b=0.17, Real c=0.54, Real d=0.17) (defined in AbcdFunction)AbcdFunction
AbcdMathFunction(Real a=0.002, Real b=0.001, Real c=0.16, Real d=0.0005) (defined in AbcdMathFunction)AbcdMathFunction
AbcdMathFunction(const std::vector< Real > &abcd) (defined in AbcdMathFunction)AbcdMathFunction
b() const (defined in AbcdMathFunction)AbcdMathFunction
b_ (defined in AbcdMathFunction)AbcdMathFunctionprotected
c() const (defined in AbcdMathFunction)AbcdMathFunction
c_ (defined in AbcdMathFunction)AbcdMathFunctionprotected
coefficients() (defined in AbcdMathFunction)AbcdMathFunction
covariance(Time t, Time T, Time S) const AbcdFunction
covariance(Time t1, Time t2, Time T, Time S) const AbcdFunction
d() const (defined in AbcdMathFunction)AbcdMathFunction
d_ (defined in AbcdMathFunction)AbcdMathFunctionprotected
definiteDerivativeCoefficients(Time t, Time t2) const AbcdMathFunction
definiteIntegral(Time t1, Time t2) const AbcdMathFunction
definiteIntegralCoefficients(Time t, Time t2) const AbcdMathFunction
derivative(Time t) const AbcdMathFunction
derivativeCoefficients() (defined in AbcdMathFunction)AbcdMathFunction
instantaneousCovariance(Time u, Time T, Time S) const AbcdFunction
instantaneousVariance(Time t, Time T) const AbcdFunction
instantaneousVolatility(Time t, Time T) const AbcdFunction
longTermValue() const AbcdMathFunction
longTermVolatility() const AbcdFunction
maximumLocation() const AbcdMathFunction
maximumValue() const AbcdMathFunction
maximumVolatility() const AbcdFunction
operator()(Time t) const AbcdMathFunction
primitive(Time t, Time T, Time S) const AbcdFunction
QuantLib::AbcdMathFunction::primitive(Time t) const AbcdMathFunction
shortTermVolatility() const AbcdFunction
validate(Real a, Real b, Real c, Real d) (defined in AbcdMathFunction)AbcdMathFunctionstatic
variance(Time tMin, Time tMax, Time T) const AbcdFunction
volatility(Time tMin, Time tMax, Time T) const AbcdFunction