VarianceGammaModel Member List

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

arguments_ (defined in CalibratedModel)CalibratedModelprotected
calibrate(const std::vector< boost::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >())CalibratedModel
CalibratedModel(Size nArguments) (defined in CalibratedModel)CalibratedModel
constraint() const (defined in CalibratedModel)CalibratedModel
constraint_ (defined in CalibratedModel)CalibratedModelprotected
endCriteria()CalibratedModel
generateArguments() (defined in VarianceGammaModel)VarianceGammaModelprotectedvirtual
notifyObservers()Observable
nu() const (defined in VarianceGammaModel)VarianceGammaModel
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() const CalibratedModel
process() const (defined in VarianceGammaModel)VarianceGammaModel
process_ (defined in VarianceGammaModel)VarianceGammaModelprotected
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
setParams(const Array &params) (defined in CalibratedModel)CalibratedModelvirtual
shortRateEndCriteria_ (defined in CalibratedModel)CalibratedModelprotected
sigma() const (defined in VarianceGammaModel)VarianceGammaModel
theta() const (defined in VarianceGammaModel)VarianceGammaModel
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll()Observer
update() (defined in CalibratedModel)CalibratedModelvirtual
value(const Array &params, const std::vector< boost::shared_ptr< CalibrationHelper > > &) (defined in CalibratedModel)CalibratedModel
VarianceGammaModel(const boost::shared_ptr< VarianceGammaProcess > &process) (defined in VarianceGammaModel)VarianceGammaModel
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual