This is the complete list of members for GJRGARCHProcess, including all inherited members.
alpha() const (defined in GJRGARCHProcess) | GJRGARCHProcess | |
apply(const Array &x0, const Array &dx) const | GJRGARCHProcess | virtual |
beta() const (defined in GJRGARCHProcess) | GJRGARCHProcess | |
covariance(Time t0, const Array &x0, Time dt) const | StochasticProcess | virtual |
daysPerYear() const (defined in GJRGARCHProcess) | GJRGARCHProcess | |
diffusion(Time t, const Array &x) const | GJRGARCHProcess | virtual |
Discretization enum name (defined in GJRGARCHProcess) | GJRGARCHProcess | |
dividendYield() const (defined in GJRGARCHProcess) | GJRGARCHProcess | |
drift(Time t, const Array &x) const | GJRGARCHProcess | virtual |
evolve(Time t0, const Array &x0, Time dt, const Array &dw) const | GJRGARCHProcess | virtual |
expectation(Time t0, const Array &x0, Time dt) const | StochasticProcess | virtual |
factors() const | StochasticProcess | virtual |
FullTruncation enum value (defined in GJRGARCHProcess) | GJRGARCHProcess | |
gamma() const (defined in GJRGARCHProcess) | GJRGARCHProcess | |
GJRGARCHProcess(const Handle< YieldTermStructure > &riskFreeRate, const Handle< YieldTermStructure > ÷ndYield, const Handle< Quote > &s0, Real v0, Real omega, Real alpha, Real beta, Real gamma, Real lambda, Real daysPerYear=252.0, Discretization d=FullTruncation) (defined in GJRGARCHProcess) | GJRGARCHProcess | |
initialValues() const | GJRGARCHProcess | virtual |
lambda() const (defined in GJRGARCHProcess) | GJRGARCHProcess | |
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 | |
omega() const (defined in GJRGARCHProcess) | GJRGARCHProcess | |
operator=(const Observer &) (defined in Observer) | Observer | |
QuantLib::Observable::operator=(const Observable &) | Observable | |
PartialTruncation enum value (defined in GJRGARCHProcess) | GJRGARCHProcess | |
Reflection enum value (defined in GJRGARCHProcess) | GJRGARCHProcess | |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
riskFreeRate() const (defined in GJRGARCHProcess) | GJRGARCHProcess | |
s0() const (defined in GJRGARCHProcess) | GJRGARCHProcess | |
size() const | GJRGARCHProcess | virtual |
stdDeviation(Time t0, const Array &x0, Time dt) const | StochasticProcess | virtual |
StochasticProcess() (defined in StochasticProcess) | StochasticProcess | protected |
StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess) | StochasticProcess | protected |
time(const Date &) const | GJRGARCHProcess | virtual |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
unregisterWithAll() | Observer | |
update() (defined in StochasticProcess) | StochasticProcess | virtual |
v0() const (defined in GJRGARCHProcess) | GJRGARCHProcess | |
~Observable() (defined in Observable) | Observable | virtual |
~Observer() (defined in Observer) | Observer | virtual |
~StochasticProcess() (defined in StochasticProcess) | StochasticProcess | virtual |