Vasicek Member List

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

A(Time t, Time T) const (defined in Vasicek)Vasicekprotectedvirtual
a() const (defined in Vasicek)Vasicekprotected
a_ (defined in Vasicek)Vasicekprotected
arguments_ (defined in CalibratedModel)CalibratedModelprotected
B(Time t, Time T) const (defined in Vasicek)Vasicekprotectedvirtual
b() const (defined in Vasicek)Vasicekprotected
b_ (defined in Vasicek)Vasicekprotected
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
discount(Time t) const OneFactorAffineModelvirtual
discountBond(Time now, Time maturity, Array factors) const (defined in OneFactorAffineModel)OneFactorAffineModelvirtual
discountBond(Time now, Time maturity, Rate rate) const (defined in OneFactorAffineModel)OneFactorAffineModel
discountBondOption(Option::Type type, Real strike, Time maturity, Time bondMaturity) const (defined in Vasicek)Vasicekvirtual
dynamics() const Vasicekvirtual
endCriteria()CalibratedModel
generateArguments() (defined in CalibratedModel)CalibratedModelprotectedvirtual
lambda() const (defined in Vasicek)Vasicekprotected
lambda_ (defined in Vasicek)Vasicekprotected
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
OneFactorAffineModel(Size nArguments) (defined in OneFactorAffineModel)OneFactorAffineModel
OneFactorModel(Size nArguments) (defined in OneFactorModel)OneFactorModel
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
params() const CalibratedModel
r0_ (defined in Vasicek)Vasicekprotected
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
setParams(const Array &params) (defined in CalibratedModel)CalibratedModelvirtual
shortRateEndCriteria_ (defined in CalibratedModel)CalibratedModelprotected
ShortRateModel(Size nArguments) (defined in ShortRateModel)ShortRateModel
sigma() const (defined in Vasicek)Vasicekprotected
sigma_ (defined in Vasicek)Vasicekprotected
tree(const TimeGrid &grid) const OneFactorModelvirtual
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
Vasicek(Rate r0=0.05, Real a=0.1, Real b=0.05, Real sigma=0.01, Real lambda=0.0) (defined in Vasicek)Vasicek
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~OneFactorModel() (defined in OneFactorModel)OneFactorModelvirtual