QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
GJRGARCHModel Member List

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

alpha() const (defined in GJRGARCHModel)GJRGARCHModel
arguments_ (defined in CalibratedModel)CalibratedModelprotected
beta() const (defined in GJRGARCHModel)GJRGARCHModel
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 >(), const std::vector< bool > &fixParameters=std::vector< bool >())CalibratedModelvirtual
CalibratedModel(Size nArguments) (defined in CalibratedModel)CalibratedModel
constraint() const (defined in CalibratedModel)CalibratedModel
constraint_ (defined in CalibratedModel)CalibratedModelprotected
endCriteria()CalibratedModel
gamma() const (defined in GJRGARCHModel)GJRGARCHModel
generateArguments() (defined in GJRGARCHModel)GJRGARCHModelprotectedvirtual
GJRGARCHModel(const boost::shared_ptr< GJRGARCHProcess > &process) (defined in GJRGARCHModel)GJRGARCHModel
lambda() const (defined in GJRGARCHModel)GJRGARCHModel
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 GJRGARCHModel)GJRGARCHModel
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
params() const CalibratedModel
process() const (defined in GJRGARCHModel)GJRGARCHModel
process_ (defined in GJRGARCHModel)GJRGARCHModelprotected
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
setParams(const Array &params) (defined in CalibratedModel)CalibratedModelvirtual
shortRateEndCriteria_ (defined in CalibratedModel)CalibratedModelprotected
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()CalibratedModelvirtual
v0() const (defined in GJRGARCHModel)GJRGARCHModel
value(const Array &params, const std::vector< boost::shared_ptr< CalibrationHelper > > &) (defined in CalibratedModel)CalibratedModel
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual