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

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

apply(Real x0, Real dx) const StochasticProcess1Dvirtual
diffusion(Time t, Real x) const GemanRoncoroniProcessvirtual
discretization_ (defined in StochasticProcess1D)StochasticProcess1Dprotected
drift(Time t, Real x) const GemanRoncoroniProcessvirtual
evolve(Time t0, Real x0, Time dt, Real dw) const GemanRoncoroniProcessvirtual
evolve(Time t0, Real x0, Time dt, Real dw, const Array &du) const (defined in GemanRoncoroniProcess)GemanRoncoroniProcess
expectation(Time t0, Real x0, Time dt) const StochasticProcess1Dvirtual
factors() const StochasticProcessvirtual
GemanRoncoroniProcess(Real x0, Real alpha, Real beta, Real gamma, Real delta, Real eps, Real zeta, Real d, Real k, Real tau, Real sig2, Real a, Real b, Real theta1, Real theta2, Real theta3, Real psi) (defined in GemanRoncoroniProcess)GemanRoncoroniProcess
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
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
stdDeviation(Time t0, Real x0, Time dt) const GemanRoncoroniProcessvirtual
StochasticProcess() (defined in StochasticProcess)StochasticProcessprotected
StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess)StochasticProcessprotected
StochasticProcess1D() (defined in StochasticProcess1D)StochasticProcess1Dprotected
StochasticProcess1D(const boost::shared_ptr< discretization > &) (defined in StochasticProcess1D)StochasticProcess1Dprotected
time(const Date &) const StochasticProcessvirtual
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()StochasticProcessvirtual
variance(Time t0, Real x0, Time dt) const StochasticProcess1Dvirtual
x0() const GemanRoncoroniProcessvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~StochasticProcess() (defined in StochasticProcess)StochasticProcessvirtual