QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Gaussian1dModel Member List

This is the complete list of members for Gaussian1dModel, including all inherited members.

calculate() const LazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
enforcesTodaysHistoricFixings_ (defined in Gaussian1dModel)Gaussian1dModelmutableprotected
evaluationDate_ (defined in Gaussian1dModel)Gaussian1dModelmutableprotected
forwardRate(const Date &fixing, const Date &referenceDate=Null< Date >(), const Real y=0.0, boost::shared_ptr< IborIndex > iborIdx=boost::shared_ptr< IborIndex >()) const (defined in Gaussian1dModel)Gaussian1dModel
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
Gaussian1dModel(const Handle< YieldTermStructure > &yieldTermStructure) (defined in Gaussian1dModel)Gaussian1dModelprotected
gaussianPolynomialIntegral(const Real a, const Real b, const Real c, const Real d, const Real e, const Real x0, const Real x1)Gaussian1dModelstatic
gaussianShiftedPolynomialIntegral(const Real a, const Real b, const Real c, const Real d, const Real e, const Real h, const Real x0, const Real x1)Gaussian1dModelstatic
generateArguments() (defined in Gaussian1dModel)Gaussian1dModelprotected
LazyObject() (defined in LazyObject)LazyObject
notifyObservers()Observable
numeraire(const Time t, const Real y=0.0, const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >()) const (defined in Gaussian1dModel)Gaussian1dModel
numeraire(const Date &referenceDate, const Real y=0.0, const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >()) const (defined in Gaussian1dModel)Gaussian1dModel
numeraireImpl(const Time t, const Real y, const Handle< YieldTermStructure > &yts) const =0 (defined in Gaussian1dModel)Gaussian1dModelprotectedpure virtual
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
performCalculations() const Gaussian1dModelprotectedvirtual
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
stateProcess() const (defined in Gaussian1dModel)Gaussian1dModel
stateProcess_ (defined in Gaussian1dModel)Gaussian1dModelprotected
swapAnnuity(const Date &fixing, const Period &tenor, const Date &referenceDate=Null< Date >(), const Real y=0.0, boost::shared_ptr< SwapIndex > swapIdx=boost::shared_ptr< SwapIndex >()) const (defined in Gaussian1dModel)Gaussian1dModel
swapRate(const Date &fixing, const Period &tenor, const Date &referenceDate=Null< Date >(), const Real y=0.0, boost::shared_ptr< SwapIndex > swapIdx=boost::shared_ptr< SwapIndex >()) const (defined in Gaussian1dModel)Gaussian1dModel
termStructure() const (defined in TermStructureConsistentModel)TermStructureConsistentModel
TermStructureConsistentModel(const Handle< YieldTermStructure > &termStructure) (defined in TermStructureConsistentModel)TermStructureConsistentModel
underlyingSwap(const boost::shared_ptr< SwapIndex > &index, const Date &expiry, const Period &tenor) const (defined in Gaussian1dModel)Gaussian1dModelprotected
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
yGrid(const Real yStdDevs, const int gridPoints, const Real T=1.0, const Real t=0, const Real y=0) const Gaussian1dModel
zerobond(const Time T, const Time t=0.0, const Real y=0.0, const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >()) const (defined in Gaussian1dModel)Gaussian1dModel
zerobond(const Date &maturity, const Date &referenceDate=Null< Date >(), const Real y=0.0, const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >()) const (defined in Gaussian1dModel)Gaussian1dModel
zerobondImpl(const Time T, const Time t, const Real y, const Handle< YieldTermStructure > &yts) const =0 (defined in Gaussian1dModel)Gaussian1dModelprotectedpure virtual
zerobondOption(const Option::Type &type, const Date &expiry, const Date &valueDate, const Date &maturity, const Rate strike, const Date &referenceDate=Null< Date >(), const Real y=0.0, const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >(), const Real yStdDevs=7.0, const Size yGridPoints=64, const bool extrapolatePayoff=true, const bool flatPayoffExtrapolation=false) const (defined in Gaussian1dModel)Gaussian1dModel
~Gaussian1dModel() (defined in Gaussian1dModel)Gaussian1dModelprotectedvirtual
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual