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

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

apply(const Array &x0, const Array &dx) const StochasticProcessvirtual
covariance(Time t0, const Array &x0, Time dt) const StochasticProcessvirtual
diffusion(Time t, const Array &x) const KlugeExtOUProcessvirtual
discretization_ (defined in StochasticProcess)StochasticProcessprotected
drift(Time t, const Array &x) const KlugeExtOUProcessvirtual
evolve(Time t0, const Array &x0, Time dt, const Array &dw) const KlugeExtOUProcessvirtual
expectation(Time t0, const Array &x0, Time dt) const StochasticProcessvirtual
factors() const KlugeExtOUProcessvirtual
getExtOUProcess() const (defined in KlugeExtOUProcess)KlugeExtOUProcess
getKlugeProcess() const (defined in KlugeExtOUProcess)KlugeExtOUProcess
initialValues() const KlugeExtOUProcessvirtual
KlugeExtOUProcess(Real rho, const boost::shared_ptr< ExtOUWithJumpsProcess > &kluge, const boost::shared_ptr< ExtendedOrnsteinUhlenbeckProcess > &extOU) (defined in KlugeExtOUProcess)KlugeExtOUProcess
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
rho() const (defined in KlugeExtOUProcess)KlugeExtOUProcess
size() const KlugeExtOUProcessvirtual
stdDeviation(Time t0, const Array &x0, Time dt) const StochasticProcessvirtual
StochasticProcess() (defined in StochasticProcess)StochasticProcessprotected
StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess)StochasticProcessprotected
time(const Date &) const StochasticProcessvirtual
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()StochasticProcessvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~StochasticProcess() (defined in StochasticProcess)StochasticProcessvirtual