QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
COSHestonEngine Member List

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

arguments_ (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >)GenericEngine< VanillaOption::arguments, VanillaOption::results >mutableprotected
c1(Time t) const (defined in COSHestonEngine)COSHestonEngine
c2(Time t) const (defined in COSHestonEngine)COSHestonEngine
c3(Time t) const (defined in COSHestonEngine)COSHestonEngine
c4(Time t) const (defined in COSHestonEngine)COSHestonEngine
calculate() const (defined in COSHestonEngine)COSHestonEnginevirtual
chF(Real u, Real t) const (defined in COSHestonEngine)COSHestonEngine
COSHestonEngine(const ext::shared_ptr< HestonModel > &model, Real L=16, Size N=200) (defined in COSHestonEngine)COSHestonEngineexplicit
deepUpdate()Observervirtual
GenericModelEngine(const Handle< HestonModel > &model=Handle< HestonModel >()) (defined in GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results >)GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results >explicit
GenericModelEngine(const ext::shared_ptr< HestonModel > &model) (defined in GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results >)GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results >explicit
getArguments() const (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >)GenericEngine< VanillaOption::arguments, VanillaOption::results >virtual
getResults() const (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >)GenericEngine< VanillaOption::arguments, VanillaOption::results >virtual
iterator typedef (defined in Observer)Observer
kurtosis(Time t) const (defined in COSHestonEngine)COSHestonEngine
model_ (defined in GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results >)GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results >protected
mu(Time t) const (defined in COSHestonEngine)COSHestonEngine
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
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
reset() (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >)GenericEngine< VanillaOption::arguments, VanillaOption::results >virtual
results_ (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >)GenericEngine< VanillaOption::arguments, VanillaOption::results >mutableprotected
set_type typedef (defined in Observer)Observer
skew(Time t) const (defined in COSHestonEngine)COSHestonEngine
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()COSHestonEnginevirtual
var(Time t) const (defined in COSHestonEngine)COSHestonEngine
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~PricingEngine() (defined in PricingEngine)PricingEnginevirtual