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

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

apply(const Array &x0, const Array &dx) constStochasticProcessvirtual
covariance(Time t0, const Array &x0, Time dt) constStochasticProcessvirtual
deepUpdate()Observervirtual
diffusion(Time t, const Array &x) constKlugeExtOUProcessvirtual
discretization_ (defined in StochasticProcess)StochasticProcessprotected
drift(Time t, const Array &x) constKlugeExtOUProcessvirtual
evolve(Time t0, const Array &x0, Time dt, const Array &dw) constKlugeExtOUProcessvirtual
expectation(Time t0, const Array &x0, Time dt) constStochasticProcessvirtual
factors() constKlugeExtOUProcessvirtual
getExtOUProcess() const (defined in KlugeExtOUProcess)KlugeExtOUProcess
getKlugeProcess() const (defined in KlugeExtOUProcess)KlugeExtOUProcess
initialValues() constKlugeExtOUProcessvirtual
iterator typedef (defined in Observer)Observer
KlugeExtOUProcess(Real rho, const ext::shared_ptr< ExtOUWithJumpsProcess > &kluge, const ext::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 ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
rho() const (defined in KlugeExtOUProcess)KlugeExtOUProcess
set_type typedef (defined in Observer)Observer
size() constKlugeExtOUProcessvirtual
stdDeviation(Time t0, const Array &x0, Time dt) constStochasticProcessvirtual
StochasticProcess() (defined in StochasticProcess)StochasticProcessprotected
StochasticProcess(const ext::shared_ptr< discretization > &) (defined in StochasticProcess)StochasticProcessexplicitprotected
time(const Date &) constStochasticProcessvirtual
unregisterWith(const ext::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