QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
GeneralizedOrnsteinUhlenbeckProcess Member List

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

apply(Real x0, Real dx) constStochasticProcess1Dvirtual
deepUpdate()Observervirtual
diffusion(Time t, Real x) constGeneralizedOrnsteinUhlenbeckProcessvirtual
discretization_ (defined in StochasticProcess1D)StochasticProcess1Dprotected
drift(Time t, Real x) constGeneralizedOrnsteinUhlenbeckProcessvirtual
evolve(Time t0, Real x0, Time dt, Real dw) constStochasticProcess1Dvirtual
expectation(Time t0, Real x0, Time dt) constGeneralizedOrnsteinUhlenbeckProcessvirtual
factors() constStochasticProcessvirtual
GeneralizedOrnsteinUhlenbeckProcess(const boost::function< Real(Time)> &speed, const boost::function< Real(Time)> &vol, Real x0=0.0, Real level=0.0) (defined in GeneralizedOrnsteinUhlenbeckProcess)GeneralizedOrnsteinUhlenbeckProcess
iterator typedef (defined in Observer)Observer
level() const (defined in GeneralizedOrnsteinUhlenbeckProcess)GeneralizedOrnsteinUhlenbeckProcess
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
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
set_type typedef (defined in Observer)Observer
speed(Time t) const (defined in GeneralizedOrnsteinUhlenbeckProcess)GeneralizedOrnsteinUhlenbeckProcess
stdDeviation(Time t0, Real x0, Time dt) constGeneralizedOrnsteinUhlenbeckProcessvirtual
StochasticProcess() (defined in StochasticProcess)StochasticProcessprotected
StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess)StochasticProcessexplicitprotected
StochasticProcess1D() (defined in StochasticProcess1D)StochasticProcess1Dprotected
StochasticProcess1D(const boost::shared_ptr< discretization > &) (defined in StochasticProcess1D)StochasticProcess1Dexplicitprotected
time(const Date &) constStochasticProcessvirtual
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()StochasticProcessvirtual
variance(Time t0, Real x0, Time dt) constGeneralizedOrnsteinUhlenbeckProcessvirtual
volatility(Time t) const (defined in GeneralizedOrnsteinUhlenbeckProcess)GeneralizedOrnsteinUhlenbeckProcess
x0() constGeneralizedOrnsteinUhlenbeckProcessvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~StochasticProcess() (defined in StochasticProcess)StochasticProcessvirtual