### A free/open-source library for quantitative finance

HullWhite Member List
This is the complete list of members for HullWhite, including all inherited members.

A(Time t, Time T) const (defined in HullWhite) | HullWhite | `[protected, virtual]`
a() const (defined in Vasicek) | Vasicek | `[protected]`
a_ (defined in Vasicek) | Vasicek | `[protected]`
arguments_ (defined in CalibratedModel) | CalibratedModel | `[protected]`
b() const (defined in Vasicek) | Vasicek | `[protected]`
B(Time t, Time T) const (defined in Vasicek) | Vasicek | `[protected, virtual]`
b_ (defined in Vasicek) | Vasicek | `[protected]`
calibrate(const std::vector< boost::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >()) | CalibratedModel |
CalibratedModel(Size nArguments) (defined in CalibratedModel) | CalibratedModel |
constraint() const (defined in CalibratedModel) | CalibratedModel |
constraint_ (defined in CalibratedModel) | CalibratedModel | `[protected]`
convexityBias(Real futurePrice, Time t, Time T, Real sigma, Real a) | HullWhite | `[static]`
discount(Time t) const | OneFactorAffineModel | `[virtual]`
discountBond(Time now, Time maturity, Array factors) const (defined in OneFactorAffineModel) | OneFactorAffineModel | `[virtual]`
discountBond(Time now, Time maturity, Rate rate) const (defined in OneFactorAffineModel) | OneFactorAffineModel |
discountBondOption(Option::Type type, Real strike, Time maturity, Time bondMaturity) const (defined in HullWhite) | HullWhite | `[virtual]`
dynamics() const | HullWhite | `[virtual]`
endCriteria() | CalibratedModel |
generateArguments() (defined in HullWhite) | HullWhite | `[protected, virtual]`
HullWhite(const Handle< YieldTermStructure > &termStructure, Real a=0.1, Real sigma=0.01) (defined in HullWhite) | HullWhite |
lambda() const (defined in Vasicek) | Vasicek | `[protected]`
lambda_ (defined in Vasicek) | Vasicek | `[protected]`
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 |
OneFactorAffineModel(Size nArguments) (defined in OneFactorAffineModel) | OneFactorAffineModel |
OneFactorModel(Size nArguments) (defined in OneFactorModel) | OneFactorModel |
operator=(const Observer &) (defined in Observer) | Observer |
QuantLib::Observable::operator=(const Observable &) | Observable |
params() const | CalibratedModel |
r0_ (defined in Vasicek) | Vasicek | `[protected]`
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
setParams(const Array &params) (defined in CalibratedModel) | CalibratedModel | `[virtual]`
shortRateEndCriteria_ (defined in CalibratedModel) | CalibratedModel | `[protected]`
ShortRateModel(Size nArguments) (defined in ShortRateModel) | ShortRateModel |
sigma() const (defined in Vasicek) | Vasicek | `[protected]`
sigma_ (defined in Vasicek) | Vasicek | `[protected]`
termStructure() const (defined in TermStructureConsistentModel) | TermStructureConsistentModel |
TermStructureConsistentModel(const Handle< YieldTermStructure > &termStructure) (defined in TermStructureConsistentModel) | TermStructureConsistentModel |
tree(const TimeGrid &grid) const | HullWhite | `[virtual]`
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | CalibratedModel | `[virtual]`
value(const Array &params, const std::vector< boost::shared_ptr< CalibrationHelper > > &) (defined in CalibratedModel) | CalibratedModel |
Vasicek(Rate r0=0.05, Real a=0.1, Real b=0.05, Real sigma=0.01, Real lambda=0.0) (defined in Vasicek) | Vasicek |
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`
~OneFactorModel() (defined in OneFactorModel) | OneFactorModel | `[virtual]`