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

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

apply(const Array &x0, const Array &dx) const | HestonProcess | `[virtual]`
BatesProcess(const Handle< YieldTermStructure > &riskFreeRate, const Handle< YieldTermStructure > &dividendYield, const Handle< Quote > &s0, Real v0, Real kappa, Real theta, Real sigma, Real rho, Real lambda, Real nu, Real delta, HestonProcess::Discretization d=HestonProcess::FullTruncation) (defined in BatesProcess) | BatesProcess |
covariance(Time t0, const Array &x0, Time dt) const | StochasticProcess | `[virtual]`
delta() const (defined in BatesProcess) | BatesProcess |
diffusion(Time t, const Array &x) const | HestonProcess | `[virtual]`
Discretization enum name (defined in HestonProcess) | HestonProcess |
dividendYield() const (defined in HestonProcess) | HestonProcess |
drift(Time t, const Array &x) const | BatesProcess | `[virtual]`
evolve(Time t0, const Array &x0, Time dt, const Array &dw) const | BatesProcess | `[virtual]`
expectation(Time t0, const Array &x0, Time dt) const | StochasticProcess | `[virtual]`
factors() const | BatesProcess | `[virtual]`
FullTruncation enum value (defined in HestonProcess) | HestonProcess |
HestonProcess(const Handle< YieldTermStructure > &riskFreeRate, const Handle< YieldTermStructure > &dividendYield, const Handle< Quote > &s0, Real v0, Real kappa, Real theta, Real sigma, Real rho, Discretization d=QuadraticExponentialMartingale) (defined in HestonProcess) | HestonProcess |
initialValues() const | HestonProcess | `[virtual]`
kappa() const (defined in HestonProcess) | HestonProcess |
lambda() const (defined in BatesProcess) | BatesProcess |
NonCentralChiSquareVariance enum value (defined in HestonProcess) | HestonProcess |
notifyObservers() | Observable |
nu() const (defined in BatesProcess) | BatesProcess |
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 |
PartialTruncation enum value (defined in HestonProcess) | HestonProcess |
QuadraticExponential enum value (defined in HestonProcess) | HestonProcess |
QuadraticExponentialMartingale enum value (defined in HestonProcess) | HestonProcess |
Reflection enum value (defined in HestonProcess) | HestonProcess |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
rho() const (defined in HestonProcess) | HestonProcess |
riskFreeRate() const (defined in HestonProcess) | HestonProcess |
s0() const (defined in HestonProcess) | HestonProcess |
sigma() const (defined in HestonProcess) | HestonProcess |
size() const | HestonProcess | `[virtual]`
stdDeviation(Time t0, const Array &x0, Time dt) const | StochasticProcess | `[virtual]`
StochasticProcess() (defined in StochasticProcess) | StochasticProcess | `[protected]`
StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess) | StochasticProcess | `[protected]`
theta() const (defined in HestonProcess) | HestonProcess |
time(const Date &) const | HestonProcess | `[virtual]`
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | StochasticProcess | `[virtual]`
v0() const (defined in HestonProcess) | HestonProcess |
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`
~StochasticProcess() (defined in StochasticProcess) | StochasticProcess | `[virtual]`