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

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

arguments_ (defined in CalibratedModel) | CalibratedModel | `[protected]`
BatesModel(const boost::shared_ptr< BatesProcess > &process) (defined in BatesModel) | BatesModel |
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]`
delta() const (defined in BatesModel) | BatesModel |
endCriteria() | CalibratedModel |
generateArguments() (defined in BatesModel) | BatesModel | `[protected, virtual]`
HestonModel(const boost::shared_ptr< HestonProcess > &process) (defined in HestonModel) | HestonModel |
kappa() const (defined in HestonModel) | HestonModel |
lambda() const (defined in BatesModel) | BatesModel |
notifyObservers() | Observable |
nu() const (defined in BatesModel) | BatesModel |
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 |
params() const | CalibratedModel |
process() const (defined in HestonModel) | HestonModel |
process_ (defined in HestonModel) | HestonModel | `[protected]`
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
rho() const (defined in HestonModel) | HestonModel |
setParams(const Array &params) (defined in CalibratedModel) | CalibratedModel | `[virtual]`
shortRateEndCriteria_ (defined in CalibratedModel) | CalibratedModel | `[protected]`
sigma() const (defined in HestonModel) | HestonModel |
theta() const (defined in HestonModel) | HestonModel |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | CalibratedModel | `[virtual]`
v0() const (defined in HestonModel) | HestonModel |
value(const Array &params, const std::vector< boost::shared_ptr< CalibrationHelper > > &) (defined in CalibratedModel) | CalibratedModel |
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`