PiecewiseTimeDependentHestonModel Member List

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

arguments_ (defined in CalibratedModel) | CalibratedModel | protected
calibrate(const std::vector< ext::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >(), const std::vector< bool > &fixParameters=std::vector< bool >()) | CalibratedModel | virtual
calibrate(const std::vector< ext::shared_ptr< BlackCalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >(), const std::vector< bool > &fixParameters=std::vector< bool >()) | CalibratedModel | virtual
CalibratedModel(Size nArguments) (defined in CalibratedModel) | CalibratedModel |
constraint() const (defined in CalibratedModel) | CalibratedModel |
constraint_ (defined in CalibratedModel) | CalibratedModel | protected
deepUpdate() | Observer | virtual
dividendYield() const (defined in PiecewiseTimeDependentHestonModel) | PiecewiseTimeDependentHestonModel |
dividendYield_ (defined in PiecewiseTimeDependentHestonModel) | PiecewiseTimeDependentHestonModel | protected
endCriteria() const | CalibratedModel |
functionEvaluation() const (defined in CalibratedModel) | CalibratedModel |
functionEvaluation_ (defined in CalibratedModel) | CalibratedModel | protected
generateArguments() (defined in CalibratedModel) | CalibratedModel | protected virtual
iterator typedef (defined in Observer) | Observer |
kappa(Time t) const (defined in PiecewiseTimeDependentHestonModel) | PiecewiseTimeDependentHestonModel |
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 |
params() const | CalibratedModel |
PiecewiseTimeDependentHestonModel(const Handle< YieldTermStructure > &riskFreeRate, const Handle< YieldTermStructure > &dividendYield, const Handle< Quote > &s0, Real v0, const Parameter &theta, const Parameter &kappa, const Parameter &sigma, const Parameter &rho, const TimeGrid &timeGrid) (defined in PiecewiseTimeDependentHestonModel) | PiecewiseTimeDependentHestonModel |
problemValues() const | CalibratedModel |
problemValues_ (defined in CalibratedModel) | CalibratedModel | protected
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer |
rho(Time t) const (defined in PiecewiseTimeDependentHestonModel) | PiecewiseTimeDependentHestonModel |
riskFreeRate() const (defined in PiecewiseTimeDependentHestonModel) | PiecewiseTimeDependentHestonModel |
riskFreeRate_ (defined in PiecewiseTimeDependentHestonModel) | PiecewiseTimeDependentHestonModel | protected
s0() const (defined in PiecewiseTimeDependentHestonModel) | PiecewiseTimeDependentHestonModel |
s0_ (defined in PiecewiseTimeDependentHestonModel) | PiecewiseTimeDependentHestonModel | protected
set_type typedef (defined in Observer) | Observer |
setParams(const Array &params) (defined in CalibratedModel) | CalibratedModel | virtual
shortRateEndCriteria_ (defined in CalibratedModel) | CalibratedModel | protected
sigma(Time t) const (defined in PiecewiseTimeDependentHestonModel) | PiecewiseTimeDependentHestonModel |
theta(Time t) const (defined in PiecewiseTimeDependentHestonModel) | PiecewiseTimeDependentHestonModel |
timeGrid() const (defined in PiecewiseTimeDependentHestonModel) | PiecewiseTimeDependentHestonModel |
timeGrid_ (defined in PiecewiseTimeDependentHestonModel) | PiecewiseTimeDependentHestonModel | protected
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | CalibratedModel | virtual
v0() const (defined in PiecewiseTimeDependentHestonModel) | PiecewiseTimeDependentHestonModel |
value(const Array &params, const std::vector< ext::shared_ptr< CalibrationHelper > > &) (defined in CalibratedModel) | CalibratedModel |
value(const Array &params, const std::vector< ext::shared_ptr< BlackCalibrationHelper > > &) | CalibratedModel |
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual