GJRGARCHProcess Member List

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

alpha() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
apply(const Array &x0, const Array &dx) const | GJRGARCHProcess | virtual
beta() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
covariance(Time t0, const Array &x0, Time dt) const | StochasticProcess | virtual
daysPerYear() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
deepUpdate() | Observer | virtual
diffusion(Time t, const Array &x) const | GJRGARCHProcess | virtual
Discretization enum name (defined in GJRGARCHProcess) | GJRGARCHProcess |
dividendYield() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
drift(Time t, const Array &x) const | GJRGARCHProcess | virtual
evolve(Time t0, const Array &x0, Time dt, const Array &dw) const | GJRGARCHProcess | virtual
expectation(Time t0, const Array &x0, Time dt) const | StochasticProcess | virtual
factors() const | StochasticProcess | virtual
FullTruncation enum value (defined in GJRGARCHProcess) | GJRGARCHProcess |
gamma() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
GJRGARCHProcess(const Handle< YieldTermStructure > &riskFreeRate, const Handle< YieldTermStructure > &dividendYield, const Handle< Quote > &s0, Real v0, Real omega, Real alpha, Real beta, Real gamma, Real lambda, Real daysPerYear=252.0, Discretization d=FullTruncation) (defined in GJRGARCHProcess) | GJRGARCHProcess |
initialValues() const | GJRGARCHProcess | virtual
iterator typedef (defined in Observer) | Observer |
lambda() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
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 |
omega() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
operator=(const Observer &) (defined in Observer) | Observer |
QuantLib::Observable::operator=(const Observable &) | Observable |
PartialTruncation enum value (defined in GJRGARCHProcess) | GJRGARCHProcess |
Reflection enum value (defined in GJRGARCHProcess) | GJRGARCHProcess |
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer |
riskFreeRate() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
s0() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
set_type typedef (defined in Observer) | Observer |
size() const | GJRGARCHProcess | virtual
stdDeviation(Time t0, const Array &x0, Time dt) const | StochasticProcess | virtual
StochasticProcess() (defined in StochasticProcess) | StochasticProcess | protected
StochasticProcess(const ext::shared_ptr< discretization > &) (defined in StochasticProcess) | StochasticProcess | explicit protected
time(const Date &) const | GJRGARCHProcess | virtual
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | StochasticProcess | virtual
v0() const (defined in GJRGARCHProcess) | GJRGARCHProcess |
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~StochasticProcess() (defined in StochasticProcess) | StochasticProcess | virtual