Gaussian1dModel Member List

This is the complete list of members for Gaussian1dModel, including all inherited members.

calculate() const | LazyObject | protected virtual
calculated_ (defined in LazyObject) | LazyObject | mutable protected
enforcesTodaysHistoricFixings_ (defined in Gaussian1dModel) | Gaussian1dModel | mutable protected
evaluationDate_ (defined in Gaussian1dModel) | Gaussian1dModel | mutable protected
forwardRate(const Date &fixing, const Date &referenceDate=Null< Date >(), const Real y=0.0, boost::shared_ptr< IborIndex > iborIdx=boost::shared_ptr< IborIndex >()) const (defined in Gaussian1dModel) | Gaussian1dModel |
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutable protected
Gaussian1dModel(const Handle< YieldTermStructure > &yieldTermStructure) (defined in Gaussian1dModel) | Gaussian1dModel | protected
gaussianPolynomialIntegral(const Real a, const Real b, const Real c, const Real d, const Real e, const Real x0, const Real x1) | Gaussian1dModel | static
gaussianShiftedPolynomialIntegral(const Real a, const Real b, const Real c, const Real d, const Real e, const Real h, const Real x0, const Real x1) | Gaussian1dModel | static
generateArguments() (defined in Gaussian1dModel) | Gaussian1dModel | protected
LazyObject() (defined in LazyObject) | LazyObject |
notifyObservers() | Observable |
numeraire(const Time t, const Real y=0.0, const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >()) const (defined in Gaussian1dModel) | Gaussian1dModel |
numeraire(const Date &referenceDate, const Real y=0.0, const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >()) const (defined in Gaussian1dModel) | Gaussian1dModel |
numeraireImpl(const Time t, const Real y, const Handle< YieldTermStructure > &yts) const =0 (defined in Gaussian1dModel) | Gaussian1dModel | protected pure virtual
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
performCalculations() const | Gaussian1dModel | protected virtual
recalculate() | LazyObject |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
stateProcess() const (defined in Gaussian1dModel) | Gaussian1dModel |
stateProcess_ (defined in Gaussian1dModel) | Gaussian1dModel | protected
swapAnnuity(const Date &fixing, const Period &tenor, const Date &referenceDate=Null< Date >(), const Real y=0.0, boost::shared_ptr< SwapIndex > swapIdx=boost::shared_ptr< SwapIndex >()) const (defined in Gaussian1dModel) | Gaussian1dModel |
swapRate(const Date &fixing, const Period &tenor, const Date &referenceDate=Null< Date >(), const Real y=0.0, boost::shared_ptr< SwapIndex > swapIdx=boost::shared_ptr< SwapIndex >()) const (defined in Gaussian1dModel) | Gaussian1dModel |
termStructure() const (defined in TermStructureConsistentModel) | TermStructureConsistentModel |
TermStructureConsistentModel(const Handle< YieldTermStructure > &termStructure) (defined in TermStructureConsistentModel) | TermStructureConsistentModel |
underlyingSwap(const boost::shared_ptr< SwapIndex > &index, const Date &expiry, const Period &tenor) const (defined in Gaussian1dModel) | Gaussian1dModel | protected
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | LazyObject | virtual
yGrid(const Real yStdDevs, const int gridPoints, const Real T=1.0, const Real t=0, const Real y=0) const | Gaussian1dModel |
zerobond(const Time T, const Time t=0.0, const Real y=0.0, const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >()) const (defined in Gaussian1dModel) | Gaussian1dModel |
zerobond(const Date &maturity, const Date &referenceDate=Null< Date >(), const Real y=0.0, const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >()) const (defined in Gaussian1dModel) | Gaussian1dModel |
zerobondImpl(const Time T, const Time t, const Real y, const Handle< YieldTermStructure > &yts) const =0 (defined in Gaussian1dModel) | Gaussian1dModel | protected pure virtual

zerobondOption(const Option::Type &type, const Date &expiry, const Date &valueDate, const Date &maturity, const Rate strike, const Date &referenceDate=Null< Date >(), const Real y=0.0, const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >(), const Real yStdDevs=7.0, const Size yGridPoints=64, const bool extrapolatePayoff=true, const bool flatPayoffExtrapolation=false) const (defined in Gaussian1dModel)

Gaussian1dModel

~Gaussian1dModel() (defined in Gaussian1dModel) | Gaussian1dModel | protected virtual
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual