GJRGARCHModel Member List

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

alpha() const (defined in GJRGARCHModel) | GJRGARCHModel |
arguments_ (defined in CalibratedModel) | CalibratedModel | protected
beta() const (defined in GJRGARCHModel) | GJRGARCHModel |
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 >(), 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
endCriteria() const | CalibratedModel |
gamma() const (defined in GJRGARCHModel) | GJRGARCHModel |
generateArguments() (defined in GJRGARCHModel) | GJRGARCHModel | protected virtual
GJRGARCHModel(const boost::shared_ptr< GJRGARCHProcess > &process) (defined in GJRGARCHModel) | GJRGARCHModel |
lambda() const (defined in GJRGARCHModel) | GJRGARCHModel |
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 GJRGARCHModel) | GJRGARCHModel |
operator=(const Observer &) (defined in Observer) | Observer |
QuantLib::Observable::operator=(const Observable &) | Observable |
params() const | CalibratedModel |
process() const (defined in GJRGARCHModel) | GJRGARCHModel |
process_ (defined in GJRGARCHModel) | GJRGARCHModel | protected
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
setParams(const Array &params) (defined in CalibratedModel) | CalibratedModel | virtual
shortRateEndCriteria_ (defined in CalibratedModel) | CalibratedModel | protected
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | CalibratedModel | virtual
v0() const (defined in GJRGARCHModel) | GJRGARCHModel |
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