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< HestonProcess > &process, Real lambda=0.1, Real nu=0.0, Real delta=0.1) (defined in BatesModel) | BatesModel | |
| calibrate(const std::vector< boost::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, 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 | |
| generateArguments() (defined in CalibratedModel) | CalibratedModel | [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 | |
| registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| rho() const (defined in HestonModel) | HestonModel | |
| setParams(const Array ¶ms) (defined in CalibratedModel) | CalibratedModel | [virtual] |
| sigma() const (defined in HestonModel) | HestonModel | |
| theta() const (defined in HestonModel) | HestonModel | |
| tree(const TimeGrid &) const (defined in HestonModel) | HestonModel | |
| unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| update() | CalibratedModel | [virtual] |
| v0() const (defined in HestonModel) | HestonModel | |
| ~Observable() (defined in Observable) | Observable | [virtual] |
| ~Observer() (defined in Observer) | Observer | [virtual] |