HullWhite Member List

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

A(Time t, Time T) const override	HullWhite	protectedvirtual
a() const	Vasicek
a_	Vasicek	protected
arguments_	CalibratedModel	protected
b() const	Vasicek
B(Time t, Time T) const override	Vasicek	protectedvirtual
b_	Vasicek	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
CalibratedModel(Size nArguments)	CalibratedModel
constraint() const	CalibratedModel
constraint_	CalibratedModel	protected
convexityBias(Real futurePrice, Time t, Time T, Real sigma, Real a)	HullWhite	static
deepUpdate()	Observer	virtual
discount(Time t) const override	OneFactorAffineModel	virtual
discountBond(Time now, Time maturity, Array factors) const override	OneFactorAffineModel	virtual
discountBond(Time now, Time maturity, Rate rate) const	OneFactorAffineModel
discountBondOption(Option::Type type, Real strike, Time maturity, Time bondMaturity) const override	HullWhite	virtual
discountBondOption(Option::Type type, Real strike, Time maturity, Time bondStart, Time bondMaturity) const override	HullWhite	virtual
dynamics() const override	HullWhite	virtual
endCriteria() const	CalibratedModel
FixedReversion()	HullWhite	static
functionEvaluation() const	CalibratedModel
functionEvaluation_	CalibratedModel	protected
generateArguments() override	HullWhite	protectedvirtual
HullWhite(const Handle< YieldTermStructure > &termStructure, Real a=0.1, Real sigma=0.01)	HullWhite
QuantLib::iterator typedef	Observer
lambda() const	Vasicek
lambda_	Vasicek	protected
notifyObservers()	Observable
Observable()	Observable
Observable(const Observable &)	Observable
Observable(Observable &&)=delete	Observable
observables_	Observer	private
QuantLib::Observer()=default	Observer
QuantLib::Observer(const Observer &)	Observer
observers_	Observable	private
OneFactorAffineModel(Size nArguments)	OneFactorAffineModel	explicit
OneFactorModel(Size nArguments)	OneFactorModel	explicit
QuantLib::operator=(const Observer &)	Observer
QuantLib::Observable::operator=(const Observable &)	Observable
QuantLib::Observable::operator=(Observable &&)=delete	Observable
params() const	CalibratedModel
phi_	HullWhite	private
problemValues() const	CalibratedModel
problemValues_	CalibratedModel	protected
r0() const	Vasicek
r0_	Vasicek	protected
registerObserver(Observer *)	Observable	private
registerWith(const ext::shared_ptr< Observable > &)	Observer
registerWithObservables(const ext::shared_ptr< Observer > &)	Observer
QuantLib::set_type typedef	Observer	private
setParams(const Array &params)	CalibratedModel	virtual
shortRateEndCriteria_	CalibratedModel	protected
ShortRateModel(Size nArguments)	ShortRateModel	explicit
sigma() const	Vasicek
sigma_	Vasicek	protected
termStructure() const	TermStructureConsistentModel
termStructure_	TermStructureConsistentModel	private
TermStructureConsistentModel(Handle< YieldTermStructure > termStructure)	TermStructureConsistentModel
tree(const TimeGrid &grid) const override	HullWhite	virtual
unregisterObserver(Observer *)	Observable	private
unregisterWith(const ext::shared_ptr< Observable > &)	Observer
unregisterWithAll()	Observer
update() override	CalibratedModel	virtual
value(const Array &params, const std::vector< ext::shared_ptr< CalibrationHelper > > &)	CalibratedModel
Vasicek(Rate r0=0.05, Real a=0.1, Real b=0.05, Real sigma=0.01, Real lambda=0.0)	Vasicek
~Observable()=default	Observable	virtual
~Observer()	Observer	virtual
~OneFactorModel() override=default	OneFactorModel