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QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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This is the complete list of members for Merton76Process, including all inherited members.
| apply(Real, Real) const override | Merton76Process | virtual |
| blackProcess_ | Merton76Process | private |
| blackVolatility() const | Merton76Process | |
| covariance(Time t0, const Array &x0, Time dt) const override | StochasticProcess1D | privatevirtual |
| deepUpdate() | Observer | virtual |
| diffusion(Time, Real) const override | Merton76Process | virtual |
| discretization_ | StochasticProcess1D | protected |
| dividendYield() const | Merton76Process | |
| drift(Time, Real) const override | Merton76Process | virtual |
| evolve(Time t0, Real x0, Time dt, Real dw) const | StochasticProcess1D | virtual |
| evolve(Time t0, const Array &x0, Time dt, const Array &dw) const override | StochasticProcess1D | privatevirtual |
| expectation(Time t0, Real x0, Time dt) const | StochasticProcess1D | virtual |
| expectation(Time t0, const Array &x0, Time dt) const override | StochasticProcess1D | privatevirtual |
| factors() const | StochasticProcess | virtual |
| initialValues() const override | StochasticProcess1D | privatevirtual |
| QuantLib::iterator typedef | Observer | |
| jumpIntensity() const | Merton76Process | |
| jumpIntensity_ | Merton76Process | private |
| logJumpVolatility() const | Merton76Process | |
| logJumpVolatility_ | Merton76Process | private |
| logMeanJump() const | Merton76Process | |
| logMeanJump_ | Merton76Process | private |
| Merton76Process(const Handle< Quote > &stateVariable, const Handle< YieldTermStructure > ÷ndTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, Handle< Quote > jumpInt, Handle< Quote > logJMean, Handle< Quote > logJVol, const ext::shared_ptr< discretization > &d=ext::shared_ptr< discretization >(new EulerDiscretization)) | Merton76Process | |
| 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 |
| QuantLib::operator=(const Observer &) | Observer | |
| QuantLib::Observable::operator=(const Observable &) | Observable | |
| QuantLib::Observable::operator=(Observable &&)=delete | Observable | |
| registerObserver(Observer *) | Observable | private |
| registerWith(const ext::shared_ptr< Observable > &) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| riskFreeRate() const | Merton76Process | |
| QuantLib::set_type typedef | Observer | private |
| size() const override | StochasticProcess1D | privatevirtual |
| stateVariable() const | Merton76Process | |
| stdDeviation(Time t0, Real x0, Time dt) const | StochasticProcess1D | virtual |
| stdDeviation(Time t0, const Array &x0, Time dt) const override | StochasticProcess1D | privatevirtual |
| StochasticProcess()=default | StochasticProcess | protected |
| StochasticProcess(ext::shared_ptr< discretization >) | StochasticProcess | explicitprotected |
| StochasticProcess1D()=default | StochasticProcess1D | protected |
| StochasticProcess1D(ext::shared_ptr< discretization >) | StochasticProcess1D | explicitprotected |
| time(const Date &) const override | Merton76Process | virtual |
| unregisterObserver(Observer *) | Observable | private |
| unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
| unregisterWithAll() | Observer | |
| update() override | StochasticProcess | virtual |
| variance(Time t0, Real x0, Time dt) const | StochasticProcess1D | virtual |
| x0() const override | Merton76Process | virtual |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |
| ~StochasticProcess() override=default | StochasticProcess |