Loading [MathJax]/extensions/tex2jax.js
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
AbcdFunction Member List

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

a() constAbcdMathFunction
a_AbcdMathFunctionprotected
abcd_AbcdMathFunctionprivate
AbcdFunction(Real a=-0.06, Real b=0.17, Real c=0.54, Real d=0.17)AbcdFunction
AbcdMathFunction(Real a=0.002, Real b=0.001, Real c=0.16, Real d=0.0005)AbcdMathFunction
AbcdMathFunction(std::vector< Real > abcd)AbcdMathFunction
b() constAbcdMathFunction
b_AbcdMathFunctionprotected
c() constAbcdMathFunction
c_AbcdMathFunctionprotected
coefficients()AbcdMathFunction
covariance(Time t, Time T, Time S) constAbcdFunction
covariance(Time t1, Time t2, Time T, Time S) constAbcdFunction
d() constAbcdMathFunction
d_AbcdMathFunctionprotected
da_AbcdMathFunctionprivate
dabcd_AbcdMathFunctionprivate
db_AbcdMathFunctionprivate
definiteDerivativeCoefficients(Time t, Time t2) constAbcdMathFunction
definiteIntegral(Time t1, Time t2) constAbcdMathFunction
definiteIntegralCoefficients(Time t, Time t2) constAbcdMathFunction
derivative(Time t) constAbcdMathFunction
derivativeCoefficients()AbcdMathFunction
diacplusbcc_AbcdMathFunctionprivate
dibc_AbcdMathFunctionprivate
initialize_()AbcdMathFunctionprivate
instantaneousCovariance(Time u, Time T, Time S) constAbcdFunction
instantaneousVariance(Time t, Time T) constAbcdFunction
instantaneousVolatility(Time t, Time T) constAbcdFunction
K_AbcdMathFunctionprivate
longTermValue() constAbcdMathFunction
longTermVolatility() constAbcdFunction
maximumLocation() constAbcdMathFunction
maximumValue() constAbcdMathFunction
maximumVolatility() constAbcdFunction
operator()(Time t) constAbcdMathFunction
pa_AbcdMathFunctionprivate
pb_AbcdMathFunctionprivate
primitive(Time t, Time T, Time S) constAbcdFunction
QuantLib::AbcdMathFunction::primitive(Time t) constAbcdMathFunction
shortTermVolatility() constAbcdFunction
validate(Real a, Real b, Real c, Real d)AbcdMathFunctionstatic
variance(Time tMin, Time tMax, Time T) constAbcdFunction
volatility(Time tMin, Time tMax, Time T) constAbcdFunction