QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for OneFactorAffineModel, including all inherited members.
A(Time t, Time T) const =0 | OneFactorAffineModel | protectedpure virtual |
arguments_ | CalibratedModel | protected |
B(Time t, Time T) const =0 | OneFactorAffineModel | protectedpure virtual |
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 |
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 =0 | AffineModel | pure virtual |
discountBondOption(Option::Type type, Real strike, Time maturity, Time bondStart, Time bondMaturity) const | AffineModel | virtual |
dynamics() const =0 | OneFactorModel | pure virtual |
endCriteria() const | CalibratedModel | |
functionEvaluation() const | CalibratedModel | |
functionEvaluation_ | CalibratedModel | protected |
generateArguments() | CalibratedModel | protectedvirtual |
QuantLib::iterator typedef | Observer | |
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 | |
problemValues() const | CalibratedModel | |
problemValues_ | CalibratedModel | 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 ¶ms) | CalibratedModel | virtual |
shortRateEndCriteria_ | CalibratedModel | protected |
ShortRateModel(Size nArguments) | ShortRateModel | explicit |
tree(const TimeGrid &grid) const override | OneFactorModel | virtual |
unregisterObserver(Observer *) | Observable | private |
unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
unregisterWithAll() | Observer | |
update() override | CalibratedModel | virtual |
value(const Array ¶ms, const std::vector< ext::shared_ptr< CalibrationHelper > > &) | CalibratedModel | |
~Observable()=default | Observable | virtual |
~Observer() | Observer | virtual |
~OneFactorModel() override=default | OneFactorModel |