CoxIngersollRoss Member List
This is the complete list of members for CoxIngersollRoss, including all inherited members.
A(Time t, Time T) const (defined in CoxIngersollRoss)CoxIngersollRoss [protected, virtual]
arguments_ (defined in CalibratedModel)CalibratedModel [protected]
B(Time t, Time T) const (defined in CoxIngersollRoss)CoxIngersollRoss [protected, virtual]
calibrate(const std::vector< boost::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, 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]
CoxIngersollRoss(Rate r0=0.05, Real theta=0.1, Real k=0.1, Real sigma=0.1) (defined in CoxIngersollRoss)CoxIngersollRoss
discount(Time t) const OneFactorAffineModel [virtual]
discountBond(Time now, Time maturity, Array factors) const (defined in OneFactorAffineModel)OneFactorAffineModel [virtual]
discountBond(Time now, Time maturity, Rate rate) const (defined in OneFactorAffineModel)OneFactorAffineModel
discountBondOption(Option::Type type, Real strike, Time maturity, Time bondMaturity) const (defined in CoxIngersollRoss)CoxIngersollRoss [virtual]
dynamics() const CoxIngersollRoss [virtual]
endCriteria()CalibratedModel
generateArguments() (defined in CalibratedModel)CalibratedModel [protected, virtual]
k() const (defined in CoxIngersollRoss)CoxIngersollRoss [protected]
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
OneFactorAffineModel(Size nArguments) (defined in OneFactorAffineModel)OneFactorAffineModel
OneFactorModel(Size nArguments) (defined in OneFactorModel)OneFactorModel
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
setParams(const Array &params) (defined in CalibratedModel)CalibratedModel [virtual]
shortRateEndCriteria_ (defined in CalibratedModel)CalibratedModel [protected]
ShortRateModel(Size nArguments) (defined in ShortRateModel)ShortRateModel
sigma() const (defined in CoxIngersollRoss)CoxIngersollRoss [protected]
theta() const (defined in CoxIngersollRoss)CoxIngersollRoss [protected]
tree(const TimeGrid &grid) const CoxIngersollRoss [virtual]
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()CalibratedModel [virtual]
value(const Array &params, const std::vector< boost::shared_ptr< CalibrationHelper > > &) (defined in CalibratedModel)CalibratedModel
x0() const (defined in CoxIngersollRoss)CoxIngersollRoss [protected]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~OneFactorModel() (defined in OneFactorModel)OneFactorModel [virtual]