AbcdFunction Member List
This is the complete list of members for AbcdFunction, including all inherited members.
a() const AbcdFunction
AbcdFunction(Real a=-0.06, Real b=0.17, Real c=0.54, Real d=0.17) (defined in AbcdFunction)AbcdFunction
b() const (defined in AbcdFunction)AbcdFunction
c() const (defined in AbcdFunction)AbcdFunction
covariance(Time t, Time T, Time S) const AbcdFunction
covariance(Time t1, Time t2, Time T, Time S) const AbcdFunction
d() const (defined in AbcdFunction)AbcdFunction
instantaneousCovariance(Time u, Time T, Time S) const AbcdFunction
instantaneousVariance(Time t, Time T) const AbcdFunction
instantaneousVolatility(Time t, Time T) const AbcdFunction
longTermVolatility() const AbcdFunction
maximumLocation() const AbcdFunction
maximumVolatility() const AbcdFunction
operator()(Time u) const AbcdFunction
primitive(Time t, Time T, Time S) const AbcdFunction
shortTermVolatility() const AbcdFunction
variance(Time tMin, Time tMax, Time T) const AbcdFunction
volatility(Time tMin, Time tMax, Time T) const AbcdFunction