QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
G2Process Member List

This is the complete list of members for G2Process, including all inherited members.

a() const (defined in G2Process)G2Process
apply(const Array &x0, const Array &dx) const StochasticProcessvirtual
b() const (defined in G2Process)G2Process
covariance(Time t0, const Array &x0, Time dt) const G2Processvirtual
diffusion(Time t, const Array &x) const G2Processvirtual
discretization_ (defined in StochasticProcess)StochasticProcessprotected
drift(Time t, const Array &x) const G2Processvirtual
eta() const (defined in G2Process)G2Process
evolve(Time t0, const Array &x0, Time dt, const Array &dw) const StochasticProcessvirtual
expectation(Time t0, const Array &x0, Time dt) const G2Processvirtual
factors() const StochasticProcessvirtual
G2Process(Real a, Real sigma, Real b, Real eta, Real rho) (defined in G2Process)G2Process
initialValues() const G2Processvirtual
iterator typedef (defined in Observer)Observer
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
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
rho() const (defined in G2Process)G2Process
set_type typedef (defined in Observer)Observer
sigma() const (defined in G2Process)G2Process
size() const G2Processvirtual
stdDeviation(Time t0, const Array &x0, Time dt) const G2Processvirtual
StochasticProcess() (defined in StochasticProcess)StochasticProcessprotected
StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess)StochasticProcessprotected
time(const Date &) const StochasticProcessvirtual
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()StochasticProcessvirtual
x0() const (defined in G2Process)G2Process
y0() const (defined in G2Process)G2Process
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~StochasticProcess() (defined in StochasticProcess)StochasticProcessvirtual