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

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

apply(Real x0, Real dx) const StochasticProcess1Dvirtual
diffusion(Time t, Real x) const VarianceGammaProcessvirtual
discretization_ (defined in StochasticProcess1D)StochasticProcess1Dprotected
dividendYield() const (defined in VarianceGammaProcess)VarianceGammaProcess
drift(Time t, Real x) const VarianceGammaProcessvirtual
evolve(Time t0, Real x0, Time dt, Real dw) const StochasticProcess1Dvirtual
expectation(Time t0, Real x0, Time dt) const StochasticProcess1Dvirtual
factors() const StochasticProcessvirtual
iterator typedef (defined in Observer)Observer
notifyObservers()Observable
nu() const (defined in VarianceGammaProcess)VarianceGammaProcess
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
riskFreeRate() const (defined in VarianceGammaProcess)VarianceGammaProcess
s0() const (defined in VarianceGammaProcess)VarianceGammaProcess
set_type typedef (defined in Observer)Observer
sigma() const (defined in VarianceGammaProcess)VarianceGammaProcess
stdDeviation(Time t0, Real x0, Time dt) const StochasticProcess1Dvirtual
StochasticProcess() (defined in StochasticProcess)StochasticProcessprotected
StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess)StochasticProcessprotected
StochasticProcess1D() (defined in StochasticProcess1D)StochasticProcess1Dprotected
StochasticProcess1D(const boost::shared_ptr< discretization > &) (defined in StochasticProcess1D)StochasticProcess1Dprotected
theta() const (defined in VarianceGammaProcess)VarianceGammaProcess
time(const Date &) const StochasticProcessvirtual
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()StochasticProcessvirtual
variance(Time t0, Real x0, Time dt) const StochasticProcess1Dvirtual
VarianceGammaProcess(const Handle< Quote > &s0, const Handle< YieldTermStructure > &dividendYield, const Handle< YieldTermStructure > &riskFreeRate, Real sigma, Real nu, Real theta) (defined in VarianceGammaProcess)VarianceGammaProcess
x0() const VarianceGammaProcessvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~StochasticProcess() (defined in StochasticProcess)StochasticProcessvirtual