QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
Merton76Process Member List

This is the complete list of members for Merton76Process, including all inherited members.

apply(Real, Real) const Merton76Processvirtual
blackVolatility() const (defined in Merton76Process)Merton76Process
diffusion(Time, Real) const Merton76Processvirtual
discretization_ (defined in StochasticProcess1D)StochasticProcess1Dprotected
dividendYield() const (defined in Merton76Process)Merton76Process
drift(Time, Real) const Merton76Processvirtual
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
jumpIntensity() const (defined in Merton76Process)Merton76Process
logJumpVolatility() const (defined in Merton76Process)Merton76Process
logMeanJump() const (defined in Merton76Process)Merton76Process
Merton76Process(const Handle< Quote > &stateVariable, const Handle< YieldTermStructure > &dividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const Handle< Quote > &jumpInt, const Handle< Quote > &logJMean, const Handle< Quote > &logJVol, const boost::shared_ptr< discretization > &d=boost::shared_ptr< discretization >(new EulerDiscretization)) (defined in Merton76Process)Merton76Process
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
riskFreeRate() const (defined in Merton76Process)Merton76Process
set_type typedef (defined in Observer)Observer
stateVariable() const (defined in Merton76Process)Merton76Process
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
time(const Date &) const Merton76Processvirtual
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
x0() const Merton76Processvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~StochasticProcess() (defined in StochasticProcess)StochasticProcessvirtual