blackVolatility() const (defined in Merton76Process) | Merton76Process | |
diffusion(Time, Real) const | Merton76Process | [virtual] |
discretization_ (defined in StochasticProcess) | StochasticProcess | [protected] |
dividendYield() const (defined in Merton76Process) | Merton76Process | |
drift(Time, Real) const | Merton76Process | [virtual] |
evolve(Real change, Real currentValue) const | Merton76Process | [virtual] |
expectation(Time t0, Real x0, Time dt) const | StochasticProcess | [virtual] |
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 > ÷ndTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const Handle< Quote > &jumpInt, const Handle< Quote > &logJMean, const Handle< Quote > &logJVol, const boost::shared_ptr< StochasticProcess::discretization > &d=boost::shared_ptr< StochasticProcess::discretization >(new EulerDiscretization)) (defined in Merton76Process) | Merton76Process | |
notifyObservers() | Observable | |
Observer() (defined in Observer) | Observer | |
Observer(const Observer &) (defined in Observer) | Observer | |
operator=(const Observer &) (defined in Observer) | Observer | |
registerWith(const boost::shared_ptr< T > &h) (defined in Observer) | Observer | |
riskFreeRate() const (defined in Merton76Process) | Merton76Process | |
stateVariable() const (defined in Merton76Process) | Merton76Process | |
StochasticProcess() (defined in StochasticProcess) | StochasticProcess | [protected] |
StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess) | StochasticProcess | [protected] |
time(const Date &) const | Merton76Process | [virtual] |
unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer) | Observer | |
update() | StochasticProcess | [virtual] |
variance(Time t0, Real x0, Time dt) const | StochasticProcess | [virtual] |
x0() const | Merton76Process | [virtual] |
~Observable() (defined in Observable) | Observable | [virtual] |
~Observer() (defined in Observer) | Observer | [virtual] |
~StochasticProcess() (defined in StochasticProcess) | StochasticProcess | [virtual] |