This is the complete list of members for G2, including all inherited members.
a() const (defined in G2) | G2 | |
A(Time t, Time T) const (defined in G2) | G2 | protected |
arguments_ (defined in CalibratedModel) | CalibratedModel | protected |
b() const (defined in G2) | G2 | |
B(Real x, Time t) const (defined in G2) | G2 | protected |
calibrate(const std::vector< boost::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >(), const std::vector< bool > &fixParameters=std::vector< bool >()) | CalibratedModel | virtual |
CalibratedModel(Size nArguments) (defined in CalibratedModel) | CalibratedModel | |
constraint() const (defined in CalibratedModel) | CalibratedModel | |
constraint_ (defined in CalibratedModel) | CalibratedModel | protected |
discount(Time t) const | G2 | virtual |
discountBond(Time now, Time maturity, Array factors) const (defined in G2) | G2 | virtual |
discountBond(Time, Time, Rate, Rate) const (defined in G2) | G2 | |
discountBondOption(Option::Type type, Real strike, Time maturity, Time bondMaturity) const (defined in G2) | G2 | virtual |
discountBondOption(Option::Type type, Real strike, Time maturity, Time bondStart, Time bondMaturity) const (defined in AffineModel) | AffineModel | virtual |
dynamics() const | G2 | virtual |
endCriteria() const | CalibratedModel | |
eta() const (defined in G2) | G2 | |
G2(const Handle< YieldTermStructure > &termStructure, Real a=0.1, Real sigma=0.01, Real b=0.1, Real eta=0.01, Real rho=-0.75) (defined in G2) | G2 | |
generateArguments() (defined in G2) | G2 | protectedvirtual |
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 | |
params() const | CalibratedModel | |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer | |
rho() const (defined in G2) | G2 | |
setParams(const Array ¶ms) (defined in CalibratedModel) | CalibratedModel | virtual |
shortRateEndCriteria_ (defined in CalibratedModel) | CalibratedModel | protected |
ShortRateModel(Size nArguments) (defined in ShortRateModel) | ShortRateModel | |
sigma() const (defined in G2) | G2 | |
swaption(const Swaption::arguments &arguments, Rate fixedRate, Real range, Size intervals) const (defined in G2) | G2 | |
SwaptionPricingFunction (defined in G2) | G2 | friend |
termStructure() const (defined in TermStructureConsistentModel) | TermStructureConsistentModel | |
TermStructureConsistentModel(const Handle< YieldTermStructure > &termStructure) (defined in TermStructureConsistentModel) | TermStructureConsistentModel | |
tree(const TimeGrid &grid) const | TwoFactorModel | virtual |
TwoFactorModel(Size nParams) (defined in TwoFactorModel) | TwoFactorModel | |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
unregisterWithAll() (defined in Observer) | Observer | |
update() | CalibratedModel | virtual |
value(const Array ¶ms, const std::vector< boost::shared_ptr< CalibrationHelper > > &) (defined in CalibratedModel) | CalibratedModel | |
~Observable() (defined in Observable) | Observable | virtual |
~Observer() (defined in Observer) | Observer | virtual |