QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
AnalyticGJRGARCHEngine Member List

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

AnalyticGJRGARCHEngine(const boost::shared_ptr< GJRGARCHModel > &model) (defined in AnalyticGJRGARCHEngine)AnalyticGJRGARCHEngine
arguments_ (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >)GenericEngine< VanillaOption::arguments, VanillaOption::results >mutableprotected
calculate() const (defined in AnalyticGJRGARCHEngine)AnalyticGJRGARCHEnginevirtual
deepUpdate()Observervirtual
GenericModelEngine(const Handle< GJRGARCHModel > &model=Handle< GJRGARCHModel >()) (defined in GenericModelEngine< GJRGARCHModel, VanillaOption::arguments, VanillaOption::results >)GenericModelEngine< GJRGARCHModel, VanillaOption::arguments, VanillaOption::results >explicit
GenericModelEngine(const boost::shared_ptr< GJRGARCHModel > &model) (defined in GenericModelEngine< GJRGARCHModel, VanillaOption::arguments, VanillaOption::results >)GenericModelEngine< GJRGARCHModel, VanillaOption::arguments, VanillaOption::results >explicit
getArguments() const (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >)GenericEngine< VanillaOption::arguments, VanillaOption::results >virtual
getResults() const (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >)GenericEngine< VanillaOption::arguments, VanillaOption::results >virtual
iterator typedef (defined in Observer)Observer
model_ (defined in GenericModelEngine< GJRGARCHModel, VanillaOption::arguments, VanillaOption::results >)GenericModelEngine< GJRGARCHModel, VanillaOption::arguments, VanillaOption::results >protected
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
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
reset() (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >)GenericEngine< VanillaOption::arguments, VanillaOption::results >virtual
results_ (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >)GenericEngine< VanillaOption::arguments, VanillaOption::results >mutableprotected
set_type typedef (defined in Observer)Observer
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()GenericEngine< VanillaOption::arguments, VanillaOption::results >virtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~PricingEngine() (defined in PricingEngine)PricingEnginevirtual