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

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

apply(const Array &x0, const Array &dx) constStochasticProcessvirtual
beta() const (defined in ExtOUWithJumpsProcess)ExtOUWithJumpsProcess
covariance(Time t0, const Array &x0, Time dt) constStochasticProcessvirtual
deepUpdate()Observervirtual
diffusion(Time t, const Array &x) constExtOUWithJumpsProcessvirtual
discretization_ (defined in StochasticProcess)StochasticProcessprotected
drift(Time t, const Array &x) constExtOUWithJumpsProcessvirtual
eta() const (defined in ExtOUWithJumpsProcess)ExtOUWithJumpsProcess
evolve(Time t0, const Array &x0, Time dt, const Array &dw) constExtOUWithJumpsProcessvirtual
expectation(Time t0, const Array &x0, Time dt) constStochasticProcessvirtual
ExtOUWithJumpsProcess(const boost::shared_ptr< ExtendedOrnsteinUhlenbeckProcess > &process, Real Y0, Real beta, Real jumpIntensity, Real eta) (defined in ExtOUWithJumpsProcess)ExtOUWithJumpsProcess
factors() constExtOUWithJumpsProcessvirtual
getExtendedOrnsteinUhlenbeckProcess() const (defined in ExtOUWithJumpsProcess)ExtOUWithJumpsProcess
initialValues() constExtOUWithJumpsProcessvirtual
iterator typedef (defined in Observer)Observer
jumpIntensity() const (defined in ExtOUWithJumpsProcess)ExtOUWithJumpsProcess
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
set_type typedef (defined in Observer)Observer
size() constExtOUWithJumpsProcessvirtual
stdDeviation(Time t0, const Array &x0, Time dt) constStochasticProcessvirtual
StochasticProcess() (defined in StochasticProcess)StochasticProcessprotected
StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess)StochasticProcessexplicitprotected
time(const Date &) constStochasticProcessvirtual
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()StochasticProcessvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~StochasticProcess() (defined in StochasticProcess)StochasticProcessvirtual