QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
AbcdFunction Member List

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

a() constAbcdMathFunction
a_ (defined in AbcdMathFunction)AbcdMathFunctionprotected
AbcdFunction(Real a=-0.06, Real b=0.17, Real c=0.54, Real d=0.17) (defined in AbcdFunction)AbcdFunction
AbcdMathFunction(Real a=0.002, Real b=0.001, Real c=0.16, Real d=0.0005) (defined in AbcdMathFunction)AbcdMathFunction
AbcdMathFunction(const std::vector< Real > &abcd) (defined in AbcdMathFunction)AbcdMathFunction
argument_type typedef (defined in AbcdMathFunction)AbcdMathFunction
b() const (defined in AbcdMathFunction)AbcdMathFunction
b_ (defined in AbcdMathFunction)AbcdMathFunctionprotected
c() const (defined in AbcdMathFunction)AbcdMathFunction
c_ (defined in AbcdMathFunction)AbcdMathFunctionprotected
coefficients() (defined in AbcdMathFunction)AbcdMathFunction
covariance(Time t, Time T, Time S) constAbcdFunction
covariance(Time t1, Time t2, Time T, Time S) constAbcdFunction
d() const (defined in AbcdMathFunction)AbcdMathFunction
d_ (defined in AbcdMathFunction)AbcdMathFunctionprotected
definiteDerivativeCoefficients(Time t, Time t2) constAbcdMathFunction
definiteIntegral(Time t1, Time t2) constAbcdMathFunction
definiteIntegralCoefficients(Time t, Time t2) constAbcdMathFunction
derivative(Time t) constAbcdMathFunction
derivativeCoefficients() (defined in AbcdMathFunction)AbcdMathFunction
instantaneousCovariance(Time u, Time T, Time S) constAbcdFunction
instantaneousVariance(Time t, Time T) constAbcdFunction
instantaneousVolatility(Time t, Time T) constAbcdFunction
longTermValue() constAbcdMathFunction
longTermVolatility() constAbcdFunction
maximumLocation() constAbcdMathFunction
maximumValue() constAbcdMathFunction
maximumVolatility() constAbcdFunction
operator()(Time t) constAbcdMathFunction
primitive(Time t, Time T, Time S) constAbcdFunction
QuantLib::AbcdMathFunction::primitive(Time t) constAbcdMathFunction
result_type typedef (defined in AbcdMathFunction)AbcdMathFunction
shortTermVolatility() constAbcdFunction
validate(Real a, Real b, Real c, Real d) (defined in AbcdMathFunction)AbcdMathFunctionstatic
variance(Time tMin, Time tMax, Time T) constAbcdFunction
volatility(Time tMin, Time tMax, Time T) constAbcdFunction