A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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This is the complete list of members for AffineModel, including all inherited members.
| discount(Time t) const =0 | AffineModel | pure virtual |
| discountBond(Time now, Time maturity, Array factors) const =0 (defined in AffineModel) | AffineModel | pure virtual |
| discountBondOption(Option::Type type, Real strike, Time maturity, Time bondMaturity) const =0 (defined in AffineModel) | AffineModel | pure virtual |
| discountBondOption(Option::Type type, Real strike, Time maturity, Time bondStart, Time bondMaturity) const (defined in AffineModel) | AffineModel | virtual |
| notifyObservers() | Observable | |
| Observable() (defined in Observable) | Observable | |
| Observable(const Observable &) (defined in Observable) | Observable | |
| operator=(const Observable &) | Observable | |
| ~Observable() (defined in Observable) | Observable | virtual |