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

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

covariance(Time t, const Array &x=Null< Array >()) const (defined in LfmCovarianceParameterization)LfmCovarianceParameterizationvirtual
diffusion(Time t, const Array &x=Null< Array >()) const =0 (defined in LfmCovarianceParameterization)LfmCovarianceParameterizationpure virtual
factors() const (defined in LfmCovarianceParameterization)LfmCovarianceParameterization
factors_ (defined in LfmCovarianceParameterization)LfmCovarianceParameterizationprotected
integratedCovariance(Time t, const Array &x=Null< Array >()) const (defined in LfmCovarianceParameterization)LfmCovarianceParameterizationvirtual
LfmCovarianceParameterization(Size size, Size factors) (defined in LfmCovarianceParameterization)LfmCovarianceParameterization
size() const (defined in LfmCovarianceParameterization)LfmCovarianceParameterization
size_ (defined in LfmCovarianceParameterization)LfmCovarianceParameterizationprotected
~LfmCovarianceParameterization() (defined in LfmCovarianceParameterization)LfmCovarianceParameterizationvirtual