1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
<meta name="robots" content="none">
<title>QuantLib: Member List</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.3.14</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="faq.html">Frequently asked questions</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="deprecated.html">Deprecated Features</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.1 -->
<h1>HullWhite Member List</h1>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_hull_white.html">HullWhite</a>, including all inherited members.<p><table>
<tr bgcolor="#f0f0f0"><td><b>A</b>(Time t, Time T) const (defined in <a class="el" href="class_quant_lib_1_1_hull_white.html">HullWhite</a>)</td><td><a class="el" href="class_quant_lib_1_1_hull_white.html">HullWhite</a></td><td><code> [protected, virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>a</b>() const (defined in <a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a>)</td><td><a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>a_</b> (defined in <a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a>)</td><td><a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>arguments_</b> (defined in <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a>)</td><td><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>b</b>() const (defined in <a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a>)</td><td><a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>B</b>(Time t, Time T) const (defined in <a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a>)</td><td><a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a></td><td><code> [protected, virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>b_</b> (defined in <a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a>)</td><td><a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_calibrated_model.html#5abfc325d62772f8915cc1e8dfc8bf5e">calibrate</a>(const std::vector< boost::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >())</td><td><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>CalibratedModel</b>(Size nArguments) (defined in <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a>)</td><td><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>constraint</b>() const (defined in <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a>)</td><td><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>constraint_</b> (defined in <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a>)</td><td><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_hull_white.html#f554e020436a6a21568f1149d61e2f54">convexityBias</a>(Real futurePrice, Time t, Time T, Real sigma, Real a)</td><td><a class="el" href="class_quant_lib_1_1_hull_white.html">HullWhite</a></td><td><code> [static]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html#69a7c0281cc05c0c70142afd62e7b0f1">discount</a>(Time t) const</td><td><a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>discountBond</b>(Time now, Time maturity, Array factors) const (defined in <a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a>)</td><td><a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>discountBond</b>(Time now, Time maturity, Rate rate) const (defined in <a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a>)</td><td><a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>discountBondOption</b>(Option::Type type, Real strike, Time maturity, Time bondMaturity) const (defined in <a class="el" href="class_quant_lib_1_1_hull_white.html">HullWhite</a>)</td><td><a class="el" href="class_quant_lib_1_1_hull_white.html">HullWhite</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_hull_white.html#fc90527e32f5e84d191b5984cba8df45">dynamics</a>() const</td><td><a class="el" href="class_quant_lib_1_1_hull_white.html">HullWhite</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>generateArguments</b>() (defined in <a class="el" href="class_quant_lib_1_1_hull_white.html">HullWhite</a>)</td><td><a class="el" href="class_quant_lib_1_1_hull_white.html">HullWhite</a></td><td><code> [protected, virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>HullWhite</b>(const Handle< YieldTermStructure > &termStructure, Real a=0.1, Real sigma=0.01) (defined in <a class="el" href="class_quant_lib_1_1_hull_white.html">HullWhite</a>)</td><td><a class="el" href="class_quant_lib_1_1_hull_white.html">HullWhite</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>lambda</b>() const (defined in <a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a>)</td><td><a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>lambda_</b> (defined in <a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a>)</td><td><a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_observable.html#397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a>()</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observable</b>(const Observable &) (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observer</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>OneFactorAffineModel</b>(Size nArguments) (defined in <a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a>)</td><td><a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>OneFactorModel</b>(Size nArguments) (defined in <a class="el" href="class_quant_lib_1_1_one_factor_model.html">OneFactorModel</a>)</td><td><a class="el" href="class_quant_lib_1_1_one_factor_model.html">OneFactorModel</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>operator=</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_observable.html#522aacdd0f2408fe5e46527a6db999b4">QuantLib::Observable::operator=</a>(const Observable &)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_calibrated_model.html#c8c77215168957e035ff1f8eba542910">params</a>() const</td><td><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>r0_</b> (defined in <a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a>)</td><td><a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>registerWith</b>(const boost::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>setParams</b>(const Array &params) (defined in <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a>)</td><td><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>ShortRateModel</b>(Size nArguments) (defined in <a class="el" href="class_quant_lib_1_1_short_rate_model.html">ShortRateModel</a>)</td><td><a class="el" href="class_quant_lib_1_1_short_rate_model.html">ShortRateModel</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>sigma</b>() const (defined in <a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a>)</td><td><a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>sigma_</b> (defined in <a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a>)</td><td><a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>termStructure</b>() const (defined in <a class="el" href="class_quant_lib_1_1_term_structure_consistent_model.html">TermStructureConsistentModel</a>)</td><td><a class="el" href="class_quant_lib_1_1_term_structure_consistent_model.html">TermStructureConsistentModel</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>TermStructureConsistentModel</b>(const Handle< YieldTermStructure > &termStructure) (defined in <a class="el" href="class_quant_lib_1_1_term_structure_consistent_model.html">TermStructureConsistentModel</a>)</td><td><a class="el" href="class_quant_lib_1_1_term_structure_consistent_model.html">TermStructureConsistentModel</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_hull_white.html#140a7c576c87942d7f5a10db36affe8c">tree</a>(const TimeGrid &grid) const </td><td><a class="el" href="class_quant_lib_1_1_hull_white.html">HullWhite</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>unregisterWith</b>(const boost::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_calibrated_model.html#c5c54df7ed3b930268c8d7752c101725">update</a>()</td><td><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Vasicek</b>(Rate r0=0.05, Real a=0.1, Real b=0.05, Real sigma=0.01, Real lambda=0.0) (defined in <a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a>)</td><td><a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~OneFactorModel</b>() (defined in <a class="el" href="class_quant_lib_1_1_one_factor_model.html">OneFactorModel</a>)</td><td><a class="el" href="class_quant_lib_1_1_one_factor_model.html">OneFactorModel</a></td><td><code> [virtual]</code></td></tr>
</table>
</div>
<div class="footer">
<table align="top" width="100%">
<tr>
<td align="middle" width="33%">
<strong>QuantLib.org</strong><br>
<a href="http://quantlib.org/">
<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
</a>
</td>
<td align="middle" width="33%">
<strong>Hosted by</strong><br>
<a href="http://sourceforge.net"><img src=
"sfnetlogo.png" width="88" height="31"
border="0" alt="SourceForge.net Logo"></a>
</td>
<td align="middle" width="33%">
<strong>Documentation generated by</strong><br>
<a href="http://www.doxygen.org">
<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>
</a></td>
</tr>
</table>
</div>
</div>
</body>
</html>
|
