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
|
<!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>Merton76Process Member List</h1>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a>, including all inherited members.<p><table>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_merton76_process.html#80c11f9def74e04938f4c2319722c37c">apply</a>(Real, Real) const</td><td><a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>blackVolatility</b>() const (defined in <a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a>)</td><td><a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_merton76_process.html#9f2846af94187e2f3edaaff7a09c8936">diffusion</a>(Time, Real) const</td><td><a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>discretization_</b> (defined in <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a>)</td><td><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>dividendYield</b>() const (defined in <a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a>)</td><td><a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_merton76_process.html#dd926a7aefbfb30896a3428e1d820238">drift</a>(Time, Real) const</td><td><a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#096b196eb0c6e453acbd428ae378c7de">evolve</a>(Time t0, Real x0, Time dt, Real dw) const</td><td><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#ee564ee8adf46c50265cd990b1dcd8a3">expectation</a>(Time t0, Real x0, Time dt) const</td><td><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html#33d9dda89ba7db93ae8b7d8c64122597">factors</a>() const</td><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>jumpIntensity</b>() const (defined in <a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a>)</td><td><a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>logJumpVolatility</b>() const (defined in <a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a>)</td><td><a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>logMeanJump</b>() const (defined in <a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a>)</td><td><a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Merton76Process</b>(const Handle< Quote > &stateVariable, const Handle< YieldTermStructure > &dividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const Handle< Quote > &jumpInt, const Handle< Quote > &logJMean, const Handle< Quote > &logJVol, const boost::shared_ptr< discretization > &d=boost::shared_ptr< discretization >(new EulerDiscretization)) (defined in <a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a>)</td><td><a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a></td><td></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>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 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>riskFreeRate</b>() const (defined in <a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a>)</td><td><a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>stateVariable</b>() const (defined in <a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a>)</td><td><a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#bb8a7016bec7d28872df221fb8995853">stdDeviation</a>(Time t0, Real x0, Time dt) const</td><td><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>StochasticProcess</b>() (defined in <a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>StochasticProcess</b>(const boost::shared_ptr< discretization > &) (defined in <a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>StochasticProcess1D</b>() (defined in <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a>)</td><td><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>StochasticProcess1D</b>(const boost::shared_ptr< discretization > &) (defined in <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a>)</td><td><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_merton76_process.html#f8a1d4ca4369b3009d08291f1c2d7744">time</a>(const Date &) const </td><td><a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</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_stochastic_process.html#c5c54df7ed3b930268c8d7752c101725">update</a>()</td><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#5e92435fcc5c43be09e627494cf7a9d0">variance</a>(Time t0, Real x0, Time dt) const</td><td><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_merton76_process.html#e7a72a4c8dd1f131143d89a535765d42">x0</a>() const</td><td><a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a></td><td><code> [virtual]</code></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>~StochasticProcess</b>() (defined in <a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</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>
|
