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
|
<!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>StochasticProcess Member List</h1>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a>, including all inherited members.<p><table>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html#2f8f5deb5ff248f45bb56c4054f000ec">apply</a>(const Array &x0, const Array &dx) 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 class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html#7d7d88e8f05305804aed59a6521f8a36">covariance</a>(Time t0, const Array &x0, Time dt) 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 class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html#544a462673e37c7b6639c747680c8148">diffusion</a>(Time t, const Array &x) const=0</td><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a></td><td><code> [pure virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>discretization_</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 class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html#7b454d617b60ff608c812d18068c7e29">drift</a>(Time t, const Array &x) const=0</td><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a></td><td><code> [pure virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html#dd82def76a374049a66ae8cb3cfa0e97">evolve</a>(Time t0, const Array &x0, Time dt, const Array &dw) 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 class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html#5ff82c7ea229ea678252bca22f1ee455">expectation</a>(Time t0, const Array &x0, Time dt) 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 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 class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html#d2df3ae6ede416e16ad690c616e09170">initialValues</a>() const=0</td><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a></td><td><code> [pure virtual]</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>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 class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html#c50b9699fff2d13726c39471cb3d0dfa">size</a>() const=0</td><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a></td><td><code> [pure virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html#1d143e05259160f677407c6cb3b7d8b4">stdDeviation</a>(Time t0, const Array &x0, Time dt) 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>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 class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html#cb2c915740d2c20c6ee1f5c27b05caef">time</a>(const Date &) 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>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 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>
|
