File: class_quant_lib_1_1_abcd_function-members.html

package info (click to toggle)
quantlib-refman-html 1.2-1
  • links: PTS
  • area: main
  • in suites: jessie, jessie-kfreebsd, wheezy
  • size: 84,552 kB
  • ctags: 5,132
  • sloc: makefile: 33
file content (108 lines) | stat: -rw-r--r-- 7,809 bytes parent folder | download
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
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>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="185" height="50" 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 1.2</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="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="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="examples.html">Examples</a></li>
</ul>
</div>

<div id="content">
<!--Doxygen-generated content-->

<!-- Generated by Doxygen 1.7.6.1 -->
  <div id="nav-path" class="navpath">
    <ul>
      <li class="navelem"><b>QuantLib</b>      </li>
      <li class="navelem"><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a>      </li>
    </ul>
  </div>
</div>
<div class="header">
  <div class="headertitle">
<div class="title">AbcdFunction Member List</div>  </div>
</div><!--header-->
<div class="contents">
This is the complete list of members for <a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a>, including all inherited members.<table>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_abcd_function.html#aeb6c2cfe0928889369fc49347418ce31">a</a>() const </td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
  <tr bgcolor="#f0f0f0"><td><b>AbcdFunction</b>(Real a=-0.06, Real b=0.17, Real c=0.54, Real d=0.17) (defined in <a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a>)</td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
  <tr bgcolor="#f0f0f0"><td><b>b</b>() const  (defined in <a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a>)</td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
  <tr bgcolor="#f0f0f0"><td><b>c</b>() const  (defined in <a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a>)</td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_abcd_function.html#a4123ca84ef3fb8f01a84776142021bbd">covariance</a>(Time t, Time T, Time S) const </td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_abcd_function.html#abf1efc7759df5a67c86ad7dd46ef07b6">covariance</a>(Time t1, Time t2, Time T, Time S) const </td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
  <tr bgcolor="#f0f0f0"><td><b>d</b>() const  (defined in <a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a>)</td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_abcd_function.html#a79722f1d9d039d384bf8bc2066e3ba5f">instantaneousCovariance</a>(Time u, Time T, Time S) const </td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_abcd_function.html#ae4b1ff446696e681cc2ae3c9f10e06ff">instantaneousVariance</a>(Time t, Time T) const </td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_abcd_function.html#a5c1cb404ffda59fac71aca8171bdfe9b">instantaneousVolatility</a>(Time t, Time T) const </td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_abcd_function.html#a3bff4463bab99b5233cd9e4909bc7e72">longTermVolatility</a>() const </td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_abcd_function.html#a50874afe0c200b1f432e8363bebf48dc">maximumLocation</a>() const </td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_abcd_function.html#a2887fc1efb1681ad197396c8be8d06c0">maximumVolatility</a>() const </td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_abcd_function.html#a09ac2731682139dfb5c039d5ef86c4c5">operator()</a>(Time u) const </td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_abcd_function.html#aaf39b293ac7bc0d4494f772f48984b0d">primitive</a>(Time t, Time T, Time S) const </td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_abcd_function.html#abdba3791aa74b6cbc2716cecdfb4f564">shortTermVolatility</a>() const </td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_abcd_function.html#a9e7254d43b94577f386d04739ead10cf">variance</a>(Time tMin, Time tMax, Time T) const </td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
  <tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_abcd_function.html#a71d1c4666515c7f912687f9315e87908">volatility</a>(Time tMin, Time tMax, Time T) const </td><td><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td><td></td></tr>
</table></div><!-- contents -->

</div>

<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>

</div>

</body>
</html>