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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_bates_process.html">BatesProcess</a> </li>
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<div class="title">BatesProcess Member List</div> </div>
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This is the complete list of members for <a class="el" href="class_quant_lib_1_1_bates_process.html">BatesProcess</a>, including all inherited members.<table>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_heston_process.html#a87d025fa8e0daa4e048320c7ac266bb3">apply</a>(const Array &x0, const Array &dx) const </td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>BatesProcess</b>(const Handle< YieldTermStructure > &riskFreeRate, const Handle< YieldTermStructure > &dividendYield, const Handle< Quote > &s0, Real v0, Real kappa, Real theta, Real sigma, Real rho, Real lambda, Real nu, Real delta, HestonProcess::Discretization d=HestonProcess::FullTruncation) (defined in <a class="el" href="class_quant_lib_1_1_bates_process.html">BatesProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_bates_process.html">BatesProcess</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html#a8ddfc241f0a0f0e37d2245bf2cde4354">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 bgcolor="#f0f0f0"><td><b>delta</b>() const (defined in <a class="el" href="class_quant_lib_1_1_bates_process.html">BatesProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_bates_process.html">BatesProcess</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_heston_process.html#a4c79a85dc57b977a0eed8822b1fe487f">diffusion</a>(Time t, const Array &x) const </td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Discretization</b> enum name (defined in <a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>dividendYield</b>() const (defined in <a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_bates_process.html#af971c27bf35db18d8e7e7374e7cf234c">drift</a>(Time t, const Array &x) const </td><td><a class="el" href="class_quant_lib_1_1_bates_process.html">BatesProcess</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_bates_process.html#a89ac97af7698aa193a9c0731dcdd9d8a">evolve</a>(Time t0, const Array &x0, Time dt, const Array &dw) const </td><td><a class="el" href="class_quant_lib_1_1_bates_process.html">BatesProcess</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html#a90f2fadbc2346fb7f6c94611215a068b">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_bates_process.html#af712ecab6d5754978fed3860efc7f661">factors</a>() const </td><td><a class="el" href="class_quant_lib_1_1_bates_process.html">BatesProcess</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>FullTruncation</b> enum value (defined in <a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>HestonProcess</b>(const Handle< YieldTermStructure > &riskFreeRate, const Handle< YieldTermStructure > &dividendYield, const Handle< Quote > &s0, Real v0, Real kappa, Real theta, Real sigma, Real rho, Discretization d=QuadraticExponentialMartingale) (defined in <a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_heston_process.html#a00ce0583b0451d83b803b8a40cce1a2b">initialValues</a>() const </td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>kappa</b>() const (defined in <a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>lambda</b>() const (defined in <a class="el" href="class_quant_lib_1_1_bates_process.html">BatesProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_bates_process.html">BatesProcess</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>NonCentralChiSquareVariance</b> enum value (defined in <a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">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>nu</b>() const (defined in <a class="el" href="class_quant_lib_1_1_bates_process.html">BatesProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_bates_process.html">BatesProcess</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#a522aacdd0f2408fe5e46527a6db999b4">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>PartialTruncation</b> enum value (defined in <a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>QuadraticExponential</b> enum value (defined in <a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>QuadraticExponentialMartingale</b> enum value (defined in <a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Reflection</b> enum value (defined in <a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</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>rho</b>() const (defined in <a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>riskFreeRate</b>() const (defined in <a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>s0</b>() const (defined in <a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>sigma</b>() const (defined in <a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_heston_process.html#a9d78a687cf2a391198bb3cbc08bc06cb">size</a>() const </td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td><code> [virtual]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_stochastic_process.html#af60142c7a240fe9fa7a9458740815b9c">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 bgcolor="#f0f0f0"><td><b>theta</b>() const (defined in <a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_heston_process.html#af8a1d4ca4369b3009d08291f1c2d7744">time</a>(const Date &) const </td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</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#ac5c54df7ed3b930268c8d7752c101725">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>v0</b>() const (defined in <a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a>)</td><td><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</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>~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>
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