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<div id="projectbrief">A free/open-source library for quantitative finance</div>
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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></li> </ul>
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<div class="title">Garch11 Member List</div> </div>
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<p>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>, including all inherited members.</p>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>alpha</b>() const (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html#a46c8a310cf4c094f8c80e1cb8dc1f911aa589ac13a4e8bbc06aa805d42edb339a">BestOfTwo</a> enum value</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>beta</b>() const (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>calculate</b>(const time_series &quoteSeries) (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>calculate</b>(const time_series &quoteSeries, Real alpha, Real beta, Real omega) (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>calibrate</b>(const time_series &quoteSeries) (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>calibrate</b>(const time_series &quoteSeries, OptimizationMethod &method, const EndCriteria &endCriteria) (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>calibrate</b>(const time_series &quoteSeries, OptimizationMethod &method, const EndCriteria &endCriteria, const Array &initialGuess) (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>calibrate</b>(ForwardIterator begin, ForwardIterator end) (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>calibrate</b>(ForwardIterator begin, ForwardIterator end, OptimizationMethod &method, EndCriteria endCriteria) (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>calibrate</b>(ForwardIterator begin, ForwardIterator end, OptimizationMethod &method, EndCriteria endCriteria, const Array &initialGuess) (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html#a2e98743190bc2ac238f2a92b3777d61a">calibrate_r2</a>(Mode mode, const std::vector< Volatility > &r2, Real mean_r2, Real &alpha, Real &beta, Real &omega)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html#aa81b8640629ef504b321e56e1d87cb9f">calibrate_r2</a>(Mode mode, const std::vector< Volatility > &r2, Real mean_r2, OptimizationMethod &method, const EndCriteria &endCriteria, Real &alpha, Real &beta, Real &omega)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html#a69d857233a3a66b5fa9fe5bad2de6554">calibrate_r2</a>(const std::vector< Volatility > &r2, Real mean_r2, OptimizationMethod &method, const EndCriteria &endCriteria, const Array &initialGuess, Real &alpha, Real &beta, Real &omega)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html#a78b0b9c977ca9dbacd8ec8f7882b345e">calibrate_r2</a>(const std::vector< Volatility > &r2, OptimizationMethod &method, const EndCriteria &endCriteria, const Array &initialGuess, Real &alpha, Real &beta, Real &omega)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html#a1b43495b138a0b9b09d648720898e253">calibrate_r2</a>(const std::vector< Volatility > &r2, Real mean_r2, OptimizationMethod &method, Constraint &constraints, const EndCriteria &endCriteria, const Array &initialGuess, Real &alpha, Real &beta, Real &omega)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>calibrate_r2</b>(const std::vector< Volatility > &r2, OptimizationMethod &method, Constraint &constraints, const EndCriteria &endCriteria, const Array &initialGuess, Real &alpha, Real &beta, Real &omega) (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>const_iterator</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>const_value_iterator</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>costFunction</b>(InputIterator begin, InputIterator end, Real alpha, Real beta, Real omega) (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html#a46c8a310cf4c094f8c80e1cb8dc1f911afdf047a5dd20c082ffde2fd69689a993">DoubleOptimization</a> enum value</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>forecast</b>(Real r, Real sigma2) const (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html#a46c8a310cf4c094f8c80e1cb8dc1f911a91fb57d67f647bb42a1b78895ab7a218">GammaGuess</a> enum value</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>Garch11</b>(Real a, Real b, Real vl) (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>Garch11</b>(const time_series &qs, Mode mode=BestOfTwo) (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>logLikelihood</b>() const (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>ltVol</b>() const (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html#a46c8a310cf4c094f8c80e1cb8dc1f911">Mode</a> enum name</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>mode</b>() const (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html#a46c8a310cf4c094f8c80e1cb8dc1f911aa0662bf048098e5930d9988473e6959c">MomentMatchingGuess</a> enum value</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>omega</b>() const (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>time_series</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>to_r2</b>(InputIterator begin, InputIterator end, std::vector< Volatility > &r2) (defined in <a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>~VolatilityCompositor</b>() (defined in <b>VolatilityCompositor</b>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_volatility_compositor.html">VolatilityCompositor</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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