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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_generalized_hull_white.html">GeneralizedHullWhite</a></li> </ul>
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<div class="title">GeneralizedHullWhite 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_generalized_hull_white.html">GeneralizedHullWhite</a>, including all inherited members.</p>
<table class="directory">
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>A</b>(Time t, Time T) const (defined in <a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>a</b>() const (defined in <a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>arguments_</b> (defined in <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>B</b>(Time t, Time T) const (defined in <a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html#a2c63b37e0303ef53a2b4aabdf30f6616">calibrate</a>(const std::vector< ext::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >(), const std::vector< bool > &fixParameters=std::vector< bool >())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html#ac664da62fe7dddfe57529764aaca5187">calibrate</a>(const std::vector< ext::shared_ptr< BlackCalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >(), const std::vector< bool > &fixParameters=std::vector< bool >())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>CalibratedModel</b>(Size nArguments) (defined in <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>constraint</b>() const (defined in <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>constraint_</b> (defined in <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a>()</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html#a69a7c0281cc05c0c70142afd62e7b0f1">discount</a>(Time t) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>discountBond</b>(Time now, Time maturity, Array factors) const (defined in <a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>discountBond</b>(Time now, Time maturity, Rate rate) const (defined in <a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a></td><td class="entry"></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html#aa464aed598619815346c0d08cf2c7ccd">discountBondOption</a>(Option::Type type, Real strike, Time maturity, Time bondMaturity) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>discountBondOption</b>(Option::Type type, Real strike, Time maturity, Time bondStart, Time bondMaturity) const (defined in <a class="el" href="class_quant_lib_1_1_affine_model.html">AffineModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_affine_model.html">AffineModel</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html#a2db35eabbd7e000790ee3bfd141ec991">dynamics</a>() const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html#a689f17edf70f02c42a061798e1344cc6">endCriteria</a>() const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td class="entry"></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html#a965265df155bbc95c0d0e0b4c0eac511">fixedReversion</a>() const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>functionEvaluation</b>() const (defined in <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>functionEvaluation_</b> (defined in <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>GeneralizedHullWhite</b>(const Handle< YieldTermStructure > &yieldtermStructure, const std::vector< Date > &speedstructure, const std::vector< Date > &volstructure, const std::vector< Real > &speed, const std::vector< Real > &vol, const ext::function< Real(Real)> &f=ext::function< Real(Real)>(), const ext::function< Real(Real)> &fInverse=ext::function< Real(Real)>()) (defined in <a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>GeneralizedHullWhite</b>(const Handle< YieldTermStructure > &yieldtermStructure, const std::vector< Date > &speedstructure, const std::vector< Date > &volstructure, const std::vector< Real > &speed, const std::vector< Real > &vol, const SpeedInterpolationTraits &speedtraits, const VolInterpolationTraits &voltraits, const ext::function< Real(Real)> &f=ext::function< Real(Real)>(), const ext::function< Real(Real)> &fInverse=ext::function< Real(Real)>()) (defined in <a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>GeneralizedHullWhite</b>(const Handle< YieldTermStructure > &yieldtermStructure, Real a=0.1, Real sigma=0.01) (defined in <a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>generateArguments</b>() (defined in <a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>HWdynamics</b>() const (defined in <a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>iterator</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a>()</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>Observable</b>(const Observable &) (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>Observer</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>OneFactorAffineModel</b>(Size nArguments) (defined in <a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a></td><td class="entry"><span class="mlabel">explicit</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>OneFactorModel</b>(Size nArguments) (defined in <a class="el" href="class_quant_lib_1_1_one_factor_model.html">OneFactorModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_one_factor_model.html">OneFactorModel</a></td><td class="entry"><span class="mlabel">explicit</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>operator=</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">QuantLib::Observable::operator=</a>(const Observable &)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html#ac8c77215168957e035ff1f8eba542910">params</a>() const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td class="entry"></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html#aacc31e5f4aa4d15a3f33fd81b916897a">problemValues</a>() const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>problemValues_</b> (defined in <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>registerWith</b>(const ext::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a>(const ext::shared_ptr< Observer > &)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>set_type</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>setParams</b>(const Array &params) (defined in <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>shortRateEndCriteria_</b> (defined in <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>ShortRateModel</b>(Size nArguments) (defined in <a class="el" href="class_quant_lib_1_1_short_rate_model.html">ShortRateModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_short_rate_model.html">ShortRateModel</a></td><td class="entry"><span class="mlabel">explicit</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>sigma</b>() const (defined in <a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>termStructure</b>() const (defined in <a class="el" href="class_quant_lib_1_1_term_structure_consistent_model.html">TermStructureConsistentModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_term_structure_consistent_model.html">TermStructureConsistentModel</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>TermStructureConsistentModel</b>(const Handle< YieldTermStructure > &termStructure) (defined in <a class="el" href="class_quant_lib_1_1_term_structure_consistent_model.html">TermStructureConsistentModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_term_structure_consistent_model.html">TermStructureConsistentModel</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>tree</b>(const TimeGrid &grid) const (defined in <a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>unregisterWith</b>(const ext::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>unregisterWithAll</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html#ac5c54df7ed3b930268c8d7752c101725">update</a>()</td><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>V</b>(Time t, Time T) const (defined in <a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>value</b>(const Array &params, const std::vector< ext::shared_ptr< CalibrationHelper > > &) (defined in <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td class="entry"></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html#ab6af309e095da49d254389268b488373">value</a>(const Array &params, const std::vector< ext::shared_ptr< BlackCalibrationHelper > > &)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>~Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>~Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>~OneFactorModel</b>() (defined in <a class="el" href="class_quant_lib_1_1_one_factor_model.html">OneFactorModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_one_factor_model.html">OneFactorModel</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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