G2 Member List

This is the complete list of members for G2, including all inherited members.

A(Time t, Time T) const (defined in G2)G2 [protected]
arguments_ (defined in ShortRateModel)ShortRateModel [protected]
B(Real x, Time t) const (defined in G2)G2 [protected]
calibrate(const std::vector< boost::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const Constraint &constraint=Constraint())ShortRateModel
constraint() const (defined in ShortRateModel)ShortRateModel
constraint_ (defined in ShortRateModel)ShortRateModel [protected]
discount(Time t) constG2 [virtual]
discountBondOption(Option::Type type, Real strike, Time maturity, Time bondMaturity) const (defined in G2)G2 [virtual]
dynamics() constG2 [virtual]
G2(const RelinkableHandle< TermStructure > &termStructure, Real a=0.1, Real sigma=0.01, Real b=0.1, Real eta=0.01, Real rho=-0.75) (defined in G2)G2
generateArguments() (defined in G2)G2 [protected, virtual]
notifyObservers()Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
params() constShortRateModel
registerWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
setParams(const Array &params) (defined in ShortRateModel)ShortRateModel
ShortRateModel(Size nArguments) (defined in ShortRateModel)ShortRateModel
swaption(const Swaption::arguments &arguments, Real range, Size intervals) const (defined in G2)G2
termStructure() const (defined in TermStructureConsistentModel)TermStructureConsistentModel
TermStructureConsistentModel(const RelinkableHandle< TermStructure > &termStructure) (defined in TermStructureConsistentModel)TermStructureConsistentModel
tree(const TimeGrid &grid) constTwoFactorModel [virtual]
TwoFactorModel(Size nParams) (defined in TwoFactorModel)TwoFactorModel
unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
update()ShortRateModel [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]


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