BlackScholesProcess Member List

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

BlackScholesProcess(const RelinkableHandle< Quote > &x0, const RelinkableHandle< TermStructure > &dividendTS, const RelinkableHandle< TermStructure > &riskFreeTS, const RelinkableHandle< BlackVolTermStructure > &blackVolTS, const boost::shared_ptr< StochasticProcess::discretization > &d=boost::shared_ptr< StochasticProcess::discretization >(new EulerDiscretization)) (defined in BlackScholesProcess)BlackScholesProcess
blackVolatility() const (defined in BlackScholesProcess)BlackScholesProcess
diffusion(Time t, Real x) constBlackScholesProcess [virtual]
discretization_ (defined in StochasticProcess)StochasticProcess [protected]
dividendYield() const (defined in BlackScholesProcess)BlackScholesProcess
drift(Time t, Real x) constBlackScholesProcess [virtual]
expectation(Time t0, Real x0, Time dt) constStochasticProcess [virtual]
localVolatility() const (defined in BlackScholesProcess)BlackScholesProcess
notifyObservers()Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
registerWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
riskFreeRate() const (defined in BlackScholesProcess)BlackScholesProcess
stateVariable() const (defined in BlackScholesProcess)BlackScholesProcess
StochasticProcess() (defined in StochasticProcess)StochasticProcess [protected]
StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess)StochasticProcess [protected]
unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
update()BlackScholesProcess [virtual]
variance(Time t0, Real x0, Time dt) constStochasticProcess [virtual]
x0() constBlackScholesProcess [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~StochasticProcess() (defined in StochasticProcess)StochasticProcess [virtual]


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen