BlackScholesProcess(const RelinkableHandle< Quote > &x0, const RelinkableHandle< TermStructure > ÷ndTS, 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) const | BlackScholesProcess | [virtual] |
discretization_ (defined in StochasticProcess) | StochasticProcess | [protected] |
dividendYield() const (defined in BlackScholesProcess) | BlackScholesProcess | |
drift(Time t, Real x) const | BlackScholesProcess | [virtual] |
expectation(Time t0, Real x0, Time dt) const | StochasticProcess | [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) const | StochasticProcess | [virtual] |
x0() const | BlackScholesProcess | [virtual] |
~Observable() (defined in Observable) | Observable | [virtual] |
~Observer() (defined in Observer) | Observer | [virtual] |
~StochasticProcess() (defined in StochasticProcess) | StochasticProcess | [virtual] |