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) const | G2 | [virtual] |
discountBondOption(Option::Type type, Real strike, Time maturity, Time bondMaturity) const (defined in G2) | G2 | [virtual] |
dynamics() const | G2 | [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() const | ShortRateModel | |
registerWith(const boost::shared_ptr< T > &h) (defined in Observer) | Observer | |
setParams(const Array ¶ms) (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) const | TwoFactorModel | [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] |