diffusion(Time t, Real x) const | SquareRootProcess | [virtual] |
discretization_ (defined in StochasticProcess) | StochasticProcess | [protected] |
drift(Time t, Real x) const | SquareRootProcess | [virtual] |
expectation(Time t0, Real x0, Time dt) const | StochasticProcess | [virtual] |
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 | |
SquareRootProcess(Real b, Real a, Volatility sigma, Real x0=0.0, const boost::shared_ptr< StochasticProcess::discretization > &d=boost::shared_ptr< StochasticProcess::discretization >(new EulerDiscretization)) (defined in SquareRootProcess) | SquareRootProcess | |
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() | StochasticProcess | [virtual] |
variance(Time t0, Real x0, Time dt) const | StochasticProcess | [virtual] |
x0() const | SquareRootProcess | [virtual] |
~Observable() (defined in Observable) | Observable | [virtual] |
~Observer() (defined in Observer) | Observer | [virtual] |
~StochasticProcess() (defined in StochasticProcess) | StochasticProcess | [virtual] |