HullWhite Member List

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

A(Time t, Time T) const (defined in HullWhite)HullWhite [protected, virtual]
a() const (defined in Vasicek)Vasicek [protected]
arguments_ (defined in ShortRateModel)ShortRateModel [protected]
B(Time t, Time T) const (defined in Vasicek)Vasicek [protected, virtual]
b() const (defined in Vasicek)Vasicek [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) constOneFactorAffineModel [virtual]
discountBond(Time now, Time maturity, Rate rate) const (defined in OneFactorAffineModel)OneFactorAffineModel
discountBondOption(Option::Type type, Real strike, Time maturity, Time bondMaturity) const (defined in HullWhite)HullWhite [virtual]
dynamics() constHullWhite [virtual]
generateArguments() (defined in HullWhite)HullWhite [protected, virtual]
HullWhite(const RelinkableHandle< TermStructure > &termStructure, Real a=0.1, Real sigma=0.01) (defined in HullWhite)HullWhite
notifyObservers()Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
OneFactorAffineModel(Size nArguments) (defined in OneFactorAffineModel)OneFactorAffineModel
OneFactorModel(Size nArguments) (defined in OneFactorModel)OneFactorModel
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
sigma() const (defined in Vasicek)Vasicek [protected]
termStructure() const (defined in TermStructureConsistentModel)TermStructureConsistentModel
TermStructureConsistentModel(const RelinkableHandle< TermStructure > &termStructure) (defined in TermStructureConsistentModel)TermStructureConsistentModel
tree(const TimeGrid &grid) constHullWhite [virtual]
unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
update()ShortRateModel [virtual]
Vasicek(Rate r0=0.05, Real a=0.1, Real b=0.05, Real sigma=0.01) (defined in Vasicek)Vasicek
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~OneFactorModel() (defined in OneFactorModel)OneFactorModel [virtual]


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