QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
BlackScholesMertonProcess Member List

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

apply(Real x0, Real dx) constGeneralizedBlackScholesProcessvirtual
BlackScholesMertonProcess(const Handle< Quote > &x0, const Handle< YieldTermStructure > &dividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const ext::shared_ptr< discretization > &d=ext::shared_ptr< discretization >(new EulerDiscretization), bool forceDiscretization=false) (defined in BlackScholesMertonProcess)BlackScholesMertonProcess
blackVolatility() const (defined in GeneralizedBlackScholesProcess)GeneralizedBlackScholesProcess
deepUpdate()Observervirtual
diffusion(Time t, Real x) constGeneralizedBlackScholesProcessvirtual
discretization_ (defined in StochasticProcess1D)StochasticProcess1Dprotected
dividendYield() const (defined in GeneralizedBlackScholesProcess)GeneralizedBlackScholesProcess
drift(Time t, Real x) constGeneralizedBlackScholesProcessvirtual
evolve(Time t0, Real x0, Time dt, Real dw) constGeneralizedBlackScholesProcessvirtual
expectation(Time t0, Real x0, Time dt) constGeneralizedBlackScholesProcessvirtual
factors() constStochasticProcessvirtual
GeneralizedBlackScholesProcess(const Handle< Quote > &x0, const Handle< YieldTermStructure > &dividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const ext::shared_ptr< discretization > &d=ext::shared_ptr< discretization >(new EulerDiscretization), bool forceDiscretization=false) (defined in GeneralizedBlackScholesProcess)GeneralizedBlackScholesProcess
GeneralizedBlackScholesProcess(const Handle< Quote > &x0, const Handle< YieldTermStructure > &dividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const Handle< LocalVolTermStructure > &localVolTS) (defined in GeneralizedBlackScholesProcess)GeneralizedBlackScholesProcess
iterator typedef (defined in Observer)Observer
localVolatility() const (defined in GeneralizedBlackScholesProcess)GeneralizedBlackScholesProcess
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
riskFreeRate() const (defined in GeneralizedBlackScholesProcess)GeneralizedBlackScholesProcess
set_type typedef (defined in Observer)Observer
stateVariable() const (defined in GeneralizedBlackScholesProcess)GeneralizedBlackScholesProcess
stdDeviation(Time t0, Real x0, Time dt) constGeneralizedBlackScholesProcessvirtual
StochasticProcess() (defined in StochasticProcess)StochasticProcessprotected
StochasticProcess(const ext::shared_ptr< discretization > &) (defined in StochasticProcess)StochasticProcessexplicitprotected
StochasticProcess1D() (defined in StochasticProcess1D)StochasticProcess1Dprotected
StochasticProcess1D(const ext::shared_ptr< discretization > &) (defined in StochasticProcess1D)StochasticProcess1Dexplicitprotected
time(const Date &) constGeneralizedBlackScholesProcessvirtual
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()GeneralizedBlackScholesProcessvirtual
variance(Time t0, Real x0, Time dt) constGeneralizedBlackScholesProcessvirtual
x0() constGeneralizedBlackScholesProcessvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~StochasticProcess() (defined in StochasticProcess)StochasticProcessvirtual