QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
OrnsteinUhlenbeckProcess Member List

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

apply(Real x0, Real dx) constStochasticProcess1Dvirtual
deepUpdate()Observervirtual
diffusion(Time t, Real x) constOrnsteinUhlenbeckProcessvirtual
discretization_ (defined in StochasticProcess1D)StochasticProcess1Dprotected
drift(Time t, Real x) constOrnsteinUhlenbeckProcessvirtual
evolve(Time t0, Real x0, Time dt, Real dw) constStochasticProcess1Dvirtual
expectation(Time t0, Real x0, Time dt) constOrnsteinUhlenbeckProcessvirtual
factors() constStochasticProcessvirtual
iterator typedef (defined in Observer)Observer
level() const (defined in OrnsteinUhlenbeckProcess)OrnsteinUhlenbeckProcess
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
OrnsteinUhlenbeckProcess(Real speed, Volatility vol, Real x0=0.0, Real level=0.0) (defined in OrnsteinUhlenbeckProcess)OrnsteinUhlenbeckProcess
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
set_type typedef (defined in Observer)Observer
speed() const (defined in OrnsteinUhlenbeckProcess)OrnsteinUhlenbeckProcess
stdDeviation(Time t0, Real x0, Time dt) constOrnsteinUhlenbeckProcessvirtual
StochasticProcess() (defined in StochasticProcess)StochasticProcessprotected
StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess)StochasticProcessexplicitprotected
StochasticProcess1D() (defined in StochasticProcess1D)StochasticProcess1Dprotected
StochasticProcess1D(const boost::shared_ptr< discretization > &) (defined in StochasticProcess1D)StochasticProcess1Dexplicitprotected
time(const Date &) constStochasticProcessvirtual
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()StochasticProcessvirtual
variance(Time t0, Real x0, Time dt) constOrnsteinUhlenbeckProcessvirtual
volatility() const (defined in OrnsteinUhlenbeckProcess)OrnsteinUhlenbeckProcess
x0() constOrnsteinUhlenbeckProcessvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~StochasticProcess() (defined in StochasticProcess)StochasticProcessvirtual