QuantLib: Member List

### A free/open-source library for quantitative finance

# G2 Member List

This is the complete list of members for G2, including all inherited members.

A(Time t, Time T) const (defined in G2) | G2 | `[protected]`
arguments_ (defined in CalibratedModel) | CalibratedModel | `[protected]`
B(Real x, Time t) const (defined in G2) | G2 | `[protected]`
calibrate(const std::vector< boost::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >()) | CalibratedModel |
CalibratedModel(Size nArguments) (defined in CalibratedModel) | CalibratedModel |
constraint() const (defined in CalibratedModel) | CalibratedModel |
constraint_ (defined in CalibratedModel) | CalibratedModel | `[protected]`
discount(Time t) const | G2 | `[virtual]`
discountBond(Time now, Time maturity, Array factors) const (defined in G2) | G2 | `[virtual]`
discountBond(Time, Time, Rate, Rate) const (defined in G2) | G2 |
discountBondOption(Option::Type type, Real strike, Time maturity, Time bondMaturity) const (defined in G2) | G2 | `[virtual]`
dynamics() const | G2 | `[virtual]`
endCriteria() | CalibratedModel |
G2(const Handle< YieldTermStructure > &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 |
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 |
params() const | CalibratedModel |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
setParams(const Array &params) (defined in CalibratedModel) | CalibratedModel | `[virtual]`
shortRateEndCriteria_ (defined in CalibratedModel) | CalibratedModel | `[protected]`
ShortRateModel(Size nArguments) (defined in ShortRateModel) | ShortRateModel |
swaption(const Swaption::arguments &arguments, Rate fixedRate, Real range, Size intervals) const (defined in G2) | G2 |
SwaptionPricingFunction (defined in G2) | G2 | `[friend]`
termStructure() const (defined in TermStructureConsistentModel) | TermStructureConsistentModel |
TermStructureConsistentModel(const Handle< YieldTermStructure > &termStructure) (defined in TermStructureConsistentModel) | TermStructureConsistentModel |
tree(const TimeGrid &grid) const | TwoFactorModel | `[virtual]`
TwoFactorModel(Size nParams) (defined in TwoFactorModel) | TwoFactorModel |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | CalibratedModel | `[virtual]`
value(const Array &params, const std::vector< boost::shared_ptr< CalibrationHelper > > &) (defined in CalibratedModel) | CalibratedModel |
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`