| BlackScholesProcess(const Handle< Quote > &x0, const Handle< YieldTermStructure > ÷ndTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const boost::shared_ptr< StochasticProcess::discretization > &d=boost::shared_ptr< StochasticProcess::discretization >(new EulerDiscretization)) (defined in BlackScholesProcess) | BlackScholesProcess | |
| blackVolatility() const (defined in BlackScholesProcess) | BlackScholesProcess | |
| diffusion(Time t, Real x) const | BlackScholesProcess | [virtual] |
| discretization_ (defined in StochasticProcess) | StochasticProcess | [protected] |
| dividendYield() const (defined in BlackScholesProcess) | BlackScholesProcess | |
| drift(Time t, Real x) const | BlackScholesProcess | [virtual] |
| evolve(Real change, Real currentValue) const | BlackScholesProcess | [virtual] |
| expectation(Time t0, Real x0, Time dt) const | StochasticProcess | [virtual] |
| localVolatility() const (defined in BlackScholesProcess) | BlackScholesProcess | |
| 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 | |
| riskFreeRate() const (defined in BlackScholesProcess) | BlackScholesProcess | |
| stateVariable() const (defined in BlackScholesProcess) | BlackScholesProcess | |
| StochasticProcess() (defined in StochasticProcess) | StochasticProcess | [protected] |
| StochasticProcess(const boost::shared_ptr< discretization > &) (defined in StochasticProcess) | StochasticProcess | [protected] |
| time(const Date &) const | BlackScholesProcess | [virtual] |
| unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer) | Observer | |
| update() | BlackScholesProcess | [virtual] |
| variance(Time t0, Real x0, Time dt) const | StochasticProcess | [virtual] |
| x0() const | BlackScholesProcess | [virtual] |
| ~Observable() (defined in Observable) | Observable | [virtual] |
| ~Observer() (defined in Observer) | Observer | [virtual] |
| ~StochasticProcess() (defined in StochasticProcess) | StochasticProcess | [virtual] |