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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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This is the complete list of members for GeometricBrownianMotionProcess, including all inherited members.
| apply(Real x0, Real dx) const | StochasticProcess1D | virtual |
| deepUpdate() | Observer | virtual |
| diffusion(Time t, Real x) const override | GeometricBrownianMotionProcess | virtual |
| discretization_ (defined in StochasticProcess1D) | StochasticProcess1D | protected |
| drift(Time t, Real x) const override | GeometricBrownianMotionProcess | virtual |
| evolve(Time t0, Real x0, Time dt, Real dw) const | StochasticProcess1D | virtual |
| expectation(Time t0, Real x0, Time dt) const | StochasticProcess1D | virtual |
| factors() const | StochasticProcess | virtual |
| GeometricBrownianMotionProcess(Real initialValue, Real mue, Real sigma) (defined in GeometricBrownianMotionProcess) | GeometricBrownianMotionProcess | |
| initialValue_ (defined in GeometricBrownianMotionProcess) | GeometricBrownianMotionProcess | protected |
| iterator typedef (defined in Observer) | Observer | |
| mue_ (defined in GeometricBrownianMotionProcess) | GeometricBrownianMotionProcess | protected |
| notifyObservers() | Observable | |
| Observable()=default (defined in Observable) | Observable | |
| Observable(const Observable &) (defined in Observable) | Observable | |
| Observable(Observable &&)=delete (defined in Observable) | Observable | |
| Observer()=default (defined in Observer) | Observer | |
| Observer(const Observer &) (defined in Observer) | Observer | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| QuantLib::Observable::operator=(const Observable &) | Observable | |
| operator=(Observable &&)=delete (defined in Observable) | Observable | |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| sigma_ (defined in GeometricBrownianMotionProcess) | GeometricBrownianMotionProcess | protected |
| stdDeviation(Time t0, Real x0, Time dt) const | StochasticProcess1D | virtual |
| StochasticProcess()=default (defined in StochasticProcess) | StochasticProcess | protected |
| StochasticProcess(ext::shared_ptr< discretization >) (defined in StochasticProcess) | StochasticProcess | explicitprotected |
| StochasticProcess1D()=default (defined in StochasticProcess1D) | StochasticProcess1D | protected |
| StochasticProcess1D(ext::shared_ptr< discretization >) (defined in StochasticProcess1D) | StochasticProcess1D | explicitprotected |
| time(const Date &) const | StochasticProcess | virtual |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | StochasticProcess | virtual |
| variance(Time t0, Real x0, Time dt) const | StochasticProcess1D | virtual |
| x0() const override | GeometricBrownianMotionProcess | virtual |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |
| ~StochasticProcess() override=default (defined in StochasticProcess) | StochasticProcess |