Garch11 Member List

This is the complete list of members for Garch11, including all inherited members.

alpha() const	Garch11
alpha_	Garch11	private
BestOfTwo enum value	Garch11
beta() const	Garch11
beta_	Garch11	private
calculate(const time_series &quoteSeries) override	Garch11	virtual
calculate(const time_series &quoteSeries, Real alpha, Real beta, Real omega)	Garch11	static
calibrate(const time_series &quoteSeries) override	Garch11	virtual
calibrate(const time_series &quoteSeries, OptimizationMethod &method, const EndCriteria &endCriteria)	Garch11
calibrate(const time_series &quoteSeries, OptimizationMethod &method, const EndCriteria &endCriteria, const Array &initialGuess)	Garch11
calibrate(ForwardIterator begin, ForwardIterator end)	Garch11
calibrate(ForwardIterator begin, ForwardIterator end, OptimizationMethod &method, EndCriteria endCriteria)	Garch11
calibrate(ForwardIterator begin, ForwardIterator end, OptimizationMethod &method, EndCriteria endCriteria, const Array &initialGuess)	Garch11
calibrate_r2(Mode mode, const std::vector< Volatility > &r2, Real mean_r2, Real &alpha, Real &beta, Real &omega)	Garch11	static
calibrate_r2(Mode mode, const std::vector< Volatility > &r2, Real mean_r2, OptimizationMethod &method, const EndCriteria &endCriteria, Real &alpha, Real &beta, Real &omega)	Garch11	static
calibrate_r2(const std::vector< Volatility > &r2, Real mean_r2, OptimizationMethod &method, const EndCriteria &endCriteria, const Array &initialGuess, Real &alpha, Real &beta, Real &omega)	Garch11	static
calibrate_r2(const std::vector< Volatility > &r2, OptimizationMethod &method, const EndCriteria &endCriteria, const Array &initialGuess, Real &alpha, Real &beta, Real &omega)	Garch11	static
calibrate_r2(const std::vector< Volatility > &r2, Real mean_r2, OptimizationMethod &method, Constraint &constraints, const EndCriteria &endCriteria, const Array &initialGuess, Real &alpha, Real &beta, Real &omega)	Garch11	static
calibrate_r2(const std::vector< Volatility > &r2, OptimizationMethod &method, Constraint &constraints, const EndCriteria &endCriteria, const Array &initialGuess, Real &alpha, Real &beta, Real &omega)	Garch11	static
costFunction(InputIterator begin, InputIterator end, Real alpha, Real beta, Real omega)	Garch11	static
costFunction(InputIterator begin, InputIterator end) const	Garch11	private
DoubleOptimization enum value	Garch11
forecast(Real r, Real sigma2) const	Garch11
gamma_	Garch11	private
GammaGuess enum value	Garch11
Garch11(Real a, Real b, Real vl)	Garch11
Garch11(const time_series &qs, Mode mode=BestOfTwo)	Garch11
logLikelihood() const	Garch11
logLikelihood_	Garch11	private
ltVol() const	Garch11
Mode enum name	Garch11
mode() const	Garch11
mode_	Garch11	private
MomentMatchingGuess enum value	Garch11
omega() const	Garch11
time_series typedef	Garch11
to_r2(InputIterator begin, InputIterator end, std::vector< Volatility > &r2)	Garch11	static
vl_	Garch11	private
~VolatilityCompositor()=default	VolatilityCompositor	virtual