Lines Matching refs:GeneralizedBlackScholesProcess
34 GeneralizedBlackScholesProcess::GeneralizedBlackScholesProcess( in GeneralizedBlackScholesProcess() function in QuantLib::GeneralizedBlackScholesProcess
53 GeneralizedBlackScholesProcess::GeneralizedBlackScholesProcess( in GeneralizedBlackScholesProcess() function in QuantLib::GeneralizedBlackScholesProcess
71 Real GeneralizedBlackScholesProcess::x0() const { in x0()
75 Real GeneralizedBlackScholesProcess::drift(Time t, Real x) const { in drift()
85 Real GeneralizedBlackScholesProcess::diffusion(Time t, Real x) const { in diffusion()
89 Real GeneralizedBlackScholesProcess::apply(Real x0, Real dx) const { in apply()
93 Real GeneralizedBlackScholesProcess::expectation(Time t0, in expectation()
109 Real GeneralizedBlackScholesProcess::stdDeviation(Time t0, Real x0, Time dt) const { in stdDeviation()
120 Real GeneralizedBlackScholesProcess::variance(Time t0, Real x0, Time dt) const { in variance()
132 Real GeneralizedBlackScholesProcess::evolve(Time t0, Real x0, in evolve()
150 Time GeneralizedBlackScholesProcess::time(const Date& d) const { in time()
155 void GeneralizedBlackScholesProcess::update() { in update()
161 GeneralizedBlackScholesProcess::stateVariable() const { in stateVariable()
166 GeneralizedBlackScholesProcess::dividendYield() const { in dividendYield()
171 GeneralizedBlackScholesProcess::riskFreeRate() const { in riskFreeRate()
176 GeneralizedBlackScholesProcess::blackVolatility() const { in blackVolatility()
181 GeneralizedBlackScholesProcess::localVolatility() const { in localVolatility()
236 : GeneralizedBlackScholesProcess( in BlackScholesProcess()
253 : GeneralizedBlackScholesProcess(x0,dividendTS,riskFreeTS,blackVolTS,d, in BlackScholesMertonProcess()
262 : GeneralizedBlackScholesProcess(x0,riskFreeTS,riskFreeTS,blackVolTS,d, in BlackProcess()
273 : GeneralizedBlackScholesProcess(x0,foreignRiskFreeTS,domesticRiskFreeTS, in GarmanKohlagenProcess()