Reference manual - version qle_version
This is the complete list of members for DefaultableEquityJumpDiffusionModel, including all inherited members.
| adjustEquityForward() const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| bootstrap(const Handle< QuantLib::BlackVolTermStructure > &volatility, const bool staticMesher, const Size timeStepsPerYear, const Size stateGridPoints=100, const Real mesherEpsilon=1E-4, const Real mesherScaling=1.5, const Real mesherConcentration=Null< Real >(), const DefaultableEquityJumpDiffusionModelBuilder::BootstrapMode bootstrapMode=DefaultableEquityJumpDiffusionModelBuilder::BootstrapMode::Alternating, const bool enforceFokkerPlanckBootstrap=false, const bool adjustEquityVolatility=true) const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| creditCurve() const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| DefaultableEquityJumpDiffusionModel(const std::vector< Real > &stepTimes, const std::vector< Real > &h0, const std::vector< Real > &sigma, const QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > &equity, const Handle< QuantLib::DefaultProbabilityTermStructure > &creditCurve, const DayCounter &volDayCounter, const Real p=0.0, const Real eta=1.0, const bool adjustEquityForward=true) (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| dividendYield(const Real s, const Real t) const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| equity() const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| eta() const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| h(const Real t, const Real S) const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| h0() const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| h0(const Real t) const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| p() const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| q(const Real t) const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| r(const Real t) const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| sigma() const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| sigma(const Real t) const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| stepTimes() const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| timeFromReference(const Date &d) const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| totalBlackVariance() const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| update() override (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel | |
| volDayCounter() const (defined in DefaultableEquityJumpDiffusionModel) | DefaultableEquityJumpDiffusionModel |