QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
GeometricBrownianMotionProcess Member List

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

apply(Real x0, Real dx) constStochasticProcess1Dvirtual
deepUpdate()Observervirtual
diffusion(Time t, Real x) constGeometricBrownianMotionProcessvirtual
discretization_ (defined in StochasticProcess1D)StochasticProcess1Dprotected
drift(Time t, Real x) constGeometricBrownianMotionProcessvirtual
evolve(Time t0, Real x0, Time dt, Real dw) constStochasticProcess1Dvirtual
expectation(Time t0, Real x0, Time dt) constStochasticProcess1Dvirtual
factors() constStochasticProcessvirtual
GeometricBrownianMotionProcess(double initialValue, double mue, double sigma) (defined in GeometricBrownianMotionProcess)GeometricBrownianMotionProcess
initialValue_ (defined in GeometricBrownianMotionProcess)GeometricBrownianMotionProcessprotected
iterator typedef (defined in Observer)Observer
mue_ (defined in GeometricBrownianMotionProcess)GeometricBrownianMotionProcessprotected
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
set_type typedef (defined in Observer)Observer
sigma_ (defined in GeometricBrownianMotionProcess)GeometricBrownianMotionProcessprotected
stdDeviation(Time t0, Real x0, Time dt) constStochasticProcess1Dvirtual
StochasticProcess() (defined in StochasticProcess)StochasticProcessprotected
StochasticProcess(const ext::shared_ptr< discretization > &) (defined in StochasticProcess)StochasticProcessexplicitprotected
StochasticProcess1D() (defined in StochasticProcess1D)StochasticProcess1Dprotected
StochasticProcess1D(const ext::shared_ptr< discretization > &) (defined in StochasticProcess1D)StochasticProcess1Dexplicitprotected
time(const Date &) constStochasticProcessvirtual
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()StochasticProcessvirtual
variance(Time t0, Real x0, Time dt) constStochasticProcess1Dvirtual
x0() constGeometricBrownianMotionProcessvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~StochasticProcess() (defined in StochasticProcess)StochasticProcessvirtual