Garch11 Member List

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

alpha() const (defined in Garch11)Garch11
BestOfTwo enum valueGarch11
beta() const (defined in Garch11)Garch11
calculate(const time_series &quoteSeries) (defined in Garch11)Garch11
calculate(const time_series &quoteSeries, Real alpha, Real beta, Real omega) (defined in Garch11)Garch11static
calibrate(const time_series &quoteSeries) (defined in Garch11)Garch11
calibrate(const time_series &quoteSeries, OptimizationMethod &method, const EndCriteria &endCriteria) (defined in Garch11)Garch11
calibrate(const time_series &quoteSeries, OptimizationMethod &method, const EndCriteria &endCriteria, const Array &initialGuess) (defined in Garch11)Garch11
calibrate(ForwardIterator begin, ForwardIterator end) (defined in Garch11)Garch11
calibrate(ForwardIterator begin, ForwardIterator end, OptimizationMethod &method, EndCriteria endCriteria) (defined in Garch11)Garch11
calibrate(ForwardIterator begin, ForwardIterator end, OptimizationMethod &method, EndCriteria endCriteria, const Array &initialGuess) (defined in Garch11)Garch11
calibrate_r2(Mode mode, const std::vector< Volatility > &r2, Real mean_r2, Real &alpha, Real &beta, Real &omega)Garch11static
calibrate_r2(Mode mode, const std::vector< Volatility > &r2, Real mean_r2, OptimizationMethod &method, const EndCriteria &endCriteria, Real &alpha, Real &beta, Real &omega)Garch11static
calibrate_r2(const std::vector< Volatility > &r2, Real mean_r2, OptimizationMethod &method, const EndCriteria &endCriteria, const Array &initialGuess, Real &alpha, Real &beta, Real &omega)Garch11static
calibrate_r2(const std::vector< Volatility > &r2, OptimizationMethod &method, const EndCriteria &endCriteria, const Array &initialGuess, Real &alpha, Real &beta, Real &omega)Garch11static
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)Garch11static
calibrate_r2(const std::vector< Volatility > &r2, OptimizationMethod &method, Constraint &constraints, const EndCriteria &endCriteria, const Array &initialGuess, Real &alpha, Real &beta, Real &omega) (defined in Garch11)Garch11static
const_iterator typedef (defined in Garch11)Garch11
const_value_iterator typedef (defined in Garch11)Garch11
costFunction(InputIterator begin, InputIterator end, Real alpha, Real beta, Real omega) (defined in Garch11)Garch11static
DoubleOptimization enum valueGarch11
forecast(Real r, Real sigma2) const (defined in Garch11)Garch11
GammaGuess enum valueGarch11
Garch11(Real a, Real b, Real vl) (defined in Garch11)Garch11
Garch11(const time_series &qs, Mode mode=BestOfTwo) (defined in Garch11)Garch11
logLikelihood() const (defined in Garch11)Garch11
ltVol() const (defined in Garch11)Garch11
Mode enum nameGarch11
mode() const (defined in Garch11)Garch11
MomentMatchingGuess enum valueGarch11
omega() const (defined in Garch11)Garch11
time_series typedef (defined in Garch11)Garch11
to_r2(InputIterator begin, InputIterator end, std::vector< Volatility > &r2) (defined in Garch11)Garch11static
~VolatilityCompositor() (defined in VolatilityCompositor)VolatilityCompositorvirtual