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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></li> </ul>
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<div class="title">AbcdVol Member List</div> </div>
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This is the complete list of members for <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>, including all inherited members.<table>
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<tr bgcolor="#f0f0f0"><td><b>AbcdVol</b>(Real a, Real b, Real c, Real d, const std::vector< Real > &ks, const boost::shared_ptr< PiecewiseConstantCorrelation > &corr, const EvolutionDescription &evolution, const Size numberOfFactors, const std::vector< Rate > &initialRates, const std::vector< Spread > &displacements) (defined in <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>)</td><td><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>covariance</b>(Size i) const (defined in <a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a>)</td><td><a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a></td><td><code> [virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>displacements</b>() const (defined in <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>)</td><td><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td><td><code> [virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>evolution</b>() const (defined in <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>)</td><td><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td><td><code> [virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>initialRates</b>() const (defined in <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>)</td><td><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td><td><code> [virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>numberOfFactors</b>() const (defined in <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>)</td><td><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td><td><code> [virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>numberOfRates</b>() const (defined in <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>)</td><td><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td><td><code> [virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>numberOfSteps</b>() const (defined in <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>)</td><td><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td><td><code> [virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>pseudoRoot</b>(Size i) const (defined in <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>)</td><td><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td><td><code> [virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>timeDependentVolatility</b>(Size i) const (defined in <a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a>)</td><td><a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a></td><td></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>totalCovariance</b>(Size endIndex) const (defined in <a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a>)</td><td><a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a></td><td><code> [virtual]</code></td></tr>
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<tr bgcolor="#f0f0f0"><td><b>~MarketModel</b>() (defined in <a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a>)</td><td><a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a></td><td><code> [virtual]</code></td></tr>
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<p>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>, including all inherited members.</p>
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<table class="directory">
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>AbcdVol</b>(Real a, Real b, Real c, Real d, const std::vector< Real > &ks, const boost::shared_ptr< PiecewiseConstantCorrelation > &corr, const EvolutionDescription &evolution, const Size numberOfFactors, const std::vector< Rate > &initialRates, const std::vector< Spread > &displacements) (defined in <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>covariance</b>(Size i) const (defined in <a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>displacements</b>() const (defined in <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>evolution</b>() const (defined in <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>initialRates</b>() const (defined in <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>numberOfFactors</b>() const (defined in <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>numberOfRates</b>() const (defined in <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>numberOfSteps</b>() const (defined in <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>pseudoRoot</b>(Size i) const (defined in <a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>timeDependentVolatility</b>(Size i) const (defined in <a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a></td><td class="entry"></td></tr>
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<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>totalCovariance</b>(Size endIndex) const (defined in <a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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<tr bgcolor="#f0f0f0"><td class="entry"><b>~MarketModel</b>() (defined in <a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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