This is the complete list of members for Garch11, including all inherited members.
| alpha() const (defined in Garch11) | Garch11 | |
| BestOfTwo enum value | Garch11 | |
| beta() const (defined in Garch11) | Garch11 | |
| calculate(const time_series "eSeries) (defined in Garch11) | Garch11 | |
| calculate(const time_series "eSeries, Real alpha, Real beta, Real omega) (defined in Garch11) | Garch11 | static |
| calibrate(const time_series "eSeries) (defined in Garch11) | Garch11 | |
| calibrate(const time_series "eSeries, OptimizationMethod &method, const EndCriteria &endCriteria) (defined in Garch11) | Garch11 | |
| calibrate(const time_series "eSeries, 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) | Garch11 | static |
| calibrate_r2(Mode mode, const std::vector< Volatility > &r2, Real mean_r2, OptimizationMethod &method, const EndCriteria &endCriteria, Real &alpha, Real &beta, Real &omega) | Garch11 | static |
| calibrate_r2(const std::vector< Volatility > &r2, Real mean_r2, OptimizationMethod &method, const EndCriteria &endCriteria, const Array &initialGuess, Real &alpha, Real &beta, Real &omega) | Garch11 | static |
| calibrate_r2(const std::vector< Volatility > &r2, OptimizationMethod &method, const EndCriteria &endCriteria, const Array &initialGuess, Real &alpha, Real &beta, Real &omega) | Garch11 | static |
| 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) | Garch11 | static |
| 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) | Garch11 | static |
| 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) | Garch11 | static |
| DoubleOptimization enum value | Garch11 | |
| forecast(Real r, Real sigma2) const (defined in Garch11) | Garch11 | |
| GammaGuess enum value | Garch11 | |
| 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 name | Garch11 | |
| mode() const (defined in Garch11) | Garch11 | |
| MomentMatchingGuess enum value | Garch11 | |
| 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) | Garch11 | static |
| ~VolatilityCompositor() (defined in VolatilityCompositor) | VolatilityCompositor | virtual |