This is the complete list of members for GaussianCam, including all inherited members.
additionalResults() const (defined in Model) | Model | |
additionalResults_ (defined in Model) | Model | mutableprotected |
barrierProbability(const std::string &index, const Date &obsdate1, const Date &obsdate2, const RandomVariable &barrier, const bool above) const override (defined in ModelImpl) | ModelImpl | virtual |
baseCcy() const override (defined in ModelImpl) | ModelImpl | virtual |
currencies_ (defined in ModelImpl) | ModelImpl | protected |
dayCounter_ (defined in ModelImpl) | ModelImpl | protected |
discount(const Date &obsdate, const Date &paydate, const std::string ¤cy) const override (defined in ModelImpl) | ModelImpl | virtual |
dt(const Date &d1, const Date &d2) const override (defined in ModelImpl) | ModelImpl | virtual |
eval(const std::string &index, const Date &obsdate, const Date &fwddate, const bool returnMissingMissingAsNull=false, const bool ignoreTodaysFixing=false) const override (defined in ModelImpl) | ModelImpl | virtual |
extractT0Result(const RandomVariable &value) const override (defined in ModelImpl) | ModelImpl | virtual |
fwdCompAvg(const bool isAvg, const std::string &index, const Date &obsdate, const Date &start, const Date &end, const Real spread, const Real gearing, const Integer lookback, const Natural rateCutoff, const Natural fixingDays, const bool includeSpread, const Real cap, const Real floor, const bool nakedOption, const bool localCapFloor) const override (defined in GaussianCam) | GaussianCam | virtual |
fxSpotT0(const std::string &forCcy, const std::string &domCcy) const override (defined in ModelImpl) | ModelImpl | virtual |
GaussianCam(const Handle< CrossAssetModel > &cam, const Size paths, const std::vector< std::string > ¤cies, const std::vector< Handle< YieldTermStructure >> &curves, const std::vector< Handle< Quote >> &fxSpots, const std::vector< std::pair< std::string, boost::shared_ptr< InterestRateIndex >>> &irIndices, const std::vector< std::pair< std::string, boost::shared_ptr< ZeroInflationIndex >>> &infIndices, const std::vector< std::string > &indices, const std::vector< std::string > &indexCurrencies, const std::set< Date > &simulationDates, const McParams &mcParams, const Size timeStepsPerYear=1, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig(), const std::vector< Size > &projectedStateProcessIndices={}, const std::vector< std::string > &conditionalExpectationModelStates={}) (defined in GaussianCam) | GaussianCam | |
iborFallbackConfig_ (defined in ModelImpl) | ModelImpl | protected |
indexCurrencies_ (defined in ModelImpl) | ModelImpl | protected |
indices_ (defined in ModelImpl) | ModelImpl | protected |
infIndices_ (defined in ModelImpl) | ModelImpl | protected |
injectPaths(const std::vector< QuantLib::Real > *pathTimes, const std::vector< std::vector< QuantExt::RandomVariable >> *paths, const std::vector< bool > *isRelevantTime, const bool stickyCloseOutRun) override (defined in GaussianCam) | GaussianCam | virtual |
irIndices_ (defined in ModelImpl) | ModelImpl | protected |
Model(const Size n) (defined in Model) | Model | explicit |
ModelImpl(const DayCounter &dayCounter, const Size size, const std::vector< std::string > ¤cies, const std::vector< std::pair< std::string, boost::shared_ptr< InterestRateIndex >>> &irIndices, const std::vector< std::pair< std::string, boost::shared_ptr< ZeroInflationIndex >>> &infIndices, const std::vector< std::string > &indices, const std::vector< std::string > &indexCurrencies, const std::set< Date > &simulationDates, const IborFallbackConfig &iborFallbackConfig) (defined in ModelImpl) | ModelImpl | |
npv(const RandomVariable &amount, const Date &obsdate, const Filter &filter, const boost::optional< long > &memSlot, const RandomVariable &addRegressor1, const RandomVariable &addRegressor2) const override (defined in GaussianCam) | GaussianCam | virtual |
pay(const RandomVariable &amount, const Date &obsdate, const Date &paydate, const std::string ¤cy) const override (defined in ModelImpl) | ModelImpl | virtual |
referenceDate() const override (defined in GaussianCam) | GaussianCam | virtual |
releaseMemory() override (defined in GaussianCam) | GaussianCam | virtual |
resetNPVMem() override (defined in GaussianCam) | GaussianCam | virtual |
simulationDates_ (defined in ModelImpl) | ModelImpl | protected |
size() const override (defined in GaussianCam) | GaussianCam | virtual |
toggleTrainingPaths() const override (defined in GaussianCam) | GaussianCam | virtual |
trainingSamples() const override (defined in GaussianCam) | GaussianCam | virtual |
type() const override (defined in GaussianCam) | GaussianCam | virtual |
Type enum name (defined in Model) | Model | |
~AmcModel() (defined in AmcModel) | AmcModel | virtual |
~Model() (defined in Model) | Model | virtual |