Reference manual - version ored_version
This is the complete list of members for ModelImpl, 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 =0 (defined in Model) | Model | pure virtual |
| fxSpotT0(const std::string &forCcy, const std::string &domCcy) const override (defined in ModelImpl) | ModelImpl | virtual |
| getDiscount(const Size idx, const Date &s, const Date &t) const =0 (defined in ModelImpl) | ModelImpl | protectedpure virtual |
| getFutureBarrierProb(const std::string &index, const Date &obsdate1, const Date &obsdate2, const RandomVariable &barrier, const bool above) const =0 (defined in ModelImpl) | ModelImpl | protectedpure virtual |
| getFxSpot(const Size idx) const =0 (defined in ModelImpl) | ModelImpl | protectedpure virtual |
| getIndexValue(const Size indexNo, const Date &d, const Date &fwd=Null< Date >()) const =0 (defined in ModelImpl) | ModelImpl | protectedpure virtual |
| getInfIndexValue(const Size indexNo, const Date &d, const Date &fwd) const =0 (defined in ModelImpl) | ModelImpl | protectedpure virtual |
| getIrIndexValue(const Size indexNo, const Date &d, const Date &fwd=Null< Date >()) const =0 (defined in ModelImpl) | ModelImpl | protectedpure virtual |
| getNumeraire(const Date &s) const =0 (defined in ModelImpl) | ModelImpl | protectedpure virtual |
| iborFallbackConfig_ (defined in ModelImpl) | ModelImpl | protected |
| indexCurrencies_ (defined in ModelImpl) | ModelImpl | protected |
| indices_ (defined in ModelImpl) | ModelImpl | protected |
| infIndices_ (defined in ModelImpl) | ModelImpl | protected |
| 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 =0 (defined in Model) | Model | pure virtual |
| pay(const RandomVariable &amount, const Date &obsdate, const Date &paydate, const std::string ¤cy) const override (defined in ModelImpl) | ModelImpl | virtual |
| performCalculations() const override (defined in Model) | Model | protected |
| referenceDate() const =0 (defined in Model) | Model | pure virtual |
| releaseMemory() (defined in Model) | Model | virtual |
| resetNPVMem() (defined in Model) | Model | virtual |
| simulationDates_ (defined in ModelImpl) | ModelImpl | protected |
| size() const (defined in Model) | Model | virtual |
| toggleTrainingPaths() const (defined in Model) | Model | virtual |
| trainingSamples() const (defined in Model) | Model | virtual |
| type() const =0 (defined in Model) | Model | pure virtual |
| Type enum name (defined in Model) | Model | |
| ~Model() (defined in Model) | Model | virtual |