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Reference manual - version ored_version
CrCirData Member List

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

CalibrationStrategy enum name (defined in CrCirData)CrCirData
calibrationStrategy() (defined in CrCirData)CrCirData
calibrationType() (defined in CrCirData)CrCirData
CrCirData()CrCirData
CrCirData(std::string name, std::string currency, CalibrationType calibrationType, CalibrationStrategy calibrationStrategy, Real startValue, Real reversionValue, Real longTermValue, Real volatility, bool relaxedFeller, Real fellerFactor, Real tolerance, std::vector< std::string > optionExpiries=std::vector< std::string >(), std::vector< std::string > optionTerms=std::vector< std::string >(), std::vector< std::string > optionStrikes=std::vector< std::string >())CrCirData
currency() (defined in CrCirData)CrCirData
fellerFactor() (defined in CrCirData)CrCirData
fromFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
fromXML(XMLNode *node) override (defined in CrCirData)CrCirDatavirtual
fromXMLString(const std::string &xml)XMLSerializable
longTermValue() (defined in CrCirData)CrCirData
name() (defined in CrCirData)CrCirData
operator!=(const CrCirData &rhs) (defined in CrCirData)CrCirData
operator==(const CrCirData &rhs) (defined in CrCirData)CrCirData
optionExpiries() (defined in CrCirData)CrCirData
optionStrikes() (defined in CrCirData)CrCirData
optionTerms() (defined in CrCirData)CrCirData
relaxedFeller() (defined in CrCirData)CrCirData
reversionValue() (defined in CrCirData)CrCirData
startValue() (defined in CrCirData)CrCirData
toFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
tolerance() (defined in CrCirData)CrCirData
toXML(XMLDocument &doc) override (defined in CrCirData)CrCirDatavirtual
toXMLString()XMLSerializable
volatility() (defined in CrCirData)CrCirData
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual