Reference manual - version ored_version
This is the complete list of members for CrLgmData, including all inherited members.
| aParamType() (defined in LgmData) | LgmData | |
| aTimes() (defined in LgmData) | LgmData | |
| aValues() (defined in LgmData) | LgmData | |
| calibrateA() (defined in LgmData) | LgmData | |
| calibrateH() (defined in LgmData) | LgmData | |
| calibrationType() (defined in IrModelData) | IrModelData | |
| calibrationType_ (defined in IrModelData) | IrModelData | protected |
| ccy() const (defined in IrModelData) | IrModelData | virtual |
| clear() override | CrLgmData | virtual |
| CrLgmData() | CrLgmData | |
| CrLgmData(std::string name, CalibrationType calibrationType, ReversionType revType, VolatilityType volType, bool calibrateH, ParamType hType, std::vector< Time > hTimes, std::vector< Real > hValues, bool calibrateA, ParamType aType, std::vector< Time > aTimes, std::vector< Real > aValues, Real shiftHorizon=0.0, Real scaling=1.0, 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 >()) | CrLgmData | |
| floatSpreadMapping() (defined in LgmData) | LgmData | |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromXML(XMLNode *node) override (defined in CrLgmData) | CrLgmData | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| hParamType() (defined in LgmData) | LgmData | |
| hTimes() (defined in LgmData) | LgmData | |
| hValues() (defined in LgmData) | LgmData | |
| IrModelData(const std::string &name) | IrModelData | |
| IrModelData(const std::string &name, const std::string &qualifier, CalibrationType calibrationType) | IrModelData | |
| LgmData() | LgmData | |
| LgmData(std::string qualifier, CalibrationType calibrationType, ReversionType revType, VolatilityType volType, bool calibrateH, ParamType hType, std::vector< Time > hTimes, std::vector< Real > hValues, bool calibrateA, ParamType aType, std::vector< Time > aTimes, std::vector< Real > aValues, Real shiftHorizon=0.0, Real scaling=1.0, 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 >(), const QuantExt::AnalyticLgmSwaptionEngine::FloatSpreadMapping inputFloatSpreadMapping=QuantExt::AnalyticLgmSwaptionEngine::proRata) | LgmData | |
| name() (defined in CrLgmData) | CrLgmData | |
| operator!=(const LgmData &rhs) (defined in LgmData) | LgmData | |
| operator==(const LgmData &rhs) (defined in LgmData) | LgmData | |
| optionExpiries() const (defined in LgmData) | LgmData | |
| optionStrikes() const (defined in LgmData) | LgmData | |
| optionTerms() const (defined in LgmData) | LgmData | |
| qualifier() (defined in IrModelData) | IrModelData | |
| qualifier_ (defined in IrModelData) | IrModelData | protected |
| reset() override | CrLgmData | virtual |
| reversionParameter() const (defined in LgmData) | LgmData | |
| ReversionType enum name | LgmData | |
| reversionType() (defined in LgmData) | LgmData | |
| scaling() (defined in LgmData) | LgmData | |
| shiftHorizon() (defined in LgmData) | LgmData | |
| toFile(const std::string &filename) const (defined in XMLSerializable) | XMLSerializable | |
| toXML(XMLDocument &doc) const override (defined in CrLgmData) | CrLgmData | virtual |
| toXMLString() const | XMLSerializable | |
| volatilityParameter() const (defined in LgmData) | LgmData | |
| VolatilityType enum name | LgmData | |
| volatilityType() (defined in LgmData) | LgmData | |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |