Reference manual - version ored_version
This is the complete list of members for CrossAssetModelData, including all inherited members.
| bootstrapTolerance() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| bootstrapTolerance() (defined in CrossAssetModelData) | CrossAssetModelData | |
| buildComConfigs(std::map< std::string, QuantLib::ext::shared_ptr< CommoditySchwartzData >> &comMap) | CrossAssetModelData | |
| buildCrConfigs(std::map< std::string, QuantLib::ext::shared_ptr< CrLgmData >> &crLgmMap, std::map< std::string, QuantLib::ext::shared_ptr< CrCirData >> &crCirMap) | CrossAssetModelData | |
| buildEqConfigs(std::map< std::string, QuantLib::ext::shared_ptr< EqBsData >> &eqMap) | CrossAssetModelData | |
| buildFxConfigs(std::map< std::string, QuantLib::ext::shared_ptr< FxBsData >> &fxMap) | CrossAssetModelData | |
| buildInfConfigs(const std::map< std::string, QuantLib::ext::shared_ptr< InflationModelData >> &mp) | CrossAssetModelData | |
| buildIrConfigs(map< string, QuantLib::ext::shared_ptr< IrModelData >> &irMap) | CrossAssetModelData | |
| clear() | CrossAssetModelData | |
| comConfigs() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| comConfigs() (defined in CrossAssetModelData) | CrossAssetModelData | |
| commodities() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| commodities() (defined in CrossAssetModelData) | CrossAssetModelData | |
| correlations() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| crCirConfigs() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| crCirConfigs() (defined in CrossAssetModelData) | CrossAssetModelData | |
| creditNames() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| creditNames() (defined in CrossAssetModelData) | CrossAssetModelData | |
| crLgmConfigs() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| crLgmConfigs() (defined in CrossAssetModelData) | CrossAssetModelData | |
| CrossAssetModelData() | CrossAssetModelData | |
| CrossAssetModelData(const vector< QuantLib::ext::shared_ptr< IrModelData >> &irConfigs, const vector< QuantLib::ext::shared_ptr< FxBsData >> &fxConfigs, const std::map< CorrelationKey, QuantLib::Handle< QuantLib::Quote >> &c, Real tolerance=1e-4, const std::string &measure="LGM", const CrossAssetModel::Discretization discretization=CrossAssetModel::Discretization::Exact) | CrossAssetModelData | |
| CrossAssetModelData(const std::vector< QuantLib::ext::shared_ptr< IrModelData >> &irConfigs, const std::vector< QuantLib::ext::shared_ptr< FxBsData >> &fxConfigs, const std::vector< QuantLib::ext::shared_ptr< EqBsData >> &eqConfigs, const std::map< CorrelationKey, QuantLib::Handle< QuantLib::Quote >> &c, Real tolerance=1e-4, const std::string &measure="LGM", const CrossAssetModel::Discretization discretization=CrossAssetModel::Discretization::Exact) | CrossAssetModelData | |
| CrossAssetModelData(const std::vector< QuantLib::ext::shared_ptr< IrModelData >> &irConfigs, const std::vector< QuantLib::ext::shared_ptr< FxBsData >> &fxConfigs, const std::vector< QuantLib::ext::shared_ptr< EqBsData >> &eqConfigs, const std::vector< QuantLib::ext::shared_ptr< InflationModelData >> &infConfigs, const std::vector< QuantLib::ext::shared_ptr< CrLgmData >> &crLgmConfigs, const std::vector< QuantLib::ext::shared_ptr< CrCirData >> &crCirConfigs, const std::vector< QuantLib::ext::shared_ptr< CommoditySchwartzData >> &comConfigs, const Size numberOfCreditStates, const std::map< CorrelationKey, QuantLib::Handle< QuantLib::Quote >> &c, Real tolerance=1e-4, const std::string &measure="LGM", const CrossAssetModel::Discretization discretization=CrossAssetModel::Discretization::Exact) | CrossAssetModelData | |
| currencies() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| currencies() (defined in CrossAssetModelData) | CrossAssetModelData | |
| discretization() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| discretization() (defined in CrossAssetModelData) | CrossAssetModelData | |
| domesticCurrency() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| domesticCurrency() (defined in CrossAssetModelData) | CrossAssetModelData | |
| eqConfigs() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| eqConfigs() (defined in CrossAssetModelData) | CrossAssetModelData | |
| equities() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| equities() (defined in CrossAssetModelData) | CrossAssetModelData | |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromXML(XMLNode *node) override (defined in CrossAssetModelData) | CrossAssetModelData | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| fxConfigs() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| fxConfigs() (defined in CrossAssetModelData) | CrossAssetModelData | |
| infConfigs() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| infConfigs() (defined in CrossAssetModelData) | CrossAssetModelData | |
| infIndices() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| infIndices() (defined in CrossAssetModelData) | CrossAssetModelData | |
| irConfigs() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| irConfigs() (defined in CrossAssetModelData) | CrossAssetModelData | |
| measure() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| measure() (defined in CrossAssetModelData) | CrossAssetModelData | |
| numberOfCreditStates() const (defined in CrossAssetModelData) | CrossAssetModelData | |
| operator!=(const CrossAssetModelData &rhs) (defined in CrossAssetModelData) | CrossAssetModelData | |
| operator==(const CrossAssetModelData &rhs) (defined in CrossAssetModelData) | CrossAssetModelData | |
| setCorrelations(const std::map< CorrelationKey, QuantLib::Handle< QuantLib::Quote >> &corrs) (defined in CrossAssetModelData) | CrossAssetModelData | |
| setCorrelations(const QuantLib::ext::shared_ptr< InstantaneousCorrelations > &corrs) (defined in CrossAssetModelData) | CrossAssetModelData | |
| toFile(const std::string &filename) const (defined in XMLSerializable) | XMLSerializable | |
| toXML(XMLDocument &doc) const override (defined in CrossAssetModelData) | CrossAssetModelData | virtual |
| toXMLString() const | XMLSerializable | |
| validate() | CrossAssetModelData | |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |