Reference manual - version ored_version
This is the complete list of members for FdGaussianCam, 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 &result) const override (defined in FdGaussianCam) | FdGaussianCam | virtual |
| FdGaussianCam(const Handle< CrossAssetModel > &cam, const std::string ¤cy, const Handle< YieldTermStructure > &curve, const std::vector< std::pair< std::string, QuantLib::ext::shared_ptr< InterestRateIndex >>> &irIndices, const std::set< Date > &simulationDates, const Size stateGridPoints=50, const Size timeStepsPerYear=24, const Real mesherEpsilon=1E-4, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig()) (defined in FdGaussianCam) | FdGaussianCam | |
| 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 FdGaussianCam) | FdGaussianCam | virtual |
| fxSpotT0(const std::string &forCcy, const std::string &domCcy) const override (defined in ModelImpl) | ModelImpl | virtual |
| 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, QuantLib::ext::shared_ptr< InterestRateIndex >>> &irIndices, const std::vector< std::pair< std::string, QuantLib::ext::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 FdGaussianCam) | FdGaussianCam | virtual |
| pay(const RandomVariable &amount, const Date &obsdate, const Date &paydate, const std::string ¤cy) const override (defined in FdGaussianCam) | FdGaussianCam | virtual |
| referenceDate() const override (defined in FdGaussianCam) | FdGaussianCam | virtual |
| releaseMemory() override (defined in FdGaussianCam) | FdGaussianCam | virtual |
| resetNPVMem() (defined in Model) | Model | virtual |
| size() const (defined in Model) | Model | virtual |
| timeFromReference(const Date &d) const (defined in Model) | Model | |
| toggleTrainingPaths() const (defined in Model) | Model | virtual |
| trainingSamples() const (defined in Model) | Model | virtual |
| type() const override (defined in FdGaussianCam) | FdGaussianCam | virtual |
| Type enum name (defined in Model) | Model | |
| ~Model() (defined in Model) | Model | virtual |