Reference manual - version ored_version
Public Member Functions | |
| LgmCG (const std::string &qualifier, QuantExt::ComputationGraph &g, const std::function< QuantLib::ext::shared_ptr< IrLgm1fParametrization >()> &p, std::vector< std::pair< std::size_t, std::function< double(void)>>> &modelParameters, const bool sloppySimDates=false, const std::set< Date > &effSimDates={}) | |
| QuantLib::ext::shared_ptr< IrLgm1fParametrization > | parametrization () const |
| std::size_t | numeraire (const Date &d, const std::size_t x, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const std::string &discountCurveId="default") const |
| std::size_t | discountBond (const Date &d, const Date &e, const std::size_t x, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const std::string &discountCurveId="default") const |
| std::size_t | reducedDiscountBond (const Date &d, Date e, const std::size_t x, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const std::string &discountCurveId="default") const |
| std::size_t | fixing (const QuantLib::ext::shared_ptr< InterestRateIndex > &index, const Date &fixingDate, const Date &t, const std::size_t x) const |