Reference manual - version ored_version
This is the complete list of members for Model, 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 =0 (defined in Model) | Model | pure virtual |
| baseCcy() const =0 (defined in Model) | Model | pure virtual |
| discount(const Date &obsdate, const Date &paydate, const std::string ¤cy) const =0 (defined in Model) | Model | pure virtual |
| dt(const Date &d1, const Date &d2) const (defined in Model) | Model | virtual |
| eval(const std::string &index, const Date &obsdate, const Date &fwddate, const bool returnMissingFixingAsNull=false, const bool ignoreTodaysFixing=false) const =0 (defined in Model) | Model | pure virtual |
| extractT0Result(const RandomVariable &value) const =0 (defined in Model) | Model | pure virtual |
| 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 =0 (defined in Model) | Model | pure virtual |
| fxSpotT0(const std::string &forCcy, const std::string &domCcy) const =0 (defined in Model) | Model | pure virtual |
| Model(const Size n) (defined in Model) | Model | explicit |
| npv(const RandomVariable &amount, const Date &obsdate, const Filter &filter, const boost::optional< long > &memSlot, const RandomVariable &addRegressor1, const RandomVariable &addRegressor2) const =0 (defined in Model) | Model | pure virtual |
| pay(const RandomVariable &amount, const Date &obsdate, const Date &paydate, const std::string ¤cy) const =0 (defined in Model) | Model | pure virtual |
| performCalculations() const override (defined in Model) | Model | protected |
| referenceDate() const =0 (defined in Model) | Model | pure virtual |
| releaseMemory() (defined in Model) | Model | virtual |
| resetNPVMem() (defined in Model) | Model | virtual |
| size() const (defined in Model) | Model | virtual |
| toggleTrainingPaths() const (defined in Model) | Model | virtual |
| trainingSamples() const (defined in Model) | Model | virtual |
| type() const =0 (defined in Model) | Model | pure virtual |
| Type enum name (defined in Model) | Model | |
| ~Model() (defined in Model) | Model | virtual |