Reference manual - version qle_version
This is the complete list of members for Basket, including all inherited members.
| attachmentAmount() const | Basket | |
| attachmentRatio() const | Basket | |
| Basket() (defined in Basket) | Basket | |
| Basket(const Date &refDate, const std::vector< std::string > &names, const std::vector< Real > ¬ionals, const boost::shared_ptr< Pool > pool, Real attachmentRatio=0.0, Real detachmentRatio=1.0, const boost::shared_ptr< Claim > &claim=boost::shared_ptr< Claim >(new FaceValueClaim())) | Basket | |
| basketNotional() const | Basket | |
| claim() const | Basket | |
| computeBasket() const (defined in Basket) | Basket | |
| correlation() const | Basket | |
| cumulatedLoss() const | Basket | |
| cumulatedLoss(const Date &) const (defined in Basket) | Basket | |
| defaultCorrelation(const Date &d, Size iName, Size jName) const (defined in Basket) | Basket | |
| defaultKeys() const | Basket | |
| densityTrancheLoss(const Date &d, Real lossFraction) const (defined in Basket) | Basket | |
| detachmentAmount() const | Basket | |
| detachmentRatio() const | Basket | |
| expectedShortfall(const Date &d, Probability prob) const | Basket | |
| expectedTrancheLoss(const Date &d, Real recoveryRate=Null< Real >()) const (defined in Basket) | Basket | |
| exposure(const std::string &name, const Date &=Date()) const | Basket | |
| liveList() const | Basket | |
| liveList(const Date &) const (defined in Basket) | Basket | |
| lossDistribution(const Date &) const | Basket | |
| names() const | Basket | |
| notionals() const | Basket | |
| percentile(const Date &d, Probability prob) const (defined in Basket) | Basket | |
| pool() const | Basket | |
| probabilities(const Date &d) const | Basket | |
| probAtLeastNEvents(Size n, const Date &d) const | Basket | |
| probOverLoss(const Date &d, Real lossFraction) const | Basket | |
| probsBeingNthEvent(Size n, const Date &d) const | Basket | |
| recoveryRate(const Date &d, Size iName) const | Basket | |
| refDate() const | Basket | |
| remainingAttachmentAmount() const | Basket | |
| remainingAttachmentAmount(const Date &endDate) const (defined in Basket) | Basket | |
| remainingDefaultKeys() const | Basket | |
| remainingDefaultKeys(const Date &) const (defined in Basket) | Basket | |
| remainingDetachmentAmount() const | Basket | |
| remainingDetachmentAmount(const Date &endDate) const (defined in Basket) | Basket | |
| remainingNames() const | Basket | |
| remainingNames(const Date &) const (defined in Basket) | Basket | |
| remainingNotional() const | Basket | |
| remainingNotional(const Date &) const (defined in Basket) | Basket | |
| remainingNotionals() const | Basket | |
| remainingNotionals(const Date &) const (defined in Basket) | Basket | |
| remainingProbabilities(const Date &d) const | Basket | |
| remainingSize() const | Basket | |
| remainingSize(const Date &) const (defined in Basket) | Basket | |
| remainingTrancheNotional() const | Basket | |
| remainingTrancheNotional(const Date &endDate) const | Basket | |
| setLossModel(const boost::shared_ptr< QuantExt::DefaultLossModel > &lossModel) | Basket | |
| settledLoss() const | Basket | |
| settledLoss(const Date &) const (defined in Basket) | Basket | |
| size() const | Basket | |
| splitVaRLevel(const Date &date, Real loss) const (defined in Basket) | Basket | |
| trancheNotional() const | Basket |