Reference manual - version qle_version
This is the complete list of members for CrCirpp, including all inherited members.
| A(Real t, Real T) const (defined in CrCirpp) | CrCirpp | |
| arguments_ (defined in LinkableCalibratedModel) | LinkableCalibratedModel | protected |
| B(Real t, Real T) const (defined in CrCirpp) | CrCirpp | |
| calibrate(const std::vector< boost::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >(), const std::vector< bool > &fixParameters=std::vector< bool >()) | LinkableCalibratedModel | virtual |
| calibrate(const std::vector< boost::shared_ptr< BlackCalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >(), const std::vector< bool > &fixParameters=std::vector< bool >()) | LinkableCalibratedModel | virtual |
| constraint() const (defined in LinkableCalibratedModel) | LinkableCalibratedModel | |
| constraint_ (defined in LinkableCalibratedModel) | LinkableCalibratedModel | protected |
| CrCirpp(const boost::shared_ptr< CrCirppParametrization > ¶metrization) (defined in CrCirpp) | CrCirpp | |
| cumulative(Real x, Real t) (defined in CrCirpp) | CrCirpp | |
| cumulativeForwardMeasure(Real x, Real t) (defined in CrCirpp) | CrCirpp | |
| defaultCurve(std::vector< Date > dateGrid=std::vector< Date >()) const (defined in CrCirpp) | CrCirpp | |
| density(Real x, Real t) (defined in CrCirpp) | CrCirpp | |
| densityForwardMeasure(Real x, Real t) (defined in CrCirpp) | CrCirpp | |
| endCriteria() const | LinkableCalibratedModel | |
| endCriteria_ (defined in LinkableCalibratedModel) | LinkableCalibratedModel | protected |
| generateArguments() override (defined in CrCirpp) | CrCirpp | virtual |
| LinkableCalibratedModel() (defined in LinkableCalibratedModel) | LinkableCalibratedModel | |
| parametrization() const (defined in CrCirpp) | CrCirpp | |
| params() const | LinkableCalibratedModel | |
| problemValues() const | LinkableCalibratedModel | |
| problemValues_ (defined in LinkableCalibratedModel) | LinkableCalibratedModel | protected |
| setParams(const Array ¶ms) (defined in LinkableCalibratedModel) | LinkableCalibratedModel | virtual |
| stateProcess() const (defined in CrCirpp) | CrCirpp | |
| survivalProbability(Real t, Real T, Real y) const (defined in CrCirpp) | CrCirpp | |
| update() override | CrCirpp | |
| value(const Array ¶ms, const std::vector< boost::shared_ptr< CalibrationHelper > > &) (defined in LinkableCalibratedModel) | LinkableCalibratedModel | |
| value(const Array ¶ms, const std::vector< boost::shared_ptr< BlackCalibrationHelper > > &) | LinkableCalibratedModel | |
| zeroBond(Real t, Real T, Real y) const (defined in CrCirpp) | CrCirpp | |
| zeroBondOption(Real eval_t, Real expiry_T, Real maturity_tau, Real strike_k, Real y_t, Real w) (defined in CrCirpp) | CrCirpp |