Reference manual - version qle_version
This is the complete list of members for DefaultableEquityJumpDiffusionModelBuilder, including all inherited members.
| BootstrapMode enum name (defined in DefaultableEquityJumpDiffusionModelBuilder) | DefaultableEquityJumpDiffusionModelBuilder | |
| DefaultableEquityJumpDiffusionModelBuilder(const std::vector< Real > &stepTimes, const boost::shared_ptr< QuantExt::EquityIndex2 > &equity, const Handle< QuantLib::BlackVolTermStructure > &volatility, const Handle< QuantLib::DefaultProbabilityTermStructure > &creditCurve, const Real p=0.0, const Real eta=1.0, const bool staticMesher=false, const Size timeStepsPerYear=24, const Size stateGridPoints=100, const Real mesherEpsilon=1E-4, const Real mesherScaling=1.5, const Real mesherConcentration=Null< Real >(), const BootstrapMode mode=BootstrapMode::Alternating, const bool enforceFokkerPlanckBootstrap=false, const bool calibrate=true, const bool adjustEquityVolatility=true, const bool adjustEquityForward=true) (defined in DefaultableEquityJumpDiffusionModelBuilder) | DefaultableEquityJumpDiffusionModelBuilder | |
| forceRecalculate() override | DefaultableEquityJumpDiffusionModelBuilder | virtual |
| model() const (defined in DefaultableEquityJumpDiffusionModelBuilder) | DefaultableEquityJumpDiffusionModelBuilder | |
| recalibrate() const | ModelBuilder | |
| requiresRecalibration() const override | DefaultableEquityJumpDiffusionModelBuilder | virtual |