Reference manual - version qle_version
This is the complete list of members for FxModel, including all inherited members.
| arguments_ (defined in LinkableCalibratedModel) | LinkableCalibratedModel | protected |
| 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 |
| endCriteria() const | LinkableCalibratedModel | |
| endCriteria_ (defined in LinkableCalibratedModel) | LinkableCalibratedModel | protected |
| eulerStep(const Time t0, const Array &x0, const Time dt, const Array &dw, const Real r_dom, const Real r_for) const =0 | FxModel | pure virtual |
| fxSpotToday() const =0 | FxModel | pure virtual |
| generateArguments() (defined in LinkableCalibratedModel) | LinkableCalibratedModel | protectedvirtual |
| LinkableCalibratedModel() (defined in LinkableCalibratedModel) | LinkableCalibratedModel | |
| m() const =0 | FxModel | pure virtual |
| n() const =0 | FxModel | pure virtual |
| parametrizationBase() const =0 | FxModel | pure virtual |
| params() const | LinkableCalibratedModel | |
| problemValues() const | LinkableCalibratedModel | |
| problemValues_ (defined in LinkableCalibratedModel) | LinkableCalibratedModel | protected |
| setParams(const Array ¶ms) (defined in LinkableCalibratedModel) | LinkableCalibratedModel | virtual |
| update() override (defined in LinkableCalibratedModel) | LinkableCalibratedModel | |
| 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 |