Reference manual - version qle_version
This is the complete list of members for LgmVectorised, including all inherited members.
| averagedBmaRate(const boost::shared_ptr< BMAIndex > &index, const std::vector< Date > &fixingDates, const Date &accrualStartDate, const Date &accrualEndDate, const bool includeSpread, const Real spread, const Real gearing, Real cap, Real floor, const bool nakedOption, const Time t, const RandomVariable &x) const (defined in LgmVectorised) | LgmVectorised | |
| averagedOnRate(const boost::shared_ptr< OvernightIndex > &index, const std::vector< Date > &fixingDates, const std::vector< Date > &valueDates, const std::vector< Real > &dt, const Natural rateCutoff, const bool includeSpread, const Real spread, const Real gearing, const Period lookback, Real cap, Real floor, const bool localCapFloor, const bool nakedOption, const Time t, const RandomVariable &x) const (defined in LgmVectorised) | LgmVectorised | |
| compoundedOnRate(const boost::shared_ptr< OvernightIndex > &index, const std::vector< Date > &fixingDates, const std::vector< Date > &valueDates, const std::vector< Real > &dt, const Natural rateCutoff, const bool includeSpread, const Real spread, const Real gearing, const Period lookback, Real cap, Real floor, const bool localCapFloor, const bool nakedOption, const Time t, const RandomVariable &x) const (defined in LgmVectorised) | LgmVectorised | |
| discountBond(const Time t, const Time T, const RandomVariable &x, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) const (defined in LgmVectorised) | LgmVectorised | |
| discountBondOption(Option::Type type, const Real K, const Time t, const Time S, const Time T, const RandomVariable &x, const Handle< YieldTermStructure > &discountCurve) const (defined in LgmVectorised) | LgmVectorised | |
| fixing(const boost::shared_ptr< InterestRateIndex > &index, const Date &fixingDate, const Time t, const RandomVariable &x) const (defined in LgmVectorised) | LgmVectorised | |
| LgmVectorised()=default (defined in LgmVectorised) | LgmVectorised | |
| LgmVectorised(const boost::shared_ptr< IrLgm1fParametrization > &p) (defined in LgmVectorised) | LgmVectorised | |
| numeraire(const Time t, const RandomVariable &x, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) const (defined in LgmVectorised) | LgmVectorised | |
| parametrization() const (defined in LgmVectorised) | LgmVectorised | |
| reducedDiscountBond(const Time t, const Time T, const RandomVariable &x, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) const (defined in LgmVectorised) | LgmVectorised | |
| subPeriodsRate(const boost::shared_ptr< InterestRateIndex > &index, const std::vector< Date > &fixingDates, const Time t, const RandomVariable &x) const (defined in LgmVectorised) | LgmVectorised |