Reference manual - version qle_version
This is the complete list of members for NumericLgmBgsFlexiSwapEngine, including all inherited members.
| cappedRate (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| discountCurve_ (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | protected |
| fixedCoupons (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| fixedNominal (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| fixedPayDates (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| fixedRate (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| fixedResetDates (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| floatingAccrualTimes (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| floatingCoupons (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| floatingFixingDates (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| floatingGearings (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| floatingNominal (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | protected |
| floatingPayDates (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| floatingResetDates (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| floatingSpreads (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| flooredRate (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| gridSize() const (defined in LgmConvolutionSolver) | LgmConvolutionSolver | |
| iborIndex (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| iborModelCurve_ (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| iborModelIndex_ (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| LgmConvolutionSolver(const QuantLib::ext::shared_ptr< LinearGaussMarkovModel > &model, const Real sy, const Size ny, const Real sx, const Size nx) (defined in LgmConvolutionSolver) | LgmConvolutionSolver | |
| lowerNotionalBound (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| Method enum name (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | |
| method_ (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | protected |
| model() const (defined in LgmConvolutionSolver) | LgmConvolutionSolver | |
| notionalCanBeDecreased (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| NumericLgmBgsFlexiSwapEngine(const QuantLib::ext::shared_ptr< LinearGaussMarkovModel > &model, const Real sy, const Size ny, const Real sx, const Size nx, const Handle< Quote > &minCpr, const Handle< Quote > &maxCpr, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Method method=Method::Automatic, const Real singleSwaptionThreshold=20.0) (defined in NumericLgmBgsFlexiSwapEngine) | NumericLgmBgsFlexiSwapEngine | |
| NumericLgmFlexiSwapEngineBase(const QuantLib::ext::shared_ptr< LinearGaussMarkovModel > &model, const Real sy, const Size ny, const Real sx, const Size nx, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Method method=Method::Automatic, const Real singleSwaptionThreshold=20.0) (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | |
| optionPosition (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| rollback(const std::vector< ValueType > &v, const Real t1, const Real t0, const ValueType zero=ValueType(0.0)) const (defined in LgmConvolutionSolver) | LgmConvolutionSolver | |
| singleSwaptionThreshold_ (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | protected |
| stateGrid(const Real t) const (defined in LgmConvolutionSolver) | LgmConvolutionSolver | |
| type (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | mutableprotected |
| underlyingValue(const Real, const Real, const Date &, const Size, const Size, const Real, const Real) const (defined in NumericLgmFlexiSwapEngineBase) | NumericLgmFlexiSwapEngineBase | protected |