This is the complete list of members for MarkovFunctional, including all inherited members.
alwaysForward_ (defined in LazyObject) | LazyObject | protected |
alwaysForwardNotifications() | LazyObject | |
arbitrageIndices() const (defined in MarkovFunctional) | MarkovFunctional | |
arguments_ (defined in CalibratedModel) | CalibratedModel | protected |
calculate() const | LazyObject | protectedvirtual |
calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
calibrate(const std::vector< ext::shared_ptr< CalibrationHelper > > &helpers, 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 >()) | MarkovFunctional | virtual |
calibrate(const std::vector< ext::shared_ptr< BlackCalibrationHelper > > &helpers, 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 >()) | MarkovFunctional | virtual |
CalibratedModel(Size nArguments) (defined in CalibratedModel) | CalibratedModel | |
constraint() const (defined in CalibratedModel) | CalibratedModel | |
constraint_ (defined in CalibratedModel) | CalibratedModel | protected |
deepUpdate() | Observer | virtual |
endCriteria() const | CalibratedModel | |
enforcesTodaysHistoricFixings_ (defined in Gaussian1dModel) | Gaussian1dModel | mutableprotected |
evaluationDate_ (defined in Gaussian1dModel) | Gaussian1dModel | mutableprotected |
FixedFirstVolatility() const (defined in MarkovFunctional) | MarkovFunctional | protected |
forceArbitrageIndices(const std::vector< std::pair< Size, Size > > &indices) (defined in MarkovFunctional) | MarkovFunctional | |
forwardRate(const Date &fixing, const Date &referenceDate=Null< Date >(), Real y=0.0, const ext::shared_ptr< IborIndex > &iborIdx=ext::shared_ptr< IborIndex >()) const (defined in Gaussian1dModel) | Gaussian1dModel | |
freeze() | LazyObject | |
frozen_ (defined in LazyObject) | LazyObject | protected |
functionEvaluation() const (defined in CalibratedModel) | CalibratedModel | |
functionEvaluation_ (defined in CalibratedModel) | CalibratedModel | protected |
Gaussian1dModel(const Handle< YieldTermStructure > &yieldTermStructure) (defined in Gaussian1dModel) | Gaussian1dModel | protected |
gaussianPolynomialIntegral(Real a, Real b, Real c, Real d, Real e, Real x0, Real x1) | Gaussian1dModel | static |
gaussianShiftedPolynomialIntegral(Real a, Real b, Real c, Real d, Real e, Real h, Real x0, Real x1) | Gaussian1dModel | static |
generateArguments() (defined in MarkovFunctional) | MarkovFunctional | protectedvirtual |
iterator typedef (defined in Observer) | Observer | |
LazyObject() (defined in LazyObject) | LazyObject | |
MarkovFunctional(const Handle< YieldTermStructure > &termStructure, Real reversion, const std::vector< Date > &volstepdates, const std::vector< Real > &volatilities, const Handle< SwaptionVolatilityStructure > &swaptionVol, const std::vector< Date > &swaptionExpiries, const std::vector< Period > &swaptionTenors, const ext::shared_ptr< SwapIndex > &swapIndexBase, const MarkovFunctional::ModelSettings &modelSettings=ModelSettings()) (defined in MarkovFunctional) | MarkovFunctional | |
MarkovFunctional(const Handle< YieldTermStructure > &termStructure, Real reversion, const std::vector< Date > &volstepdates, const std::vector< Real > &volatilities, const Handle< OptionletVolatilityStructure > &capletVol, const std::vector< Date > &capletExpiries, const ext::shared_ptr< IborIndex > &iborIndex, const MarkovFunctional::ModelSettings &modelSettings=ModelSettings()) (defined in MarkovFunctional) | MarkovFunctional | |
modelOutputs() const (defined in MarkovFunctional) | MarkovFunctional | |
modelSettings() const (defined in MarkovFunctional) | MarkovFunctional | |
notifyObservers() | Observable | |
numeraire(Time t, Real y=0.0, const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >()) const (defined in Gaussian1dModel) | Gaussian1dModel | |
numeraire(const Date &referenceDate, Real y=0.0, const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >()) const (defined in Gaussian1dModel) | Gaussian1dModel | |
numeraireDate() const (defined in MarkovFunctional) | MarkovFunctional | |
numeraireImpl(Time t, Real y, const Handle< YieldTermStructure > &yts) const (defined in MarkovFunctional) | MarkovFunctional | protectedvirtual |
numeraireTime() const (defined in MarkovFunctional) | MarkovFunctional | |
Observable() (defined in Observable) | Observable | |
Observable(const Observable &) (defined in Observable) | Observable | |
Observer() (defined in Observer) | Observer | |
Observer(const Observer &) (defined in Observer) | Observer | |
QuantLib::operator=(const Observable &) | Observable | |
operator=(const Observer &) (defined in Observer) | Observer | |
params() const | CalibratedModel | |
performCalculations() const | MarkovFunctional | protectedvirtual |
problemValues() const | CalibratedModel | |
problemValues_ (defined in CalibratedModel) | CalibratedModel | protected |
recalculate() | LazyObject | |
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
set_type typedef (defined in Observer) | Observer | |
setParams(const Array ¶ms) (defined in CalibratedModel) | CalibratedModel | virtual |
shortRateEndCriteria_ (defined in CalibratedModel) | CalibratedModel | protected |
stateProcess() const (defined in Gaussian1dModel) | Gaussian1dModel | |
stateProcess_ (defined in Gaussian1dModel) | Gaussian1dModel | protected |
swapAnnuity(const Date &fixing, const Period &tenor, const Date &referenceDate=Null< Date >(), Real y=0.0, const ext::shared_ptr< SwapIndex > &swapIdx=ext::shared_ptr< SwapIndex >()) const (defined in Gaussian1dModel) | Gaussian1dModel | |
swapRate(const Date &fixing, const Period &tenor, const Date &referenceDate=Null< Date >(), Real y=0.0, const ext::shared_ptr< SwapIndex > &swapIdx=ext::shared_ptr< SwapIndex >()) const (defined in Gaussian1dModel) | Gaussian1dModel | |
termStructure() const (defined in TermStructureConsistentModel) | TermStructureConsistentModel | |
TermStructureConsistentModel(const Handle< YieldTermStructure > &termStructure) (defined in TermStructureConsistentModel) | TermStructureConsistentModel | |
underlyingSwap(const ext::shared_ptr< SwapIndex > &index, const Date &expiry, const Period &tenor) const (defined in Gaussian1dModel) | Gaussian1dModel | protected |
unfreeze() | LazyObject | |
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
unregisterWithAll() (defined in Observer) | Observer | |
update() | MarkovFunctional | virtual |
value(const Array ¶ms, const std::vector< ext::shared_ptr< CalibrationHelper > > &) (defined in CalibratedModel) | CalibratedModel | |
value(const Array ¶ms, const std::vector< ext::shared_ptr< BlackCalibrationHelper > > &) | CalibratedModel | |
volatility() const (defined in MarkovFunctional) | MarkovFunctional | |
yGrid(Real yStdDevs, int gridPoints, Real T=1.0, Real t=0, Real y=0) const | Gaussian1dModel | |
zerobond(Time T, Time t=0.0, Real y=0.0, const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >()) const (defined in Gaussian1dModel) | Gaussian1dModel | |
zerobond(const Date &maturity, const Date &referenceDate=Null< Date >(), Real y=0.0, const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >()) const (defined in Gaussian1dModel) | Gaussian1dModel | |
zerobondImpl(Time T, Time t, Real y, const Handle< YieldTermStructure > &yts) const (defined in MarkovFunctional) | MarkovFunctional | protectedvirtual |
zerobondOption(const Option::Type &type, const Date &expiry, const Date &valueDate, const Date &maturity, Rate strike, const Date &referenceDate=Null< Date >(), Real y=0.0, const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >(), Real yStdDevs=7.0, Size yGridPoints=64, bool extrapolatePayoff=true, bool flatPayoffExtrapolation=false) const (defined in Gaussian1dModel) | Gaussian1dModel | |
ZeroHelper (defined in MarkovFunctional) | MarkovFunctional | friend |
~Gaussian1dModel() (defined in Gaussian1dModel) | Gaussian1dModel | protectedvirtual |
~LazyObject() (defined in LazyObject) | LazyObject | virtual |
~Observable() (defined in Observable) | Observable | virtual |
~Observer() (defined in Observer) | Observer | virtual |