QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
RandomLM< derivedRandomLM, copulaPolicy, USNG > Member List

This is the complete list of members for RandomLM< derivedRandomLM, copulaPolicy, USNG >, including all inherited members.

alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
basket_ (defined in DefaultLossModel)DefaultLossModelmutableprotected
calculate() constLazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
computeHistogram(const Date &d) const (defined in RandomLM< derivedRandomLM, copulaPolicy, USNG >)RandomLM< derivedRandomLM, copulaPolicy, USNG >protectedvirtual
copula_ (defined in RandomLM< derivedRandomLM, copulaPolicy, USNG >)RandomLM< derivedRandomLM, copulaPolicy, USNG >mutableprotected
copulasRng_ (defined in RandomLM< derivedRandomLM, copulaPolicy, USNG >)RandomLM< derivedRandomLM, copulaPolicy, USNG >mutableprotected
deepUpdate()Observervirtual
defaultCorrelation(const Date &d, Size iName, Size jName) constRandomLM< derivedRandomLM, copulaPolicy, USNG >protectedvirtual
DefaultLossModel() (defined in DefaultLossModel)DefaultLossModelprotected
densityTrancheLoss(const Date &d, Real lossFraction) constDefaultLossModelprotectedvirtual
expectedRecovery(const Date &, Size iName, const DefaultProbKey &) constDefaultLossModelprotectedvirtual
expectedShortfall(const Date &d, Real percent) constRandomLM< derivedRandomLM, copulaPolicy, USNG >protectedvirtual
expectedTrancheLoss(const Date &d) const (defined in RandomLM< derivedRandomLM, copulaPolicy, USNG >)RandomLM< derivedRandomLM, copulaPolicy, USNG >protectedvirtual
expectedTrancheLossInterval(const Date &d, Probability confidencePerc) const (defined in RandomLM< derivedRandomLM, copulaPolicy, USNG >)RandomLM< derivedRandomLM, copulaPolicy, USNG >protectedvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectprotected
getEventRecovery(const simEvent< derivedRandomLM< copulaPolicy, USNG > > &evt) const (defined in RandomLM< derivedRandomLM, copulaPolicy, USNG >)RandomLM< derivedRandomLM, copulaPolicy, USNG >protected
getSim(const Size iSim) const (defined in RandomLM< derivedRandomLM, copulaPolicy, USNG >)RandomLM< derivedRandomLM, copulaPolicy, USNG >protected
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
lossDistribution(const Date &d) constRandomLM< derivedRandomLM, copulaPolicy, USNG >protectedvirtual
maxHorizon_ (defined in RandomLM< derivedRandomLM, copulaPolicy, USNG >)RandomLM< derivedRandomLM, copulaPolicy, USNG >protectedstatic
QuantLib::notifyObservers()Observable
QuantLib::DefaultLossModel::notifyObservers()Observable
nSims_ (defined in RandomLM< derivedRandomLM, copulaPolicy, USNG >)RandomLM< derivedRandomLM, copulaPolicy, USNG >protected
numFactors_ (defined in RandomLM< derivedRandomLM, copulaPolicy, USNG >)RandomLM< derivedRandomLM, copulaPolicy, USNG >protected
numLMVars_ (defined in RandomLM< derivedRandomLM, copulaPolicy, USNG >)RandomLM< derivedRandomLM, copulaPolicy, USNG >protected
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
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
QuantLib::DefaultLossModel::operator=(const Observable &)Observable
percentile(const Date &d, Real percentile) constRandomLM< derivedRandomLM, copulaPolicy, USNG >protectedvirtual
percentileAndInterval(const Date &d, Real percentile) constRandomLM< derivedRandomLM, copulaPolicy, USNG >protectedvirtual
performCalculations() constRandomLM< derivedRandomLM, copulaPolicy, USNG >protectedvirtual
performSimulations() const (defined in RandomLM< derivedRandomLM, copulaPolicy, USNG >)RandomLM< derivedRandomLM, copulaPolicy, USNG >protected
probAtLeastNEvents(Size n, const Date &d) constRandomLM< derivedRandomLM, copulaPolicy, USNG >protectedvirtual
probOverLoss(const Date &d, Real lossFraction) constDefaultLossModelprotectedvirtual
probsBeingNthEvent(Size n, const Date &d) constRandomLM< derivedRandomLM, copulaPolicy, USNG >protectedvirtual
RandomLM(Size numFactors, Size numLMVars, const copulaPolicy &copula, Size nSims, BigNatural seed) (defined in RandomLM< derivedRandomLM, copulaPolicy, USNG >)RandomLM< derivedRandomLM, copulaPolicy, USNG >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
simsBuffer_ (defined in RandomLM< derivedRandomLM, copulaPolicy, USNG >)RandomLM< derivedRandomLM, copulaPolicy, USNG >mutableprotected
splitESFLevel(const Date &d, Real loss) constDefaultLossModelprotectedvirtual
splitVaRAndError(const Date &date, Real loss, Probability confInterval) constRandomLM< derivedRandomLM, copulaPolicy, USNG >protectedvirtual
splitVaRLevel(const Date &date, Real loss) constRandomLM< derivedRandomLM, copulaPolicy, USNG >protectedvirtual
unfreeze()LazyObject
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()RandomLM< derivedRandomLM, copulaPolicy, USNG >protectedvirtual
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~RandomLM() (defined in RandomLM< derivedRandomLM, copulaPolicy, USNG >)RandomLM< derivedRandomLM, copulaPolicy, USNG >virtual