File: class_quant_lib_1_1_constant_loss_model-members.html

package info (click to toggle)
quantlib-refman-html 1.20-1
  • links: PTS, VCS
  • area: main
  • in suites: bookworm, bullseye, sid, trixie
  • size: 103,140 kB
  • sloc: javascript: 13,408; makefile: 35
file content (180 lines) | stat: -rw-r--r-- 36,536 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: Member List</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
  MathJax.Hub.Config({
    extensions: ["tex2jax.js"],
    jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
 <tbody>
 <tr style="height: 56px;">
  <td id="projectalign" style="padding-left: 0.5em;">
   <div id="projectname"><a href="http://quantlib.org">
       <img alt="QuantLib" src="QL-title.jpg"></a>
   <div id="projectbrief">A free/open-source library for quantitative finance</div>
   <div id="projectnumber">Reference manual - version 1.20</div>
   </div>
  </td>
 </tr>
 </tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&amp;dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&amp;dn=gpl-2.0.txt GPL-v2 */
$(function() {
  initMenu('',true,false,'search.php','Search');
  $(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
     onmouseover="return searchBox.OnSearchSelectShow()"
     onmouseout="return searchBox.OnSearchSelectHide()"
     onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>

<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0" 
        name="MSearchResults" id="MSearchResults">
</iframe>
</div>

<div id="nav-path" class="navpath">
  <ul>
<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_constant_loss_model.html">ConstantLossModel</a></li>  </ul>
</div>
</div><!-- top -->
<div class="header">
  <div class="headertitle">
<div class="title">ConstantLossModel&lt; copulaPolicy &gt; Member List</div>  </div>
</div><!--header-->
<div class="contents">

<p>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_constant_loss_model.html">ConstantLossModel&lt; copulaPolicy &gt;</a>, including all inherited members.</p>
<table class="directory">
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#a2b0482da26b94fcd714869c802efd590">allFactorCumulInverter</a>(const std::vector&lt; Real &gt; &amp;probs) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>basket_</b> (defined in <a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">mutable</span><span class="mlabel">protected</span></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>basket_</b> (defined in <a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">mutable</span><span class="mlabel">protected</span></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>cachedMktFactor_</b> (defined in <a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">mutable</span><span class="mlabel">protected</span></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#a5ecfe2190404d92a4641d3478d82c067">conditionalDefaultProbability</a>(Probability prob, Size iName, const std::vector&lt; Real &gt; &amp;mktFactors) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#a5034d127b501f9abe630adc9cbe89b8a">conditionalDefaultProbability</a>(const Date &amp;date, Size iName, const std::vector&lt; Real &gt; &amp;mktFactors) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#aeb0d6e75705e728822e13e88c5b77921">conditionalDefaultProbabilityInvP</a>(Real invCumYProb, Size iName, const std::vector&lt; Real &gt; &amp;m) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#a8f97bf936a88d090a2bca06a71259f62">conditionalProbAtLeastNEvents</a>(Size n, const Date &amp;date, const std::vector&lt; Real &gt; &amp;mktFactors) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>conditionalRecovery</b>(const Date &amp;d, Size iName, const std::vector&lt; Real &gt; &amp;mktFactors) const (defined in <a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>conditionalRecovery</b>(Probability uncondDefP, Size iName, const std::vector&lt; Real &gt; &amp;mktFactors) const (defined in <a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>conditionalRecovery</b>(Real latentVarSample, Size iName, const Date &amp;d) const (defined in <a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>conditionalRecoveryInvP</b>(Real invUncondDefP, Size iName, const std::vector&lt; Real &gt; &amp;mktFactors) const (defined in <a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#a1b5c6708a14f029c027a2ce8586ce9d7">condProbProduct</a>(Real invCumYProb1, Real invCumYProb2, Size iName1, Size iName2, const std::vector&lt; Real &gt; &amp;mktFactors) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>ConstantLossLatentmodel</b>(const std::vector&lt; std::vector&lt; Real &gt; &gt; &amp;factorWeights, const std::vector&lt; Real &gt; &amp;recoveries, LatentModelIntegrationType::LatentModelIntegrationType integralType, const initTraits &amp;ini=initTraits()) (defined in <a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>ConstantLossLatentmodel</b>(const Handle&lt; Quote &gt; &amp;mktCorrel, const std::vector&lt; Real &gt; &amp;recoveries, LatentModelIntegrationType::LatentModelIntegrationType integralType, Size nVariables, const initTraits &amp;ini=initTraits()) (defined in <a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>ConstantLossModel</b>(const std::vector&lt; std::vector&lt; Real &gt; &gt; &amp;factorWeights, const std::vector&lt; Real &gt; &amp;recoveries, LatentModelIntegrationType::LatentModelIntegrationType integralType, const typename copulaPolicy::initTraits &amp;ini=copulaPolicy::initTraits()) (defined in <a class="el" href="class_quant_lib_1_1_constant_loss_model.html">ConstantLossModel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_constant_loss_model.html">ConstantLossModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>ConstantLossModel</b>(const Handle&lt; Quote &gt; &amp;mktCorrel, const std::vector&lt; Real &gt; &amp;recoveries, LatentModelIntegrationType::LatentModelIntegrationType integralType, Size nVariables, const typename copulaPolicy::initTraits &amp;ini=copulaPolicy::initTraits()) (defined in <a class="el" href="class_quant_lib_1_1_constant_loss_model.html">ConstantLossModel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_constant_loss_model.html">ConstantLossModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>copula</b>() const (defined in <a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>copula_</b> (defined in <a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">mutable</span><span class="mlabel">protected</span></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>copulaType</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#a9d2172a86cee3a6b5e87ef6804283d9a">cumulativeY</a>(Real val, Size iVariable) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#ac42e8a3a9fe28bd7cbb0144e1fde4e98">cumulativeZ</a>(Real z) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a>()</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_constant_loss_model.html#a1420445705008e7db4223a65ba58f308">defaultCorrelation</a>(const Date &amp;d, Size iName, Size jName) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_constant_loss_model.html">ConstantLossModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#a019be29faf648e301108d06cc4ddfac9">DefaultLatentModel</a>(const std::vector&lt; std::vector&lt; Real &gt; &gt; &amp;factorWeights, LatentModelIntegrationType::LatentModelIntegrationType integralType, const initTraits &amp;ini=initTraits())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>DefaultLatentModel</b>(const Handle&lt; Quote &gt; &amp;mktCorrel, Size nVariables, LatentModelIntegrationType::LatentModelIntegrationType integralType, const initTraits &amp;ini=initTraits()) (defined in <a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>DefaultLossModel</b>() (defined in <a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#a7a6a9e92d606e0b463736794cc2415b8">density</a>(const std::vector&lt; Real &gt; &amp;m) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#abe2bdfc1ec60b66231f6f548ce090206">densityTrancheLoss</a>(const Date &amp;d, Real lossFraction) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_constant_loss_model.html#a58a1708f1be9499a9618110553a1ae2b">expectedRecovery</a>(const Date &amp;d, Size iName, const DefaultProbKey &amp;k) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_constant_loss_model.html">ConstantLossModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#a689cec5c18b5e5f144dab4fc5cd1280c">expectedShortfall</a>(const Date &amp;d, Real percentile) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>expectedTrancheLoss</b>(const Date &amp;d) const (defined in <a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#a4b308a15a8f13a308117e55209d99fcd">factorWeights</a>() const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>factorWeights_</b> (defined in <a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">mutable</span><span class="mlabel">protected</span></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#a2196b7464ec3bb07339e71d9d7caf99d">idiosyncFctrs</a>() const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>idiosyncFctrs_</b> (defined in <a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">mutable</span><span class="mlabel">protected</span></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#ada44c6f03858c0d5f260c1815cc22246">integratedExpectedValue</a>(const ext::function&lt; Real(const std::vector&lt; Real &gt; &amp;v1)&gt; &amp;f) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#ac5a4f1b3cf4b5973b5362998c89a82a3">integratedExpectedValue</a>(const ext::function&lt; Disposable&lt; std::vector&lt; Real &gt; &gt;(const std::vector&lt; Real &gt; &amp;v1)&gt; &amp;f) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#acef84214a1fd603328f8f57dc36653d2">integration</a>() const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>integration</b>() const (defined in <a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>integration_</b> (defined in <a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#a54052fb0c8917e0d63d6d52230e3b59a">inverseCumulativeDensity</a>(Probability p, Size iFactor) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#a36e205d1cabb02b58e65e4f1ee08658f">inverseCumulativeY</a>(Probability p, Size iVariable) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#acd5b1879390c62bbddd5f61deb20b49e">inverseCumulativeZ</a>(Probability p) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>iterator</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#ae4ed5d88e196cc3c54f7793f8196fbb4">LatentModel</a>(const std::vector&lt; std::vector&lt; Real &gt; &gt; &amp;factorsWeights, const typename copulaType::initTraits &amp;ini=copulaType::initTraits())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">explicit</span></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#abe3447b3892833206298d351755afc1e">LatentModel</a>(const std::vector&lt; Real &gt; &amp;factorsWeight, const typename copulaType::initTraits &amp;ini=copulaType::initTraits())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">explicit</span></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#abafaa85a02d48b40e33125881e5cd57d">LatentModel</a>(Real correlSqr, Size nVariables, const typename copulaType::initTraits &amp;ini=copulaType::initTraits())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">explicit</span></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#a167de0197f4aa9da234d78f844902aeb">LatentModel</a>(const Handle&lt; Quote &gt; &amp;singleFactorCorrel, Size nVariables, const typename copulaType::initTraits &amp;ini=copulaType::initTraits())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">explicit</span></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#a31dc4b961ba8016810704c496e14079c">latentVariableCorrel</a>(Size iVar1, Size iVar2) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#a0dd0aa599a5b42688ff1ca2bd4cf9d3f">latentVarValue</a>(const std::vector&lt; Real &gt; &amp;allFactors, Size iVar) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#a408906c996ac91cc92d64aa78bb9c8fe">lossDistribution</a>(const Date &amp;) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#ad8639907820775808810c8a525d5bdd8">nFactors_</a></td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">mutable</span><span class="mlabel">protected</span></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">QuantLib::notifyObservers</a>()</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">QuantLib::DefaultLossModel::notifyObservers</a>()</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#a56abc887c13cbde93385f6875e849541">numFactors</a>() const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#ac9c9998bd5485693575f044342216cdc">numTotalFactors</a>() const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#a44fb9cd28ad962ce4f8e1fa2d91e1147">nVariables_</a></td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">mutable</span><span class="mlabel">protected</span></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>Observable</b>(const Observable &amp;) (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>Observable</b>(const Observable &amp;) (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>Observer</b>(const Observer &amp;) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>operator=</b>(const Observer &amp;) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">QuantLib::Observable::operator=</a>(const Observable &amp;)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">QuantLib::DefaultLossModel::operator=</a>(const Observable &amp;)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#a9dbb5964035a7434b2e4edc638430577">percentile</a>(const Date &amp;d, Real percentile) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_constant_loss_model.html#a99f9c730a9f156b9fa4d5824716221bd">probAtLeastNEvents</a>(Size n, const Date &amp;d) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_constant_loss_model.html">ConstantLossModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#ab7f95052edaf9cea322b6e931ad72f0a">probOfDefault</a>(Size iName, const Date &amp;d) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#a1fcdbcad5b5c46da60b14ce39122774f">probOverLoss</a>(const Date &amp;d, Real lossFraction) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#a5654a8f873835331fd216c9102ff24de">probsBeingNthEvent</a>(Size n, const Date &amp;d) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>recoveries</b>() const (defined in <a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>registerWith</b>(const ext::shared_ptr&lt; Observable &gt; &amp;) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a>(const ext::shared_ptr&lt; Observer &gt; &amp;)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>resetBasket</b>(const ext::shared_ptr&lt; Basket &gt; &amp;basket) const (defined in <a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>set_type</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>size</b>() const (defined in <a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#a4bc8439ac6ee1b586c13b155aec854ca">splitESFLevel</a>(const Date &amp;d, Real loss) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
  <tr><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#a508c8a0f27bae4596a400bc49dacb18f">splitVaRLevel</a>(const Date &amp;d, Real loss) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>unregisterWith</b>(const ext::shared_ptr&lt; Observable &gt; &amp;) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>unregisterWithAll</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"></td></tr>
  <tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#ac5c54df7ed3b930268c8d7752c101725">update</a>()</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel&lt; copulaPolicy &gt;</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
  <tr bgcolor="#f0f0f0"><td class="entry"><b>~Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
  <tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>~Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
</table></div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>