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<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>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">ConstantLossModel< copulaPolicy > Class Template Reference</div> </div>
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<p><code>#include <ql/experimental/credit/constantlosslatentmodel.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for ConstantLossModel< copulaPolicy >:</div>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a69a6f696bb45a390b994d41213823fc6"><td class="memItemLeft" align="right" valign="top"><a id="a69a6f696bb45a390b994d41213823fc6"></a>
 </td><td class="memItemRight" valign="bottom"><b>ConstantLossModel</b> (const std::vector< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > &<a class="el" href="class_quant_lib_1_1_latent_model.html#a4b308a15a8f13a308117e55209d99fcd">factorWeights</a>, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &recoveries, LatentModelIntegrationType::LatentModelIntegrationType integralType, const typename copulaPolicy::initTraits &ini=copulaPolicy::initTraits())</td></tr>
<tr class="separator:a69a6f696bb45a390b994d41213823fc6"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a827e9f912aefd114641a213d396d53ae"><td class="memItemLeft" align="right" valign="top"><a id="a827e9f912aefd114641a213d396d53ae"></a>
 </td><td class="memItemRight" valign="bottom"><b>ConstantLossModel</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &mktCorrel, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &recoveries, LatentModelIntegrationType::LatentModelIntegrationType integralType, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> nVariables, const typename copulaPolicy::initTraits &ini=copulaPolicy::initTraits())</td></tr>
<tr class="separator:a827e9f912aefd114641a213d396d53ae"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_constant_loss_latentmodel"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_constant_loss_latentmodel')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel< copulaPolicy ></a></td></tr>
<tr class="memitem:a7607e21b6bd79359321bce4138e31302 inherit pub_methods_class_quant_lib_1_1_constant_loss_latentmodel"><td class="memItemLeft" align="right" valign="top"><a id="a7607e21b6bd79359321bce4138e31302"></a>
 </td><td class="memItemRight" valign="bottom"><b>ConstantLossLatentmodel</b> (const std::vector< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > &<a class="el" href="class_quant_lib_1_1_latent_model.html#a4b308a15a8f13a308117e55209d99fcd">factorWeights</a>, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &recoveries, LatentModelIntegrationType::LatentModelIntegrationType integralType, const initTraits &ini=initTraits())</td></tr>
<tr class="separator:a7607e21b6bd79359321bce4138e31302 inherit pub_methods_class_quant_lib_1_1_constant_loss_latentmodel"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a85311a51a6b60556848dcc95d8e76c89 inherit pub_methods_class_quant_lib_1_1_constant_loss_latentmodel"><td class="memItemLeft" align="right" valign="top"><a id="a85311a51a6b60556848dcc95d8e76c89"></a>
 </td><td class="memItemRight" valign="bottom"><b>ConstantLossLatentmodel</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &mktCorrel, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &recoveries, LatentModelIntegrationType::LatentModelIntegrationType integralType, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> nVariables, const initTraits &ini=initTraits())</td></tr>
<tr class="separator:a85311a51a6b60556848dcc95d8e76c89 inherit pub_methods_class_quant_lib_1_1_constant_loss_latentmodel"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0e4ad0f26b33ca13c03a0990df85e379 inherit pub_methods_class_quant_lib_1_1_constant_loss_latentmodel"><td class="memItemLeft" align="right" valign="top"><a id="a0e4ad0f26b33ca13c03a0990df85e379"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>conditionalRecovery</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iName, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &mktFactors) const</td></tr>
<tr class="separator:a0e4ad0f26b33ca13c03a0990df85e379 inherit pub_methods_class_quant_lib_1_1_constant_loss_latentmodel"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a9eeed5ae98c1d1dac0cee7f4ab0a950e inherit pub_methods_class_quant_lib_1_1_constant_loss_latentmodel"><td class="memItemLeft" align="right" valign="top"><a id="a9eeed5ae98c1d1dac0cee7f4ab0a950e"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>conditionalRecovery</b> (<a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> uncondDefP, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iName, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &mktFactors) const</td></tr>
<tr class="separator:a9eeed5ae98c1d1dac0cee7f4ab0a950e inherit pub_methods_class_quant_lib_1_1_constant_loss_latentmodel"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a86d2c9af38c4b5e0927c837d76aad967 inherit pub_methods_class_quant_lib_1_1_constant_loss_latentmodel"><td class="memItemLeft" align="right" valign="top"><a id="a86d2c9af38c4b5e0927c837d76aad967"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>conditionalRecoveryInvP</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> invUncondDefP, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iName, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &mktFactors) const</td></tr>
<tr class="separator:a86d2c9af38c4b5e0927c837d76aad967 inherit pub_methods_class_quant_lib_1_1_constant_loss_latentmodel"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a845d2c455685f70cb7d1120538021a84 inherit pub_methods_class_quant_lib_1_1_constant_loss_latentmodel"><td class="memItemLeft" align="right" valign="top"><a id="a845d2c455685f70cb7d1120538021a84"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>conditionalRecovery</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> latentVarSample, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iName, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d) const</td></tr>
<tr class="separator:a845d2c455685f70cb7d1120538021a84 inherit pub_methods_class_quant_lib_1_1_constant_loss_latentmodel"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a449896cd51442b7beae49cceda8fc1e1 inherit pub_methods_class_quant_lib_1_1_constant_loss_latentmodel"><td class="memItemLeft" align="right" valign="top"><a id="a449896cd51442b7beae49cceda8fc1e1"></a>
const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td><td class="memItemRight" valign="bottom"><b>recoveries</b> () const</td></tr>
<tr class="separator:a449896cd51442b7beae49cceda8fc1e1 inherit pub_methods_class_quant_lib_1_1_constant_loss_latentmodel"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a23453c979a88ef379258dea41c1c3a13 inherit pub_methods_class_quant_lib_1_1_constant_loss_latentmodel"><td class="memItemLeft" align="right" valign="top"><a id="a23453c979a88ef379258dea41c1c3a13"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>expectedRecovery</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iName, const <a class="el" href="class_quant_lib_1_1_default_prob_key.html">DefaultProbKey</a> &defKeys) const</td></tr>
<tr class="separator:a23453c979a88ef379258dea41c1c3a13 inherit pub_methods_class_quant_lib_1_1_constant_loss_latentmodel"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_default_latent_model"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_default_latent_model')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></a></td></tr>
<tr class="memitem:a019be29faf648e301108d06cc4ddfac9 inherit pub_methods_class_quant_lib_1_1_default_latent_model"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#a019be29faf648e301108d06cc4ddfac9">DefaultLatentModel</a> (const std::vector< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > &<a class="el" href="class_quant_lib_1_1_latent_model.html#a4b308a15a8f13a308117e55209d99fcd">factorWeights</a>, LatentModelIntegrationType::LatentModelIntegrationType integralType, const initTraits &ini=initTraits())</td></tr>
<tr class="separator:a019be29faf648e301108d06cc4ddfac9 inherit pub_methods_class_quant_lib_1_1_default_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a635bfeb56a6c5defe63fddb904cb7f49 inherit pub_methods_class_quant_lib_1_1_default_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="a635bfeb56a6c5defe63fddb904cb7f49"></a>
 </td><td class="memItemRight" valign="bottom"><b>DefaultLatentModel</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &mktCorrel, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> nVariables, LatentModelIntegrationType::LatentModelIntegrationType integralType, const initTraits &ini=initTraits())</td></tr>
<tr class="separator:a635bfeb56a6c5defe63fddb904cb7f49 inherit pub_methods_class_quant_lib_1_1_default_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a74b99e4832df2085d0d5ba3d82af2456 inherit pub_methods_class_quant_lib_1_1_default_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="a74b99e4832df2085d0d5ba3d82af2456"></a>
void </td><td class="memItemRight" valign="bottom"><b>resetBasket</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_basket.html">Basket</a> > &basket) const</td></tr>
<tr class="separator:a74b99e4832df2085d0d5ba3d82af2456 inherit pub_methods_class_quant_lib_1_1_default_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5ecfe2190404d92a4641d3478d82c067 inherit pub_methods_class_quant_lib_1_1_default_latent_model"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#a5ecfe2190404d92a4641d3478d82c067">conditionalDefaultProbability</a> (<a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> prob, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iName, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &mktFactors) const</td></tr>
<tr class="separator:a5ecfe2190404d92a4641d3478d82c067 inherit pub_methods_class_quant_lib_1_1_default_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aeb0d6e75705e728822e13e88c5b77921 inherit pub_methods_class_quant_lib_1_1_default_latent_model"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#aeb0d6e75705e728822e13e88c5b77921">conditionalDefaultProbabilityInvP</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> invCumYProb, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iName, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &m) const</td></tr>
<tr class="separator:aeb0d6e75705e728822e13e88c5b77921 inherit pub_methods_class_quant_lib_1_1_default_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab7f95052edaf9cea322b6e931ad72f0a inherit pub_methods_class_quant_lib_1_1_default_latent_model"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#ab7f95052edaf9cea322b6e931ad72f0a">probOfDefault</a> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iName, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d) const</td></tr>
<tr class="separator:ab7f95052edaf9cea322b6e931ad72f0a inherit pub_methods_class_quant_lib_1_1_default_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8ae6f7a617ee77e605f36fb250fe985b inherit pub_methods_class_quant_lib_1_1_default_latent_model"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#a8ae6f7a617ee77e605f36fb250fe985b">defaultCorrelation</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iNamei, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iNamej) const</td></tr>
<tr class="separator:a8ae6f7a617ee77e605f36fb250fe985b inherit pub_methods_class_quant_lib_1_1_default_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aea4623559adf69f35c874f9f6ae3e7d6 inherit pub_methods_class_quant_lib_1_1_default_latent_model"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#aea4623559adf69f35c874f9f6ae3e7d6">probAtLeastNEvents</a> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> n, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &date) const</td></tr>
<tr class="separator:aea4623559adf69f35c874f9f6ae3e7d6 inherit pub_methods_class_quant_lib_1_1_default_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_latent_model"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_latent_model')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></a></td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><b>update</b> ()</td></tr>
<tr class="separator:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:acce0ab2cacc475b2434f24c65c91685a inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="acce0ab2cacc475b2434f24c65c91685a"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> () const</td></tr>
<tr class="separator:acce0ab2cacc475b2434f24c65c91685a inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a56abc887c13cbde93385f6875e849541 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="a56abc887c13cbde93385f6875e849541"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#a56abc887c13cbde93385f6875e849541">numFactors</a> () const</td></tr>
<tr class="memdesc:a56abc887c13cbde93385f6875e849541 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="mdescLeft"> </td><td class="mdescRight">Number of systemic factors. <br /></td></tr>
<tr class="separator:a56abc887c13cbde93385f6875e849541 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac9c9998bd5485693575f044342216cdc inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="ac9c9998bd5485693575f044342216cdc"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#ac9c9998bd5485693575f044342216cdc">numTotalFactors</a> () const</td></tr>
<tr class="memdesc:ac9c9998bd5485693575f044342216cdc inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="mdescLeft"> </td><td class="mdescRight">Number of total free random factors; systemic and idiosyncratic. <br /></td></tr>
<tr class="separator:ac9c9998bd5485693575f044342216cdc inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae4ed5d88e196cc3c54f7793f8196fbb4 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#ae4ed5d88e196cc3c54f7793f8196fbb4">LatentModel</a> (const std::vector< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > &factorsWeights, const typename copulaType::initTraits &ini=copulaType::initTraits())</td></tr>
<tr class="separator:ae4ed5d88e196cc3c54f7793f8196fbb4 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abe3447b3892833206298d351755afc1e inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#abe3447b3892833206298d351755afc1e">LatentModel</a> (const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &factorsWeight, const typename copulaType::initTraits &ini=copulaType::initTraits())</td></tr>
<tr class="separator:abe3447b3892833206298d351755afc1e inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abafaa85a02d48b40e33125881e5cd57d inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#abafaa85a02d48b40e33125881e5cd57d">LatentModel</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> correlSqr, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> nVariables, const typename copulaType::initTraits &ini=copulaType::initTraits())</td></tr>
<tr class="separator:abafaa85a02d48b40e33125881e5cd57d inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a167de0197f4aa9da234d78f844902aeb inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#a167de0197f4aa9da234d78f844902aeb">LatentModel</a> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &singleFactorCorrel, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> nVariables, const typename copulaType::initTraits &ini=copulaType::initTraits())</td></tr>
<tr class="separator:a167de0197f4aa9da234d78f844902aeb inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4b308a15a8f13a308117e55209d99fcd inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="a4b308a15a8f13a308117e55209d99fcd"></a>
const std::vector< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#a4b308a15a8f13a308117e55209d99fcd">factorWeights</a> () const</td></tr>
<tr class="memdesc:a4b308a15a8f13a308117e55209d99fcd inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="mdescLeft"> </td><td class="mdescRight">Provides values of the factors \( a_{i,k} \). <br /></td></tr>
<tr class="separator:a4b308a15a8f13a308117e55209d99fcd inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2196b7464ec3bb07339e71d9d7caf99d inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="a2196b7464ec3bb07339e71d9d7caf99d"></a>
const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#a2196b7464ec3bb07339e71d9d7caf99d">idiosyncFctrs</a> () const</td></tr>
<tr class="memdesc:a2196b7464ec3bb07339e71d9d7caf99d inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="mdescLeft"> </td><td class="mdescRight">Provides values of the normalized idiosyncratic factors \( Z_i \). <br /></td></tr>
<tr class="separator:a2196b7464ec3bb07339e71d9d7caf99d inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a31dc4b961ba8016810704c496e14079c inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="a31dc4b961ba8016810704c496e14079c"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#a31dc4b961ba8016810704c496e14079c">latentVariableCorrel</a> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iVar1, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iVar2) const</td></tr>
<tr class="memdesc:a31dc4b961ba8016810704c496e14079c inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="mdescLeft"> </td><td class="mdescRight">Latent variable correlations: <br /></td></tr>
<tr class="separator:a31dc4b961ba8016810704c496e14079c inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a9d2172a86cee3a6b5e87ef6804283d9a inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#a9d2172a86cee3a6b5e87ef6804283d9a">cumulativeY</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> val, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iVariable) const</td></tr>
<tr class="separator:a9d2172a86cee3a6b5e87ef6804283d9a inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac42e8a3a9fe28bd7cbb0144e1fde4e98 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="ac42e8a3a9fe28bd7cbb0144e1fde4e98"></a>
<a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#ac42e8a3a9fe28bd7cbb0144e1fde4e98">cumulativeZ</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> z) const</td></tr>
<tr class="memdesc:ac42e8a3a9fe28bd7cbb0144e1fde4e98 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="mdescLeft"> </td><td class="mdescRight">Cumulative distribution of Z, the idiosyncratic/error factors. <br /></td></tr>
<tr class="separator:ac42e8a3a9fe28bd7cbb0144e1fde4e98 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7a6a9e92d606e0b463736794cc2415b8 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="a7a6a9e92d606e0b463736794cc2415b8"></a>
<a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#a7a6a9e92d606e0b463736794cc2415b8">density</a> (const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &m) const</td></tr>
<tr class="memdesc:a7a6a9e92d606e0b463736794cc2415b8 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="mdescLeft"> </td><td class="mdescRight">Density function of M, the market/systemic factors. <br /></td></tr>
<tr class="separator:a7a6a9e92d606e0b463736794cc2415b8 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a54052fb0c8917e0d63d6d52230e3b59a inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="a54052fb0c8917e0d63d6d52230e3b59a"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#a54052fb0c8917e0d63d6d52230e3b59a">inverseCumulativeDensity</a> (<a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> p, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iFactor) const</td></tr>
<tr class="memdesc:a54052fb0c8917e0d63d6d52230e3b59a inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="mdescLeft"> </td><td class="mdescRight">Inverse cumulative distribution of the systemic factor iFactor. <br /></td></tr>
<tr class="separator:a54052fb0c8917e0d63d6d52230e3b59a inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a36e205d1cabb02b58e65e4f1ee08658f inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#a36e205d1cabb02b58e65e4f1ee08658f">inverseCumulativeY</a> (<a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> p, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iVariable) const</td></tr>
<tr class="separator:a36e205d1cabb02b58e65e4f1ee08658f inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:acd5b1879390c62bbddd5f61deb20b49e inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#acd5b1879390c62bbddd5f61deb20b49e">inverseCumulativeZ</a> (<a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> p) const</td></tr>
<tr class="separator:acd5b1879390c62bbddd5f61deb20b49e inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2b0482da26b94fcd714869c802efd590 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#a2b0482da26b94fcd714869c802efd590">allFactorCumulInverter</a> (const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &probs) const</td></tr>
<tr class="separator:a2b0482da26b94fcd714869c802efd590 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0dd0aa599a5b42688ff1ca2bd4cf9d3f inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#a0dd0aa599a5b42688ff1ca2bd4cf9d3f">latentVarValue</a> (const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &allFactors, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iVar) const</td></tr>
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<tr class="memitem:a6d107efc12437354987e3537fc1cbe62 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="a6d107efc12437354987e3537fc1cbe62"></a>
const copulaType & </td><td class="memItemRight" valign="bottom"><b>copula</b> () const</td></tr>
<tr class="separator:a6d107efc12437354987e3537fc1cbe62 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ada44c6f03858c0d5f260c1815cc22246 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#ada44c6f03858c0d5f260c1815cc22246">integratedExpectedValue</a> (const ext::function< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>(const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &v1)> &f) const</td></tr>
<tr class="separator:ada44c6f03858c0d5f260c1815cc22246 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac5a4f1b3cf4b5973b5362998c89a82a3 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#ac5a4f1b3cf4b5973b5362998c89a82a3">integratedExpectedValue</a> (const ext::function< <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > >(const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &v1)> &f) const</td></tr>
<tr class="separator:ac5a4f1b3cf4b5973b5362998c89a82a3 inherit pub_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
<tr class="separator:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a6810b3645967da11d5f5d4804d37bacc"></a>
<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
<tr class="separator:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="aa6ade205ed506bf712da2704f80a73a0"></a>
std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr class="separator:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
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<tr class="memitem:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a4ce7359ad0f73a54dba555be24855804"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr class="separator:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a0c19cb502f3b720b99b176ea6cc7e319"></a>
void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
<tr class="separator:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
<tr class="separator:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
<tr class="separator:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr class="memitem:a1420445705008e7db4223a65ba58f308"><td class="memItemLeft" align="right" valign="top"><a id="a1420445705008e7db4223a65ba58f308"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_loss_model.html#a1420445705008e7db4223a65ba58f308">defaultCorrelation</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iName, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> jName) const</td></tr>
<tr class="memdesc:a1420445705008e7db4223a65ba58f308"><td class="mdescLeft"> </td><td class="mdescRight">Pearsons' default probability correlation. <br /></td></tr>
<tr class="separator:a1420445705008e7db4223a65ba58f308"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a99f9c730a9f156b9fa4d5824716221bd"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_loss_model.html#a99f9c730a9f156b9fa4d5824716221bd">probAtLeastNEvents</a> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> n, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d) const</td></tr>
<tr class="separator:a99f9c730a9f156b9fa4d5824716221bd"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a58a1708f1be9499a9618110553a1ae2b"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_loss_model.html#a58a1708f1be9499a9618110553a1ae2b">expectedRecovery</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iName, const <a class="el" href="class_quant_lib_1_1_default_prob_key.html">DefaultProbKey</a> &k) const</td></tr>
<tr class="separator:a58a1708f1be9499a9618110553a1ae2b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_default_latent_model"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_default_latent_model')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></a></td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pro_methods_class_quant_lib_1_1_default_latent_model"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr class="separator:ac5c54df7ed3b930268c8d7752c101725 inherit pro_methods_class_quant_lib_1_1_default_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5034d127b501f9abe630adc9cbe89b8a inherit pro_methods_class_quant_lib_1_1_default_latent_model"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#a5034d127b501f9abe630adc9cbe89b8a">conditionalDefaultProbability</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &date, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iName, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &mktFactors) const</td></tr>
<tr class="separator:a5034d127b501f9abe630adc9cbe89b8a inherit pro_methods_class_quant_lib_1_1_default_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1b5c6708a14f029c027a2ce8586ce9d7 inherit pro_methods_class_quant_lib_1_1_default_latent_model"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#a1b5c6708a14f029c027a2ce8586ce9d7">condProbProduct</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> invCumYProb1, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> invCumYProb2, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iName1, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iName2, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &mktFactors) const</td></tr>
<tr class="separator:a1b5c6708a14f029c027a2ce8586ce9d7 inherit pro_methods_class_quant_lib_1_1_default_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8f97bf936a88d090a2bca06a71259f62 inherit pro_methods_class_quant_lib_1_1_default_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="a8f97bf936a88d090a2bca06a71259f62"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#a8f97bf936a88d090a2bca06a71259f62">conditionalProbAtLeastNEvents</a> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> n, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &date, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &mktFactors) const</td></tr>
<tr class="memdesc:a8f97bf936a88d090a2bca06a71259f62 inherit pro_methods_class_quant_lib_1_1_default_latent_model"><td class="mdescLeft"> </td><td class="mdescRight">Conditional probability of n default events or more. <br /></td></tr>
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<tr class="memitem:acef84214a1fd603328f8f57dc36653d2 inherit pro_methods_class_quant_lib_1_1_default_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="acef84214a1fd603328f8f57dc36653d2"></a>
const ext::shared_ptr< LMIntegration > & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#acef84214a1fd603328f8f57dc36653d2">integration</a> () const</td></tr>
<tr class="memdesc:acef84214a1fd603328f8f57dc36653d2 inherit pro_methods_class_quant_lib_1_1_default_latent_model"><td class="mdescLeft"> </td><td class="mdescRight">access to integration: <br /></td></tr>
<tr class="separator:acef84214a1fd603328f8f57dc36653d2 inherit pro_methods_class_quant_lib_1_1_default_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_latent_model"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_latent_model')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></a></td></tr>
<tr class="memitem:a50a342d7329355d3155218ce93059fc6 inherit pro_methods_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="a50a342d7329355d3155218ce93059fc6"></a>
virtual const ext::shared_ptr< LMIntegration > & </td><td class="memItemRight" valign="bottom"><b>integration</b> () const</td></tr>
<tr class="separator:a50a342d7329355d3155218ce93059fc6 inherit pro_methods_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_default_loss_model"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_default_loss_model')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td></tr>
<tr class="memitem:a4a13a448c6d75377f2a8c7ec3f6bf2bf inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memItemLeft" align="right" valign="top"><a id="a4a13a448c6d75377f2a8c7ec3f6bf2bf"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>expectedTrancheLoss</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d) const</td></tr>
<tr class="separator:a4a13a448c6d75377f2a8c7ec3f6bf2bf inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1fcdbcad5b5c46da60b14ce39122774f inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#a1fcdbcad5b5c46da60b14ce39122774f">probOverLoss</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> lossFraction) const</td></tr>
<tr class="separator:a1fcdbcad5b5c46da60b14ce39122774f inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a9dbb5964035a7434b2e4edc638430577 inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memItemLeft" align="right" valign="top"><a id="a9dbb5964035a7434b2e4edc638430577"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#a9dbb5964035a7434b2e4edc638430577">percentile</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> percentile) const</td></tr>
<tr class="memdesc:a9dbb5964035a7434b2e4edc638430577 inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="mdescLeft"> </td><td class="mdescRight">Value at Risk given a default loss percentile. <br /></td></tr>
<tr class="separator:a9dbb5964035a7434b2e4edc638430577 inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a689cec5c18b5e5f144dab4fc5cd1280c inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memItemLeft" align="right" valign="top"><a id="a689cec5c18b5e5f144dab4fc5cd1280c"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#a689cec5c18b5e5f144dab4fc5cd1280c">expectedShortfall</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_default_loss_model.html#a9dbb5964035a7434b2e4edc638430577">percentile</a>) const</td></tr>
<tr class="memdesc:a689cec5c18b5e5f144dab4fc5cd1280c inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="mdescLeft"> </td><td class="mdescRight">Expected shortfall given a default loss percentile. <br /></td></tr>
<tr class="separator:a689cec5c18b5e5f144dab4fc5cd1280c inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a508c8a0f27bae4596a400bc49dacb18f inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memItemLeft" align="right" valign="top"><a id="a508c8a0f27bae4596a400bc49dacb18f"></a>
virtual <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#a508c8a0f27bae4596a400bc49dacb18f">splitVaRLevel</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> loss) const</td></tr>
<tr class="memdesc:a508c8a0f27bae4596a400bc49dacb18f inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="mdescLeft"> </td><td class="mdescRight">Associated VaR fraction to each counterparty. <br /></td></tr>
<tr class="separator:a508c8a0f27bae4596a400bc49dacb18f inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4bc8439ac6ee1b586c13b155aec854ca inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memItemLeft" align="right" valign="top"><a id="a4bc8439ac6ee1b586c13b155aec854ca"></a>
virtual <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#a4bc8439ac6ee1b586c13b155aec854ca">splitESFLevel</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> loss) const</td></tr>
<tr class="memdesc:a4bc8439ac6ee1b586c13b155aec854ca inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="mdescLeft"> </td><td class="mdescRight">Associated ESF fraction to each counterparty. <br /></td></tr>
<tr class="separator:a4bc8439ac6ee1b586c13b155aec854ca inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a408906c996ac91cc92d64aa78bb9c8fe inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memItemLeft" align="right" valign="top"><a id="a408906c996ac91cc92d64aa78bb9c8fe"></a>
virtual <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< std::map< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> > > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#a408906c996ac91cc92d64aa78bb9c8fe">lossDistribution</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &) const</td></tr>
<tr class="memdesc:a408906c996ac91cc92d64aa78bb9c8fe inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="mdescLeft"> </td><td class="mdescRight">Full loss distribution. <br /></td></tr>
<tr class="separator:a408906c996ac91cc92d64aa78bb9c8fe inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abe2bdfc1ec60b66231f6f548ce090206 inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memItemLeft" align="right" valign="top"><a id="abe2bdfc1ec60b66231f6f548ce090206"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#abe2bdfc1ec60b66231f6f548ce090206">densityTrancheLoss</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> lossFraction) const</td></tr>
<tr class="memdesc:abe2bdfc1ec60b66231f6f548ce090206 inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="mdescLeft"> </td><td class="mdescRight">Probability density of a given loss fraction of the basket notional. <br /></td></tr>
<tr class="separator:abe2bdfc1ec60b66231f6f548ce090206 inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5654a8f873835331fd216c9102ff24de inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< std::vector< <a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> > > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#a5654a8f873835331fd216c9102ff24de">probsBeingNthEvent</a> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> n, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d) const</td></tr>
<tr class="separator:a5654a8f873835331fd216c9102ff24de inherit pro_methods_class_quant_lib_1_1_default_loss_model"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_latent_model"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_latent_model')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></a></td></tr>
<tr class="memitem:ac175647caaabf0dae2f44633ce56cdcf inherit pub_types_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="ac175647caaabf0dae2f44633ce56cdcf"></a>
typedef copulaPolicy </td><td class="memItemRight" valign="bottom"><b>copulaType</b></td></tr>
<tr class="separator:ac175647caaabf0dae2f44633ce56cdcf inherit pub_types_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
<tr class="separator:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="ae98429250f6997df7b87f4b37454609e"></a>
typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
<tr class="separator:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_default_latent_model"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_default_latent_model')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></a></td></tr>
<tr class="memitem:a205c36e3418f0ce000baa668c9094e60 inherit pro_attribs_class_quant_lib_1_1_default_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="a205c36e3418f0ce000baa668c9094e60"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_basket.html">Basket</a> > </td><td class="memItemRight" valign="bottom"><b>basket_</b></td></tr>
<tr class="separator:a205c36e3418f0ce000baa668c9094e60 inherit pro_attribs_class_quant_lib_1_1_default_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aac0019e98005cfc9ad0a8247ab204b9d inherit pro_attribs_class_quant_lib_1_1_default_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="aac0019e98005cfc9ad0a8247ab204b9d"></a>
ext::shared_ptr< LMIntegration > </td><td class="memItemRight" valign="bottom"><b>integration_</b></td></tr>
<tr class="separator:aac0019e98005cfc9ad0a8247ab204b9d inherit pro_attribs_class_quant_lib_1_1_default_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_latent_model"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_latent_model')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></a></td></tr>
<tr class="memitem:a3769373e685b70bb91c38bd895b886fd inherit pro_attribs_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="a3769373e685b70bb91c38bd895b886fd"></a>
std::vector< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > </td><td class="memItemRight" valign="bottom"><b>factorWeights_</b></td></tr>
<tr class="separator:a3769373e685b70bb91c38bd895b886fd inherit pro_attribs_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0dd506ff5fd9bbb04b51f783220ed2a9 inherit pro_attribs_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="a0dd506ff5fd9bbb04b51f783220ed2a9"></a>
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > </td><td class="memItemRight" valign="bottom"><b>cachedMktFactor_</b></td></tr>
<tr class="separator:a0dd506ff5fd9bbb04b51f783220ed2a9 inherit pro_attribs_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab8c951ff85d3dfed2174ab47d1808351 inherit pro_attribs_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="ab8c951ff85d3dfed2174ab47d1808351"></a>
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>idiosyncFctrs_</b></td></tr>
<tr class="separator:ab8c951ff85d3dfed2174ab47d1808351 inherit pro_attribs_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad8639907820775808810c8a525d5bdd8 inherit pro_attribs_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="ad8639907820775808810c8a525d5bdd8"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#ad8639907820775808810c8a525d5bdd8">nFactors_</a></td></tr>
<tr class="memdesc:ad8639907820775808810c8a525d5bdd8 inherit pro_attribs_class_quant_lib_1_1_latent_model"><td class="mdescLeft"> </td><td class="mdescRight">Number of systemic factors. <br /></td></tr>
<tr class="separator:ad8639907820775808810c8a525d5bdd8 inherit pro_attribs_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a44fb9cd28ad962ce4f8e1fa2d91e1147 inherit pro_attribs_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="a44fb9cd28ad962ce4f8e1fa2d91e1147"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html#a44fb9cd28ad962ce4f8e1fa2d91e1147">nVariables_</a></td></tr>
<tr class="memdesc:a44fb9cd28ad962ce4f8e1fa2d91e1147 inherit pro_attribs_class_quant_lib_1_1_latent_model"><td class="mdescLeft"> </td><td class="mdescRight">Number of latent model variables, idiosyncratic terms or model dim. <br /></td></tr>
<tr class="separator:a44fb9cd28ad962ce4f8e1fa2d91e1147 inherit pro_attribs_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af660dddb75bc7b39f47bf1e38b5916bd inherit pro_attribs_class_quant_lib_1_1_latent_model"><td class="memItemLeft" align="right" valign="top"><a id="af660dddb75bc7b39f47bf1e38b5916bd"></a>
copulaType </td><td class="memItemRight" valign="bottom"><b>copula_</b></td></tr>
<tr class="separator:af660dddb75bc7b39f47bf1e38b5916bd inherit pro_attribs_class_quant_lib_1_1_latent_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_default_loss_model"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_default_loss_model')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td></tr>
<tr class="memitem:a884258ab218f44b22e56d47cf9c7ca16 inherit pro_attribs_class_quant_lib_1_1_default_loss_model"><td class="memItemLeft" align="right" valign="top"><a id="a884258ab218f44b22e56d47cf9c7ca16"></a>
<a class="el" href="class_quant_lib_1_1_relinkable_handle.html">RelinkableHandle</a>< <a class="el" href="class_quant_lib_1_1_basket.html">Basket</a> > </td><td class="memItemRight" valign="bottom"><b>basket_</b></td></tr>
<tr class="separator:a884258ab218f44b22e56d47cf9c7ca16 inherit pro_attribs_class_quant_lib_1_1_default_loss_model"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><h3>template<class copulaPolicy><br />
class QuantLib::ConstantLossModel< copulaPolicy ></h3>
<p>ConstantLossLatentModel interface for loss models. While it does not provide distribution type losses (e.g. expected tranche losses) because it lacks an integration algorithm it serves to allow pricing of digital type products like NTDs.</p>
<p>Alternatively fuse with the aboves class. </p>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="a99f9c730a9f156b9fa4d5824716221bd"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a99f9c730a9f156b9fa4d5824716221bd">◆ </a></span>probAtLeastNEvents()</h2>
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<td class="memname"><a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> probAtLeastNEvents </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"><em>n</em>, </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
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<p>Returns the probaility of having a given or larger number of defaults in the basket portfolio at a given time. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_default_loss_model.html#adc0cf14e9e70a964322a127b4916ea7f">DefaultLossModel</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a58a1708f1be9499a9618110553a1ae2b">◆ </a></span>expectedRecovery()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> expectedRecovery </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname">, </td>
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<td class="paramtype"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"><em>iName</em>, </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_default_prob_key.html">DefaultProbKey</a> & </td>
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<td>)</td>
<td></td><td> const</td>
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</td>
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<span class="mlabels"><span class="mlabel">protected</span><span class="mlabel">virtual</span></span> </td>
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<p>Expected RR for name conditinal to default by that date. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_default_loss_model.html#a9a424b4c46a2d345a8b92184ac7ebbf3">DefaultLossModel</a>.</p>
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