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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_default_latent_model.html">DefaultLatentModel</a></li> </ul>
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<div class="title">DefaultLatentModel< copulaPolicy > Member List</div> </div>
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<p>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></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< Real > &probs) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></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< copulaPolicy ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></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>cachedMktFactor_</b> (defined in <a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></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_default_latent_model.html#a5ecfe2190404d92a4641d3478d82c067">conditionalDefaultProbability</a>(Probability prob, Size iName, const std::vector< Real > &mktFactors) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></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#a5034d127b501f9abe630adc9cbe89b8a">conditionalDefaultProbability</a>(const Date &date, Size iName, const std::vector< Real > &mktFactors) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></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_default_latent_model.html#aeb0d6e75705e728822e13e88c5b77921">conditionalDefaultProbabilityInvP</a>(Real invCumYProb, Size iName, const std::vector< Real > &m) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></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#a8f97bf936a88d090a2bca06a71259f62">conditionalProbAtLeastNEvents</a>(Size n, const Date &date, const std::vector< Real > &mktFactors) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></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_default_latent_model.html#a1b5c6708a14f029c027a2ce8586ce9d7">condProbProduct</a>(Real invCumYProb1, Real invCumYProb2, Size iName1, Size iName2, const std::vector< Real > &mktFactors) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>copula</b>() const (defined in <a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>copula_</b> (defined in <a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></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>copulaType</b> typedef (defined in <a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></a></td><td class="entry"></td></tr>
<tr><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< copulaPolicy ></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#ac42e8a3a9fe28bd7cbb0144e1fde4e98">cumulativeZ</a>(Real z) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></a></td><td class="entry"></td></tr>
<tr><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 class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#a8ae6f7a617ee77e605f36fb250fe985b">defaultCorrelation</a>(const Date &d, Size iNamei, Size iNamej) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></a></td><td class="entry"></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html#a019be29faf648e301108d06cc4ddfac9">DefaultLatentModel</a>(const std::vector< std::vector< Real > > &factorWeights, LatentModelIntegrationType::LatentModelIntegrationType integralType, const initTraits &ini=initTraits())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>DefaultLatentModel</b>(const Handle< Quote > &mktCorrel, Size nVariables, LatentModelIntegrationType::LatentModelIntegrationType integralType, const initTraits &ini=initTraits()) (defined in <a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></a></td><td class="entry"></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html#a7a6a9e92d606e0b463736794cc2415b8">density</a>(const std::vector< Real > &m) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></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#a4b308a15a8f13a308117e55209d99fcd">factorWeights</a>() const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></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< copulaPolicy ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></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< copulaPolicy ></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< copulaPolicy ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></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< Real(const std::vector< Real > &v1)> &f) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></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< Disposable< std::vector< Real > >(const std::vector< Real > &v1)> &f) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></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< copulaPolicy ></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< copulaPolicy ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></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< copulaPolicy ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></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< copulaPolicy ></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< copulaPolicy ></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< copulaPolicy ></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< std::vector< Real > > &factorsWeights, const typename copulaType::initTraits &ini=copulaType::initTraits())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></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< Real > &factorsWeight, const typename copulaType::initTraits &ini=copulaType::initTraits())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></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 &ini=copulaType::initTraits())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></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< Quote > &singleFactorCorrel, Size nVariables, const typename copulaType::initTraits &ini=copulaType::initTraits())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></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< copulaPolicy ></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< Real > &allFactors, Size iVar) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></a></td><td class="entry"></td></tr>
<tr><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< copulaPolicy ></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_observable.html#a397546715bfc5aedd1d16dd202a19d4c">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< copulaPolicy ></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< copulaPolicy ></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< copulaPolicy ></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 &) (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 &) (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 &) (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 &)</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_default_latent_model.html#aea4623559adf69f35c874f9f6ae3e7d6">probAtLeastNEvents</a>(Size n, const Date &date) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></a></td><td class="entry"></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 &d) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>registerWith</b>(const ext::shared_ptr< Observable > &) (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_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a>(const ext::shared_ptr< Observer > &)</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>resetBasket</b>(const ext::shared_ptr< Basket > &basket) const (defined in <a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel< copulaPolicy ></a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><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" class="even"><td class="entry"><b>size</b>() const (defined in <a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel< copulaPolicy ></a></td><td class="entry"></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>unregisterWith</b>(const ext::shared_ptr< Observable > &) (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>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><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< copulaPolicy ></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>~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"><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>
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