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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_gsr.html">Gsr</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<p>One factor gsr model, formulation is in forward measure.
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<p><code>#include <ql/models/shortrate/onefactormodels/gsr.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for Gsr:</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>
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 </td><td class="memItemRight" valign="bottom"><b>Gsr</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &termStructure, const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &volstepdates, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &volatilities, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> reversion, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> T=60.0)</td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>Gsr</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &termStructure, const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &volstepdates, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &volatilities, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &reversions, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> T=60.0)</td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>Gsr</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &termStructure, const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &volstepdates, const std::vector< <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> > > &volatilities, 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> > &reversion, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> T=60.0)</td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>Gsr</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &termStructure, const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &volstepdates, const std::vector< <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> > > &volatilities, const std::vector< <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> > > &reversions, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> T=60.0)</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>numeraireTime</b> () const</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>numeraireTime</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> T)</td></tr>
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const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>reversion</b> () const</td></tr>
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const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>volatility</b> () const</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< std::vector< bool > > </td><td class="memItemRight" valign="bottom"><b>FixedReversions</b> ()</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< std::vector< bool > > </td><td class="memItemRight" valign="bottom"><b>FixedVolatilities</b> ()</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< std::vector< bool > > </td><td class="memItemRight" valign="bottom"><b>MoveVolatility</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< std::vector< bool > > </td><td class="memItemRight" valign="bottom"><b>MoveReversion</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>calibrateVolatilitiesIterative</b> (const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_black_calibration_helper.html">BlackCalibrationHelper</a> > > &helpers, <a class="el" href="class_quant_lib_1_1_optimization_method.html">OptimizationMethod</a> &method, const <a class="el" href="class_quant_lib_1_1_end_criteria.html">EndCriteria</a> &<a class="el" href="class_quant_lib_1_1_calibrated_model.html#a689f17edf70f02c42a061798e1344cc6">endCriteria</a>, const <a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a> &constraint=<a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a>(), const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &weights=std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >())</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>calibrateReversionsIterative</b> (const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_black_calibration_helper.html">BlackCalibrationHelper</a> > > &helpers, <a class="el" href="class_quant_lib_1_1_optimization_method.html">OptimizationMethod</a> &method, const <a class="el" href="class_quant_lib_1_1_end_criteria.html">EndCriteria</a> &<a class="el" href="class_quant_lib_1_1_calibrated_model.html#a689f17edf70f02c42a061798e1344cc6">endCriteria</a>, const <a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a> &constraint=<a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a>(), const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &weights=std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >())</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_gaussian1d_model"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_gaussian1d_model')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_gaussian1d_model.html">Gaussian1dModel</a></td></tr>
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ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a> > </td><td class="memItemRight" valign="bottom"><b>stateProcess</b> () const</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>numeraire</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y=0.0, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &yts=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> >()) const</td></tr>
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<tr class="memitem:a9dee615ddc77f2b0a8e99c200ba9f179 inherit pub_methods_class_quant_lib_1_1_gaussian1d_model"><td class="memItemLeft" align="right" valign="top"><a id="a9dee615ddc77f2b0a8e99c200ba9f179"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>zerobond</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> T, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t=0.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y=0.0, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &yts=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> >()) const</td></tr>
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<tr class="memitem:ac4d5ea453b5840f85e2755d403487a7b inherit pub_methods_class_quant_lib_1_1_gaussian1d_model"><td class="memItemLeft" align="right" valign="top"><a id="ac4d5ea453b5840f85e2755d403487a7b"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>numeraire</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y=0.0, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &yts=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> >()) const</td></tr>
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<tr class="memitem:ae719cf1bde09d0db6de943d0f8abde2c inherit pub_methods_class_quant_lib_1_1_gaussian1d_model"><td class="memItemLeft" align="right" valign="top"><a id="ae719cf1bde09d0db6de943d0f8abde2c"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>zerobond</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &maturity, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y=0.0, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &yts=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> >()) const</td></tr>
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<tr class="memitem:ac87a8ea97dfd0ee469aad42a0fa81109 inherit pub_methods_class_quant_lib_1_1_gaussian1d_model"><td class="memItemLeft" align="right" valign="top"><a id="ac87a8ea97dfd0ee469aad42a0fa81109"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>zerobondOption</b> (const Option::Type &type, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &expiry, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &valueDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &maturity, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y=0.0, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &yts=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> >(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> yStdDevs=7.0, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> yGridPoints=64, bool extrapolatePayoff=true, bool flatPayoffExtrapolation=false) const</td></tr>
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<tr class="memitem:a825c8787212b3e2321a8ac0dc66f7543 inherit pub_methods_class_quant_lib_1_1_gaussian1d_model"><td class="memItemLeft" align="right" valign="top"><a id="a825c8787212b3e2321a8ac0dc66f7543"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>forwardRate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixing, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y=0.0, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > &iborIdx=ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> >()) const</td></tr>
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<tr class="memitem:a7dd9064bd49b67ff24a0fb7ae67ecfd8 inherit pub_methods_class_quant_lib_1_1_gaussian1d_model"><td class="memItemLeft" align="right" valign="top"><a id="a7dd9064bd49b67ff24a0fb7ae67ecfd8"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>swapRate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixing, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &tenor, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y=0.0, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > &swapIdx=ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> >()) const</td></tr>
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<tr class="memitem:ae5d31443b2c2c3e789d69a8d2f01f6d0 inherit pub_methods_class_quant_lib_1_1_gaussian1d_model"><td class="memItemLeft" align="right" valign="top"><a id="ae5d31443b2c2c3e789d69a8d2f01f6d0"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>swapAnnuity</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixing, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &tenor, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y=0.0, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > &swapIdx=ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> >()) const</td></tr>
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<tr class="memitem:ad39fc4725dc4412c478a09cd33c66c0d inherit pub_methods_class_quant_lib_1_1_gaussian1d_model"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian1d_model.html#ad39fc4725dc4412c478a09cd33c66c0d">yGrid</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> yStdDevs, int gridPoints, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> T=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> t=0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y=0) const</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_term_structure_consistent_model"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_term_structure_consistent_model')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_term_structure_consistent_model.html">TermStructureConsistentModel</a></td></tr>
<tr class="memitem:abc88328a9ce3013c5c8689ee87a0205c inherit pub_methods_class_quant_lib_1_1_term_structure_consistent_model"><td class="memItemLeft" align="right" valign="top"><a id="abc88328a9ce3013c5c8689ee87a0205c"></a>
 </td><td class="memItemRight" valign="bottom"><b>TermStructureConsistentModel</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &termStructure)</td></tr>
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<tr class="memitem:a8a05762901cb5fa1d585c21609d460f5 inherit pub_methods_class_quant_lib_1_1_term_structure_consistent_model"><td class="memItemLeft" align="right" valign="top"><a id="a8a05762901cb5fa1d585c21609d460f5"></a>
const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > & </td><td class="memItemRight" valign="bottom"><b>termStructure</b> () const</td></tr>
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<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>
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<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>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
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<tr class="memitem:a467a786be42a2165aa15a26709674547 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a467a786be42a2165aa15a26709674547">recalculate</a> ()</td></tr>
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<tr class="memitem:abd8698b462ce90fe56b15ce7a0192d3e inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#abd8698b462ce90fe56b15ce7a0192d3e">freeze</a> ()</td></tr>
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<tr class="memitem:a26c02da24a82bc72024a8e8d48af0fca inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a26c02da24a82bc72024a8e8d48af0fca">unfreeze</a> ()</td></tr>
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<tr class="memitem:a2ee394ca135f85485023ce3dc037149c inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a2ee394ca135f85485023ce3dc037149c">alwaysForwardNotifications</a> ()</td></tr>
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<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>
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<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>
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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>
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<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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<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>
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void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
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<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>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_calibrated_model"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_calibrated_model')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td></tr>
<tr class="memitem:ab43067bd779206b1a734151bd62e9c5f inherit pub_methods_class_quant_lib_1_1_calibrated_model"><td class="memItemLeft" align="right" valign="top"><a id="ab43067bd779206b1a734151bd62e9c5f"></a>
 </td><td class="memItemRight" valign="bottom"><b>CalibratedModel</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> nArguments)</td></tr>
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<tr class="memitem:a2c63b37e0303ef53a2b4aabdf30f6616 inherit pub_methods_class_quant_lib_1_1_calibrated_model"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calibrated_model.html#a2c63b37e0303ef53a2b4aabdf30f6616">calibrate</a> (const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_calibration_helper.html">CalibrationHelper</a> > > &, <a class="el" href="class_quant_lib_1_1_optimization_method.html">OptimizationMethod</a> &method, const <a class="el" href="class_quant_lib_1_1_end_criteria.html">EndCriteria</a> &<a class="el" href="class_quant_lib_1_1_calibrated_model.html#a689f17edf70f02c42a061798e1344cc6">endCriteria</a>, const <a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a> &constraint=<a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a>(), const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &weights=std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >(), const std::vector< bool > &fixParameters=std::vector< bool >())</td></tr>
<tr class="memdesc:a2c63b37e0303ef53a2b4aabdf30f6616 inherit pub_methods_class_quant_lib_1_1_calibrated_model"><td class="mdescLeft"> </td><td class="mdescRight">Calibrate to a set of market instruments (usually caps/swaptions) <a href="class_quant_lib_1_1_calibrated_model.html#a2c63b37e0303ef53a2b4aabdf30f6616">More...</a><br /></td></tr>
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<tr class="memitem:ac664da62fe7dddfe57529764aaca5187 inherit pub_methods_class_quant_lib_1_1_calibrated_model"><td class="memItemLeft" align="right" valign="top">virtual QL_DEPRECATED void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calibrated_model.html#ac664da62fe7dddfe57529764aaca5187">calibrate</a> (const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_black_calibration_helper.html">BlackCalibrationHelper</a> > > &, <a class="el" href="class_quant_lib_1_1_optimization_method.html">OptimizationMethod</a> &method, const <a class="el" href="class_quant_lib_1_1_end_criteria.html">EndCriteria</a> &<a class="el" href="class_quant_lib_1_1_calibrated_model.html#a689f17edf70f02c42a061798e1344cc6">endCriteria</a>, const <a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a> &constraint=<a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a>(), const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &weights=std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >(), const std::vector< bool > &fixParameters=std::vector< bool >())</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>value</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &<a class="el" href="class_quant_lib_1_1_calibrated_model.html#ac8c77215168957e035ff1f8eba542910">params</a>, const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_calibration_helper.html">CalibrationHelper</a> > > &)</td></tr>
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<tr class="memitem:ab6af309e095da49d254389268b488373 inherit pub_methods_class_quant_lib_1_1_calibrated_model"><td class="memItemLeft" align="right" valign="top">QL_DEPRECATED <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_calibrated_model.html#ab6af309e095da49d254389268b488373">value</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &<a class="el" href="class_quant_lib_1_1_calibrated_model.html#ac8c77215168957e035ff1f8eba542910">params</a>, const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_black_calibration_helper.html">BlackCalibrationHelper</a> > > &)</td></tr>
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const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a> > & </td><td class="memItemRight" valign="bottom"><b>constraint</b> () const</td></tr>
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<tr class="memitem:a689f17edf70f02c42a061798e1344cc6 inherit pub_methods_class_quant_lib_1_1_calibrated_model"><td class="memItemLeft" align="right" valign="top"><a id="a689f17edf70f02c42a061798e1344cc6"></a>
EndCriteria::Type </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calibrated_model.html#a689f17edf70f02c42a061798e1344cc6">endCriteria</a> () const</td></tr>
<tr class="memdesc:a689f17edf70f02c42a061798e1344cc6 inherit pub_methods_class_quant_lib_1_1_calibrated_model"><td class="mdescLeft"> </td><td class="mdescRight">Returns end criteria result. <br /></td></tr>
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const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calibrated_model.html#aacc31e5f4aa4d15a3f33fd81b916897a">problemValues</a> () const</td></tr>
<tr class="memdesc:aacc31e5f4aa4d15a3f33fd81b916897a inherit pub_methods_class_quant_lib_1_1_calibrated_model"><td class="mdescLeft"> </td><td class="mdescRight">Returns the problem values. <br /></td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calibrated_model.html#ac8c77215168957e035ff1f8eba542910">params</a> () const</td></tr>
<tr class="memdesc:ac8c77215168957e035ff1f8eba542910 inherit pub_methods_class_quant_lib_1_1_calibrated_model"><td class="mdescLeft"> </td><td class="mdescRight">Returns array of arguments on which calibration is done. <br /></td></tr>
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virtual void </td><td class="memItemRight" valign="bottom"><b>setParams</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &<a class="el" href="class_quant_lib_1_1_calibrated_model.html#ac8c77215168957e035ff1f8eba542910">params</a>)</td></tr>
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<tr class="memitem:a82ee0985ecccbdc973ccd4ac78d82497 inherit pub_methods_class_quant_lib_1_1_calibrated_model"><td class="memItemLeft" align="right" valign="top"><a id="a82ee0985ecccbdc973ccd4ac78d82497"></a>
<a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><b>functionEvaluation</b> () const</td></tr>
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr class="memitem:a47d8f44cd2434e0f176ee2027ff88316"><td class="memItemLeft" align="right" valign="top"><a id="a47d8f44cd2434e0f176ee2027ff88316"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>numeraireImpl</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &yts) const</td></tr>
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<tr class="memitem:ab5a0387dc995191fa1f1c77709172c99"><td class="memItemLeft" align="right" valign="top"><a id="ab5a0387dc995191fa1f1c77709172c99"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>zerobondImpl</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> T, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &yts) const</td></tr>
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<tr class="memitem:a4d8a7e8e132cf1dd8d1d9eac02f2bfae"><td class="memItemLeft" align="right" valign="top"><a id="a4d8a7e8e132cf1dd8d1d9eac02f2bfae"></a>
void </td><td class="memItemRight" valign="bottom"><b>generateArguments</b> ()</td></tr>
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<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gsr.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
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<tr class="memitem:a33f04fb3ac37abe7c9c6032cff611745"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gsr.html#a33f04fb3ac37abe7c9c6032cff611745">performCalculations</a> () const</td></tr>
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<tr class="inherit_header pro_methods_class_quant_lib_1_1_gaussian1d_model"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_gaussian1d_model')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_gaussian1d_model.html">Gaussian1dModel</a></td></tr>
<tr class="memitem:aeff8d9741be68c9195eacfde4a15ef68 inherit pro_methods_class_quant_lib_1_1_gaussian1d_model"><td class="memItemLeft" align="right" valign="top"><a id="aeff8d9741be68c9195eacfde4a15ef68"></a>
 </td><td class="memItemRight" valign="bottom"><b>Gaussian1dModel</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &yieldTermStructure)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>generateArguments</b> ()</td></tr>
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ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_vanilla_swap.html">VanillaSwap</a> > </td><td class="memItemRight" valign="bottom"><b>underlyingSwap</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > &index, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &expiry, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &tenor) const</td></tr>
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<tr class="inherit_header pro_methods_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr class="memitem:a082ff96da379d5e17436372ccb3c0972 inherit pro_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a082ff96da379d5e17436372ccb3c0972">calculate</a> () const</td></tr>
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</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_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>
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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 pub_static_methods_class_quant_lib_1_1_gaussian1d_model"><td colspan="2" onclick="javascript:toggleInherit('pub_static_methods_class_quant_lib_1_1_gaussian1d_model')"><img src="closed.png" alt="-"/> Static Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_gaussian1d_model.html">Gaussian1dModel</a></td></tr>
<tr class="memitem:a596fdf372b452b22766abf34329a3bf8 inherit pub_static_methods_class_quant_lib_1_1_gaussian1d_model"><td class="memItemLeft" align="right" valign="top">static <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_gaussian1d_model.html#a596fdf372b452b22766abf34329a3bf8">gaussianPolynomialIntegral</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> b, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> c, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> d, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> e, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x1)</td></tr>
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<tr class="memitem:a1f894bcf23828c9eb2bd871c2be0df97 inherit pub_static_methods_class_quant_lib_1_1_gaussian1d_model"><td class="memItemLeft" align="right" valign="top">static <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_gaussian1d_model.html#a1f894bcf23828c9eb2bd871c2be0df97">gaussianShiftedPolynomialIntegral</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> b, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> c, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> d, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> e, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> h, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x1)</td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_gaussian1d_model"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_gaussian1d_model')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_gaussian1d_model.html">Gaussian1dModel</a></td></tr>
<tr class="memitem:af384edf73f0851b7b8928249957fabc4 inherit pro_attribs_class_quant_lib_1_1_gaussian1d_model"><td class="memItemLeft" align="right" valign="top"><a id="af384edf73f0851b7b8928249957fabc4"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a> > </td><td class="memItemRight" valign="bottom"><b>stateProcess_</b></td></tr>
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<tr class="memitem:aab7be0a2ef3486101fe70ac7ba229d17 inherit pro_attribs_class_quant_lib_1_1_gaussian1d_model"><td class="memItemLeft" align="right" valign="top"><a id="aab7be0a2ef3486101fe70ac7ba229d17"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>evaluationDate_</b></td></tr>
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<tr class="memitem:a8f231257ba45f5e8bff505c57007dbc7 inherit pro_attribs_class_quant_lib_1_1_gaussian1d_model"><td class="memItemLeft" align="right" valign="top"><a id="a8f231257ba45f5e8bff505c57007dbc7"></a>
bool </td><td class="memItemRight" valign="bottom"><b>enforcesTodaysHistoricFixings_</b></td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr class="memitem:abcf8c3b096b3eea8688019abe7180471 inherit pro_attribs_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top"><a id="abcf8c3b096b3eea8688019abe7180471"></a>
bool </td><td class="memItemRight" valign="bottom"><b>calculated_</b></td></tr>
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<tr class="memitem:a72e3e9b2ee0ed5ab8aa688b9422d8138 inherit pro_attribs_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top"><a id="a72e3e9b2ee0ed5ab8aa688b9422d8138"></a>
bool </td><td class="memItemRight" valign="bottom"><b>frozen_</b></td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>alwaysForward_</b></td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_calibrated_model"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_calibrated_model')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td></tr>
<tr class="memitem:a8d6cb3b36a2e282c440aad042035196a inherit pro_attribs_class_quant_lib_1_1_calibrated_model"><td class="memItemLeft" align="right" valign="top"><a id="a8d6cb3b36a2e282c440aad042035196a"></a>
std::vector< <a class="el" href="class_quant_lib_1_1_parameter.html">Parameter</a> > </td><td class="memItemRight" valign="bottom"><b>arguments_</b></td></tr>
<tr class="separator:a8d6cb3b36a2e282c440aad042035196a inherit pro_attribs_class_quant_lib_1_1_calibrated_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a885de9b9a245ad01bbf33f95d0d111da inherit pro_attribs_class_quant_lib_1_1_calibrated_model"><td class="memItemLeft" align="right" valign="top"><a id="a885de9b9a245ad01bbf33f95d0d111da"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a> > </td><td class="memItemRight" valign="bottom"><b>constraint_</b></td></tr>
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<tr class="memitem:a8705485af58de6eb300e980a627a0be0 inherit pro_attribs_class_quant_lib_1_1_calibrated_model"><td class="memItemLeft" align="right" valign="top"><a id="a8705485af58de6eb300e980a627a0be0"></a>
EndCriteria::Type </td><td class="memItemRight" valign="bottom"><b>shortRateEndCriteria_</b></td></tr>
<tr class="separator:a8705485af58de6eb300e980a627a0be0 inherit pro_attribs_class_quant_lib_1_1_calibrated_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:acfa9b07b88a697ce6387b8a735195e2b inherit pro_attribs_class_quant_lib_1_1_calibrated_model"><td class="memItemLeft" align="right" valign="top"><a id="acfa9b07b88a697ce6387b8a735195e2b"></a>
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>problemValues_</b></td></tr>
<tr class="separator:acfa9b07b88a697ce6387b8a735195e2b inherit pro_attribs_class_quant_lib_1_1_calibrated_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a733c93ead43e5991f400c80708e828f7 inherit pro_attribs_class_quant_lib_1_1_calibrated_model"><td class="memItemLeft" align="right" valign="top"><a id="a733c93ead43e5991f400c80708e828f7"></a>
<a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><b>functionEvaluation_</b></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>One factor gsr model, formulation is in forward measure. </p>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="ac5c54df7ed3b930268c8d7752c101725"></a>
<h2 class="memtitle"><span class="permalink"><a href="#ac5c54df7ed3b930268c8d7752c101725">◆ </a></span>update()</h2>
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<td class="memname">void update </td>
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<td class="paramname"></td><td>)</td>
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<p>This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_calibrated_model.html#ac5c54df7ed3b930268c8d7752c101725">CalibratedModel</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a33f04fb3ac37abe7c9c6032cff611745">◆ </a></span>performCalculations()</h2>
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<td class="memname">void performCalculations </td>
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<td> const</td>
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<p>This method must implement any calculations which must be (re)done in order to calculate the desired results. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_gaussian1d_model.html#a33f04fb3ac37abe7c9c6032cff611745">Gaussian1dModel</a>.</p>
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