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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_random_default_l_m.html">RandomDefaultLM</a></li> </ul>
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<div class="title">RandomDefaultLM< copulaPolicy, USNG > Class Template Reference</div> </div>
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<p><code>#include <ql/experimental/credit/randomdefaultlatentmodel.hpp></code></p>
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Public Member Functions</h2></td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>RandomDefaultLM</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel</a>< copulaPolicy > > &model, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &recoveries=std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >(), <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> nSims=0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.e-6, <a class="el" href="namespace_quant_lib.html#ae3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> seed=2863311530UL)</td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>RandomDefaultLM</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel</a>< copulaPolicy > > &model, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> nSims=0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.e-6, <a class="el" href="namespace_quant_lib.html#ae3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> seed=2863311530UL)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>nextSample</b> (const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &values) const</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>initDates</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>getEventRecovery</b> (const <a class="el" href="struct_quant_lib_1_1sim_event.html">defaultSimEvent</a> &evt) const</td></tr>
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<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> &, <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> &) const</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>latentVarValue</b> (const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &factorsSample, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> iVar) const</td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>basketSize</b> () const</td></tr>
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class </td><td class="memItemRight" valign="bottom"><b>RandomLM< ::QuantLib::RandomDefaultLM, copulaPolicy, USNG ></b></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><h3>template<class copulaPolicy, class USNG = SobolRsg><br />
class QuantLib::RandomDefaultLM< copulaPolicy, USNG ></h3>
<p>Random default with deterministic recovery event type.</p><dl class="section user"><dt></dt><dd>Stores sims results in a bitfield buffer for lean memory storage. Although strictly speaking this is not guaranteed by the compiler it amounts to reducing the memory storage by half. Some computations, like conditional statistics, precise that all sims results be available.</dd></dl>
<p>Default only latent model simulation with trivially fixed recovery amounts. </p>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_basket_losses_8cpp-example.html#_a12">BasketLosses.cpp</a>, and <a class="el" href="_latent_model_8cpp-example.html#_a13">LatentModel.cpp</a>.</dd>
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