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<div id="projectname"><a href="http://quantlib.org">
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<div id="projectbrief">A free/open-source library for quantitative finance</div>
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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_saddle_point_loss_model.html">SaddlePointLossModel</a></li> </ul>
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<div class="title">SaddlePointLossModel< CP > 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_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>, including all inherited members.</p>
<table class="directory">
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>attachRatio_</b> (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">mutable</span><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>basket_</b> (defined in <a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">mutable</span><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>conditionalExpectedLoss</b>(const std::vector< Real > &invUncondProbs, const std::vector< Real > &mktFactor) const (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>conditionalExpectedTrancheLoss</b>(const std::vector< Real > &invUncondProbs, const std::vector< Real > &mktFactor) const (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>copula_</b> (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></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_saddle_point_loss_model.html#ab0340cca6698f5fd0a6fb28bbd5fc3a7">CumGen0234DerivCond</a>(const std::vector< Real > &invUncondProbs, Real saddle, const std::vector< Real > &mktFactor) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html#a50b4f49eb83acc7821de71337203f16d">CumGen02DerivCond</a>(const std::vector< Real > &invUncondProbs, Real saddle, const std::vector< Real > &mktFactor) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>CumGen1stDerivative</b>(const Date &date, Real s) const (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html#a73a5f86f586e8b25733a6ce108fc9e77">CumGen1stDerivativeCond</a>(const std::vector< Real > &invUncondProbs, Real saddle, const std::vector< Real > &mktFactor) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>CumGen2ndDerivative</b>(const Date &date, Real s) const (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html#aa5759740f263e04cb8660a7508319788">CumGen2ndDerivativeCond</a>(const std::vector< Real > &invUncondProbs, Real saddle, const std::vector< Real > &mktFactor) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>CumGen3rdDerivative</b>(const Date &date, Real s) const (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>CumGen3rdDerivativeCond</b>(const std::vector< Real > &invUncondProbs, Real saddle, const std::vector< Real > &mktFactor) const (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>CumGen4thDerivative</b>(const Date &date, Real s) const (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>CumGen4thDerivativeCond</b>(const std::vector< Real > &invUncondProbs, Real saddle, const std::vector< Real > &mktFactor) const (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></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_saddle_point_loss_model.html#a1377db61b21e01dafb78302f3a26041c">CumulantGenerating</a>(const Date &date, Real s) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html#a696f019b724269166341f705e8fdbf78">CumulantGeneratingCond</a>(const std::vector< Real > &invUncondProbs, Real lossFraction, const std::vector< Real > &mktFactor) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></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_loss_model.html#a0bdf74219aced9c21262e8b0c0dbe306">defaultCorrelation</a>(const Date &d, Size iName, Size jName) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>DefaultLossModel</b>() (defined in <a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#abe2bdfc1ec60b66231f6f548ce090206">densityTrancheLoss</a>(const Date &d, Real lossFraction) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>detachRatio_</b> (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></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_loss_model.html#a9a424b4c46a2d345a8b92184ac7ebbf3">expectedRecovery</a>(const Date &, Size iName, const DefaultProbKey &) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html#a3816674d1f77c9624ba5bce38fe40724">expectedShortfall</a>(const Date &d, Probability percentile) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>expectedShortfallFullPortfolioCond</b>(const std::vector< Real > &invUncondProbs, Real lossPerc, const std::vector< Real > &mktFactor) const (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>expectedShortfallSplitCond</b>(const std::vector< Real > &invUncondProbs, Real lossPerc, const std::vector< Real > &mktFactor) const (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>expectedShortfallTrancheCond</b>(const std::vector< Real > &invUncondProbs, Real lossPerc, Probability percentile, const std::vector< Real > &mktFactor) const (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>expectedTrancheLoss</b>(const Date &d) const (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html#ab836c8d23438122bc39bce1c490a8a79">findSaddle</a>(const std::vector< Real > &invUncondProbs, Real lossLevel, const std::vector< Real > &mktFactor, Real accuracy=1.0e-3, Natural maxEvaluations=50) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html#a804a9068867da64ee5a7080aeb3a9294">lossDistribution</a>(const Date &d) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_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 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 class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">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><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html#ac8c7093f4169d244a3f33c0ac586ba3a">percentile</a>(const Date &d, Probability percentile) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></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_loss_model.html#adc0cf14e9e70a964322a127b4916ea7f">probAtLeastNEvents</a>(Size n, const Date &d) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>probDensity</b>(const Date &d, Real loss) const (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html#a30c08a12f9ee0dfefca9ae8b44bdbbe8">probDensityCond</a>(const std::vector< Real > &invUncondProbs, Real loss, const std::vector< Real > &mktFactor) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></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_saddle_point_loss_model.html#a5c444f086773dc17a43194ee67b94dbe">probOverLoss</a>(const Date &d, Real trancheLossFract) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></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_saddle_point_loss_model.html#a3e5da7b41318f67555b8335c3c9cd51d">probOverLossCond</a>(const std::vector< Real > &invUncondProbs, Real trancheLossFract, const std::vector< Real > &mktFactor) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></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_saddle_point_loss_model.html#a918c4c66a0dd3d5e1b896e4dac1ac6dd">probOverLossPortfCond</a>(const std::vector< Real > &invUncondProbs, Real loss, const std::vector< Real > &mktFactor) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>probOverLossPortfCond1stOrder</b>(const std::vector< Real > &invUncondProbs, Real loss, const std::vector< Real > &mktFactor) const (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>probOverPortfLoss</b>(const Date &d, Real loss) const (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html#a5654a8f873835331fd216c9102ff24de">probsBeingNthEvent</a>(Size n, const Date &d) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>remainingNotional_</b> (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></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>remainingNotionals_</b> (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">mutable</span><span class="mlabel">protected</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>remainingSize_</b> (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></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_saddle_point_loss_model.html#ac02f79fbb2f12fe064a2531709e3a113">resetModel</a>()</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>SaddlePointLossModel</b>(const ext::shared_ptr< ConstantLossLatentmodel< CP > > &m) (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></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_default_loss_model.html#a4bc8439ac6ee1b586c13b155aec854ca">splitESFLevel</a>(const Date &d, Real loss) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td><td class="entry"><span class="mlabel">protected</span><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>splitLossCond</b>(const std::vector< Real > &invUncondProbs, Real loss, std::vector< Real > mktFactor) const (defined in <a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">protected</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html#a394af123c9f532c75eeadf845bbe9797">splitVaRLevel</a>(const Date &date, Real loss) const</td><td class="entry"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel< CP ></a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>~Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td class="entry"><span class="mlabel">virtual</span></td></tr>
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