Fully annotated reference manual - version 1.8.12
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ScenarioGeneratorData
ScenarioGeneratorData Member List
This is the complete list of members for
ScenarioGeneratorData
, including all inherited members.
clear
()
ScenarioGeneratorData
closeOutDateGrid
() const
ScenarioGeneratorData
closeOutDateGrid_
ScenarioGeneratorData
private
closeOutLag
() const
ScenarioGeneratorData
closeOutLag
()
ScenarioGeneratorData
closeOutLag_
ScenarioGeneratorData
private
directionIntegers
() const
ScenarioGeneratorData
directionIntegers
()
ScenarioGeneratorData
directionIntegers_
ScenarioGeneratorData
private
fromFile
(const std::string &filename)
XMLSerializable
fromXML
(XMLNode *node) override
ScenarioGeneratorData
virtual
fromXMLString
(const std::string &xml)
XMLSerializable
getGrid
() const
ScenarioGeneratorData
grid_
ScenarioGeneratorData
private
gridString_
ScenarioGeneratorData
private
mporCashFlowMode_
ScenarioGeneratorData
private
ordering
() const
ScenarioGeneratorData
ordering
()
ScenarioGeneratorData
ordering_
ScenarioGeneratorData
private
samples
() const
ScenarioGeneratorData
samples
()
ScenarioGeneratorData
samples_
ScenarioGeneratorData
private
ScenarioGeneratorData
()
ScenarioGeneratorData
ScenarioGeneratorData
(QuantLib::ext::shared_ptr< DateGrid > dateGrid, SequenceType sequenceType, long seed, Size samples, SobolBrownianGenerator::Ordering ordering=SobolBrownianGenerator::Steps, SobolRsg::DirectionIntegers directionIntegers=SobolRsg::JoeKuoD7, bool withCloseOutLag=false, bool withMporStickyDate=false)
ScenarioGeneratorData
seed
() const
ScenarioGeneratorData
seed
()
ScenarioGeneratorData
seed_
ScenarioGeneratorData
private
sequenceType
() const
ScenarioGeneratorData
sequenceType
()
ScenarioGeneratorData
sequenceType_
ScenarioGeneratorData
private
setGrid
(QuantLib::ext::shared_ptr< DateGrid > grid)
ScenarioGeneratorData
toFile
(const std::string &filename) const
XMLSerializable
toXML
(XMLDocument &doc) const override
ScenarioGeneratorData
virtual
toXMLString
() const
XMLSerializable
withCloseOutLag
() const
ScenarioGeneratorData
withCloseOutLag
()
ScenarioGeneratorData
withCloseOutLag_
ScenarioGeneratorData
private
withMporStickyDate
() const
ScenarioGeneratorData
withMporStickyDate
()
ScenarioGeneratorData
withMporStickyDate_
ScenarioGeneratorData
private
~XMLSerializable
()
XMLSerializable
virtual
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