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Fully annotated reference manual - version 1.8.12
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CrCirData Member List

This is the complete list of members for CrCirData, including all inherited members.

CalibrationStrategy enum nameCrCirData
calibrationStrategy()CrCirData
calibrationStrategy_CrCirDataprivate
calibrationType()CrCirData
calibrationType_CrCirDataprivate
CrCirData()CrCirData
CrCirData(std::string name, std::string currency, CalibrationType calibrationType, CalibrationStrategy calibrationStrategy, Real startValue, Real reversionValue, Real longTermValue, Real volatility, bool relaxedFeller, Real fellerFactor, Real tolerance, std::vector< std::string > optionExpiries=std::vector< std::string >(), std::vector< std::string > optionTerms=std::vector< std::string >(), std::vector< std::string > optionStrikes=std::vector< std::string >())CrCirData
currency()CrCirData
currency_CrCirDataprivate
fellerFactor()CrCirData
fellerFactor_CrCirDataprivate
fromFile(const std::string &filename)XMLSerializable
fromXML(XMLNode *node) overrideCrCirDatavirtual
fromXMLString(const std::string &xml)XMLSerializable
longTermValue()CrCirData
longTermValue_CrCirDataprivate
name()CrCirData
name_CrCirDataprivate
operator!=(const CrCirData &rhs)CrCirData
operator==(const CrCirData &rhs)CrCirData
optionExpiries()CrCirData
optionExpiries_CrCirDataprivate
optionStrikes()CrCirData
optionStrikes_CrCirDataprivate
optionTerms()CrCirData
optionTerms_CrCirDataprivate
relaxedFeller()CrCirData
relaxedFeller_CrCirDataprivate
reversionValue()CrCirData
reversionValue_CrCirDataprivate
startValue()CrCirData
startValue_CrCirDataprivate
toFile(const std::string &filename) constXMLSerializable
tolerance()CrCirData
tolerance_CrCirDataprivate
toXML(XMLDocument &doc) const overrideCrCirDatavirtual
toXMLString() constXMLSerializable
volatility()CrCirData
volatility_CrCirDataprivate
~XMLSerializable()XMLSerializablevirtual