Fully annotated reference manual - version 1.8.12
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This is the complete list of members for CrLgmData, including all inherited members.
| aParamType() | LgmData | |
| aTimes() | LgmData | |
| aTimes_ | LgmData | private |
| aType_ | LgmData | private |
| aValues() | LgmData | |
| aValues_ | LgmData | private |
| calibrateA() | LgmData | |
| calibrateA_ | LgmData | private |
| calibrateH() | LgmData | |
| calibrateH_ | LgmData | private |
| calibrationType() | IrModelData | |
| calibrationType_ | IrModelData | protected |
| ccy() const | IrModelData | virtual |
| clear() override | CrLgmData | virtual |
| CrLgmData() | CrLgmData | |
| CrLgmData(std::string name, CalibrationType calibrationType, ReversionType revType, VolatilityType volType, bool calibrateH, ParamType hType, std::vector< Time > hTimes, std::vector< Real > hValues, bool calibrateA, ParamType aType, std::vector< Time > aTimes, std::vector< Real > aValues, Real shiftHorizon=0.0, Real scaling=1.0, 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 >()) | CrLgmData | |
| floatSpreadMapping() | LgmData | |
| floatSpreadMapping_ | LgmData | private |
| fromFile(const std::string &filename) | XMLSerializable | |
| fromXML(XMLNode *node) override | CrLgmData | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| hParamType() | LgmData | |
| hTimes() | LgmData | |
| hTimes_ | LgmData | private |
| hType_ | LgmData | private |
| hValues() | LgmData | |
| hValues_ | LgmData | private |
| IrModelData(const std::string &name) | IrModelData | |
| IrModelData(const std::string &name, const std::string &qualifier, CalibrationType calibrationType) | IrModelData | |
| LgmData() | LgmData | |
| LgmData(std::string qualifier, CalibrationType calibrationType, ReversionType revType, VolatilityType volType, bool calibrateH, ParamType hType, std::vector< Time > hTimes, std::vector< Real > hValues, bool calibrateA, ParamType aType, std::vector< Time > aTimes, std::vector< Real > aValues, Real shiftHorizon=0.0, Real scaling=1.0, 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 >(), const QuantExt::AnalyticLgmSwaptionEngine::FloatSpreadMapping inputFloatSpreadMapping=QuantExt::AnalyticLgmSwaptionEngine::proRata) | LgmData | |
| name() | CrLgmData | |
| name_ | CrLgmData | private |
| operator!=(const LgmData &rhs) | LgmData | |
| operator==(const LgmData &rhs) | LgmData | |
| optionExpiries() const | LgmData | |
| optionExpiries_ | LgmData | mutableprivate |
| optionStrikes() const | LgmData | |
| optionStrikes_ | LgmData | mutableprivate |
| optionTerms() const | LgmData | |
| optionTerms_ | LgmData | mutableprivate |
| qualifier() | IrModelData | |
| qualifier_ | IrModelData | protected |
| reset() override | CrLgmData | virtual |
| reversionParameter() const | LgmData | |
| reversionType() | LgmData | |
| ReversionType enum name | LgmData | |
| revType_ | LgmData | private |
| scaling() | LgmData | |
| scaling_ | LgmData | private |
| shiftHorizon() | LgmData | |
| shiftHorizon_ | LgmData | private |
| toFile(const std::string &filename) const | XMLSerializable | |
| toXML(XMLDocument &doc) const override | CrLgmData | virtual |
| toXMLString() const | XMLSerializable | |
| volatilityParameter() const | LgmData | |
| VolatilityType enum name | LgmData | |
| volatilityType() | LgmData | |
| volType_ | LgmData | private |
| ~XMLSerializable() | XMLSerializable | virtual |