Fully annotated reference manual - version 1.8.12
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This is the complete list of members for CrossAssetModelBuilder, including all inherited members.
| buildModel() const | CrossAssetModelBuilder | private |
| calibrateInflation(const InfDkData &data, QuantLib::Size modelIdx, const std::vector< QuantLib::ext::shared_ptr< QuantLib::BlackCalibrationHelper > > &calibrationBasket, const QuantLib::ext::shared_ptr< QuantExt::InfDkParametrization > &inflationParam) const | CrossAssetModelBuilder | private |
| calibrateInflation(const InfJyData &data, QuantLib::Size modelIdx, const QuantLib::ext::shared_ptr< InfJyBuilder > &jyBuilder, const QuantLib::ext::shared_ptr< QuantExt::InfJyParameterization > &inflationParam) const | CrossAssetModelBuilder | private |
| comOptionBaskets_ | CrossAssetModelBuilder | mutableprivate |
| comOptionCalibrationErrors() | CrossAssetModelBuilder | |
| comOptionCalibrationErrors_ | CrossAssetModelBuilder | mutableprivate |
| comOptionExpiries_ | CrossAssetModelBuilder | mutableprivate |
| config_ | CrossAssetModelBuilder | private |
| configurationComCalibration_ | CrossAssetModelBuilder | private |
| configurationCrCalibration_ | CrossAssetModelBuilder | private |
| configurationEqCalibration_ | CrossAssetModelBuilder | private |
| configurationFinalModel_ | CrossAssetModelBuilder | private |
| configurationFxCalibration_ | CrossAssetModelBuilder | private |
| configurationInfCalibration_ | CrossAssetModelBuilder | private |
| configurationLgmCalibration_ | CrossAssetModelBuilder | private |
| continueOnError_ | CrossAssetModelBuilder | private |
| copyModelParams(const CrossAssetModel::AssetType t0, const Size param0, const Size index0, const Size i0, const CrossAssetModel::AssetType t1, const Size param1, const Size index1, const Size i1, const Real mult) const | CrossAssetModelBuilder | private |
| CrossAssetModelBuilder(const QuantLib::ext::shared_ptr< Market > &market, const QuantLib::ext::shared_ptr< CrossAssetModelData > &config, const std::string &configurationLgmCalibration=Market::defaultConfiguration, const std::string &configurationFxCalibration=Market::defaultConfiguration, const std::string &configurationEqCalibration=Market::defaultConfiguration, const std::string &configurationInfCalibration=Market::defaultConfiguration, const std::string &configurationCrCalibration=Market::defaultConfiguration, const std::string &configurationFinalModel=Market::defaultConfiguration, const bool dontCalibrate=false, const bool continueOnError=false, const std::string &referenceCalibrationGrid_="", const SalvagingAlgorithm::Type salvaging=SalvagingAlgorithm::None, const std::string &id="unknown") | CrossAssetModelBuilder | |
| dontCalibrate_ | CrossAssetModelBuilder | private |
| endCriteria_ | CrossAssetModelBuilder | private |
| eqOptionBaskets_ | CrossAssetModelBuilder | mutableprivate |
| eqOptionCalibrationErrors() | CrossAssetModelBuilder | |
| eqOptionCalibrationErrors_ | CrossAssetModelBuilder | mutableprivate |
| eqOptionExpiries_ | CrossAssetModelBuilder | mutableprivate |
| forceCalibration_ | CrossAssetModelBuilder | private |
| forceRecalculate() override | CrossAssetModelBuilder | virtual |
| fxOptionBaskets_ | CrossAssetModelBuilder | mutableprivate |
| fxOptionCalibrationErrors() | CrossAssetModelBuilder | |
| fxOptionCalibrationErrors_ | CrossAssetModelBuilder | mutableprivate |
| fxOptionExpiries_ | CrossAssetModelBuilder | mutableprivate |
| id_ | CrossAssetModelBuilder | private |
| inflationCalibrationErrors() | CrossAssetModelBuilder | |
| inflationCalibrationErrors_ | CrossAssetModelBuilder | mutableprivate |
| market_ | CrossAssetModelBuilder | private |
| marketObserver_ | CrossAssetModelBuilder | private |
| model() const | CrossAssetModelBuilder | |
| model_ | CrossAssetModelBuilder | mutableprivate |
| optimizationMethod_ | CrossAssetModelBuilder | private |
| optionExpiries_ | CrossAssetModelBuilder | mutableprivate |
| params_ | CrossAssetModelBuilder | mutableprivate |
| performCalculations() const override | CrossAssetModelBuilder | private |
| recalibrate() const | ModelBuilder | |
| referenceCalibrationGrid_ | CrossAssetModelBuilder | private |
| requiresRecalibration() const override | CrossAssetModelBuilder | virtual |
| resetModelParams(const CrossAssetModel::AssetType t, const Size param, const Size index, const Size i) const | CrossAssetModelBuilder | private |
| salvaging_ | CrossAssetModelBuilder | private |
| setJyPricingEngine(QuantLib::Size modelIdx, const std::vector< QuantLib::ext::shared_ptr< QuantLib::CalibrationHelper > > &calibrationBasket, bool indexIsInterpolated) const | CrossAssetModelBuilder | private |
| subBuilders_ | CrossAssetModelBuilder | mutableprivate |
| swaptionBaskets_ | CrossAssetModelBuilder | mutableprivate |
| swaptionCalibrationErrors() | CrossAssetModelBuilder | |
| swaptionCalibrationErrors_ | CrossAssetModelBuilder | mutableprivate |
| swaptionMaturities_ | CrossAssetModelBuilder | mutableprivate |
| ~CrossAssetModelBuilder() | CrossAssetModelBuilder |