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Fully annotated reference manual - version 1.8.12
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InfJyData Member List

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

append(XMLDocument &doc, XMLNode *node) const overrideInflationModelDataprotectedvirtual
calibrationBaskets() constModelData
calibrationBaskets_ModelDataprotected
calibrationConfiguration() constInfJyData
calibrationConfiguration_InfJyDataprivate
calibrationType() constModelData
calibrationType_ModelDataprivate
currency() constInflationModelData
currency_InflationModelDataprivate
fromFile(const std::string &filename)XMLSerializable
fromXML(XMLNode *node) overrideInfJyDatavirtual
fromXMLString(const std::string &xml)XMLSerializable
ignoreDuplicateCalibrationExpiryTimes() constInflationModelData
ignoreDuplicateCalibrationExpiryTimes_InflationModelDataprivate
index() constInflationModelData
index_InflationModelDataprivate
indexVolatility() constInfJyData
indexVolatility_InfJyDataprivate
InfJyData()InfJyData
InfJyData(CalibrationType calibrationType, const std::vector< CalibrationBasket > &calibrationBaskets, const std::string &currency, const std::string &index, const ReversionParameter &realRateReversion, const VolatilityParameter &realRateVolatility, const VolatilityParameter &indexVolatility, const LgmReversionTransformation &reversionTransformation=LgmReversionTransformation(), const CalibrationConfiguration &calibrationConfiguration=CalibrationConfiguration(), const bool ignoreDuplicateCalibrationExpiryTimes=false, const bool linkRealToNominalRateParams=false, const Real linkedRealRateVolatilityScaling=1.0)InfJyData
InflationModelData()InflationModelData
InflationModelData(CalibrationType calibrationType, const std::vector< CalibrationBasket > &calibrationBaskets, const std::string &currency, const std::string &index, const bool ignoreDuplicateCalibrationExpiryTimes)InflationModelData
linkedRealRateVolatilityScaling() constInfJyData
linkedRealRateVolatilityScaling_InfJyDataprivate
linkRealRateParamsToNominalRateParams() constInfJyData
linkRealToNominalRateParams_InfJyDataprivate
ModelData()ModelData
ModelData(CalibrationType calibrationType, const std::vector< CalibrationBasket > &calibrationBaskets)ModelData
realRateReversion() constInfJyData
realRateReversion_InfJyDataprivate
realRateVolatility() constInfJyData
realRateVolatility_InfJyDataprivate
reversionTransformation() constInfJyData
reversionTransformation_InfJyDataprivate
setRealRateReversion(ReversionParameter p)InfJyData
setRealRateVolatility(VolatilityParameter p)InfJyData
toFile(const std::string &filename) constXMLSerializable
toXML(XMLDocument &doc) const overrideInfJyDatavirtual
toXMLString() constXMLSerializable
~XMLSerializable()XMLSerializablevirtual