Logo
Fully annotated reference manual - version 1.8.12
Loading...
Searching...
No Matches
Model Member List

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

additionalResults() constModel
additionalResults_Modelmutableprotected
barrierProbability(const std::string &index, const Date &obsdate1, const Date &obsdate2, const RandomVariable &barrier, const bool above) const =0Modelpure virtual
baseCcy() const =0Modelpure virtual
discount(const Date &obsdate, const Date &paydate, const std::string &currency) const =0Modelpure virtual
dt(const Date &d1, const Date &d2) constModelvirtual
eval(const std::string &index, const Date &obsdate, const Date &fwddate, const bool returnMissingFixingAsNull=false, const bool ignoreTodaysFixing=false) const =0Modelpure virtual
extractT0Result(const RandomVariable &value) const =0Modelpure virtual
fwdCompAvg(const bool isAvg, const std::string &index, const Date &obsdate, const Date &start, const Date &end, const Real spread, const Real gearing, const Integer lookback, const Natural rateCutoff, const Natural fixingDays, const bool includeSpread, const Real cap, const Real floor, const bool nakedOption, const bool localCapFloor) const =0Modelpure virtual
fxSpotT0(const std::string &forCcy, const std::string &domCcy) const =0Modelpure virtual
Model(const Size n)Modelexplicit
n_Modelprivate
npv(const RandomVariable &amount, const Date &obsdate, const Filter &filter, const boost::optional< long > &memSlot, const RandomVariable &addRegressor1, const RandomVariable &addRegressor2) const =0Modelpure virtual
pay(const RandomVariable &amount, const Date &obsdate, const Date &paydate, const std::string &currency) const =0Modelpure virtual
performCalculations() const overrideModelprotected
referenceDate() const =0Modelpure virtual
releaseMemory()Modelvirtual
resetNPVMem()Modelvirtual
size() constModelvirtual
timeFromReference(const Date &d) constModel
toggleTrainingPaths() constModelvirtual
trainingSamples() constModelvirtual
Type enum nameModel
type() const =0Modelpure virtual
~Model()Modelvirtual