Fully annotated reference manual - version 1.8.12
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This is the complete list of members for ModelCG, including all inherited members.
| additionalResults() const | ModelCG | |
| additionalResults_ | ModelCG | mutableprotected |
| barrierProbability(const std::string &index, const Date &obsdate1, const Date &obsdate2, const std::size_t barrier, const bool above) const =0 | ModelCG | pure virtual |
| baseCcy() const =0 | ModelCG | pure virtual |
| calculate() const override | ModelCG | |
| cgVersion() const =0 | ModelCG | pure virtual |
| computationGraph() | ModelCG | |
| discount(const Date &obsdate, const Date &paydate, const std::string ¤cy) const =0 | ModelCG | pure virtual |
| dt(const Date &d1, const Date &d2) const | ModelCG | virtual |
| eval(const std::string &index, const Date &obsdate, const Date &fwddate, const bool returnMissingFixingAsNull=false, const bool ignoreTodaysFixing=false) const =0 | ModelCG | pure virtual |
| extractT0Result(const QuantExt::RandomVariable &value) const =0 | ModelCG | pure 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 =0 | ModelCG | pure virtual |
| fxSpotT0(const std::string &forCcy, const std::string &domCcy) const =0 | ModelCG | pure virtual |
| g_ | ModelCG | protected |
| getDirectDiscountT0(const Date &paydate, const std::string ¤cy) const =0 | ModelCG | pure virtual |
| getDirectFxSpotT0(const std::string &forCcy, const std::string &domCcy) const =0 | ModelCG | pure virtual |
| ModelCG(const QuantLib::Size n) | ModelCG | explicit |
| modelParameterFunctors() const =0 | ModelCG | pure virtual |
| modelParameters() const =0 | ModelCG | pure virtual |
| n_ | ModelCG | private |
| npv(const std::size_t amount, const Date &obsdate, const std::size_t filter, const boost::optional< long > &memSlot, const std::size_t addRegressor1, const std::size_t addRegressor2) const =0 | ModelCG | pure virtual |
| pay(const std::size_t amount, const Date &obsdate, const Date &paydate, const std::string ¤cy) const =0 | ModelCG | pure virtual |
| performCalculations() const override | ModelCG | private |
| randomVariates() const =0 | ModelCG | pure virtual |
| referenceDate() const =0 | ModelCG | pure virtual |
| resetNPVMem() | ModelCG | virtual |
| size() const | ModelCG | virtual |
| toggleTrainingPaths() const | ModelCG | virtual |
| trainingSamples() const | ModelCG | virtual |
| Type enum name | ModelCG | |
| type() const =0 | ModelCG | pure virtual |
| ~ModelCG() | ModelCG | virtual |