ModelImpl Member List

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

additionalResults() const	Model
additionalResults_	Model	mutableprotected
barrierProbability(const std::string &index, const Date &obsdate1, const Date &obsdate2, const RandomVariable &barrier, const bool above) const override	ModelImpl	virtual
baseCcy() const override	ModelImpl	virtual
currencies_	ModelImpl	protected
dayCounter_	ModelImpl	protected
discount(const Date &obsdate, const Date &paydate, const std::string &currency) const override	ModelImpl	virtual
dt(const Date &d1, const Date &d2) const override	ModelImpl	virtual
eval(const std::string &index, const Date &obsdate, const Date &fwddate, const bool returnMissingMissingAsNull=false, const bool ignoreTodaysFixing=false) const override	ModelImpl	virtual
extractT0Result(const RandomVariable &value) const override	ModelImpl	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	Model	pure virtual
fxSpotT0(const std::string &forCcy, const std::string &domCcy) const override	ModelImpl	virtual
getDiscount(const Size idx, const Date &s, const Date &t) const =0	ModelImpl	protectedpure virtual
getFutureBarrierProb(const std::string &index, const Date &obsdate1, const Date &obsdate2, const RandomVariable &barrier, const bool above) const =0	ModelImpl	protectedpure virtual
getFxSpot(const Size idx) const =0	ModelImpl	protectedpure virtual
getIndexValue(const Size indexNo, const Date &d, const Date &fwd=Null< Date >()) const =0	ModelImpl	protectedpure virtual
getInfIndexValue(const Size indexNo, const Date &d, const Date &fwd) const =0	ModelImpl	protectedpure virtual
getInflationIndexFixing(const bool returnMissingFixingAsNull, const std::string &indexInput, const QuantLib::ext::shared_ptr< ZeroInflationIndex > &infIndex, const Size indexNo, const Date &limDate, const Date &obsdate, const Date &fwddate, const Date &baseDate) const	ModelImpl	private
getIrIndexValue(const Size indexNo, const Date &d, const Date &fwd=Null< Date >()) const =0	ModelImpl	protectedpure virtual
getNumeraire(const Date &s) const =0	ModelImpl	protectedpure virtual
iborFallbackConfig_	ModelImpl	protected
indexCurrencies_	ModelImpl	protected
indices_	ModelImpl	protected
infIndices_	ModelImpl	protected
irIndices_	ModelImpl	protected
Model(const Size n)	Model	explicit
ModelImpl(const DayCounter &dayCounter, const Size size, const std::vector< std::string > &currencies, const std::vector< std::pair< std::string, QuantLib::ext::shared_ptr< InterestRateIndex > > > &irIndices, const std::vector< std::pair< std::string, QuantLib::ext::shared_ptr< ZeroInflationIndex > > > &infIndices, const std::vector< std::string > &indices, const std::vector< std::string > &indexCurrencies, const std::set< Date > &simulationDates, const IborFallbackConfig &iborFallbackConfig)	ModelImpl
n_	Model	private
npv(const RandomVariable &amount, const Date &obsdate, const Filter &filter, const boost::optional< long > &memSlot, const RandomVariable &addRegressor1, const RandomVariable &addRegressor2) const =0	Model	pure virtual
pay(const RandomVariable &amount, const Date &obsdate, const Date &paydate, const std::string &currency) const override	ModelImpl	virtual
performCalculations() const override	Model	protected
referenceDate() const =0	Model	pure virtual
releaseMemory()	Model	virtual
resetNPVMem()	Model	virtual
simulationDates_	ModelImpl	protected
size() const	Model	virtual
timeFromReference(const Date &d) const	Model
toggleTrainingPaths() const	Model	virtual
trainingSamples() const	Model	virtual
Type enum name	Model
type() const =0	Model	pure virtual
~Model()	Model	virtual