Fully annotated reference manual - version 1.8.13.0
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This is the complete list of members for CommodityModel, including all inherited members.
| arguments_ | LinkableCalibratedModel | protected |
| calibrate(const std::vector< QuantLib::ext::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >(), const std::vector< bool > &fixParameters=std::vector< bool >()) | LinkableCalibratedModel | virtual |
| calibrate(const std::vector< QuantLib::ext::shared_ptr< BlackCalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >(), const std::vector< bool > &fixParameters=std::vector< bool >()) | LinkableCalibratedModel | virtual |
| constraint() const | LinkableCalibratedModel | |
| constraint_ | LinkableCalibratedModel | protected |
| currency() const =0 | CommodityModel | pure virtual |
| endCriteria() const | LinkableCalibratedModel | |
| endCriteria_ | LinkableCalibratedModel | protected |
| forwardPrice(const QuantLib::Time t, const QuantLib::Time T, const QuantLib::Array &x, const QuantLib::Handle< QuantExt::PriceTermStructure > &priceCurve=QuantLib::Handle< QuantExt::PriceTermStructure >()) const =0 | CommodityModel | pure virtual |
| generateArguments() | LinkableCalibratedModel | protectedvirtual |
| LinkableCalibratedModel() | LinkableCalibratedModel | |
| m() const =0 | CommodityModel | pure virtual |
| n() const =0 | CommodityModel | pure virtual |
| parametrizationBase() const =0 | CommodityModel | pure virtual |
| params() const | LinkableCalibratedModel | |
| problemValues() const | LinkableCalibratedModel | |
| problemValues_ | LinkableCalibratedModel | protected |
| setParam(Size idx, const Real value) | LinkableCalibratedModel | virtual |
| setParams(const Array ¶ms) | LinkableCalibratedModel | virtual |
| stateProcess() const =0 | CommodityModel | pure virtual |
| termStructure() const =0 | CommodityModel | pure virtual |
| update() override | LinkableCalibratedModel | |
| value(const Array ¶ms, const std::vector< QuantLib::ext::shared_ptr< CalibrationHelper > > &) | LinkableCalibratedModel | |
| value(const Array ¶ms, const std::vector< QuantLib::ext::shared_ptr< BlackCalibrationHelper > > &) | LinkableCalibratedModel |