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Fully annotated reference manual - version 1.8.12
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EqBsPiecewiseConstantParametrization Member List

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

b_PiecewiseConstantHelper1mutableprivate
currency() constParametrizationvirtual
currency_Parametrizationprivate
direct(const Size i, const Real x) const overrideEqBsPiecewiseConstantParametrizationprotectedvirtual
QuantExt::PiecewiseConstantHelper1::direct(const Real x) constPiecewiseConstantHelper1private
emptyParameter_Parametrizationprivate
emptyTimes_Parametrizationprivate
EqBsParametrization(const Currency &eqCcy, const std::string &eqName, const Handle< Quote > &equitySpotToday, const Handle< Quote > &fxSpotToday, const Handle< YieldTermStructure > &equityIrCurveToday, const Handle< YieldTermStructure > &equityDivYieldCurveToday)EqBsParametrization
EqBsPiecewiseConstantParametrization(const Currency &currency, const std::string &eqName, const Handle< Quote > &eqSpotToday, const Handle< Quote > &fxSpotToday, const Array &times, const Array &sigma, const Handle< YieldTermStructure > &eqIrCurveToday, const Handle< YieldTermStructure > &eqDivYieldCurveToday)EqBsPiecewiseConstantParametrization
EqBsPiecewiseConstantParametrization(const Currency &currency, const std::string &eqName, const Handle< Quote > &eqSpotToday, const Handle< Quote > &fxSpotToday, const std::vector< Date > &dates, const Array &sigma, const Handle< YieldTermStructure > &domesticTermStructure, const Handle< YieldTermStructure > &eqIrCurveToday, const Handle< YieldTermStructure > &eqDivYieldCurveToday)EqBsPiecewiseConstantParametrization
eqDivYieldCurveToday_EqBsParametrizationprivate
eqName_EqBsParametrizationprivate
eqRateCurveToday_EqBsParametrizationprivate
eqSpotToday() constEqBsParametrization
eqSpotToday_EqBsParametrizationprivate
equityDivYieldCurveToday() constEqBsParametrization
equityIrCurveToday() constEqBsParametrization
fxSpotToday() constEqBsParametrization
fxSpotToday_EqBsParametrizationprivate
h2_Parametrizationprotected
h_Parametrizationprotected
initialize(const Array &sigma)EqBsPiecewiseConstantParametrizationprivate
int_y_sqr(const Time t) constPiecewiseConstantHelper1private
inverse(const Size i, const Real y) const overrideEqBsPiecewiseConstantParametrizationprotectedvirtual
QuantExt::PiecewiseConstantHelper1::inverse(const Real y) constPiecewiseConstantHelper1private
name() constParametrization
name_Parametrizationprivate
numberOfParameters() const overrideEqBsParametrizationvirtual
p() constPiecewiseConstantHelper1private
parameter(const Size) const overrideEqBsPiecewiseConstantParametrizationvirtual
parameterTimes(const Size) const overrideEqBsPiecewiseConstantParametrizationvirtual
parameterValues(const Size) constParametrizationvirtual
Parametrization(const Currency &currency, const std::string &name="")Parametrization
PiecewiseConstantHelper1(const Array &t, const QuantLib::ext::shared_ptr< QuantLib::Constraint > &constraint=QuantLib::ext::make_shared< QuantLib::NoConstraint >())PiecewiseConstantHelper1private
PiecewiseConstantHelper1(const std::vector< Date > &dates, const Handle< YieldTermStructure > &yts, const QuantLib::ext::shared_ptr< QuantLib::Constraint > &constraint=QuantLib::ext::make_shared< QuantLib::NoConstraint >())PiecewiseConstantHelper1private
sigma(const Time t) const overrideEqBsPiecewiseConstantParametrizationvirtual
stdDeviation(const Time t) constEqBsParametrizationvirtual
t() constPiecewiseConstantHelper1private
t_PiecewiseConstantHelper1private
tl(const Time t) constParametrizationprotected
tl2(const Time t) constParametrizationprotected
tm2(const Time t) constParametrizationprotected
tr(const Time t) constParametrizationprotected
tr2(const Time t) constParametrizationprotected
update() const overrideEqBsPiecewiseConstantParametrizationvirtual
variance(const Time t) const overrideEqBsPiecewiseConstantParametrizationvirtual
y(const Time t) constPiecewiseConstantHelper1private
y_PiecewiseConstantHelper1private
~Parametrization()Parametrizationvirtual