Logo
Fully annotated reference manual - version 1.8.12
All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
IrModel Member List

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

arguments_LinkableCalibratedModelprotected
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 >())LinkableCalibratedModelvirtual
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 >())LinkableCalibratedModelvirtual
constraint() constLinkableCalibratedModel
constraint_LinkableCalibratedModelprotected
discountBond(const QuantLib::Time t, const QuantLib::Time T, const QuantLib::Array &x, const QuantLib::Handle< QuantLib::YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) const =0IrModelpure virtual
endCriteria() constLinkableCalibratedModel
endCriteria_LinkableCalibratedModelprotected
generateArguments()LinkableCalibratedModelprotectedvirtual
LinkableCalibratedModel()LinkableCalibratedModel
m() const =0IrModelpure virtual
m_aux() const =0IrModelpure virtual
Measure enum nameIrModel
measure() const =0IrModelpure virtual
n() const =0IrModelpure virtual
n_aux() const =0IrModelpure virtual
numeraire(const QuantLib::Time t, const QuantLib::Array &x, const QuantLib::Handle< QuantLib::YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const QuantLib::Array &aux=Array()) const =0IrModelpure virtual
parametrizationBase() const =0IrModelpure virtual
params() constLinkableCalibratedModel
problemValues() constLinkableCalibratedModel
problemValues_LinkableCalibratedModelprotected
setParam(Size idx, const Real value)LinkableCalibratedModelvirtual
setParams(const Array &params)LinkableCalibratedModelvirtual
shortRate(const QuantLib::Time t, const QuantLib::Array &x, const QuantLib::Handle< QuantLib::YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) const =0IrModelpure virtual
stateProcess() const =0IrModelpure virtual
termStructure() const =0IrModelpure virtual
update() overrideLinkableCalibratedModel
value(const Array &params, const std::vector< QuantLib::ext::shared_ptr< CalibrationHelper > > &)LinkableCalibratedModel
value(const Array &params, const std::vector< QuantLib::ext::shared_ptr< BlackCalibrationHelper > > &)LinkableCalibratedModel