QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for RatePseudoRootJacobian, including all inherited members.
aliveIndex_ | RatePseudoRootJacobian | private |
allDerivatives_ | RatePseudoRootJacobian | private |
displacements_ | RatePseudoRootJacobian | private |
e_ | RatePseudoRootJacobian | private |
factors_ | RatePseudoRootJacobian | private |
getBumps(const std::vector< Rate > &oldRates, const std::vector< Real > &oneStepDFs, const std::vector< Rate > &newRates, const std::vector< Real > &gaussians, Matrix &B) | RatePseudoRootJacobian | |
numberBumps_ | RatePseudoRootJacobian | private |
pseudoBumps_ | RatePseudoRootJacobian | private |
pseudoRoot_ | RatePseudoRootJacobian | private |
RatePseudoRootJacobian(const Matrix &pseudoRoot, Size aliveIndex, Size numeraire, const std::vector< Time > &taus, const std::vector< Matrix > &pseudoBumps, std::vector< Spread > displacements) | RatePseudoRootJacobian | |
ratios_ | RatePseudoRootJacobian | private |
taus_ | RatePseudoRootJacobian | private |