#include <ql/models/shortrate/onefactormodels/markovfunctional.hpp>
Collaboration diagram for MarkovFunctional::ModelOutputs:
Public Attributes | |
| bool | dirty_ |
| ModelSettings | settings_ |
| std::vector< Date > | expiries_ |
| std::vector< Period > | tenors_ |
| std::vector< Real > | atm_ |
| std::vector< Real > | annuity_ |
| std::vector< Real > | adjustmentFactors_ |
| std::vector< Real > | digitalsAdjustmentFactors_ |
| std::vector< std::string > | messages_ |
| std::vector< std::vector< Real > > | smileStrikes_ |
| std::vector< std::vector< Real > > | marketRawCallPremium_ |
| std::vector< std::vector< Real > > | marketRawPutPremium_ |
| std::vector< std::vector< Real > > | marketCallPremium_ |
| std::vector< std::vector< Real > > | marketPutPremium_ |
| std::vector< std::vector< Real > > | modelCallPremium_ |
| std::vector< std::vector< Real > > | modelPutPremium_ |
| std::vector< std::vector< Real > > | marketVega_ |
| std::vector< Real > | marketZerorate_ |
| std::vector< Real > | modelZerorate_ |
Detailed Description
Definition at line 282 of file markovfunctional.hpp.
Member Data Documentation
◆ dirty_
| bool dirty_ |
Definition at line 283 of file markovfunctional.hpp.
◆ settings_
| ModelSettings settings_ |
Definition at line 284 of file markovfunctional.hpp.
◆ expiries_
| std::vector<Date> expiries_ |
Definition at line 285 of file markovfunctional.hpp.
◆ tenors_
| std::vector<Period> tenors_ |
Definition at line 286 of file markovfunctional.hpp.
◆ atm_
| std::vector<Real> atm_ |
Definition at line 287 of file markovfunctional.hpp.
◆ annuity_
| std::vector<Real> annuity_ |
Definition at line 288 of file markovfunctional.hpp.
◆ adjustmentFactors_
| std::vector<Real> adjustmentFactors_ |
Definition at line 289 of file markovfunctional.hpp.
◆ digitalsAdjustmentFactors_
| std::vector<Real> digitalsAdjustmentFactors_ |
Definition at line 290 of file markovfunctional.hpp.
◆ messages_
| std::vector<std::string> messages_ |
Definition at line 291 of file markovfunctional.hpp.
◆ smileStrikes_
| std::vector<std::vector<Real> > smileStrikes_ |
Definition at line 292 of file markovfunctional.hpp.
◆ marketRawCallPremium_
| std::vector<std::vector<Real> > marketRawCallPremium_ |
Definition at line 293 of file markovfunctional.hpp.
◆ marketRawPutPremium_
| std::vector<std::vector<Real> > marketRawPutPremium_ |
Definition at line 294 of file markovfunctional.hpp.
◆ marketCallPremium_
| std::vector<std::vector<Real> > marketCallPremium_ |
Definition at line 295 of file markovfunctional.hpp.
◆ marketPutPremium_
| std::vector<std::vector<Real> > marketPutPremium_ |
Definition at line 296 of file markovfunctional.hpp.
◆ modelCallPremium_
| std::vector<std::vector<Real> > modelCallPremium_ |
Definition at line 297 of file markovfunctional.hpp.
◆ modelPutPremium_
| std::vector<std::vector<Real> > modelPutPremium_ |
Definition at line 298 of file markovfunctional.hpp.
◆ marketVega_
| std::vector<std::vector<Real> > marketVega_ |
Definition at line 299 of file markovfunctional.hpp.
◆ marketZerorate_
| std::vector<Real> marketZerorate_ |
Definition at line 300 of file markovfunctional.hpp.
◆ modelZerorate_
| std::vector<Real> modelZerorate_ |
Definition at line 301 of file markovfunctional.hpp.