hasquant-0.7.0.0: tools/ql-methods-1.43.txt

|v|ql/cashflow.hpp|Real CashFlow::amount() const;
| |ql/cashflow.hpp|Date CashFlow::exCouponDate() const;
| |ql/cashflow.hpp|bool CashFlow::tradingExCoupon(const Date & refDate = Date()) const;
|v|ql/cashflow.hpp|ext::shared_ptr<Coupon> CashFlow::coupon_cast(const ext::shared_ptr<CashFlow> &);
| |ql/cashflow.hpp|bool earlier_than::operator()(const CashFlow & c1, const CashFlow & c2) const;
|v|ql/cashflows/averagebmacoupon.hpp|AverageBMACoupon::AverageBMACoupon(const Date & paymentDate, Real nominal, const Date & startDate, const Date & endDate, const ext::shared_ptr<BMAIndex> & index, Real gearing = 1.0, Spread spread = 0.0, const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date(), const DayCounter & dayCounter = DayCounter());
|v|ql/cashflows/averagebmacoupon.hpp|std::vector<Date> AverageBMACoupon::fixingDates() const;
|v|ql/cashflows/averagebmacoupon.hpp|std::vector<Rate> AverageBMACoupon::indexFixings() const;
|?|ql/cashflows/averagebmacoupon.hpp|AverageBMALeg::AverageBMALeg(Schedule schedule, ext::shared_ptr<BMAIndex> index);
| |ql/cashflows/averagebmacoupon.hpp|AverageBMALeg & AverageBMALeg::withNotionals(Real notional);
| |ql/cashflows/averagebmacoupon.hpp|AverageBMALeg & AverageBMALeg::withNotionals(const std::vector<Real> & notionals);
| |ql/cashflows/averagebmacoupon.hpp|AverageBMALeg & AverageBMALeg::withPaymentDayCounter(const DayCounter &);
| |ql/cashflows/averagebmacoupon.hpp|AverageBMALeg & AverageBMALeg::withPaymentAdjustment(BusinessDayConvention);
| |ql/cashflows/averagebmacoupon.hpp|AverageBMALeg & AverageBMALeg::withGearings(Real gearing);
| |ql/cashflows/averagebmacoupon.hpp|AverageBMALeg & AverageBMALeg::withGearings(const std::vector<Real> & gearings);
| |ql/cashflows/averagebmacoupon.hpp|AverageBMALeg & AverageBMALeg::withSpreads(Spread spread);
| |ql/cashflows/averagebmacoupon.hpp|AverageBMALeg & AverageBMALeg::withSpreads(const std::vector<Spread> & spreads);
|v|ql/cashflows/blackovernightindexedcouponpricer.hpp|BlackCompoundingOvernightIndexedCouponPricer::BlackCompoundingOvernightIndexedCouponPricer(Handle<OptionletVolatilityStructure> v = Handle<OptionletVolatilityStructure>(), bool effectiveVolatilityInput = false);
|v|ql/cashflows/blackovernightindexedcouponpricer.hpp|BlackAveragingOvernightIndexedCouponPricer::BlackAveragingOvernightIndexedCouponPricer(Handle<OptionletVolatilityStructure> v = Handle<OptionletVolatilityStructure>(), bool effectiveVolatilityInput = false);
|v|ql/cashflows/capflooredcoupon.hpp|CappedFlooredCoupon::CappedFlooredCoupon(const ext::shared_ptr<FloatingRateCoupon> & underlying, Rate cap = Null<Rate>(), Rate floor = Null<Rate>());
|x|ql/cashflows/capflooredcoupon.hpp|Rate CappedFlooredCoupon::cap() const;
|x|ql/cashflows/capflooredcoupon.hpp|Rate CappedFlooredCoupon::floor() const;
|x|ql/cashflows/capflooredcoupon.hpp|Rate CappedFlooredCoupon::effectiveCap() const;
|x|ql/cashflows/capflooredcoupon.hpp|Rate CappedFlooredCoupon::effectiveFloor() const;
|x|ql/cashflows/capflooredcoupon.hpp|bool CappedFlooredCoupon::isCapped() const;
|x|ql/cashflows/capflooredcoupon.hpp|bool CappedFlooredCoupon::isFloored() const;
|x|ql/cashflows/capflooredcoupon.hpp|ext::shared_ptr<FloatingRateCoupon> CappedFlooredCoupon::underlying();
|v|ql/cashflows/capflooredcoupon.hpp|CappedFlooredIborCoupon::CappedFlooredIborCoupon(const Date & paymentDate, Real nominal, const Date & startDate, const Date & endDate, Natural fixingDays, const ext::shared_ptr<IborIndex> & index, Real gearing = 1.0, Spread spread = 0.0, Rate cap = Null<Rate>(), Rate floor = Null<Rate>(), const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date(), const DayCounter & dayCounter = DayCounter(), bool isInArrears = false, const Date & exCouponDate = Date(), BusinessDayConvention fixingConvention = Preceding);
|v|ql/cashflows/capflooredcoupon.hpp|CappedFlooredCmsCoupon::CappedFlooredCmsCoupon(const Date & paymentDate, Real nominal, const Date & startDate, const Date & endDate, Natural fixingDays, const ext::shared_ptr<SwapIndex> & index, Real gearing = 1.0, Spread spread = 0.0, const Rate cap = Null<Rate>(), const Rate floor = Null<Rate>(), const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date(), const DayCounter & dayCounter = DayCounter(), bool isInArrears = false, const Date & exCouponDate = Date(), BusinessDayConvention fixingConvention = Preceding);
|x|ql/cashflows/capflooredinflationcoupon.hpp|CappedFlooredYoYInflationCoupon::CappedFlooredYoYInflationCoupon(const ext::shared_ptr<YoYInflationCoupon> & underlying, Rate cap = Null<Rate>(), Rate floor = Null<Rate>());
|x|ql/cashflows/capflooredinflationcoupon.hpp|CappedFlooredYoYInflationCoupon::CappedFlooredYoYInflationCoupon(const Date & paymentDate, Real nominal, const Date & startDate, const Date & endDate, Natural fixingDays, const ext::shared_ptr<YoYInflationIndex> & index, const Period & observationLag, const CPI::InterpolationType interpolation, const DayCounter & dayCounter, Real gearing = 1.0, Spread spread = 0.0, const Rate cap = Null<Rate>(), const Rate floor = Null<Rate>(), const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date());
|x|ql/cashflows/capflooredinflationcoupon.hpp|Rate CappedFlooredYoYInflationCoupon::cap() const;
|x|ql/cashflows/capflooredinflationcoupon.hpp|Rate CappedFlooredYoYInflationCoupon::floor() const;
|x|ql/cashflows/capflooredinflationcoupon.hpp|Rate CappedFlooredYoYInflationCoupon::effectiveCap() const;
|x|ql/cashflows/capflooredinflationcoupon.hpp|Rate CappedFlooredYoYInflationCoupon::effectiveFloor() const;
|x|ql/cashflows/capflooredinflationcoupon.hpp|Rate CappedFlooredYoYInflationCoupon::underlyingRate() const;
|x|ql/cashflows/capflooredinflationcoupon.hpp|bool CappedFlooredYoYInflationCoupon::isCapped() const;
|x|ql/cashflows/capflooredinflationcoupon.hpp|bool CappedFlooredYoYInflationCoupon::isFloored() const;
|x|ql/cashflows/capflooredinflationcoupon.hpp|void CappedFlooredYoYInflationCoupon::setPricer(const ext::shared_ptr<YoYInflationCouponPricer> &);
| |ql/cashflows/cashflows.hpp|IrrFinder::IrrFinder(const Leg & leg, Real npv, DayCounter dayCounter, Compounding comp, Frequency freq, const ext::optional<bool> & includeSettlementDateFlows, Date settlementDate, Date npvDate);
| |ql/cashflows/cashflows.hpp|Real IrrFinder::operator()(Rate y) const;
| |ql/cashflows/cashflows.hpp|Real IrrFinder::derivative(Rate y) const;
| |ql/cashflows/cashflows.hpp|CashFlows::CashFlows();
| |ql/cashflows/cashflows.hpp|CashFlows::CashFlows(CashFlows &&);
| |ql/cashflows/cashflows.hpp|CashFlows::CashFlows(const CashFlows &);
| |ql/cashflows/cashflows.hpp|CashFlows & CashFlows::operator=(CashFlows &&);
| |ql/cashflows/cashflows.hpp|CashFlows & CashFlows::operator=(const CashFlows &);
| |ql/cashflows/cashflows.hpp|static Date CashFlows::startDate(const Leg & leg);
|v|ql/cashflows/cashflows.hpp|static Date CashFlows::maturityDate(const Leg & leg);
|v|ql/cashflows/cashflows.hpp|static bool CashFlows::isExpired(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
| |ql/cashflows/cashflows.hpp|static Leg::const_reverse_iterator CashFlows::previousCashFlow(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
| |ql/cashflows/cashflows.hpp|static Leg::const_iterator CashFlows::nextCashFlow(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
|v|ql/cashflows/cashflows.hpp|static Date CashFlows::previousCashFlowDate(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
|v|ql/cashflows/cashflows.hpp|static Date CashFlows::nextCashFlowDate(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
|v|ql/cashflows/cashflows.hpp|static Real CashFlows::previousCashFlowAmount(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
|v|ql/cashflows/cashflows.hpp|static Real CashFlows::nextCashFlowAmount(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
|v|ql/cashflows/cashflows.hpp|static Rate CashFlows::previousCouponRate(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
|v|ql/cashflows/cashflows.hpp|static Rate CashFlows::nextCouponRate(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
|v|ql/cashflows/cashflows.hpp|static Real CashFlows::nominal(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
|v|ql/cashflows/cashflows.hpp|static Date CashFlows::accrualStartDate(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
|v|ql/cashflows/cashflows.hpp|static Date CashFlows::accrualEndDate(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
|v|ql/cashflows/cashflows.hpp|static Date CashFlows::referencePeriodStart(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
|v|ql/cashflows/cashflows.hpp|static Date CashFlows::referencePeriodEnd(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
|v|ql/cashflows/cashflows.hpp|static Time CashFlows::accrualPeriod(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
|v|ql/cashflows/cashflows.hpp|static Date::serial_type CashFlows::accrualDays(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
|v|ql/cashflows/cashflows.hpp|static Time CashFlows::accruedPeriod(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
|v|ql/cashflows/cashflows.hpp|static Date::serial_type CashFlows::accruedDays(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
|v|ql/cashflows/cashflows.hpp|static Real CashFlows::accruedAmount(const Leg & leg, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date());
|v|ql/cashflows/cashflows.hpp|static Real CashFlows::npv(const Leg & leg, const YieldTermStructure & discountCurve, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|v|ql/cashflows/cashflows.hpp|static Real CashFlows::bps(const Leg & leg, const YieldTermStructure & discountCurve, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|?|ql/cashflows/cashflows.hpp|static std::pair<Real, Real> CashFlows::npvbps(const Leg & leg, const YieldTermStructure & discountCurve, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|v|ql/cashflows/cashflows.hpp|static Rate CashFlows::atmRate(const Leg & leg, const YieldTermStructure & discountCurve, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date(), Real npv = Null<Real>());
|v|ql/cashflows/cashflows.hpp|static Real CashFlows::npv(const Leg & leg, const InterestRate & yield, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|x|ql/cashflows/cashflows.hpp|static Real CashFlows::npv(const Leg & leg, Rate yield, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|v|ql/cashflows/cashflows.hpp|static Real CashFlows::bps(const Leg & leg, const InterestRate & yield, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|x|ql/cashflows/cashflows.hpp|static Real CashFlows::bps(const Leg & leg, Rate yield, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|v|ql/cashflows/cashflows.hpp|static Rate CashFlows::yield(const Leg & leg, Real npv, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date(), Real accuracy = 1.0e-10, Size maxIterations = 100, Rate guess = 0.05);
|v|ql/cashflows/cashflows.hpp|static Time CashFlows::duration(const Leg & leg, const InterestRate & yield, Duration::Type type, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|x|ql/cashflows/cashflows.hpp|static Time CashFlows::duration(const Leg & leg, Rate yield, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, Duration::Type type, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|v|ql/cashflows/cashflows.hpp|static Real CashFlows::convexity(const Leg & leg, const InterestRate & yield, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|x|ql/cashflows/cashflows.hpp|static Real CashFlows::convexity(const Leg & leg, Rate yield, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|v|ql/cashflows/cashflows.hpp|static Real CashFlows::basisPointValue(const Leg & leg, const InterestRate & yield, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|x|ql/cashflows/cashflows.hpp|static Real CashFlows::basisPointValue(const Leg & leg, Rate yield, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|v|ql/cashflows/cashflows.hpp|static Real CashFlows::yieldValueBasisPoint(const Leg & leg, const InterestRate & yield, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|x|ql/cashflows/cashflows.hpp|static Real CashFlows::yieldValueBasisPoint(const Leg & leg, Rate yield, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|v|ql/cashflows/cashflows.hpp|static Real CashFlows::npv(const Leg & leg, const ext::shared_ptr<YieldTermStructure> & discount, Spread zSpread, Compounding compounding, Frequency frequency, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|x|ql/cashflows/cashflows.hpp|static Real CashFlows::npv(const Leg & leg, const ext::shared_ptr<YieldTermStructure> & discount, Spread zSpread, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|v|ql/cashflows/cashflows.hpp|static Spread CashFlows::zSpread(const Leg & leg, Real npv, const ext::shared_ptr<YieldTermStructure> &, Compounding compounding, Frequency frequency, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date(), Real accuracy = 1.0e-10, Size maxIterations = 100, Rate guess = 0.0);
|x|ql/cashflows/cashflows.hpp|static Spread CashFlows::zSpread(const Leg & leg, Real npv, const ext::shared_ptr<YieldTermStructure> &, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date(), Real accuracy = 1.0e-10, Size maxIterations = 100, Rate guess = 0.0);
| |ql/cashflows/cashflowvectors.hpp|Rate effectiveFixedRate(const std::vector<Spread> & spreads, const std::vector<Rate> & caps, const std::vector<Rate> & floors, Size i);
| |ql/cashflows/cashflowvectors.hpp|bool noOption(const std::vector<Rate> & caps, const std::vector<Rate> & floors, Size i);
|v|ql/cashflows/cmscoupon.hpp|CmsCoupon::CmsCoupon(const Date & paymentDate, Real nominal, const Date & startDate, const Date & endDate, Natural fixingDays, const ext::shared_ptr<SwapIndex> & index, Real gearing = 1.0, Spread spread = 0.0, const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date(), const DayCounter & dayCounter = DayCounter(), bool isInArrears = false, const Date & exCouponDate = Date(), BusinessDayConvention fixingConvention = Preceding);
|x|ql/cashflows/cmscoupon.hpp|const ext::shared_ptr<SwapIndex> & CmsCoupon::swapIndex() const;
|?|ql/cashflows/cmscoupon.hpp|CmsLeg::CmsLeg(Schedule schedule, ext::shared_ptr<SwapIndex> swapIndex);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::withNotionals(Real notional);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::withNotionals(const std::vector<Real> & notionals);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::withPaymentDayCounter(const DayCounter &);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::withPaymentAdjustment(BusinessDayConvention);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::withFixingDays(Natural fixingDays);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::withFixingDays(const std::vector<Natural> & fixingDays);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::withGearings(Real gearing);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::withGearings(const std::vector<Real> & gearings);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::withSpreads(Spread spread);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::withSpreads(const std::vector<Spread> & spreads);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::withCaps(Rate cap);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::withCaps(const std::vector<Rate> & caps);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::withFloors(Rate floor);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::withFloors(const std::vector<Rate> & floors);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::inArrears(bool flag = true);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::withZeroPayments(bool flag = true);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::withFixingConvention(BusinessDayConvention);
| |ql/cashflows/cmscoupon.hpp|CmsLeg & CmsLeg::withExCouponPeriod(const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth);
| |ql/cashflows/conundrumpricer.hpp|Real VanillaOptionPricer::operator()(Real strike, Option::Type optionType, Real deflator) const;
| |ql/cashflows/conundrumpricer.hpp|MarketQuotedOptionPricer::MarketQuotedOptionPricer(Rate forwardValue, Date expiryDate, const Period & swapTenor, const ext::shared_ptr<SwaptionVolatilityStructure> & volatilityStructure);
| |ql/cashflows/conundrumpricer.hpp|Real GFunction::operator()(Real x);
| |ql/cashflows/conundrumpricer.hpp|Real GFunction::firstDerivative(Real x);
| |ql/cashflows/conundrumpricer.hpp|Real GFunction::secondDerivative(Real x);
| |ql/cashflows/conundrumpricer.hpp|GFunctionFactory::GFunctionFactory();
| |ql/cashflows/conundrumpricer.hpp|static ext::shared_ptr<GFunction> GFunctionFactory::newGFunctionStandard(Size q, Real delta, Size swapLength);
| |ql/cashflows/conundrumpricer.hpp|static ext::shared_ptr<GFunction> GFunctionFactory::newGFunctionExactYield(const CmsCoupon & coupon);
| |ql/cashflows/conundrumpricer.hpp|static ext::shared_ptr<GFunction> GFunctionFactory::newGFunctionWithShifts(const CmsCoupon & coupon, const Handle<Quote> & meanReversion);
| |ql/cashflows/conundrumpricer.hpp|GFunctionStandard::GFunctionStandard(Size q, Real delta, Size swapLength);
| |ql/cashflows/conundrumpricer.hpp|GFunctionExactYield::GFunctionExactYield(const CmsCoupon & coupon);
| |ql/cashflows/conundrumpricer.hpp|ObjectiveFunction::ObjectiveFunction(const GFunctionWithShifts & o, const Real Rs);
| |ql/cashflows/conundrumpricer.hpp|Real ObjectiveFunction::operator()(const Real & x) const;
| |ql/cashflows/conundrumpricer.hpp|Real ObjectiveFunction::derivative(const Real & x) const;
| |ql/cashflows/conundrumpricer.hpp|void ObjectiveFunction::setSwapRateValue(Real x);
|x|ql/cashflows/conundrumpricer.hpp|const GFunctionWithShifts & ObjectiveFunction::gFunctionWithShifts() const;
| |ql/cashflows/conundrumpricer.hpp|GFunctionWithShifts::GFunctionWithShifts(const CmsCoupon & coupon, Handle<Quote> meanReversion);
| |ql/cashflows/conundrumpricer.hpp|std::ostream & operator<<(std::ostream & out, GFunctionFactory::YieldCurveModel type);
|v|ql/cashflows/conundrumpricer.hpp|NumericHaganPricer::NumericHaganPricer(const Handle<SwaptionVolatilityStructure> & swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, const Handle<Quote> & meanReversion, Rate lowerLimit = 0.0, Rate upperLimit = 1.0, Real precision = 1.0e-6, Real hardUpperLimit = QL_MAX_REAL);
|x|ql/cashflows/conundrumpricer.hpp|Real NumericHaganPricer::upperLimit() const;
|x|ql/cashflows/conundrumpricer.hpp|Real NumericHaganPricer::lowerLimit() const;
|x|ql/cashflows/conundrumpricer.hpp|Real NumericHaganPricer::stdDeviations() const;
| |ql/cashflows/conundrumpricer.hpp|Real Function::operator()(Real x) const;
| |ql/cashflows/conundrumpricer.hpp|ConundrumIntegrand::ConundrumIntegrand(ext::shared_ptr<VanillaOptionPricer> o, const ext::shared_ptr<YieldTermStructure> & rateCurve, ext::shared_ptr<GFunction> gFunction, Date fixingDate, Date paymentDate, Real annuity, Real forwardValue, Real strike, Option::Type optionType);
|x|ql/cashflows/conundrumpricer.hpp|Real NumericHaganPricer::integrate(Real a, Real b, const ConundrumIntegrand & Integrand) const;
|x|ql/cashflows/conundrumpricer.hpp|Real NumericHaganPricer::optionletPrice(Option::Type optionType, Rate strike) const;
|x|ql/cashflows/conundrumpricer.hpp|Real NumericHaganPricer::resetUpperLimit(Real stdDeviationsForUpperLimit) const;
|x|ql/cashflows/conundrumpricer.hpp|Real NumericHaganPricer::resetLowerLimit(Real stdDeviationsForLowerLimit) const;
|x|ql/cashflows/conundrumpricer.hpp|Real NumericHaganPricer::refineIntegration(Real integralValue, const ConundrumIntegrand & integrand) const;
|v|ql/cashflows/conundrumpricer.hpp|AnalyticHaganPricer::AnalyticHaganPricer(const Handle<SwaptionVolatilityStructure> & swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, const Handle<Quote> & meanReversion);
|x|ql/cashflows/coupon.hpp|Coupon::Coupon(const Date & paymentDate, Real nominal, const Date & accrualStartDate, const Date & accrualEndDate, const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date(), const Date & exCouponDate = Date());
|x|ql/cashflows/coupon.hpp|Real Coupon::nominal() const;
|x|ql/cashflows/coupon.hpp|const Date & Coupon::accrualStartDate() const;
|x|ql/cashflows/coupon.hpp|const Date & Coupon::accrualEndDate() const;
|x|ql/cashflows/coupon.hpp|const Date & Coupon::referencePeriodStart() const;
|x|ql/cashflows/coupon.hpp|const Date & Coupon::referencePeriodEnd() const;
|x|ql/cashflows/coupon.hpp|Time Coupon::accrualPeriod() const;
|x|ql/cashflows/coupon.hpp|Date::serial_type Coupon::accrualDays() const;
|v|ql/cashflows/coupon.hpp|Rate Coupon::rate() const;
|x|ql/cashflows/coupon.hpp|DayCounter Coupon::dayCounter() const;
|x|ql/cashflows/coupon.hpp|Time Coupon::accruedPeriod(const Date &) const;
|x|ql/cashflows/coupon.hpp|Date::serial_type Coupon::accruedDays(const Date &) const;
|v|ql/cashflows/coupon.hpp|Real Coupon::accruedAmount(const Date &) const;
| |ql/cashflows/coupon.hpp|ext::shared_ptr<Coupon> coupon_cast(const ext::shared_ptr<CashFlow> & cf);
|v|ql/cashflows/couponpricer.hpp|Real FloatingRateCouponPricer::swapletPrice() const;
|v|ql/cashflows/couponpricer.hpp|Rate FloatingRateCouponPricer::swapletRate() const;
|v|ql/cashflows/couponpricer.hpp|Real FloatingRateCouponPricer::capletPrice(Rate effectiveCap) const;
|v|ql/cashflows/couponpricer.hpp|Rate FloatingRateCouponPricer::capletRate(Rate effectiveCap) const;
|v|ql/cashflows/couponpricer.hpp|Real FloatingRateCouponPricer::floorletPrice(Rate effectiveFloor) const;
|v|ql/cashflows/couponpricer.hpp|Rate FloatingRateCouponPricer::floorletRate(Rate effectiveFloor) const;
| |ql/cashflows/couponpricer.hpp|void FloatingRateCouponPricer::initialize(const FloatingRateCoupon & coupon);
|x|ql/cashflows/couponpricer.hpp|IborCouponPricer::IborCouponPricer(Handle<OptionletVolatilityStructure> v = Handle<OptionletVolatilityStructure>(), ext::optional<bool> useIndexedCoupon = ext::nullopt);
|x|ql/cashflows/couponpricer.hpp|bool IborCouponPricer::useIndexedCoupon() const;
|x|ql/cashflows/couponpricer.hpp|Handle<OptionletVolatilityStructure> IborCouponPricer::capletVolatility() const;
|x|ql/cashflows/couponpricer.hpp|void IborCouponPricer::setCapletVolatility(const Handle<OptionletVolatilityStructure> & v = Handle<OptionletVolatilityStructure>());
|x|ql/cashflows/couponpricer.hpp|void IborCouponPricer::initializeCachedData(const IborCoupon & coupon) const;
|v|ql/cashflows/couponpricer.hpp|BlackIborCouponPricer::BlackIborCouponPricer(const Handle<OptionletVolatilityStructure> & v = Handle<OptionletVolatilityStructure>(), const TimingAdjustment timingAdjustment = Black76, Handle<Quote> correlation = Handle<Quote>(ext::shared_ptr<Quote>(new SimpleQuote(1.0))), const ext::optional<bool> useIndexedCoupon = ext::nullopt);
|x|ql/cashflows/couponpricer.hpp|CmsCouponPricer::CmsCouponPricer(Handle<SwaptionVolatilityStructure> v = Handle<SwaptionVolatilityStructure>());
|x|ql/cashflows/couponpricer.hpp|Handle<SwaptionVolatilityStructure> CmsCouponPricer::swaptionVolatility() const;
|x|ql/cashflows/couponpricer.hpp|void CmsCouponPricer::setSwaptionVolatility(const Handle<SwaptionVolatilityStructure> & v = Handle<SwaptionVolatilityStructure>());
| |ql/cashflows/couponpricer.hpp|Real MeanRevertingPricer::meanReversion() const;
| |ql/cashflows/couponpricer.hpp|void MeanRevertingPricer::setMeanReversion(const Handle<Quote> &);
|v|ql/cashflows/couponpricer.hpp|void setCouponPricer(const Leg & leg, const ext::shared_ptr<FloatingRateCouponPricer> &);
|v|ql/cashflows/couponpricer.hpp|void setCouponPricers(const Leg & leg, const std::vector<ext::shared_ptr<FloatingRateCouponPricer>> &);
| |ql/cashflows/couponpricer.hpp|void setCouponPricers(const Leg & leg, const ext::shared_ptr<FloatingRateCouponPricer> &, const ext::shared_ptr<FloatingRateCouponPricer> &);
| |ql/cashflows/couponpricer.hpp|void setCouponPricers(const Leg & leg, const ext::shared_ptr<FloatingRateCouponPricer> &, const ext::shared_ptr<FloatingRateCouponPricer> &, const ext::shared_ptr<FloatingRateCouponPricer> &);
| |ql/cashflows/couponpricer.hpp|void setCouponPricers(const Leg & leg, const ext::shared_ptr<FloatingRateCouponPricer> &, const ext::shared_ptr<FloatingRateCouponPricer> &, const ext::shared_ptr<FloatingRateCouponPricer> &, const ext::shared_ptr<FloatingRateCouponPricer> &);
|v|ql/cashflows/cpicoupon.hpp|CPICoupon::CPICoupon(Real baseCPI, const Date & paymentDate, Real nominal, const Date & startDate, const Date & endDate, const ext::shared_ptr<ZeroInflationIndex> & index, const Period & observationLag, CPI::InterpolationType observationInterpolation, const DayCounter & dayCounter, Real fixedRate, const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date(), const Date & exCouponDate = Date());
|v|ql/cashflows/cpicoupon.hpp|CPICoupon::CPICoupon(const Date & baseDate, const Date & paymentDate, Real nominal, const Date & startDate, const Date & endDate, const ext::shared_ptr<ZeroInflationIndex> & index, const Period & observationLag, CPI::InterpolationType observationInterpolation, const DayCounter & dayCounter, Real fixedRate, const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date(), const Date & exCouponDate = Date());
|v|ql/cashflows/cpicoupon.hpp|CPICoupon::CPICoupon(Real baseCPI, const Date & baseDate, const Date & paymentDate, Real nominal, const Date & startDate, const Date & endDate, const ext::shared_ptr<ZeroInflationIndex> & index, const Period & observationLag, CPI::InterpolationType observationInterpolation, const DayCounter & dayCounter, Real fixedRate, const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date(), const Date & exCouponDate = Date());
|x|ql/cashflows/cpicoupon.hpp|Real CPICoupon::fixedRate() const;
|x|ql/cashflows/cpicoupon.hpp|Rate CPICoupon::baseCPI() const;
|x|ql/cashflows/cpicoupon.hpp|Date CPICoupon::baseDate() const;
|x|ql/cashflows/cpicoupon.hpp|CPI::InterpolationType CPICoupon::observationInterpolation() const;
|x|ql/cashflows/cpicoupon.hpp|ext::shared_ptr<ZeroInflationIndex> CPICoupon::cpiIndex() const;
|v|ql/cashflows/cpicoupon.hpp|Rate CPICoupon::indexRatio(Date d) const;
|x|ql/cashflows/cpicoupon.hpp|Rate CPICoupon::adjustedIndexGrowth() const;
|v|ql/cashflows/cpicoupon.hpp|CPICashFlow::CPICashFlow(Real notional, const ext::shared_ptr<ZeroInflationIndex> & index, const Date & baseDate, Real baseFixing, const Date & observationDate, const Period & observationLag, CPI::InterpolationType interpolation, const Date & paymentDate, bool growthOnly = false);
|x|ql/cashflows/cpicoupon.hpp|Date CPICashFlow::observationDate() const;
|x|ql/cashflows/cpicoupon.hpp|Period CPICashFlow::observationLag() const;
|x|ql/cashflows/cpicoupon.hpp|CPI::InterpolationType CPICashFlow::interpolation() const;
|x|ql/cashflows/cpicoupon.hpp|Frequency CPICashFlow::frequency() const;
|x|ql/cashflows/cpicoupon.hpp|ext::shared_ptr<ZeroInflationIndex> CPICashFlow::cpiIndex() const;
|v|ql/cashflows/cpicoupon.hpp|CPILeg::CPILeg(Schedule schedule, ext::shared_ptr<ZeroInflationIndex> index, Real baseCPI, const Period & observationLag);
|x|ql/cashflows/cpicoupon.hpp|CPILeg & CPILeg::withNotionals(Real notional);
|v|ql/cashflows/cpicoupon.hpp|CPILeg & CPILeg::withNotionals(const std::vector<Real> & notionals);
|x|ql/cashflows/cpicoupon.hpp|CPILeg & CPILeg::withFixedRates(Real fixedRate);
|v|ql/cashflows/cpicoupon.hpp|CPILeg & CPILeg::withFixedRates(const std::vector<Real> & fixedRates);
|v|ql/cashflows/cpicoupon.hpp|CPILeg & CPILeg::withPaymentDayCounter(const DayCounter &);
|v|ql/cashflows/cpicoupon.hpp|CPILeg & CPILeg::withPaymentAdjustment(BusinessDayConvention);
|v|ql/cashflows/cpicoupon.hpp|CPILeg & CPILeg::withPaymentCalendar(const Calendar &);
|v|ql/cashflows/cpicoupon.hpp|CPILeg & CPILeg::withObservationInterpolation(CPI::InterpolationType);
|v|ql/cashflows/cpicoupon.hpp|CPILeg & CPILeg::withSubtractInflationNominal(bool);
|x|ql/cashflows/cpicoupon.hpp|CPILeg & CPILeg::withCaps(Rate cap);
|x|ql/cashflows/cpicoupon.hpp|CPILeg & CPILeg::withCaps(const std::vector<Rate> & caps);
|x|ql/cashflows/cpicoupon.hpp|CPILeg & CPILeg::withFloors(Rate floor);
|x|ql/cashflows/cpicoupon.hpp|CPILeg & CPILeg::withFloors(const std::vector<Rate> & floors);
|x|ql/cashflows/cpicoupon.hpp|CPILeg & CPILeg::withExCouponPeriod(const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth = false);
|x|ql/cashflows/cpicoupon.hpp|CPILeg & CPILeg::withBaseDate(const Date & baseDate);
| |ql/cashflows/cpicoupon.hpp|Rate indexFixing() const;
|v|ql/cashflows/cpicouponpricer.hpp|CPICouponPricer::CPICouponPricer(Handle<YieldTermStructure> nominalTermStructure = Handle<YieldTermStructure>());
|v|ql/cashflows/cpicouponpricer.hpp|CPICouponPricer::CPICouponPricer(Handle<CPIVolatilitySurface> capletVol, Handle<YieldTermStructure> nominalTermStructure = Handle<YieldTermStructure>());
|x|ql/cashflows/cpicouponpricer.hpp|Handle<CPIVolatilitySurface> CPICouponPricer::capletVolatility() const;
|x|ql/cashflows/cpicouponpricer.hpp|Handle<YieldTermStructure> CPICouponPricer::nominalTermStructure() const;
|x|ql/cashflows/cpicouponpricer.hpp|void CPICouponPricer::setCapletVolatility(const Handle<CPIVolatilitySurface> & capletVol);
|x|ql/cashflows/cpicouponpricer.hpp|Rate CPICouponPricer::accruedRate(Date settlementDate) const;
|v|ql/cashflows/digitalcmscoupon.hpp|DigitalCmsCoupon::DigitalCmsCoupon(const ext::shared_ptr<CmsCoupon> & underlying, Rate callStrike = Null<Rate>(), Position::Type callPosition = Position::Long, bool isCallATMIncluded = false, Rate callDigitalPayoff = Null<Rate>(), Rate putStrike = Null<Rate>(), Position::Type putPosition = Position::Long, bool isPutATMIncluded = false, Rate putDigitalPayoff = Null<Rate>(), const ext::shared_ptr<DigitalReplication> & replication = { }, bool nakedOption = false);
|v|ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg::DigitalCmsLeg(Schedule schedule, ext::shared_ptr<SwapIndex> index);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withNotionals(Real notional);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withNotionals(const std::vector<Real> & notionals);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withPaymentDayCounter(const DayCounter &);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withPaymentAdjustment(BusinessDayConvention);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withFixingDays(Natural fixingDays);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withFixingDays(const std::vector<Natural> & fixingDays);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withGearings(Real gearing);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withGearings(const std::vector<Real> & gearings);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withSpreads(Spread spread);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withSpreads(const std::vector<Spread> & spreads);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::inArrears(bool flag = true);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withCallStrikes(Rate strike);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withCallStrikes(const std::vector<Rate> & strikes);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withLongCallOption(Position::Type);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withCallATM(bool flag = true);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withCallPayoffs(Rate payoff);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withCallPayoffs(const std::vector<Rate> & payoffs);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withPutStrikes(Rate strike);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withPutStrikes(const std::vector<Rate> & strikes);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withLongPutOption(Position::Type);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withPutATM(bool flag = true);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withPutPayoffs(Rate payoff);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withPutPayoffs(const std::vector<Rate> & payoffs);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withReplication(const ext::shared_ptr<DigitalReplication> &);
| |ql/cashflows/digitalcmscoupon.hpp|DigitalCmsLeg & DigitalCmsLeg::withNakedOption(bool nakedOption = true);
|v|ql/cashflows/digitalcoupon.hpp|DigitalCoupon::DigitalCoupon(const ext::shared_ptr<FloatingRateCoupon> & underlying, Rate callStrike = Null<Rate>(), Position::Type callPosition = Position::Long, bool isCallITMIncluded = false, Rate callDigitalPayoff = Null<Rate>(), Rate putStrike = Null<Rate>(), Position::Type putPosition = Position::Long, bool isPutITMIncluded = false, Rate putDigitalPayoff = Null<Rate>(), ext::shared_ptr<DigitalReplication> replication = { }, bool nakedOption = false);
|x|ql/cashflows/digitalcoupon.hpp|void DigitalCoupon::deepUpdate();
|x|ql/cashflows/digitalcoupon.hpp|void DigitalCoupon::performCalculations() const;
|v|ql/cashflows/digitalcoupon.hpp|Rate DigitalCoupon::rate() const;
|v|ql/cashflows/digitalcoupon.hpp|Rate DigitalCoupon::convexityAdjustment() const;
|x|ql/cashflows/digitalcoupon.hpp|Rate DigitalCoupon::callStrike() const;
|x|ql/cashflows/digitalcoupon.hpp|Rate DigitalCoupon::putStrike() const;
|x|ql/cashflows/digitalcoupon.hpp|Rate DigitalCoupon::callDigitalPayoff() const;
|x|ql/cashflows/digitalcoupon.hpp|Rate DigitalCoupon::putDigitalPayoff() const;
|x|ql/cashflows/digitalcoupon.hpp|bool DigitalCoupon::hasPut() const;
|x|ql/cashflows/digitalcoupon.hpp|bool DigitalCoupon::hasCall() const;
|x|ql/cashflows/digitalcoupon.hpp|bool DigitalCoupon::hasCollar() const;
|x|ql/cashflows/digitalcoupon.hpp|bool DigitalCoupon::isLongPut() const;
|x|ql/cashflows/digitalcoupon.hpp|bool DigitalCoupon::isLongCall() const;
|x|ql/cashflows/digitalcoupon.hpp|ext::shared_ptr<FloatingRateCoupon> DigitalCoupon::underlying() const;
|v|ql/cashflows/digitalcoupon.hpp|Rate DigitalCoupon::callOptionRate() const;
|v|ql/cashflows/digitalcoupon.hpp|Rate DigitalCoupon::putOptionRate() const;
|x|ql/cashflows/digitalcoupon.hpp|void DigitalCoupon::accept(AcyclicVisitor &);
|x|ql/cashflows/digitalcoupon.hpp|void DigitalCoupon::setPricer(const ext::shared_ptr<FloatingRateCouponPricer> & pricer);
|v|ql/cashflows/digitaliborcoupon.hpp|DigitalIborCoupon::DigitalIborCoupon(const ext::shared_ptr<IborCoupon> & underlying, Rate callStrike = Null<Rate>(), Position::Type callPosition = Position::Long, bool isCallATMIncluded = false, Rate callDigitalPayoff = Null<Rate>(), Rate putStrike = Null<Rate>(), Position::Type putPosition = Position::Long, bool isPutATMIncluded = false, Rate putDigitalPayoff = Null<Rate>(), const ext::shared_ptr<DigitalReplication> & replication = { }, bool nakedOption = false);
|v|ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg::DigitalIborLeg(Schedule schedule, ext::shared_ptr<IborIndex> index);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withNotionals(Real notional);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withNotionals(const std::vector<Real> & notionals);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withPaymentDayCounter(const DayCounter &);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withPaymentAdjustment(BusinessDayConvention);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withFixingDays(Natural fixingDays);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withFixingDays(const std::vector<Natural> & fixingDays);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withGearings(Real gearing);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withGearings(const std::vector<Real> & gearings);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withSpreads(Spread spread);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withSpreads(const std::vector<Spread> & spreads);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::inArrears(bool flag = true);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withCallStrikes(Rate strike);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withCallStrikes(const std::vector<Rate> & strikes);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withLongCallOption(Position::Type);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withCallATM(bool flag = true);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withCallPayoffs(Rate payoff);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withCallPayoffs(const std::vector<Rate> & payoffs);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withPutStrikes(Rate strike);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withPutStrikes(const std::vector<Rate> & strikes);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withLongPutOption(Position::Type);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withPutATM(bool flag = true);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withPutPayoffs(Rate payoff);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withPutPayoffs(const std::vector<Rate> & payoffs);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withReplication(const ext::shared_ptr<DigitalReplication> &);
| |ql/cashflows/digitaliborcoupon.hpp|DigitalIborLeg & DigitalIborLeg::withNakedOption(bool nakedOption = true);
|x|ql/cashflows/dividend.hpp|Dividend::Dividend(const Date & date);
|x|ql/cashflows/dividend.hpp|Real Dividend::amount(Real underlying) const;
|v|ql/cashflows/dividend.hpp|FixedDividend::FixedDividend(Real amount, const Date & date);
|v|ql/cashflows/dividend.hpp|FractionalDividend::FractionalDividend(Real rate, const Date & date);
|v|ql/cashflows/dividend.hpp|FractionalDividend::FractionalDividend(Real rate, Real nominal, const Date & date);
|x|ql/cashflows/dividend.hpp|Real FractionalDividend::rate() const;
|x|ql/cashflows/dividend.hpp|Real FractionalDividend::nominal() const;
| |ql/cashflows/dividend.hpp|std::vector<ext::shared_ptr<Dividend>> DividendVector(const std::vector<Date> & dividendDates, const std::vector<Real> & dividends);
| |ql/cashflows/duration.hpp|std::ostream & operator<<(std::ostream &, Duration::Type);
|v|ql/cashflows/equitycashflow.hpp|EquityCashFlow::EquityCashFlow(Real notional, ext::shared_ptr<EquityIndex> index, const Date & baseDate, const Date & fixingDate, const Date & paymentDate, bool growthOnly = true);
|v|ql/cashflows/equitycashflow.hpp|void EquityCashFlow::setPricer(const ext::shared_ptr<EquityCashFlowPricer> &);
|x|ql/cashflows/equitycashflow.hpp|const ext::shared_ptr<EquityCashFlowPricer> & EquityCashFlow::pricer() const;
| |ql/cashflows/equitycashflow.hpp|void accept(AcyclicVisitor & v);
|v|ql/cashflows/equitycashflow.hpp|void setCouponPricer(const Leg & leg, const ext::shared_ptr<EquityCashFlowPricer> &);
|x|ql/cashflows/equitycashflow.hpp|EquityCashFlowPricer::EquityCashFlowPricer();
|x|ql/cashflows/equitycashflow.hpp|Real EquityCashFlowPricer::price() const;
|x|ql/cashflows/equitycashflow.hpp|void EquityCashFlowPricer::initialize(const EquityCashFlow &);
|v|ql/cashflows/equitycashflow.hpp|EquityQuantoCashFlowPricer::EquityQuantoCashFlowPricer(Handle<YieldTermStructure> quantoCurrencyTermStructure, Handle<BlackVolTermStructure> equityVolatility, Handle<BlackVolTermStructure> fxVolatility, Handle<Quote> correlation);
|v|ql/cashflows/fixedratecoupon.hpp|FixedRateCoupon::FixedRateCoupon(const Date & paymentDate, Real nominal, Rate rate, const DayCounter & dayCounter, const Date & accrualStartDate, const Date & accrualEndDate, const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date(), const Date & exCouponDate = Date());
|x|ql/cashflows/fixedratecoupon.hpp|FixedRateCoupon::FixedRateCoupon(const Date & paymentDate, Real nominal, InterestRate interestRate, const Date & accrualStartDate, const Date & accrualEndDate, const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date(), const Date & exCouponDate = Date());
|v|ql/cashflows/fixedratecoupon.hpp|InterestRate FixedRateCoupon::interestRate() const;
|?|ql/cashflows/fixedratecoupon.hpp|FixedRateLeg::FixedRateLeg(Schedule schedule);
| |ql/cashflows/fixedratecoupon.hpp|FixedRateLeg & FixedRateLeg::withNotionals(Real);
| |ql/cashflows/fixedratecoupon.hpp|FixedRateLeg & FixedRateLeg::withNotionals(const std::vector<Real> &);
| |ql/cashflows/fixedratecoupon.hpp|FixedRateLeg & FixedRateLeg::withCouponRates(Rate, const DayCounter & paymentDayCounter, Compounding comp = Simple, Frequency freq = Annual);
| |ql/cashflows/fixedratecoupon.hpp|FixedRateLeg & FixedRateLeg::withCouponRates(const std::vector<Rate> &, const DayCounter & paymentDayCounter, Compounding comp = Simple, Frequency freq = Annual);
| |ql/cashflows/fixedratecoupon.hpp|FixedRateLeg & FixedRateLeg::withCouponRates(const InterestRate &);
| |ql/cashflows/fixedratecoupon.hpp|FixedRateLeg & FixedRateLeg::withCouponRates(const std::vector<InterestRate> &);
| |ql/cashflows/fixedratecoupon.hpp|FixedRateLeg & FixedRateLeg::withPaymentAdjustment(BusinessDayConvention);
| |ql/cashflows/fixedratecoupon.hpp|FixedRateLeg & FixedRateLeg::withFirstPeriodDayCounter(const DayCounter &);
| |ql/cashflows/fixedratecoupon.hpp|FixedRateLeg & FixedRateLeg::withLastPeriodDayCounter(const DayCounter &);
| |ql/cashflows/fixedratecoupon.hpp|FixedRateLeg & FixedRateLeg::withPaymentCalendar(const Calendar &);
| |ql/cashflows/fixedratecoupon.hpp|FixedRateLeg & FixedRateLeg::withPaymentLag(Integer lag);
| |ql/cashflows/fixedratecoupon.hpp|FixedRateLeg & FixedRateLeg::withExCouponPeriod(const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth = false);
| |ql/cashflows/fixedratecoupon.hpp|void accept(AcyclicVisitor & v);
|v|ql/cashflows/floatingratecoupon.hpp|FloatingRateCoupon::FloatingRateCoupon(const Date & paymentDate, Real nominal, const Date & startDate, const Date & endDate, Natural fixingDays, const ext::shared_ptr<InterestRateIndex> & index, Real gearing = 1.0, Spread spread = 0.0, const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date(), DayCounter dayCounter = DayCounter(), bool isInArrears = false, const Date & exCouponDate = Date(), BusinessDayConvention fixingConvention = Preceding);
|v|ql/cashflows/floatingratecoupon.hpp|Real FloatingRateCoupon::price(const Handle<YieldTermStructure> & discountingCurve) const;
|x|ql/cashflows/floatingratecoupon.hpp|const ext::shared_ptr<InterestRateIndex> & FloatingRateCoupon::index() const;
|x|ql/cashflows/floatingratecoupon.hpp|Natural FloatingRateCoupon::fixingDays() const;
|x|ql/cashflows/floatingratecoupon.hpp|Date FloatingRateCoupon::fixingDate() const;
|x|ql/cashflows/floatingratecoupon.hpp|Real FloatingRateCoupon::gearing() const;
|x|ql/cashflows/floatingratecoupon.hpp|Spread FloatingRateCoupon::spread() const;
|x|ql/cashflows/floatingratecoupon.hpp|Rate FloatingRateCoupon::indexFixing() const;
|v|ql/cashflows/floatingratecoupon.hpp|Rate FloatingRateCoupon::convexityAdjustment() const;
|x|ql/cashflows/floatingratecoupon.hpp|Rate FloatingRateCoupon::adjustedFixing() const;
|x|ql/cashflows/floatingratecoupon.hpp|bool FloatingRateCoupon::isInArrears() const;
|x|ql/cashflows/floatingratecoupon.hpp|BusinessDayConvention FloatingRateCoupon::fixingConvention() const;
|v|ql/cashflows/floatingratecoupon.hpp|void FloatingRateCoupon::setPricer(const ext::shared_ptr<FloatingRateCouponPricer> &);
|x|ql/cashflows/floatingratecoupon.hpp|ext::shared_ptr<FloatingRateCouponPricer> FloatingRateCoupon::pricer() const;
| |ql/cashflows/floatingratecoupon.hpp|Rate convexityAdjustmentImpl(Rate fixing) const;
| |ql/cashflows/floatingratecoupon.hpp|void accept(AcyclicVisitor & v);
|v|ql/cashflows/iborcoupon.hpp|IborCoupon::IborCoupon(const Date & paymentDate, Real nominal, const Date & startDate, const Date & endDate, Natural fixingDays, const ext::shared_ptr<IborIndex> & index, Real gearing = 1.0, Spread spread = 0.0, const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date(), const DayCounter & dayCounter = DayCounter(), bool isInArrears = false, const Date & exCouponDate = Date(), BusinessDayConvention fixingConvention = Preceding);
|x|ql/cashflows/iborcoupon.hpp|const ext::shared_ptr<IborIndex> & IborCoupon::iborIndex() const;
|x|ql/cashflows/iborcoupon.hpp|bool IborCoupon::hasFixed() const;
|x|ql/cashflows/iborcoupon.hpp|const Date & IborCoupon::fixingValueDate() const;
|x|ql/cashflows/iborcoupon.hpp|const Date & IborCoupon::fixingMaturityDate() const;
|x|ql/cashflows/iborcoupon.hpp|const Date & IborCoupon::fixingEndDate() const;
|x|ql/cashflows/iborcoupon.hpp|Time IborCoupon::spanningTimeIndexMaturity() const;
|x|ql/cashflows/iborcoupon.hpp|Time IborCoupon::spanningTime() const;
|x|ql/cashflows/iborcoupon.hpp|Settings::Settings();
|x|ql/cashflows/iborcoupon.hpp|void Settings::createAtParCoupons();
|x|ql/cashflows/iborcoupon.hpp|void Settings::createIndexedCoupons();
|x|ql/cashflows/iborcoupon.hpp|bool Settings::usingAtParCoupons() const;
|?|ql/cashflows/iborcoupon.hpp|IborLeg::IborLeg(Schedule schedule, ext::shared_ptr<IborIndex> index);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withNotionals(Real notional);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withNotionals(const std::vector<Real> & notionals);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withPaymentDayCounter(const DayCounter &);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withPaymentAdjustment(BusinessDayConvention);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withPaymentLag(Integer lag);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withPaymentCalendar(const Calendar &);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withFixingDays(Natural fixingDays);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withFixingDays(const std::vector<Natural> & fixingDays);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withGearings(Real gearing);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withGearings(const std::vector<Real> & gearings);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withSpreads(Spread spread);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withSpreads(const std::vector<Spread> & spreads);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withCaps(Rate cap);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withCaps(const std::vector<Rate> & caps);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withFloors(Rate floor);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withFloors(const std::vector<Rate> & floors);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::inArrears(bool flag = true);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withZeroPayments(bool flag = true);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withExCouponPeriod(const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth = false);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withFixingConvention(BusinessDayConvention);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withIndexedCoupons(ext::optional<bool> b = true);
| |ql/cashflows/iborcoupon.hpp|IborLeg & IborLeg::withAtParCoupons(bool b = true);
|v|ql/cashflows/indexedcashflow.hpp|IndexedCashFlow::IndexedCashFlow(Real notional, ext::shared_ptr<Index> index, const Date & baseDate, const Date & fixingDate, const Date & paymentDate, bool growthOnly = false);
|x|ql/cashflows/indexedcashflow.hpp|Real IndexedCashFlow::notional() const;
|x|ql/cashflows/indexedcashflow.hpp|Date IndexedCashFlow::baseDate() const;
|x|ql/cashflows/indexedcashflow.hpp|Date IndexedCashFlow::fixingDate() const;
|x|ql/cashflows/indexedcashflow.hpp|ext::shared_ptr<Index> IndexedCashFlow::index() const;
|x|ql/cashflows/indexedcashflow.hpp|bool IndexedCashFlow::growthOnly() const;
|v|ql/cashflows/indexedcashflow.hpp|Real IndexedCashFlow::baseFixing() const;
|v|ql/cashflows/indexedcashflow.hpp|Real IndexedCashFlow::indexFixing() const;
| |ql/cashflows/indexedcashflow.hpp|void accept(AcyclicVisitor & v);
|x|ql/cashflows/inflationcoupon.hpp|InflationCoupon::InflationCoupon(const Date & paymentDate, Real nominal, const Date & startDate, const Date & endDate, Natural fixingDays, ext::shared_ptr<InflationIndex> index, const Period & observationLag, DayCounter dayCounter, const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date(), const Date & exCouponDate = Date());
|x|ql/cashflows/inflationcoupon.hpp|Real InflationCoupon::price(const Handle<YieldTermStructure> & discountingCurve) const;
|x|ql/cashflows/inflationcoupon.hpp|const ext::shared_ptr<InflationIndex> & InflationCoupon::index() const;
|x|ql/cashflows/inflationcoupon.hpp|Period InflationCoupon::observationLag() const;
|x|ql/cashflows/inflationcoupon.hpp|Natural InflationCoupon::fixingDays() const;
|x|ql/cashflows/inflationcoupon.hpp|Date InflationCoupon::fixingDate() const;
|x|ql/cashflows/inflationcoupon.hpp|Rate InflationCoupon::indexFixing() const;
|x|ql/cashflows/inflationcoupon.hpp|void InflationCoupon::setPricer(const ext::shared_ptr<InflationCouponPricer> &);
|x|ql/cashflows/inflationcoupon.hpp|ext::shared_ptr<InflationCouponPricer> InflationCoupon::pricer() const;
| |ql/cashflows/inflationcoupon.hpp|void accept(AcyclicVisitor & v);
|x|ql/cashflows/inflationcouponpricer.hpp|InflationCouponPricer::InflationCouponPricer();
|x|ql/cashflows/inflationcouponpricer.hpp|Real InflationCouponPricer::swapletPrice() const;
|x|ql/cashflows/inflationcouponpricer.hpp|Rate InflationCouponPricer::swapletRate() const;
|x|ql/cashflows/inflationcouponpricer.hpp|Real InflationCouponPricer::capletPrice(Rate effectiveCap) const;
|x|ql/cashflows/inflationcouponpricer.hpp|Rate InflationCouponPricer::capletRate(Rate effectiveCap) const;
|x|ql/cashflows/inflationcouponpricer.hpp|Real InflationCouponPricer::floorletPrice(Rate effectiveFloor) const;
|x|ql/cashflows/inflationcouponpricer.hpp|Rate InflationCouponPricer::floorletRate(Rate effectiveFloor) const;
|x|ql/cashflows/inflationcouponpricer.hpp|void InflationCouponPricer::initialize(const InflationCoupon &);
|v|ql/cashflows/inflationcouponpricer.hpp|void setCouponPricer(const Leg & leg, const ext::shared_ptr<InflationCouponPricer> &);
|x|ql/cashflows/inflationcouponpricer.hpp|YoYInflationCouponPricer::YoYInflationCouponPricer();
|x|ql/cashflows/inflationcouponpricer.hpp|YoYInflationCouponPricer::YoYInflationCouponPricer(Handle<YieldTermStructure> nominalTermStructure);
|x|ql/cashflows/inflationcouponpricer.hpp|YoYInflationCouponPricer::YoYInflationCouponPricer(Handle<YoYOptionletVolatilitySurface> capletVol, Handle<YieldTermStructure> nominalTermStructure);
|x|ql/cashflows/inflationcouponpricer.hpp|Handle<YoYOptionletVolatilitySurface> YoYInflationCouponPricer::capletVolatility() const;
|x|ql/cashflows/inflationcouponpricer.hpp|Handle<YieldTermStructure> YoYInflationCouponPricer::nominalTermStructure() const;
|x|ql/cashflows/inflationcouponpricer.hpp|void YoYInflationCouponPricer::setCapletVolatility(const Handle<YoYOptionletVolatilitySurface> & capletVol);
|x|ql/cashflows/inflationcouponpricer.hpp|BlackYoYInflationCouponPricer::BlackYoYInflationCouponPricer();
|x|ql/cashflows/inflationcouponpricer.hpp|BlackYoYInflationCouponPricer::BlackYoYInflationCouponPricer(const Handle<YieldTermStructure> & nominalTermStructure);
|v|ql/cashflows/inflationcouponpricer.hpp|BlackYoYInflationCouponPricer::BlackYoYInflationCouponPricer(const Handle<YoYOptionletVolatilitySurface> & capletVol, const Handle<YieldTermStructure> & nominalTermStructure);
|x|ql/cashflows/inflationcouponpricer.hpp|UnitDisplacedBlackYoYInflationCouponPricer::UnitDisplacedBlackYoYInflationCouponPricer();
|x|ql/cashflows/inflationcouponpricer.hpp|UnitDisplacedBlackYoYInflationCouponPricer::UnitDisplacedBlackYoYInflationCouponPricer(const Handle<YieldTermStructure> & nominalTermStructure);
|v|ql/cashflows/inflationcouponpricer.hpp|UnitDisplacedBlackYoYInflationCouponPricer::UnitDisplacedBlackYoYInflationCouponPricer(const Handle<YoYOptionletVolatilitySurface> & capletVol, const Handle<YieldTermStructure> & nominalTermStructure);
|x|ql/cashflows/inflationcouponpricer.hpp|BachelierYoYInflationCouponPricer::BachelierYoYInflationCouponPricer();
|x|ql/cashflows/inflationcouponpricer.hpp|BachelierYoYInflationCouponPricer::BachelierYoYInflationCouponPricer(const Handle<YieldTermStructure> & nominalTermStructure);
|v|ql/cashflows/inflationcouponpricer.hpp|BachelierYoYInflationCouponPricer::BachelierYoYInflationCouponPricer(const Handle<YoYOptionletVolatilitySurface> & capletVol, const Handle<YieldTermStructure> & nominalTermStructure);
|v|ql/cashflows/lineartsrpricer.hpp|Settings::Settings();
|v|ql/cashflows/lineartsrpricer.hpp|Settings & Settings::withRateBound(const Real lowerRateBound = defaultLowerBound, const Real upperRateBound = defaultUpperBound);
|v|ql/cashflows/lineartsrpricer.hpp|Settings & Settings::withVegaRatio(const Real vegaRatio = 0.01);
|v|ql/cashflows/lineartsrpricer.hpp|Settings & Settings::withVegaRatio(const Real vegaRatio, const Real lowerRateBound, const Real upperRateBound);
|v|ql/cashflows/lineartsrpricer.hpp|Settings & Settings::withPriceThreshold(const Real priceThreshold = 1.0E-8);
|v|ql/cashflows/lineartsrpricer.hpp|Settings & Settings::withPriceThreshold(const Real priceThreshold, const Real lowerRateBound, const Real upperRateBound);
|v|ql/cashflows/lineartsrpricer.hpp|Settings & Settings::withBSStdDevs(const Real stdDevs = 3.0);
|v|ql/cashflows/lineartsrpricer.hpp|Settings & Settings::withBSStdDevs(const Real stdDevs, const Real lowerRateBound, const Real upperRateBound);
|v|ql/cashflows/lineartsrpricer.hpp|LinearTsrPricer::LinearTsrPricer(const Handle<SwaptionVolatilityStructure> & swaptionVol, Handle<Quote> meanReversion, Handle<YieldTermStructure> couponDiscountCurve = Handle<YieldTermStructure>(), const Settings & settings = Settings(), ext::shared_ptr<Integrator> integrator = ext::shared_ptr<Integrator>());
| |ql/cashflows/lineartsrpricer.hpp|VegaRatioHelper::VegaRatioHelper(const SmileSection * section, const Real targetVega);
| |ql/cashflows/lineartsrpricer.hpp|Real VegaRatioHelper::operator()(Real strike) const;
|x|ql/cashflows/lineartsrpricer.hpp|PriceHelper::PriceHelper(const SmileSection * section, const Option::Type type, const Real targetPrice);
|x|ql/cashflows/lineartsrpricer.hpp|Real PriceHelper::operator()(Real strike) const;
|v|ql/cashflows/multipleresetscoupon.hpp|MultipleResetsCoupon::MultipleResetsCoupon(const Date & paymentDate, Real nominal, const Schedule & resetSchedule, Natural fixingDays, const ext::shared_ptr<IborIndex> & index, Real gearing = 1.0, Rate couponSpread = 0.0, Rate rateSpread = 0.0, const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date(), const DayCounter & dayCounter = DayCounter(), const Date & exCouponDate = Date());
|v|ql/cashflows/multipleresetscoupon.hpp|const std::vector<Date> & MultipleResetsCoupon::fixingDates() const;
|x|ql/cashflows/multipleresetscoupon.hpp|const std::vector<Time> & MultipleResetsCoupon::dt() const;
|x|ql/cashflows/multipleresetscoupon.hpp|const std::vector<Date> & MultipleResetsCoupon::valueDates() const;
|x|ql/cashflows/multipleresetscoupon.hpp|Spread MultipleResetsCoupon::rateSpread() const;
| |ql/cashflows/multipleresetscoupon.hpp|Rate MultipleResetsPricer::swapletPrice() const;
|v|ql/cashflows/multipleresetscoupon.hpp|Real MultipleResetsPricer::capletPrice(Rate effectiveCap) const;
|v|ql/cashflows/multipleresetscoupon.hpp|Rate MultipleResetsPricer::capletRate(Rate effectiveCap) const;
|v|ql/cashflows/multipleresetscoupon.hpp|Real MultipleResetsPricer::floorletPrice(Rate effectiveFloor) const;
|v|ql/cashflows/multipleresetscoupon.hpp|Rate MultipleResetsPricer::floorletRate(Rate effectiveFloor) const;
| |ql/cashflows/multipleresetscoupon.hpp|void MultipleResetsPricer::initialize(const FloatingRateCoupon & coupon);
| |ql/cashflows/multipleresetscoupon.hpp|Real AveragingMultipleResetsPricer::swapletRate() const;
| |ql/cashflows/multipleresetscoupon.hpp|Real CompoundingMultipleResetsPricer::swapletRate() const;
| |ql/cashflows/multipleresetscoupon.hpp|MultipleResetsLeg::MultipleResetsLeg(Schedule fullResetSchedule, ext::shared_ptr<IborIndex> index, Size resetsPerCoupon);
| |ql/cashflows/multipleresetscoupon.hpp|MultipleResetsLeg & MultipleResetsLeg::withNotionals(Real notional);
| |ql/cashflows/multipleresetscoupon.hpp|MultipleResetsLeg & MultipleResetsLeg::withNotionals(const std::vector<Real> & notionals);
| |ql/cashflows/multipleresetscoupon.hpp|MultipleResetsLeg & MultipleResetsLeg::withPaymentDayCounter(const DayCounter &);
| |ql/cashflows/multipleresetscoupon.hpp|MultipleResetsLeg & MultipleResetsLeg::withPaymentAdjustment(BusinessDayConvention);
| |ql/cashflows/multipleresetscoupon.hpp|MultipleResetsLeg & MultipleResetsLeg::withPaymentCalendar(const Calendar &);
| |ql/cashflows/multipleresetscoupon.hpp|MultipleResetsLeg & MultipleResetsLeg::withPaymentLag(Integer lag);
| |ql/cashflows/multipleresetscoupon.hpp|MultipleResetsLeg & MultipleResetsLeg::withFixingDays(Natural fixingDays);
| |ql/cashflows/multipleresetscoupon.hpp|MultipleResetsLeg & MultipleResetsLeg::withFixingDays(const std::vector<Natural> & fixingDays);
| |ql/cashflows/multipleresetscoupon.hpp|MultipleResetsLeg & MultipleResetsLeg::withGearings(Real gearing);
| |ql/cashflows/multipleresetscoupon.hpp|MultipleResetsLeg & MultipleResetsLeg::withGearings(const std::vector<Real> & gearings);
| |ql/cashflows/multipleresetscoupon.hpp|MultipleResetsLeg & MultipleResetsLeg::withCouponSpreads(Spread spread);
| |ql/cashflows/multipleresetscoupon.hpp|MultipleResetsLeg & MultipleResetsLeg::withCouponSpreads(const std::vector<Spread> & spreads);
| |ql/cashflows/multipleresetscoupon.hpp|MultipleResetsLeg & MultipleResetsLeg::withRateSpreads(Spread spread);
| |ql/cashflows/multipleresetscoupon.hpp|MultipleResetsLeg & MultipleResetsLeg::withRateSpreads(const std::vector<Spread> & spreads);
| |ql/cashflows/multipleresetscoupon.hpp|MultipleResetsLeg & MultipleResetsLeg::withExCouponPeriod(const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth = false);
| |ql/cashflows/multipleresetscoupon.hpp|MultipleResetsLeg & MultipleResetsLeg::withAveragingMethod(RateAveraging::Type averagingMethod);
|v|ql/cashflows/overnightindexedcoupon.hpp|OvernightIndexedCoupon::OvernightIndexedCoupon(const Date & paymentDate, Real nominal, const Date & startDate, const Date & endDate, const ext::shared_ptr<OvernightIndex> & overnightIndex, Real gearing = 1.0, Spread spread = 0.0, const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date(), const DayCounter & dayCounter = DayCounter(), bool telescopicValueDates = false, RateAveraging::Type averagingMethod = RateAveraging::Compound, Natural lookbackDays = Null<Natural>(), Natural lockoutDays = 0, bool applyObservationShift = false, bool compoundSpread = false, const Date & rateComputationStartDate = Date(), const Date & rateComputationEndDate = Date(), const Date & exCouponDate = Date(), const ext::optional<Integer> & roundingPrecision = ext::nullopt);
|v|ql/cashflows/overnightindexedcoupon.hpp|const std::vector<Date> & OvernightIndexedCoupon::fixingDates() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|const std::vector<Time> & OvernightIndexedCoupon::dt() const;
|v|ql/cashflows/overnightindexedcoupon.hpp|const std::vector<Rate> & OvernightIndexedCoupon::indexFixings() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|const std::vector<Date> & OvernightIndexedCoupon::valueDates() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|const std::vector<Date> & OvernightIndexedCoupon::interestDates() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|RateAveraging::Type OvernightIndexedCoupon::averagingMethod() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|Natural OvernightIndexedCoupon::lockoutDays() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|bool OvernightIndexedCoupon::applyObservationShift() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|bool OvernightIndexedCoupon::compoundSpreadDaily() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|Real OvernightIndexedCoupon::effectiveSpread() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|Real OvernightIndexedCoupon::effectiveIndexFixing() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|const Date & OvernightIndexedCoupon::rateComputationStartDate() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|const Date & OvernightIndexedCoupon::rateComputationEndDate() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|bool OvernightIndexedCoupon::canApplyTelescopicFormula() const;
|v|ql/cashflows/overnightindexedcoupon.hpp|CappedFlooredOvernightIndexedCoupon::CappedFlooredOvernightIndexedCoupon(const ext::shared_ptr<OvernightIndexedCoupon> & underlying, Real cap = Null<Real>(), Real floor = Null<Real>(), bool nakedOption = false, bool dailyCapFloor = false);
|x|ql/cashflows/overnightindexedcoupon.hpp|Rate CappedFlooredOvernightIndexedCoupon::cap() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|Rate CappedFlooredOvernightIndexedCoupon::floor() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|Rate CappedFlooredOvernightIndexedCoupon::effectiveCap() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|Rate CappedFlooredOvernightIndexedCoupon::effectiveFloor() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|Real CappedFlooredOvernightIndexedCoupon::effectiveCapletVolatility() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|Real CappedFlooredOvernightIndexedCoupon::effectiveFloorletVolatility() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|bool CappedFlooredOvernightIndexedCoupon::isCapped() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|bool CappedFlooredOvernightIndexedCoupon::isFloored() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|ext::shared_ptr<OvernightIndexedCoupon> CappedFlooredOvernightIndexedCoupon::underlying() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|bool CappedFlooredOvernightIndexedCoupon::nakedOption() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|bool CappedFlooredOvernightIndexedCoupon::dailyCapFloor() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|bool CappedFlooredOvernightIndexedCoupon::compoundSpreadDaily() const;
|x|ql/cashflows/overnightindexedcoupon.hpp|RateAveraging::Type CappedFlooredOvernightIndexedCoupon::averagingMethod() const;
|?|ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg::OvernightLeg(Schedule schedule, const ext::shared_ptr<OvernightIndex> & overnightIndex);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withNotionals(Real notional);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withNotionals(const std::vector<Real> & notionals);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withPaymentDayCounter(const DayCounter &);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withPaymentAdjustment(BusinessDayConvention);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withPaymentCalendar(const Calendar &);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withPaymentLag(Integer lag);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withGearings(Real gearing);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withGearings(const std::vector<Real> & gearings);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withSpreads(Spread spread);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withSpreads(const std::vector<Spread> & spreads);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withTelescopicValueDates(bool telescopicValueDates);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withAveragingMethod(RateAveraging::Type averagingMethod);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withLookbackDays(Natural lookbackDays);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withLockoutDays(Natural lockoutDays);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withObservationShift(bool applyObservationShift = true);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::compoundingSpreadDaily(bool compoundSpreadDaily = true);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withRoundingPrecision(Integer roundingPrecision);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withCaps(Rate cap);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withCaps(const std::vector<Rate> & caps);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withFloors(Rate floor);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withFloors(const std::vector<Rate> & floors);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withNakedOption(bool nakedOption);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withDailyCapFloor(bool dailyCapFloor = true);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::inArrears(bool inArrears);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withLastRecentPeriod(const ext::optional<Period> & lastRecentPeriod);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withLastRecentPeriodCalendar(const Calendar & lastRecentPeriodCalendar);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withPaymentDates(const std::vector<Date> & paymentDates);
| |ql/cashflows/overnightindexedcoupon.hpp|OvernightLeg & OvernightLeg::withCouponPricer(const ext::shared_ptr<OvernightIndexedCouponPricer> & couponPricer);
|x|ql/cashflows/overnightindexedcouponpricer.hpp|OvernightIndexedCouponPricer::OvernightIndexedCouponPricer(Handle<OptionletVolatilityStructure> v = Handle<OptionletVolatilityStructure>(), bool effectiveVolatilityInput = false);
|x|ql/cashflows/overnightindexedcouponpricer.hpp|void OvernightIndexedCouponPricer::initialize(const FloatingRateCoupon & coupon);
|x|ql/cashflows/overnightindexedcouponpricer.hpp|void OvernightIndexedCouponPricer::setCapletVolatility(const Handle<OptionletVolatilityStructure> & v = Handle<OptionletVolatilityStructure>());
|x|ql/cashflows/overnightindexedcouponpricer.hpp|Handle<OptionletVolatilityStructure> OvernightIndexedCouponPricer::capletVolatility() const;
|x|ql/cashflows/overnightindexedcouponpricer.hpp|void OvernightIndexedCouponPricer::setEffectiveVolatilityInput(const bool effectiveVolatilityInput);
|x|ql/cashflows/overnightindexedcouponpricer.hpp|bool OvernightIndexedCouponPricer::effectiveVolatilityInput() const;
|x|ql/cashflows/overnightindexedcouponpricer.hpp|Real OvernightIndexedCouponPricer::effectiveCapletVolatility() const;
|x|ql/cashflows/overnightindexedcouponpricer.hpp|Real OvernightIndexedCouponPricer::effectiveFloorletVolatility() const;
|x|ql/cashflows/overnightindexedcouponpricer.hpp|Rate OvernightIndexedCouponPricer::capletRate(Rate effectiveCap, bool dailyCapFloor) const;
|x|ql/cashflows/overnightindexedcouponpricer.hpp|Rate OvernightIndexedCouponPricer::floorletRate(Rate effectiveCap, bool dailyCapFloor) const;
|x|ql/cashflows/overnightindexedcouponpricer.hpp|Rate OvernightIndexedCouponPricer::averageRate(const Date & date) const;
|v|ql/cashflows/overnightindexedcouponpricer.hpp|CompoundingOvernightIndexedCouponPricer::CompoundingOvernightIndexedCouponPricer(Handle<OptionletVolatilityStructure> v = Handle<OptionletVolatilityStructure>(), bool effectiveVolatilityInput = false);
|v|ql/cashflows/overnightindexedcouponpricer.hpp|Rate CompoundingOvernightIndexedCouponPricer::swapletRate() const;
|v|ql/cashflows/overnightindexedcouponpricer.hpp|Real CompoundingOvernightIndexedCouponPricer::swapletPrice() const;
|v|ql/cashflows/overnightindexedcouponpricer.hpp|Real CompoundingOvernightIndexedCouponPricer::capletPrice(Rate) const;
|v|ql/cashflows/overnightindexedcouponpricer.hpp|Rate CompoundingOvernightIndexedCouponPricer::capletRate(Rate) const;
|v|ql/cashflows/overnightindexedcouponpricer.hpp|Real CompoundingOvernightIndexedCouponPricer::floorletPrice(Rate) const;
|v|ql/cashflows/overnightindexedcouponpricer.hpp|Rate CompoundingOvernightIndexedCouponPricer::floorletRate(Rate) const;
| |ql/cashflows/overnightindexedcouponpricer.hpp|Rate CompoundingOvernightIndexedCouponPricer::effectiveSpread() const;
| |ql/cashflows/overnightindexedcouponpricer.hpp|Rate CompoundingOvernightIndexedCouponPricer::effectiveIndexFixing() const;
|v|ql/cashflows/overnightindexedcouponpricer.hpp|ArithmeticAveragedOvernightIndexedCouponPricer::ArithmeticAveragedOvernightIndexedCouponPricer(Real meanReversion = 0.03, Real volatility = 0.00, bool byApprox = false, Handle<OptionletVolatilityStructure> v = Handle<OptionletVolatilityStructure>(), const bool effectiveVolatilityInput = false);
|x|ql/cashflows/overnightindexedcouponpricer.hpp|ArithmeticAveragedOvernightIndexedCouponPricer::ArithmeticAveragedOvernightIndexedCouponPricer(bool byApprox);
|v|ql/cashflows/overnightindexedcouponpricer.hpp|Rate ArithmeticAveragedOvernightIndexedCouponPricer::swapletRate() const;
|v|ql/cashflows/overnightindexedcouponpricer.hpp|Real ArithmeticAveragedOvernightIndexedCouponPricer::swapletPrice() const;
|v|ql/cashflows/overnightindexedcouponpricer.hpp|Real ArithmeticAveragedOvernightIndexedCouponPricer::capletPrice(Rate) const;
|v|ql/cashflows/overnightindexedcouponpricer.hpp|Rate ArithmeticAveragedOvernightIndexedCouponPricer::capletRate(Rate) const;
|v|ql/cashflows/overnightindexedcouponpricer.hpp|Real ArithmeticAveragedOvernightIndexedCouponPricer::floorletPrice(Rate) const;
|v|ql/cashflows/overnightindexedcouponpricer.hpp|Rate ArithmeticAveragedOvernightIndexedCouponPricer::floorletRate(Rate) const;
|v|ql/cashflows/rangeaccrual.hpp|RangeAccrualFloatersCoupon::RangeAccrualFloatersCoupon(const Date & paymentDate, Real nominal, const ext::shared_ptr<IborIndex> & index, const Date & startDate, const Date & endDate, Natural fixingDays, const DayCounter & dayCounter, Real gearing, Rate spread, const Date & refPeriodStart, const Date & refPeriodEnd, Schedule observationsSchedule, Real lowerTrigger, Real upperTrigger);
| |ql/cashflows/rangeaccrual.hpp|RangeAccrualFloatersCoupon::RangeAccrualFloatersCoupon(const Date & paymentDate, Real nominal, const ext::shared_ptr<IborIndex> & index, const Date & startDate, const Date & endDate, Natural fixingDays, const DayCounter & dayCounter, Real gearing, Rate spread, const Date & refPeriodStart, const Date & refPeriodEnd, const ext::shared_ptr<Schedule> & observationsSchedule, Real lowerTrigger, Real upperTrigger);
|x|ql/cashflows/rangeaccrual.hpp|Real RangeAccrualFloatersCoupon::startTime() const;
|x|ql/cashflows/rangeaccrual.hpp|Real RangeAccrualFloatersCoupon::endTime() const;
|x|ql/cashflows/rangeaccrual.hpp|Real RangeAccrualFloatersCoupon::lowerTrigger() const;
|x|ql/cashflows/rangeaccrual.hpp|Real RangeAccrualFloatersCoupon::upperTrigger() const;
|x|ql/cashflows/rangeaccrual.hpp|Size RangeAccrualFloatersCoupon::observationsNo() const;
|x|ql/cashflows/rangeaccrual.hpp|const std::vector<Date> & RangeAccrualFloatersCoupon::observationDates() const;
|x|ql/cashflows/rangeaccrual.hpp|const std::vector<Real> & RangeAccrualFloatersCoupon::observationTimes() const;
|x|ql/cashflows/rangeaccrual.hpp|const Schedule & RangeAccrualFloatersCoupon::observationSchedule() const;
|x|ql/cashflows/rangeaccrual.hpp|ext::shared_ptr<Schedule> RangeAccrualFloatersCoupon::observationsSchedule() const;
|v|ql/cashflows/rangeaccrual.hpp|Real RangeAccrualFloatersCoupon::priceWithoutOptionality(const Handle<YieldTermStructure> & discountCurve) const;
|v|ql/cashflows/rangeaccrual.hpp|Rate RangeAccrualPricer::swapletRate() const;
|v|ql/cashflows/rangeaccrual.hpp|Real RangeAccrualPricer::capletPrice(Rate effectiveCap) const;
|v|ql/cashflows/rangeaccrual.hpp|Rate RangeAccrualPricer::capletRate(Rate effectiveCap) const;
|v|ql/cashflows/rangeaccrual.hpp|Real RangeAccrualPricer::floorletPrice(Rate effectiveFloor) const;
|v|ql/cashflows/rangeaccrual.hpp|Rate RangeAccrualPricer::floorletRate(Rate effectiveFloor) const;
| |ql/cashflows/rangeaccrual.hpp|void RangeAccrualPricer::initialize(const FloatingRateCoupon & coupon);
|v|ql/cashflows/rangeaccrual.hpp|RangeAccrualPricerByBgm::RangeAccrualPricerByBgm(Real correlation, ext::shared_ptr<SmileSection> smilesOnExpiry, ext::shared_ptr<SmileSection> smilesOnPayment, bool withSmile, bool byCallSpread);
|v|ql/cashflows/rangeaccrual.hpp|Real RangeAccrualPricerByBgm::swapletPrice() const;
|?|ql/cashflows/rangeaccrual.hpp|RangeAccrualLeg::RangeAccrualLeg(Schedule schedule, ext::shared_ptr<IborIndex> index);
| |ql/cashflows/rangeaccrual.hpp|RangeAccrualLeg & RangeAccrualLeg::withNotionals(Real notional);
| |ql/cashflows/rangeaccrual.hpp|RangeAccrualLeg & RangeAccrualLeg::withNotionals(const std::vector<Real> & notionals);
| |ql/cashflows/rangeaccrual.hpp|RangeAccrualLeg & RangeAccrualLeg::withPaymentDayCounter(const DayCounter &);
| |ql/cashflows/rangeaccrual.hpp|RangeAccrualLeg & RangeAccrualLeg::withPaymentAdjustment(BusinessDayConvention);
| |ql/cashflows/rangeaccrual.hpp|RangeAccrualLeg & RangeAccrualLeg::withFixingDays(Natural fixingDays);
| |ql/cashflows/rangeaccrual.hpp|RangeAccrualLeg & RangeAccrualLeg::withFixingDays(const std::vector<Natural> & fixingDays);
| |ql/cashflows/rangeaccrual.hpp|RangeAccrualLeg & RangeAccrualLeg::withGearings(Real gearing);
| |ql/cashflows/rangeaccrual.hpp|RangeAccrualLeg & RangeAccrualLeg::withGearings(const std::vector<Real> & gearings);
| |ql/cashflows/rangeaccrual.hpp|RangeAccrualLeg & RangeAccrualLeg::withSpreads(Spread spread);
| |ql/cashflows/rangeaccrual.hpp|RangeAccrualLeg & RangeAccrualLeg::withSpreads(const std::vector<Spread> & spreads);
| |ql/cashflows/rangeaccrual.hpp|RangeAccrualLeg & RangeAccrualLeg::withLowerTriggers(Rate trigger);
| |ql/cashflows/rangeaccrual.hpp|RangeAccrualLeg & RangeAccrualLeg::withLowerTriggers(const std::vector<Rate> & triggers);
| |ql/cashflows/rangeaccrual.hpp|RangeAccrualLeg & RangeAccrualLeg::withUpperTriggers(Rate trigger);
| |ql/cashflows/rangeaccrual.hpp|RangeAccrualLeg & RangeAccrualLeg::withUpperTriggers(const std::vector<Rate> & triggers);
| |ql/cashflows/rangeaccrual.hpp|RangeAccrualLeg & RangeAccrualLeg::withObservationTenor(const Period &);
| |ql/cashflows/rangeaccrual.hpp|RangeAccrualLeg & RangeAccrualLeg::withObservationConvention(BusinessDayConvention);
| |ql/cashflows/replication.hpp|std::ostream & operator<<(std::ostream &, Replication::Type);
|v|ql/cashflows/replication.hpp|DigitalReplication::DigitalReplication(Replication::Type t = Replication::Central, Real gap = 1e-4);
|x|ql/cashflows/replication.hpp|Replication::Type DigitalReplication::replicationType() const;
|x|ql/cashflows/replication.hpp|Real DigitalReplication::gap() const;
|v|ql/cashflows/simplecashflow.hpp|SimpleCashFlow::SimpleCashFlow(Real amount, const Date & date);
|v|ql/cashflows/simplecashflow.hpp|Redemption::Redemption(Real amount, const Date & date);
|v|ql/cashflows/simplecashflow.hpp|AmortizingPayment::AmortizingPayment(Real amount, const Date & date);
|x|ql/cashflows/simplecashflow.hpp|void accept(AcyclicVisitor & v);
|x|ql/cashflows/timebasket.hpp|TimeBasket::TimeBasket();
|x|ql/cashflows/timebasket.hpp|TimeBasket::TimeBasket(const std::vector<Date> & dates, const std::vector<Real> & values);
|x|ql/cashflows/timebasket.hpp|bool TimeBasket::hasDate(const Date &) const;
|x|ql/cashflows/timebasket.hpp|TimeBasket & TimeBasket::operator+=(const TimeBasket & other);
|x|ql/cashflows/timebasket.hpp|TimeBasket & TimeBasket::operator-=(const TimeBasket & other);
|x|ql/cashflows/timebasket.hpp|TimeBasket TimeBasket::rebin(const std::vector<Date> & buckets) const;
| |ql/cashflows/timebasket.hpp|bool hasDate(const Date & d) const;
| |ql/cashflows/timebasket.hpp|TimeBasket & operator+=(const TimeBasket & other);
| |ql/cashflows/timebasket.hpp|TimeBasket & operator-=(const TimeBasket & other);
|v|ql/cashflows/yoyinflationcoupon.hpp|YoYInflationCoupon::YoYInflationCoupon(const Date & paymentDate, Real nominal, const Date & startDate, const Date & endDate, Natural fixingDays, const ext::shared_ptr<YoYInflationIndex> & index, const Period & observationLag, CPI::InterpolationType interpolation, const DayCounter & dayCounter, Real gearing = 1.0, Spread spread = 0.0, const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date());
|x|ql/cashflows/yoyinflationcoupon.hpp|Real YoYInflationCoupon::gearing() const;
|x|ql/cashflows/yoyinflationcoupon.hpp|Spread YoYInflationCoupon::spread() const;
|v|ql/cashflows/yoyinflationcoupon.hpp|Rate YoYInflationCoupon::adjustedFixing() const;
|x|ql/cashflows/yoyinflationcoupon.hpp|const ext::shared_ptr<YoYInflationIndex> & YoYInflationCoupon::yoyIndex() const;
|x|ql/cashflows/yoyinflationcoupon.hpp|CPI::InterpolationType YoYInflationCoupon::interpolation() const;
|v|ql/cashflows/yoyinflationcoupon.hpp|yoyInflationLeg::yoyInflationLeg(Schedule schedule, Calendar cal, ext::shared_ptr<YoYInflationIndex> index, const Period & observationLag, CPI::InterpolationType interpolation);
|x|ql/cashflows/yoyinflationcoupon.hpp|yoyInflationLeg & yoyInflationLeg::withNotionals(Real notional);
|v|ql/cashflows/yoyinflationcoupon.hpp|yoyInflationLeg & yoyInflationLeg::withNotionals(const std::vector<Real> & notionals);
|v|ql/cashflows/yoyinflationcoupon.hpp|yoyInflationLeg & yoyInflationLeg::withPaymentDayCounter(const DayCounter &);
|v|ql/cashflows/yoyinflationcoupon.hpp|yoyInflationLeg & yoyInflationLeg::withPaymentAdjustment(BusinessDayConvention);
|x|ql/cashflows/yoyinflationcoupon.hpp|yoyInflationLeg & yoyInflationLeg::withFixingDays(Natural fixingDays);
|v|ql/cashflows/yoyinflationcoupon.hpp|yoyInflationLeg & yoyInflationLeg::withFixingDays(const std::vector<Natural> & fixingDays);
|x|ql/cashflows/yoyinflationcoupon.hpp|yoyInflationLeg & yoyInflationLeg::withGearings(Real gearing);
|v|ql/cashflows/yoyinflationcoupon.hpp|yoyInflationLeg & yoyInflationLeg::withGearings(const std::vector<Real> & gearings);
|x|ql/cashflows/yoyinflationcoupon.hpp|yoyInflationLeg & yoyInflationLeg::withSpreads(Spread spread);
|v|ql/cashflows/yoyinflationcoupon.hpp|yoyInflationLeg & yoyInflationLeg::withSpreads(const std::vector<Spread> & spreads);
|x|ql/cashflows/yoyinflationcoupon.hpp|yoyInflationLeg & yoyInflationLeg::withCaps(Rate cap);
|v|ql/cashflows/yoyinflationcoupon.hpp|yoyInflationLeg & yoyInflationLeg::withCaps(const std::vector<Rate> & caps);
|x|ql/cashflows/yoyinflationcoupon.hpp|yoyInflationLeg & yoyInflationLeg::withFloors(Rate floor);
|v|ql/cashflows/yoyinflationcoupon.hpp|yoyInflationLeg & yoyInflationLeg::withFloors(const std::vector<Rate> & floors);
|v|ql/cashflows/zeroinflationcashflow.hpp|ZeroInflationCashFlow::ZeroInflationCashFlow(Real notional, const ext::shared_ptr<ZeroInflationIndex> & index, CPI::InterpolationType observationInterpolation, const Date & startDate, const Date & endDate, const Period & observationLag, const Date & paymentDate, bool growthOnly = false);
|x|ql/cashflows/zeroinflationcashflow.hpp|ext::shared_ptr<ZeroInflationIndex> ZeroInflationCashFlow::zeroInflationIndex() const;
|x|ql/cashflows/zeroinflationcashflow.hpp|CPI::InterpolationType ZeroInflationCashFlow::observationInterpolation() const;
| |ql/compounding.hpp|std::ostream & operator<<(std::ostream & out, const Compounding & compounding);
|v|ql/currencies/africa.hpp|AOACurrency::AOACurrency();
|v|ql/currencies/africa.hpp|BWPCurrency::BWPCurrency();
|v|ql/currencies/africa.hpp|EGPCurrency::EGPCurrency();
|v|ql/currencies/africa.hpp|ETBCurrency::ETBCurrency();
|v|ql/currencies/africa.hpp|GHSCurrency::GHSCurrency();
|v|ql/currencies/africa.hpp|KESCurrency::KESCurrency();
|v|ql/currencies/africa.hpp|MADCurrency::MADCurrency();
|v|ql/currencies/africa.hpp|MURCurrency::MURCurrency();
|v|ql/currencies/africa.hpp|NGNCurrency::NGNCurrency();
|v|ql/currencies/africa.hpp|TNDCurrency::TNDCurrency();
|v|ql/currencies/africa.hpp|UGXCurrency::UGXCurrency();
|v|ql/currencies/africa.hpp|XOFCurrency::XOFCurrency();
|v|ql/currencies/africa.hpp|ZARCurrency::ZARCurrency();
|v|ql/currencies/africa.hpp|ZMWCurrency::ZMWCurrency();
|v|ql/currencies/america.hpp|ARSCurrency::ARSCurrency();
|v|ql/currencies/america.hpp|BRLCurrency::BRLCurrency();
|v|ql/currencies/america.hpp|CADCurrency::CADCurrency();
|v|ql/currencies/america.hpp|CLPCurrency::CLPCurrency();
|v|ql/currencies/america.hpp|COPCurrency::COPCurrency();
|v|ql/currencies/america.hpp|MXNCurrency::MXNCurrency();
|v|ql/currencies/america.hpp|PENCurrency::PENCurrency();
|v|ql/currencies/america.hpp|PEICurrency::PEICurrency();
|v|ql/currencies/america.hpp|PEHCurrency::PEHCurrency();
|v|ql/currencies/america.hpp|TTDCurrency::TTDCurrency();
|v|ql/currencies/america.hpp|USDCurrency::USDCurrency();
|v|ql/currencies/america.hpp|VEBCurrency::VEBCurrency();
|v|ql/currencies/america.hpp|MXVCurrency::MXVCurrency();
|v|ql/currencies/america.hpp|COUCurrency::COUCurrency();
|v|ql/currencies/america.hpp|CLFCurrency::CLFCurrency();
|v|ql/currencies/america.hpp|UYUCurrency::UYUCurrency();
|v|ql/currencies/asia.hpp|BDTCurrency::BDTCurrency();
|v|ql/currencies/asia.hpp|CNYCurrency::CNYCurrency();
|v|ql/currencies/asia.hpp|HKDCurrency::HKDCurrency();
|v|ql/currencies/asia.hpp|IDRCurrency::IDRCurrency();
|v|ql/currencies/asia.hpp|ILSCurrency::ILSCurrency();
|v|ql/currencies/asia.hpp|INRCurrency::INRCurrency();
|v|ql/currencies/asia.hpp|IQDCurrency::IQDCurrency();
|v|ql/currencies/asia.hpp|IRRCurrency::IRRCurrency();
|v|ql/currencies/asia.hpp|JPYCurrency::JPYCurrency();
|v|ql/currencies/asia.hpp|KRWCurrency::KRWCurrency();
|v|ql/currencies/asia.hpp|KWDCurrency::KWDCurrency();
|v|ql/currencies/asia.hpp|KZTCurrency::KZTCurrency();
|v|ql/currencies/asia.hpp|MYRCurrency::MYRCurrency();
|v|ql/currencies/asia.hpp|NPRCurrency::NPRCurrency();
|v|ql/currencies/asia.hpp|PKRCurrency::PKRCurrency();
|v|ql/currencies/asia.hpp|SARCurrency::SARCurrency();
|v|ql/currencies/asia.hpp|SGDCurrency::SGDCurrency();
|v|ql/currencies/asia.hpp|THBCurrency::THBCurrency();
|v|ql/currencies/asia.hpp|TWDCurrency::TWDCurrency();
|v|ql/currencies/asia.hpp|VNDCurrency::VNDCurrency();
|v|ql/currencies/asia.hpp|QARCurrency::QARCurrency();
|v|ql/currencies/asia.hpp|BHDCurrency::BHDCurrency();
|v|ql/currencies/asia.hpp|OMRCurrency::OMRCurrency();
|v|ql/currencies/asia.hpp|JODCurrency::JODCurrency();
|v|ql/currencies/asia.hpp|AEDCurrency::AEDCurrency();
|v|ql/currencies/asia.hpp|PHPCurrency::PHPCurrency();
|v|ql/currencies/asia.hpp|CNHCurrency::CNHCurrency();
|v|ql/currencies/asia.hpp|LKRCurrency::LKRCurrency();
|v|ql/currencies/asia.hpp|UZSCurrency::UZSCurrency();
|v|ql/currencies/crypto.hpp|BTCCurrency::BTCCurrency();
|v|ql/currencies/crypto.hpp|ETHCurrency::ETHCurrency();
|v|ql/currencies/crypto.hpp|ETCCurrency::ETCCurrency();
|v|ql/currencies/crypto.hpp|BCHCurrency::BCHCurrency();
|v|ql/currencies/crypto.hpp|XRPCurrency::XRPCurrency();
|v|ql/currencies/crypto.hpp|LTCCurrency::LTCCurrency();
|v|ql/currencies/crypto.hpp|DASHCurrency::DASHCurrency();
|v|ql/currencies/crypto.hpp|ZECCurrency::ZECCurrency();
|v|ql/currencies/europe.hpp|BGLCurrency::BGLCurrency();
|v|ql/currencies/europe.hpp|BGNCurrency::BGNCurrency();
|v|ql/currencies/europe.hpp|BYRCurrency::BYRCurrency();
|v|ql/currencies/europe.hpp|CHFCurrency::CHFCurrency();
|v|ql/currencies/europe.hpp|CZKCurrency::CZKCurrency();
|v|ql/currencies/europe.hpp|DKKCurrency::DKKCurrency();
|v|ql/currencies/europe.hpp|EEKCurrency::EEKCurrency();
|v|ql/currencies/europe.hpp|EURCurrency::EURCurrency();
|v|ql/currencies/europe.hpp|GBPCurrency::GBPCurrency();
|v|ql/currencies/europe.hpp|GELCurrency::GELCurrency();
|v|ql/currencies/europe.hpp|HUFCurrency::HUFCurrency();
|v|ql/currencies/europe.hpp|ISKCurrency::ISKCurrency();
|v|ql/currencies/europe.hpp|LTLCurrency::LTLCurrency();
|v|ql/currencies/europe.hpp|LVLCurrency::LVLCurrency();
|v|ql/currencies/europe.hpp|MKDCurrency::MKDCurrency();
|v|ql/currencies/europe.hpp|NOKCurrency::NOKCurrency();
|v|ql/currencies/europe.hpp|PLNCurrency::PLNCurrency();
|v|ql/currencies/europe.hpp|ROLCurrency::ROLCurrency();
|v|ql/currencies/europe.hpp|RONCurrency::RONCurrency();
|v|ql/currencies/europe.hpp|RSDCurrency::RSDCurrency();
|v|ql/currencies/europe.hpp|RUBCurrency::RUBCurrency();
|v|ql/currencies/europe.hpp|SEKCurrency::SEKCurrency();
|v|ql/currencies/europe.hpp|SITCurrency::SITCurrency();
|v|ql/currencies/europe.hpp|TRLCurrency::TRLCurrency();
|v|ql/currencies/europe.hpp|TRYCurrency::TRYCurrency();
|v|ql/currencies/europe.hpp|UAHCurrency::UAHCurrency();
|v|ql/currencies/europe.hpp|ATSCurrency::ATSCurrency();
|v|ql/currencies/europe.hpp|BEFCurrency::BEFCurrency();
|v|ql/currencies/europe.hpp|CYPCurrency::CYPCurrency();
|v|ql/currencies/europe.hpp|DEMCurrency::DEMCurrency();
|v|ql/currencies/europe.hpp|ESPCurrency::ESPCurrency();
|v|ql/currencies/europe.hpp|FIMCurrency::FIMCurrency();
|v|ql/currencies/europe.hpp|FRFCurrency::FRFCurrency();
|v|ql/currencies/europe.hpp|GRDCurrency::GRDCurrency();
|v|ql/currencies/europe.hpp|HRKCurrency::HRKCurrency();
|v|ql/currencies/europe.hpp|IEPCurrency::IEPCurrency();
|v|ql/currencies/europe.hpp|ITLCurrency::ITLCurrency();
|v|ql/currencies/europe.hpp|LUFCurrency::LUFCurrency();
|v|ql/currencies/europe.hpp|MTLCurrency::MTLCurrency();
|v|ql/currencies/europe.hpp|NLGCurrency::NLGCurrency();
|v|ql/currencies/europe.hpp|PTECurrency::PTECurrency();
|v|ql/currencies/europe.hpp|SKKCurrency::SKKCurrency();
|v|ql/currencies/exchangeratemanager.hpp|void ExchangeRateManager::add(const ExchangeRate &, const Date & startDate = Date::minDate(), const Date & endDate = Date::maxDate());
|v|ql/currencies/exchangeratemanager.hpp|ExchangeRate ExchangeRateManager::lookup(const Currency & source, const Currency & target, Date date = Date(), ExchangeRate::Type type = ExchangeRate::Derived) const;
|v|ql/currencies/exchangeratemanager.hpp|void ExchangeRateManager::clear();
|x|ql/currencies/exchangeratemanager.hpp|Entry::Entry();
|x|ql/currencies/exchangeratemanager.hpp|Entry::Entry(ExchangeRate rate, const Date & start, const Date & end);
|v|ql/currencies/oceania.hpp|AUDCurrency::AUDCurrency();
|v|ql/currencies/oceania.hpp|NZDCurrency::NZDCurrency();
|?|ql/currency.hpp|Currency::Currency();
|u|ql/currency.hpp|Currency::Currency(const std::string & name, const std::string & code, Integer numericCode, const std::string & symbol, const std::string & fractionSymbol, Integer fractionsPerUnit, const Rounding & rounding, const Currency & triangulationCurrency = Currency(), const std::set<std::string> & minorUnitCodes = { });
|v|ql/currency.hpp|const std::string & Currency::name() const;
|v|ql/currency.hpp|const std::string & Currency::code() const;
|v|ql/currency.hpp|Integer Currency::numericCode() const;
|v|ql/currency.hpp|const std::string & Currency::symbol() const;
|v|ql/currency.hpp|const std::string & Currency::fractionSymbol() const;
|v|ql/currency.hpp|Integer Currency::fractionsPerUnit() const;
|x|ql/currency.hpp|const Rounding & Currency::rounding() const;
|x|ql/currency.hpp|bool Currency::empty() const;
|x|ql/currency.hpp|const Currency & Currency::triangulationCurrency() const;
|x|ql/currency.hpp|const std::set<std::string> & Currency::minorUnitCodes() const;
| |ql/currency.hpp|Data::Data(std::string name, std::string code, Integer numericCode, std::string symbol, std::string fractionSymbol, Integer fractionsPerUnit, const Rounding & rounding, Currency triangulationCurrency = Currency(), std::set<std::string> minorUnitCodes = { });
| |ql/currency.hpp|bool operator==(const Currency &, const Currency &);
| |ql/currency.hpp|bool operator!=(const Currency &, const Currency &);
| |ql/currency.hpp|std::ostream & operator<<(std::ostream &, const Currency &);
| |ql/currency.hpp|void checkNonEmpty() const;
| |ql/currency.hpp|bool operator==(const Currency & c1, const Currency & c2);
| |ql/currency.hpp|bool operator!=(const Currency & c1, const Currency & c2);
| |ql/discretizedasset.hpp|DiscretizedAsset::DiscretizedAsset();
| |ql/discretizedasset.hpp|Time DiscretizedAsset::time() const;
| |ql/discretizedasset.hpp|Time & DiscretizedAsset::time();
| |ql/discretizedasset.hpp|const Array & DiscretizedAsset::values() const;
| |ql/discretizedasset.hpp|Array & DiscretizedAsset::values();
| |ql/discretizedasset.hpp|const ext::shared_ptr<Lattice> & DiscretizedAsset::method() const;
| |ql/discretizedasset.hpp|void DiscretizedAsset::initialize(const ext::shared_ptr<Lattice> &, Time t);
| |ql/discretizedasset.hpp|void DiscretizedAsset::rollback(Time to);
| |ql/discretizedasset.hpp|void DiscretizedAsset::partialRollback(Time to);
| |ql/discretizedasset.hpp|Real DiscretizedAsset::presentValue();
| |ql/discretizedasset.hpp|void DiscretizedAsset::reset(Size size);
| |ql/discretizedasset.hpp|void DiscretizedAsset::preAdjustValues();
| |ql/discretizedasset.hpp|void DiscretizedAsset::postAdjustValues();
| |ql/discretizedasset.hpp|void DiscretizedAsset::adjustValues();
| |ql/discretizedasset.hpp|std::vector<Time> DiscretizedAsset::mandatoryTimes() const;
| |ql/discretizedasset.hpp|DiscretizedDiscountBond::DiscretizedDiscountBond();
| |ql/discretizedasset.hpp|DiscretizedOption::DiscretizedOption(ext::shared_ptr<DiscretizedAsset> underlying, Exercise::Type exerciseType, std::vector<Time> exerciseTimes);
| |ql/discretizedasset.hpp|void initialize(const ext::shared_ptr<Lattice> & method, Time t);
| |ql/discretizedasset.hpp|bool isOnTime(Time t) const;
| |ql/discretizedasset.hpp|void applyExerciseCondition();
| |ql/errors.hpp|Error::Error(const std::string & file, long line, const std::string & functionName, const std::string & message = "");
|v|ql/event.hpp|Date Event::date() const;
| |ql/event.hpp|bool Event::hasOccurred(const Date & refDate = Date(), ext::optional<bool> includeRefDate = ext::nullopt) const;
| |ql/event.hpp|void Event::accept(AcyclicVisitor &);
| |ql/event.hpp|simple_event::simple_event(const Date & date);
|x|ql/exchangerate.hpp|ExchangeRate::ExchangeRate();
|v|ql/exchangerate.hpp|ExchangeRate::ExchangeRate(Currency source, Currency target, Decimal rate);
|x|ql/exchangerate.hpp|const Currency & ExchangeRate::source() const;
|x|ql/exchangerate.hpp|const Currency & ExchangeRate::target() const;
|v|ql/exchangerate.hpp|Type ExchangeRate::type() const;
|v|ql/exchangerate.hpp|Decimal ExchangeRate::rate() const;
|u|ql/exchangerate.hpp|Money ExchangeRate::exchange(const Money & amount) const;
|v|ql/exchangerate.hpp|static ExchangeRate ExchangeRate::chain(const ExchangeRate & r1, const ExchangeRate & r2);
|v|ql/exchangerate.hpp|ExchangeRate::Type type() const;
|v|ql/exercise.hpp|Exercise::Exercise(Type type);
|x|ql/exercise.hpp|Type Exercise::type() const;
|x|ql/exercise.hpp|Date Exercise::date(Size index) const;
|x|ql/exercise.hpp|Date Exercise::dateAt(Size index) const;
|x|ql/exercise.hpp|const std::vector<Date> & Exercise::dates() const;
|x|ql/exercise.hpp|Date Exercise::lastDate() const;
|v|ql/exercise.hpp|EarlyExercise::EarlyExercise(Type type, bool payoffAtExpiry = false);
|x|ql/exercise.hpp|bool EarlyExercise::payoffAtExpiry() const;
|v|ql/exercise.hpp|AmericanExercise::AmericanExercise(const Date & earliestDate, const Date & latestDate, bool payoffAtExpiry = false);
|v|ql/exercise.hpp|AmericanExercise::AmericanExercise(const Date & latestDate, bool payoffAtExpiry = false);
|?|ql/exercise.hpp|BermudanExercise::BermudanExercise(const std::vector<Date> & dates, bool payoffAtExpiry = false);
|v|ql/exercise.hpp|EuropeanExercise::EuropeanExercise(const Date & date);
|v|ql/experimental/asian/analytic_cont_geom_av_price_heston.hpp|AnalyticContinuousGeometricAveragePriceAsianHestonEngine::AnalyticContinuousGeometricAveragePriceAsianHestonEngine(ext::shared_ptr<HestonProcess> process, Size summationCutoff = 50, Real xiRightLimit = 100.0);
|x|ql/experimental/asian/analytic_cont_geom_av_price_heston.hpp|void AnalyticContinuousGeometricAveragePriceAsianHestonEngine::calculate() const;
| |ql/experimental/asian/analytic_cont_geom_av_price_heston.hpp|std::complex<Real> AnalyticContinuousGeometricAveragePriceAsianHestonEngine::Phi(const std::complex<Real> & s, const std::complex<Real> & w, Real T, Real t = 0.0, Size cutoff = 50) const;
|v|ql/experimental/asian/analytic_discr_geom_av_price_heston.hpp|AnalyticDiscreteGeometricAveragePriceAsianHestonEngine::AnalyticDiscreteGeometricAveragePriceAsianHestonEngine(ext::shared_ptr<HestonProcess> process, Real xiRightLimit = 100.0);
|x|ql/experimental/asian/analytic_discr_geom_av_price_heston.hpp|void AnalyticDiscreteGeometricAveragePriceAsianHestonEngine::calculate() const;
| |ql/experimental/asian/analytic_discr_geom_av_price_heston.hpp|std::complex<Real> AnalyticDiscreteGeometricAveragePriceAsianHestonEngine::Phi(std::complex<Real> s, std::complex<Real> w, Time t, Time T, Size kStar, const std::vector<Time> & t_n, const std::vector<Time> & tauK) const;
|v|ql/experimental/barrieroption/binomialdoublebarrierengine.hpp|BinomialDoubleBarrierEngine::BinomialDoubleBarrierEngine<T, D>(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Size timeSteps);
|x|ql/experimental/barrieroption/binomialdoublebarrierengine.hpp|void BinomialDoubleBarrierEngine::calculate() const;
| |ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp|DiscretizedDoubleBarrierOption::DiscretizedDoubleBarrierOption(const DoubleBarrierOption::arguments &, const StochasticProcess & process, const TimeGrid & grid = TimeGrid());
| |ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp|const Array & DiscretizedDoubleBarrierOption::vanilla() const;
|x|ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp|const DoubleBarrierOption::arguments & DiscretizedDoubleBarrierOption::arguments() const;
| |ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp|void DiscretizedDoubleBarrierOption::checkBarrier(Array & optvalues, const Array & grid) const;
| |ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp|DiscretizedDermanKaniDoubleBarrierOption::DiscretizedDermanKaniDoubleBarrierOption(const DoubleBarrierOption::arguments &, const StochasticProcess & process, const TimeGrid & grid = TimeGrid());
|v|ql/experimental/barrieroption/mcdoublebarrierengine.hpp|MCDoubleBarrierEngine::MCDoubleBarrierEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antithetic, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|x|ql/experimental/barrieroption/mcdoublebarrierengine.hpp|void MCDoubleBarrierEngine::calculate() const;
| |ql/experimental/barrieroption/mcdoublebarrierengine.hpp|MakeMCDoubleBarrierEngine::MakeMCDoubleBarrierEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess>);
| |ql/experimental/barrieroption/mcdoublebarrierengine.hpp|MakeMCDoubleBarrierEngine<RNG, S> & MakeMCDoubleBarrierEngine::withSteps(Size steps);
| |ql/experimental/barrieroption/mcdoublebarrierengine.hpp|MakeMCDoubleBarrierEngine<RNG, S> & MakeMCDoubleBarrierEngine::withStepsPerYear(Size steps);
| |ql/experimental/barrieroption/mcdoublebarrierengine.hpp|MakeMCDoubleBarrierEngine<RNG, S> & MakeMCDoubleBarrierEngine::withBrownianBridge(bool b = true);
| |ql/experimental/barrieroption/mcdoublebarrierengine.hpp|MakeMCDoubleBarrierEngine<RNG, S> & MakeMCDoubleBarrierEngine::withAntitheticVariate(bool b = true);
| |ql/experimental/barrieroption/mcdoublebarrierengine.hpp|MakeMCDoubleBarrierEngine<RNG, S> & MakeMCDoubleBarrierEngine::withSamples(Size samples);
| |ql/experimental/barrieroption/mcdoublebarrierengine.hpp|MakeMCDoubleBarrierEngine<RNG, S> & MakeMCDoubleBarrierEngine::withAbsoluteTolerance(Real tolerance);
| |ql/experimental/barrieroption/mcdoublebarrierengine.hpp|MakeMCDoubleBarrierEngine<RNG, S> & MakeMCDoubleBarrierEngine::withMaxSamples(Size samples);
| |ql/experimental/barrieroption/mcdoublebarrierengine.hpp|MakeMCDoubleBarrierEngine<RNG, S> & MakeMCDoubleBarrierEngine::withSeed(BigNatural seed);
| |ql/experimental/barrieroption/mcdoublebarrierengine.hpp|DoubleBarrierPathPricer::DoubleBarrierPathPricer(DoubleBarrier::Type barrierType, Real barrierLow, Real barrieHigh, Real rebate, Option::Type type, Real strike, std::vector<DiscountFactor> discounts);
| |ql/experimental/barrieroption/mcdoublebarrierengine.hpp|Real DoubleBarrierPathPricer::operator()(const Path & path) const;
|v|ql/experimental/barrieroption/mcdoublebarrierengine.hpp|MCDoubleBarrierEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|?|ql/experimental/barrieroption/mcdoublebarrierengine.hpp|TimeGrid timeGrid() const;
| |ql/experimental/barrieroption/mcdoublebarrierengine.hpp|ext::shared_ptr<typename MCDoubleBarrierEngine<RNG, S>::path_pricer_type> pathPricer() const;
| |ql/experimental/barrieroption/mcdoublebarrierengine.hpp|MakeMCDoubleBarrierEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/experimental/barrieroption/mcdoublebarrierengine.hpp|MakeMCDoubleBarrierEngine<RNG, S> & withBrownianBridge(bool brownianBridge);
| |ql/experimental/barrieroption/mcdoublebarrierengine.hpp|MakeMCDoubleBarrierEngine<RNG, S> & withAntitheticVariate(bool b);
| |ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp|PerturbativeBarrierOptionEngine::PerturbativeBarrierOptionEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>, Natural order = 1, bool zeroGamma = false);
|x|ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp|void PerturbativeBarrierOptionEngine::calculate() const;
|v|ql/experimental/barrieroption/quantodoublebarrieroption.hpp|QuantoDoubleBarrierOption::QuantoDoubleBarrierOption(DoubleBarrier::Type barrierType, Real barrier_lo, Real barrier_hi, Real rebate, const ext::shared_ptr<StrikedTypePayoff> & payoff, const ext::shared_ptr<Exercise> & exercise);
|v|ql/experimental/barrieroption/quantodoublebarrieroption.hpp|Real QuantoDoubleBarrierOption::qvega() const;
|v|ql/experimental/barrieroption/quantodoublebarrieroption.hpp|Real QuantoDoubleBarrierOption::qrho() const;
|v|ql/experimental/barrieroption/quantodoublebarrieroption.hpp|Real QuantoDoubleBarrierOption::qlambda() const;
| |ql/experimental/barrieroption/suowangdoublebarrierengine.hpp|SuoWangDoubleBarrierEngine::SuoWangDoubleBarrierEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process, int series = 5);
|x|ql/experimental/barrieroption/suowangdoublebarrierengine.hpp|void SuoWangDoubleBarrierEngine::calculate() const;
|v|ql/experimental/barrieroption/vannavolgabarrierengine.hpp|VannaVolgaBarrierEngine::VannaVolgaBarrierEngine(Handle<DeltaVolQuote> atmVol, Handle<DeltaVolQuote> vol25Put, Handle<DeltaVolQuote> vol25Call, Handle<Quote> spotFX, Handle<YieldTermStructure> domesticTS, Handle<YieldTermStructure> foreignTS, bool adaptVanDelta = false, Real bsPriceWithSmile = 0.0);
|x|ql/experimental/barrieroption/vannavolgabarrierengine.hpp|void VannaVolgaBarrierEngine::calculate() const;
|v|ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp|VannaVolgaDoubleBarrierEngine::VannaVolgaDoubleBarrierEngine<DoubleBarrierEngine>(Handle<DeltaVolQuote> atmVol, Handle<DeltaVolQuote> vol25Put, Handle<DeltaVolQuote> vol25Call, Handle<Quote> spotFX, Handle<YieldTermStructure> domesticTS, Handle<YieldTermStructure> foreignTS, const bool adaptVanDelta = false, const Real bsPriceWithSmile = 0.0, int series = 5);
|x|ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp|void VannaVolgaDoubleBarrierEngine::calculate() const;
| |ql/experimental/barrieroption/vannavolgainterpolation.hpp|VannaVolga::VannaVolga(Real spot, DiscountFactor dDiscount, DiscountFactor fDiscount, Time T);
| |ql/experimental/barrieroption/vannavolgainterpolation.hpp|VannaVolgaInterpolationImpl::VannaVolgaInterpolationImpl<I1, I2>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, Real spot, DiscountFactor dDiscount, DiscountFactor fDiscount, Time T);
| |ql/experimental/barrieroption/vannavolgainterpolation.hpp|void VannaVolgaInterpolationImpl::update();
| |ql/experimental/barrieroption/vannavolgainterpolation.hpp|Real VannaVolgaInterpolationImpl::value(Real k) const;
| |ql/experimental/barrieroption/vannavolgainterpolation.hpp|Real VannaVolgaInterpolationImpl::primitive(Real) const;
| |ql/experimental/barrieroption/vannavolgainterpolation.hpp|Real VannaVolgaInterpolationImpl::derivative(Real) const;
| |ql/experimental/barrieroption/vannavolgainterpolation.hpp|Real VannaVolgaInterpolationImpl::secondDerivative(Real) const;
| |ql/experimental/basismodels/swaptioncfs.hpp|const Leg & IborLegCashFlows::floatLeg() const;
| |ql/experimental/basismodels/swaptioncfs.hpp|const std::vector<Real> & IborLegCashFlows::floatTimes() const;
| |ql/experimental/basismodels/swaptioncfs.hpp|const std::vector<Real> & IborLegCashFlows::floatWeights() const;
| |ql/experimental/basismodels/swaptioncfs.hpp|IborLegCashFlows::IborLegCashFlows(const Leg & iborLeg, const Handle<YieldTermStructure> & discountCurve, bool contTenorSpread = true);
| |ql/experimental/basismodels/swaptioncfs.hpp|IborLegCashFlows::IborLegCashFlows();
| |ql/experimental/basismodels/swaptioncfs.hpp|SwapCashFlows::SwapCashFlows(const ext::shared_ptr<FixedVsFloatingSwap> & swap, const Handle<YieldTermStructure> & discountCurve, bool contTenorSpread = true);
| |ql/experimental/basismodels/swaptioncfs.hpp|SwapCashFlows::SwapCashFlows();
| |ql/experimental/basismodels/swaptioncfs.hpp|const Leg & SwapCashFlows::fixedLeg() const;
| |ql/experimental/basismodels/swaptioncfs.hpp|const std::vector<Real> & SwapCashFlows::fixedTimes() const;
| |ql/experimental/basismodels/swaptioncfs.hpp|const std::vector<Real> & SwapCashFlows::fixedWeights() const;
| |ql/experimental/basismodels/swaptioncfs.hpp|const std::vector<Real> & SwapCashFlows::annuityWeights() const;
| |ql/experimental/basismodels/swaptioncfs.hpp|SwaptionCashFlows::SwaptionCashFlows(const ext::shared_ptr<Swaption> & swaption, const Handle<YieldTermStructure> & discountCurve, bool contTenorSpread = true);
| |ql/experimental/basismodels/swaptioncfs.hpp|SwaptionCashFlows::SwaptionCashFlows();
|x|ql/experimental/basismodels/swaptioncfs.hpp|ext::shared_ptr<Swaption> SwaptionCashFlows::swaption() const;
| |ql/experimental/basismodels/swaptioncfs.hpp|const std::vector<Real> & SwaptionCashFlows::exerciseTimes() const;
| |ql/experimental/basismodels/tenoroptionletvts.hpp|TenorOptionletSmileSection::TenorOptionletSmileSection(const TenorOptionletVTS & volTS, Time optionTime);
| |ql/experimental/basismodels/tenoroptionletvts.hpp|Real CorrelationStructure::operator()(const Time & start1, const Time & start2) const;
| |ql/experimental/basismodels/tenoroptionletvts.hpp|TwoParameterCorrelation::TwoParameterCorrelation(ext::shared_ptr<Interpolation> rhoInf, ext::shared_ptr<Interpolation> beta);
| |ql/experimental/basismodels/tenoroptionletvts.hpp|TenorOptionletVTS::TenorOptionletVTS(const Handle<OptionletVolatilityStructure> & baseVTS, ext::shared_ptr<IborIndex> baseIndex, ext::shared_ptr<IborIndex> targIndex, ext::shared_ptr<CorrelationStructure> correlation);
| |ql/experimental/basismodels/tenorswaptionvts.hpp|TenorSwaptionSmileSection::TenorSwaptionSmileSection(const TenorSwaptionVTS & volTS, Time optionTime, Time swapLength);
| |ql/experimental/basismodels/tenorswaptionvts.hpp|Real TenorSwaptionSmileSection::minStrike() const;
| |ql/experimental/basismodels/tenorswaptionvts.hpp|Real TenorSwaptionSmileSection::maxStrike() const;
| |ql/experimental/basismodels/tenorswaptionvts.hpp|Real TenorSwaptionSmileSection::atmLevel() const;
| |ql/experimental/basismodels/tenorswaptionvts.hpp|TenorSwaptionVTS::TenorSwaptionVTS(const Handle<SwaptionVolatilityStructure> & baseVTS, Handle<YieldTermStructure> discountCurve, ext::shared_ptr<IborIndex> baseIndex, ext::shared_ptr<IborIndex> targIndex, const Period & baseFixedFreq, const Period & targFixedFreq, DayCounter baseFixedDC, DayCounter targFixedDC);
|v|ql/experimental/callablebonds/blackcallablebondengine.hpp|BlackCallableFixedRateBondEngine::BlackCallableFixedRateBondEngine(const Handle<Quote> & fwdYieldVol, Handle<YieldTermStructure> discountCurve);
|v|ql/experimental/callablebonds/blackcallablebondengine.hpp|BlackCallableFixedRateBondEngine::BlackCallableFixedRateBondEngine(Handle<CallableBondVolatilityStructure> yieldVolStructure, Handle<YieldTermStructure> discountCurve);
|x|ql/experimental/callablebonds/blackcallablebondengine.hpp|void BlackCallableFixedRateBondEngine::calculate() const;
|v|ql/experimental/callablebonds/blackcallablebondengine.hpp|BlackCallableZeroCouponBondEngine::BlackCallableZeroCouponBondEngine(const Handle<Quote> & fwdYieldVol, const Handle<YieldTermStructure> & discountCurve);
|v|ql/experimental/callablebonds/blackcallablebondengine.hpp|BlackCallableZeroCouponBondEngine::BlackCallableZeroCouponBondEngine(const Handle<CallableBondVolatilityStructure> & yieldVolStructure, const Handle<YieldTermStructure> & discountCurve);
|x|ql/experimental/callablebonds/callablebond.hpp|const CallabilitySchedule & CallableBond::callability() const;
| |ql/experimental/callablebonds/callablebond.hpp|Volatility CallableBond::impliedVolatility(const Bond::Price & targetPrice, const Handle<YieldTermStructure> & discountCurve, Real accuracy, Size maxEvaluations, Volatility minVol, Volatility maxVol) const;
| |ql/experimental/callablebonds/callablebond.hpp|Spread CallableBond::OAS(Real cleanPrice, const Handle<YieldTermStructure> & engineTS, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, Date settlementDate = Date(), Real accuracy = 1.0e-10, Size maxIterations = 100, Rate guess = 0.0);
| |ql/experimental/callablebonds/callablebond.hpp|Real CallableBond::cleanPriceOAS(Real oas, const Handle<YieldTermStructure> & engineTS, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, Date settlementDate = Date());
| |ql/experimental/callablebonds/callablebond.hpp|Real CallableBond::effectiveDuration(Real oas, const Handle<YieldTermStructure> & engineTS, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, Real bump = 2e-4);
| |ql/experimental/callablebonds/callablebond.hpp|Real CallableBond::effectiveConvexity(Real oas, const Handle<YieldTermStructure> & engineTS, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, Real bump = 2e-4);
| |ql/experimental/callablebonds/callablebond.hpp|arguments::arguments();
| |ql/experimental/callablebonds/callablebond.hpp|void arguments::validate() const;
|v|ql/experimental/callablebonds/callablebond.hpp|CallableFixedRateBond::CallableFixedRateBond(Natural settlementDays, Real faceAmount, Schedule schedule, const std::vector<Rate> & coupons, const DayCounter & accrualDayCounter, BusinessDayConvention paymentConvention = Following, Real redemption = 100.0, const Date & issueDate = Date(), const CallabilitySchedule & putCallSchedule = { }, const Period & exCouponPeriod = Period(), const Calendar & exCouponCalendar = Calendar(), BusinessDayConvention exCouponConvention = Unadjusted, bool exCouponEndOfMonth = false);
|v|ql/experimental/callablebonds/callablebond.hpp|CallableZeroCouponBond::CallableZeroCouponBond(Natural settlementDays, Real faceAmount, const Calendar & calendar, const Date & maturityDate, const DayCounter & dayCounter, BusinessDayConvention paymentConvention = Following, Real redemption = 100.0, const Date & issueDate = Date(), const CallabilitySchedule & putCallSchedule = { });
|x|ql/experimental/callablebonds/callablebondconstantvol.hpp|CallableBondConstantVolatility::CallableBondConstantVolatility(const Date & referenceDate, Volatility volatility, DayCounter dayCounter);
|v|ql/experimental/callablebonds/callablebondconstantvol.hpp|CallableBondConstantVolatility::CallableBondConstantVolatility(const Date & referenceDate, Handle<Quote> volatility, DayCounter dayCounter);
|x|ql/experimental/callablebonds/callablebondconstantvol.hpp|CallableBondConstantVolatility::CallableBondConstantVolatility(Natural settlementDays, const Calendar &, Volatility volatility, DayCounter dayCounter);
|v|ql/experimental/callablebonds/callablebondconstantvol.hpp|CallableBondConstantVolatility::CallableBondConstantVolatility(Natural settlementDays, const Calendar &, Handle<Quote> volatility, DayCounter dayCounter);
| |ql/experimental/callablebonds/callablebondconstantvol.hpp|const Period & maxBondTenor() const;
| |ql/experimental/callablebonds/callablebondconstantvol.hpp|Time maxBondLength() const;
| |ql/experimental/callablebonds/callablebondconstantvol.hpp|Real minStrike() const;
| |ql/experimental/callablebonds/callablebondconstantvol.hpp|Real maxStrike() const;
| |ql/experimental/callablebonds/callablebondvolstructure.hpp|CallableBondVolatilityStructure::CallableBondVolatilityStructure(const DayCounter & dc = DayCounter(), BusinessDayConvention bdc = Following);
| |ql/experimental/callablebonds/callablebondvolstructure.hpp|CallableBondVolatilityStructure::CallableBondVolatilityStructure(const Date & referenceDate, const Calendar & calendar = Calendar(), const DayCounter & dc = DayCounter(), BusinessDayConvention bdc = Following);
| |ql/experimental/callablebonds/callablebondvolstructure.hpp|CallableBondVolatilityStructure::CallableBondVolatilityStructure(Natural settlementDays, const Calendar &, const DayCounter & dc = DayCounter(), BusinessDayConvention bdc = Following);
|v|ql/experimental/callablebonds/callablebondvolstructure.hpp|Volatility CallableBondVolatilityStructure::volatility(Time optionTime, Time bondLength, Rate strike, bool extrapolate = false) const;
|v|ql/experimental/callablebonds/callablebondvolstructure.hpp|Real CallableBondVolatilityStructure::blackVariance(Time optionTime, Time bondLength, Rate strike, bool extrapolate = false) const;
|v|ql/experimental/callablebonds/callablebondvolstructure.hpp|Volatility CallableBondVolatilityStructure::volatility(const Date & optionDate, const Period & bondTenor, Rate strike, bool extrapolate = false) const;
|v|ql/experimental/callablebonds/callablebondvolstructure.hpp|Real CallableBondVolatilityStructure::blackVariance(const Date & optionDate, const Period & bondTenor, Rate strike, bool extrapolate = false) const;
|v|ql/experimental/callablebonds/callablebondvolstructure.hpp|ext::shared_ptr<SmileSection> CallableBondVolatilityStructure::smileSection(const Date & optionDate, const Period & bondTenor) const;
|v|ql/experimental/callablebonds/callablebondvolstructure.hpp|Volatility CallableBondVolatilityStructure::volatility(const Period & optionTenor, const Period & bondTenor, Rate strike, bool extrapolate = false) const;
|v|ql/experimental/callablebonds/callablebondvolstructure.hpp|Real CallableBondVolatilityStructure::blackVariance(const Period & optionTenor, const Period & bondTenor, Rate strike, bool extrapolate = false) const;
|v|ql/experimental/callablebonds/callablebondvolstructure.hpp|ext::shared_ptr<SmileSection> CallableBondVolatilityStructure::smileSection(const Period & optionTenor, const Period & bondTenor) const;
|v|ql/experimental/callablebonds/callablebondvolstructure.hpp|const Period & CallableBondVolatilityStructure::maxBondTenor() const;
| |ql/experimental/callablebonds/callablebondvolstructure.hpp|Time CallableBondVolatilityStructure::maxBondLength() const;
|v|ql/experimental/callablebonds/callablebondvolstructure.hpp|Rate CallableBondVolatilityStructure::minStrike() const;
|v|ql/experimental/callablebonds/callablebondvolstructure.hpp|Rate CallableBondVolatilityStructure::maxStrike() const;
| |ql/experimental/callablebonds/callablebondvolstructure.hpp|std::pair<Time, Time> CallableBondVolatilityStructure::convertDates(const Date & optionDate, const Period & bondTenor) const;
|x|ql/experimental/callablebonds/callablebondvolstructure.hpp|BusinessDayConvention CallableBondVolatilityStructure::businessDayConvention() const;
| |ql/experimental/callablebonds/callablebondvolstructure.hpp|Date CallableBondVolatilityStructure::optionDateFromTenor(const Period & optionTenor) const;
| |ql/experimental/callablebonds/callablebondvolstructure.hpp|Volatility volatility(Time optionTime, Time bondLength, Rate strike, bool extrapolate) const;
| |ql/experimental/callablebonds/callablebondvolstructure.hpp|Real blackVariance(Time optionTime, Time bondLength, Rate strike, bool extrapolate) const;
| |ql/experimental/callablebonds/callablebondvolstructure.hpp|Volatility volatility(const Date & optionDate, const Period & bondTenor, Rate strike, bool extrapolate) const;
| |ql/experimental/callablebonds/callablebondvolstructure.hpp|Real blackVariance(const Date & optionDate, const Period & bondTenor, Rate strike, bool extrapolate) const;
| |ql/experimental/callablebonds/callablebondvolstructure.hpp|Volatility volatility(const Period & optionTenor, const Period & bondTenor, Rate strike, bool extrapolate) const;
| |ql/experimental/callablebonds/callablebondvolstructure.hpp|Real blackVariance(const Period & optionTenor, const Period & bondTenor, Rate strike, bool extrapolate) const;
| |ql/experimental/callablebonds/callablebondvolstructure.hpp|void checkRange(Time optionTime, Time bondLength, Rate k, bool extrapolate) const;
| |ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp|DiscretizedCallableFixedRateBond::DiscretizedCallableFixedRateBond(const CallableBond::arguments &, const Handle<YieldTermStructure> & termStructure);
|v|ql/experimental/callablebonds/treecallablebondengine.hpp|TreeCallableFixedRateBondEngine::TreeCallableFixedRateBondEngine(const ext::shared_ptr<ShortRateModel> &, Size timeSteps, Handle<YieldTermStructure> termStructure = Handle<YieldTermStructure>());
|v|ql/experimental/callablebonds/treecallablebondengine.hpp|TreeCallableFixedRateBondEngine::TreeCallableFixedRateBondEngine(const ext::shared_ptr<ShortRateModel> &, const TimeGrid & timeGrid, Handle<YieldTermStructure> termStructure = Handle<YieldTermStructure>());
|x|ql/experimental/callablebonds/treecallablebondengine.hpp|void TreeCallableFixedRateBondEngine::calculate() const;
|v|ql/experimental/callablebonds/treecallablebondengine.hpp|TreeCallableZeroCouponBondEngine::TreeCallableZeroCouponBondEngine(const ext::shared_ptr<ShortRateModel> & model, const Size timeSteps, const Handle<YieldTermStructure> & termStructure = Handle<YieldTermStructure>());
|v|ql/experimental/callablebonds/treecallablebondengine.hpp|TreeCallableZeroCouponBondEngine::TreeCallableZeroCouponBondEngine(const ext::shared_ptr<ShortRateModel> & model, const TimeGrid & timeGrid, const Handle<YieldTermStructure> & termStructure = Handle<YieldTermStructure>());
| |ql/experimental/catbonds/catbond.hpp|CatBond::CatBond(Natural settlementDays, const Calendar & calendar, const Date & issueDate, ext::shared_ptr<NotionalRisk> notionalRisk);
| |ql/experimental/catbonds/catbond.hpp|Real CatBond::lossProbability() const;
| |ql/experimental/catbonds/catbond.hpp|Real CatBond::expectedLoss() const;
| |ql/experimental/catbonds/catbond.hpp|Real CatBond::exhaustionProbability() const;
| |ql/experimental/catbonds/catbond.hpp|void arguments::validate() const;
| |ql/experimental/catbonds/catbond.hpp|FloatingCatBond::FloatingCatBond(Natural settlementDays, Real faceAmount, Schedule schedule, const ext::shared_ptr<IborIndex> & iborIndex, const DayCounter & accrualDayCounter, const ext::shared_ptr<NotionalRisk> & notionalRisk, BusinessDayConvention paymentConvention = Following, Natural fixingDays = Null<Natural>(), const std::vector<Real> & gearings = std::vector<Real>(1, 1.0), const std::vector<Spread> & spreads = std::vector<Spread>(1, 0.0), const std::vector<Rate> & caps = std::vector<Rate>(), const std::vector<Rate> & floors = std::vector<Rate>(), bool inArrears = false, Real redemption = 100.0, const Date & issueDate = Date());
| |ql/experimental/catbonds/catbond.hpp|FloatingCatBond::FloatingCatBond(Natural settlementDays, Real faceAmount, const Date & startDate, const Date & maturityDate, Frequency couponFrequency, const Calendar & calendar, const ext::shared_ptr<IborIndex> & iborIndex, const DayCounter & accrualDayCounter, const ext::shared_ptr<NotionalRisk> & notionalRisk, BusinessDayConvention accrualConvention = Following, BusinessDayConvention paymentConvention = Following, Natural fixingDays = Null<Natural>(), const std::vector<Real> & gearings = std::vector<Real>(1, 1.0), const std::vector<Spread> & spreads = std::vector<Spread>(1, 0.0), const std::vector<Rate> & caps = std::vector<Rate>(), const std::vector<Rate> & floors = std::vector<Rate>(), bool inArrears = false, Real redemption = 100.0, const Date & issueDate = Date(), const Date & stubDate = Date(), DateGeneration::Rule rule = DateGeneration::Backward, bool endOfMonth = false);
| |ql/experimental/catbonds/catrisk.hpp|CatSimulation::CatSimulation(Date start, Date end);
| |ql/experimental/catbonds/catrisk.hpp|bool CatSimulation::nextPath(std::vector<std::pair<Date, Real>> & path);
| |ql/experimental/catbonds/catrisk.hpp|ext::shared_ptr<CatSimulation> CatRisk::newSimulation(const Date & start, const Date & end) const;
| |ql/experimental/catbonds/catrisk.hpp|EventSetSimulation::EventSetSimulation(ext::shared_ptr<std::vector<std::pair<Date, Real>>> events, Date eventsStart, Date eventsEnd, Date start, Date end);
| |ql/experimental/catbonds/catrisk.hpp|EventSet::EventSet(ext::shared_ptr<std::vector<std::pair<Date, Real>>> events, Date eventsStart, Date eventsEnd);
| |ql/experimental/catbonds/catrisk.hpp|BetaRiskSimulation::BetaRiskSimulation(Date start, Date end, Real maxLoss, Real lambda, Real alpha, Real beta);
| |ql/experimental/catbonds/catrisk.hpp|Real BetaRiskSimulation::generateBeta();
| |ql/experimental/catbonds/catrisk.hpp|BetaRisk::BetaRisk(Real maxLoss, Real years, Real mean, Real stdDev);
| |ql/experimental/catbonds/montecarlocatbondengine.hpp|MonteCarloCatBondEngine::MonteCarloCatBondEngine(ext::shared_ptr<CatRisk> catRisk, Handle<YieldTermStructure> discountCurve = Handle<YieldTermStructure>(), const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt);
|x|ql/experimental/catbonds/montecarlocatbondengine.hpp|void MonteCarloCatBondEngine::calculate() const;
|x|ql/experimental/catbonds/montecarlocatbondengine.hpp|Handle<YieldTermStructure> MonteCarloCatBondEngine::discountCurve() const;
| |ql/experimental/catbonds/riskynotional.hpp|Date EventPaymentOffset::paymentDate(const Date & eventDate);
| |ql/experimental/catbonds/riskynotional.hpp|NotionalPath::NotionalPath();
| |ql/experimental/catbonds/riskynotional.hpp|Rate NotionalPath::notionalRate(const Date & date) const;
| |ql/experimental/catbonds/riskynotional.hpp|void NotionalPath::reset();
| |ql/experimental/catbonds/riskynotional.hpp|void NotionalPath::addReduction(const Date & date, Rate newRate);
| |ql/experimental/catbonds/riskynotional.hpp|Real NotionalPath::loss();
| |ql/experimental/catbonds/riskynotional.hpp|NotionalRisk::NotionalRisk(ext::shared_ptr<EventPaymentOffset> paymentOffset);
| |ql/experimental/catbonds/riskynotional.hpp|void NotionalRisk::updatePath(const std::vector<std::pair<Date, Real>> & events, NotionalPath & path) const;
| |ql/experimental/catbonds/riskynotional.hpp|DigitalNotionalRisk::DigitalNotionalRisk(const ext::shared_ptr<EventPaymentOffset> & paymentOffset, Real threshold);
| |ql/experimental/catbonds/riskynotional.hpp|ProportionalNotionalRisk::ProportionalNotionalRisk(const ext::shared_ptr<EventPaymentOffset> & paymentOffset, Real attachement, Real exhaustion);
|x|ql/experimental/commodities/commodity.hpp|std::ostream & operator<<(std::ostream & out, const SecondaryCostAmounts & secondaryCostAmounts);
|x|ql/experimental/commodities/commodity.hpp|PricingError::PricingError(Level errorLevel, std::string error, std::string detail);
|x|ql/experimental/commodities/commodity.hpp|std::ostream & operator<<(std::ostream & out, const PricingError & error);
|x|ql/experimental/commodities/commodity.hpp|std::ostream & operator<<(std::ostream & out, const PricingErrors & errors);
|x|ql/experimental/commodities/commodity.hpp|Commodity::Commodity(ext::shared_ptr<SecondaryCosts> secondaryCosts);
|x|ql/experimental/commodities/commodity.hpp|const ext::shared_ptr<SecondaryCosts> & Commodity::secondaryCosts() const;
|v|ql/experimental/commodities/commodity.hpp|const SecondaryCostAmounts & Commodity::secondaryCostAmounts() const;
|v|ql/experimental/commodities/commodity.hpp|const PricingErrors & Commodity::pricingErrors() const;
|v|ql/experimental/commodities/commodity.hpp|void Commodity::addPricingError(PricingError::Level errorLevel, const std::string & error, const std::string & detail = "") const;
|x|ql/experimental/commodities/commoditycashflow.hpp|CommodityCashFlow::CommodityCashFlow(const Date & date, Money discountedAmount, Money undiscountedAmount, Money discountedPaymentAmount, Money undiscountedPaymentAmount, Real discountFactor, Real paymentDiscountFactor, bool finalized);
|x|ql/experimental/commodities/commoditycashflow.hpp|const Currency & CommodityCashFlow::currency() const;
|v|ql/experimental/commodities/commoditycashflow.hpp|const Money & CommodityCashFlow::discountedAmount() const;
|v|ql/experimental/commodities/commoditycashflow.hpp|const Money & CommodityCashFlow::undiscountedAmount() const;
|v|ql/experimental/commodities/commoditycashflow.hpp|const Money & CommodityCashFlow::discountedPaymentAmount() const;
|v|ql/experimental/commodities/commoditycashflow.hpp|const Money & CommodityCashFlow::undiscountedPaymentAmount() const;
|v|ql/experimental/commodities/commoditycashflow.hpp|Real CommodityCashFlow::discountFactor() const;
|v|ql/experimental/commodities/commoditycashflow.hpp|Real CommodityCashFlow::paymentDiscountFactor() const;
|v|ql/experimental/commodities/commoditycashflow.hpp|bool CommodityCashFlow::finalized() const;
|x|ql/experimental/commodities/commoditycashflow.hpp|std::ostream & operator<<(std::ostream & out, const CommodityCashFlows & cashFlows);
|v|ql/experimental/commodities/commoditycurve.hpp|CommodityCurve::CommodityCurve(std::string name, CommodityType commodityType, Currency currency, UnitOfMeasure unitOfMeasure, const Calendar & calendar, const std::vector<Date> & dates, std::vector<Real> prices, const DayCounter & dayCounter = Actual365Fixed());
|x|ql/experimental/commodities/commoditycurve.hpp|CommodityCurve::CommodityCurve(std::string name, CommodityType commodityType, Currency currency, UnitOfMeasure unitOfMeasure, const Calendar & calendar, const DayCounter & dayCounter = Actual365Fixed());
|v|ql/experimental/commodities/commoditycurve.hpp|const std::string & CommodityCurve::name() const;
|v|ql/experimental/commodities/commoditycurve.hpp|const CommodityType & CommodityCurve::commodityType() const;
|v|ql/experimental/commodities/commoditycurve.hpp|const UnitOfMeasure & CommodityCurve::unitOfMeasure() const;
|v|ql/experimental/commodities/commoditycurve.hpp|const Currency & CommodityCurve::currency() const;
|x|ql/experimental/commodities/commoditycurve.hpp|const std::vector<Time> & CommodityCurve::times() const;
|v|ql/experimental/commodities/commoditycurve.hpp|const std::vector<Date> & CommodityCurve::dates() const;
|v|ql/experimental/commodities/commoditycurve.hpp|const std::vector<Real> & CommodityCurve::prices() const;
|x|ql/experimental/commodities/commoditycurve.hpp|std::vector<std::pair<Date, Real>> CommodityCurve::nodes() const;
|v|ql/experimental/commodities/commoditycurve.hpp|bool CommodityCurve::empty() const;
|x|ql/experimental/commodities/commoditycurve.hpp|void CommodityCurve::setPrices(std::map<Date, Real> & prices);
|v|ql/experimental/commodities/commoditycurve.hpp|void CommodityCurve::setBasisOfCurve(const ext::shared_ptr<CommodityCurve> & basisOfCurve);
|v|ql/experimental/commodities/commoditycurve.hpp|Real CommodityCurve::price(const Date & d, const ext::shared_ptr<ExchangeContracts> & exchangeContracts, Integer nearbyOffset) const;
|v|ql/experimental/commodities/commoditycurve.hpp|Real CommodityCurve::basisOfPrice(const Date & d) const;
|v|ql/experimental/commodities/commoditycurve.hpp|Date CommodityCurve::underlyingPriceDate(const Date & date, const ext::shared_ptr<ExchangeContracts> & exchangeContracts, Integer nearbyOffset) const;
|v|ql/experimental/commodities/commoditycurve.hpp|const ext::shared_ptr<CommodityCurve> & CommodityCurve::basisOfCurve() const;
|x|ql/experimental/commodities/commoditycurve.hpp|std::ostream & CommodityCurve::operator<<(std::ostream & out, const CommodityCurve & curve);
|x|ql/experimental/commodities/commoditycurve.hpp|bool operator==(const CommodityCurve & c1, const CommodityCurve & c2);
|v|ql/experimental/commodities/commoditycurve.hpp|Date maxDate() const;
|x|ql/experimental/commodities/commoditycurve.hpp|Real basisOfPriceImpl(Time t) const;
|x|ql/experimental/commodities/commoditycurve.hpp|Real priceImpl(Time t) const;
|v|ql/experimental/commodities/commodityindex.hpp|CommodityIndex::CommodityIndex(std::string name, CommodityType commodityType, Currency currency, UnitOfMeasure unitOfMeasure, Calendar calendar, Real lotQuantity, ext::shared_ptr<CommodityCurve> forwardCurve, ext::shared_ptr<ExchangeContracts> exchangeContracts, int nearbyOffset);
|x|ql/experimental/commodities/commodityindex.hpp|const CommodityType & CommodityIndex::commodityType() const;
|x|ql/experimental/commodities/commodityindex.hpp|const Currency & CommodityIndex::currency() const;
|x|ql/experimental/commodities/commodityindex.hpp|const UnitOfMeasure & CommodityIndex::unitOfMeasure() const;
|x|ql/experimental/commodities/commodityindex.hpp|const ext::shared_ptr<CommodityCurve> & CommodityIndex::forwardCurve() const;
|x|ql/experimental/commodities/commodityindex.hpp|Real CommodityIndex::lotQuantity() const;
|v|ql/experimental/commodities/commodityindex.hpp|Real CommodityIndex::forwardPrice(const Date & date) const;
|v|ql/experimental/commodities/commodityindex.hpp|Date CommodityIndex::lastQuoteDate() const;
|v|ql/experimental/commodities/commodityindex.hpp|bool CommodityIndex::empty() const;
|x|ql/experimental/commodities/commodityindex.hpp|bool CommodityIndex::forwardCurveEmpty() const;
|x|ql/experimental/commodities/commodityindex.hpp|std::ostream & CommodityIndex::operator<<(std::ostream &, const CommodityIndex &);
|x|ql/experimental/commodities/commodityindex.hpp|bool operator==(const CommodityIndex & i1, const CommodityIndex & i2);
|x|ql/experimental/commodities/commodityindex.hpp|void update();
|v|ql/experimental/commodities/commodityindex.hpp|std::string name() const;
|v|ql/experimental/commodities/commodityindex.hpp|Calendar fixingCalendar() const;
|v|ql/experimental/commodities/commodityindex.hpp|bool isValidFixingDate(const Date & fixingDate) const;
|v|ql/experimental/commodities/commodityindex.hpp|Real fixing(const Date & date, bool) const;
|x|ql/experimental/commodities/commoditypricinghelpers.hpp|CommodityPricingHelper::CommodityPricingHelper();
|x|ql/experimental/commodities/commoditypricinghelpers.hpp|static Real CommodityPricingHelper::calculateFxConversionFactor(const Currency & fromCurrency, const Currency & toCurrency, const Date & evaluationDate);
|x|ql/experimental/commodities/commoditypricinghelpers.hpp|static Real CommodityPricingHelper::calculateUomConversionFactor(const CommodityType & commodityType, const UnitOfMeasure & fromUnitOfMeasure, const UnitOfMeasure & toUnitOfMeasure);
|x|ql/experimental/commodities/commoditypricinghelpers.hpp|static Real CommodityPricingHelper::calculateUnitCost(const CommodityType & commodityType, const CommodityUnitCost & unitCost, const Currency & baseCurrency, const UnitOfMeasure & baseUnitOfMeasure, const Date & evaluationDate);
|v|ql/experimental/commodities/commoditypricinghelpers.hpp|static void CommodityPricingHelper::createPricingPeriods(Date startDate, Date endDate, const Quantity & quantity, EnergyCommodity::DeliverySchedule deliverySchedule, EnergyCommodity::QuantityPeriodicity qtyPeriodicity, const PaymentTerm & paymentTerm, PricingPeriods & pricingPeriods);
|v|ql/experimental/commodities/commoditysettings.hpp|Currency & CommoditySettings::currency();
|v|ql/experimental/commodities/commoditysettings.hpp|UnitOfMeasure & CommoditySettings::unitOfMeasure();
|x|ql/experimental/commodities/commoditytype.hpp|CommodityType::CommodityType();
|v|ql/experimental/commodities/commoditytype.hpp|CommodityType::CommodityType(const std::string & code, const std::string & name);
|v|ql/experimental/commodities/commoditytype.hpp|const std::string & CommodityType::code() const;
|v|ql/experimental/commodities/commoditytype.hpp|const std::string & CommodityType::name() const;
|v|ql/experimental/commodities/commoditytype.hpp|bool CommodityType::empty() const;
|x|ql/experimental/commodities/commoditytype.hpp|Data::Data(std::string name, std::string code);
|v|ql/experimental/commodities/commoditytype.hpp|bool operator==(const CommodityType &, const CommodityType &);
|v|ql/experimental/commodities/commoditytype.hpp|bool operator!=(const CommodityType &, const CommodityType &);
|x|ql/experimental/commodities/commoditytype.hpp|std::ostream & operator<<(std::ostream &, const CommodityType &);
|v|ql/experimental/commodities/commoditytype.hpp|NullCommodityType::NullCommodityType();
|v|ql/experimental/commodities/commoditytype.hpp|bool operator==(const CommodityType & c1, const CommodityType & c2);
|v|ql/experimental/commodities/commoditytype.hpp|bool operator!=(const CommodityType & c1, const CommodityType & c2);
| |ql/experimental/commodities/commodityunitcost.hpp|CommodityUnitCost::CommodityUnitCost();
| |ql/experimental/commodities/commodityunitcost.hpp|CommodityUnitCost::CommodityUnitCost(Money amount, UnitOfMeasure unitOfMeasure);
|x|ql/experimental/commodities/commodityunitcost.hpp|const Money & CommodityUnitCost::amount() const;
|x|ql/experimental/commodities/commodityunitcost.hpp|const UnitOfMeasure & CommodityUnitCost::unitOfMeasure() const;
| |ql/experimental/commodities/commodityunitcost.hpp|std::ostream & operator<<(std::ostream & out, const CommodityUnitCost & unitCost);
|x|ql/experimental/commodities/dateinterval.hpp|std::ostream & DateInterval::operator<<(std::ostream &, const DateInterval &);
|x|ql/experimental/commodities/dateinterval.hpp|DateInterval::DateInterval();
| |ql/experimental/commodities/dateinterval.hpp|DateInterval::DateInterval(const Date & startDate, const Date & endDate);
|x|ql/experimental/commodities/dateinterval.hpp|const Date & DateInterval::startDate() const;
|x|ql/experimental/commodities/dateinterval.hpp|const Date & DateInterval::endDate() const;
|v|ql/experimental/commodities/dateinterval.hpp|bool DateInterval::isDateBetween(Date date, bool includeFirst = true, bool includeLast = true) const;
|v|ql/experimental/commodities/dateinterval.hpp|DateInterval DateInterval::intersection(const DateInterval & di) const;
|x|ql/experimental/commodities/dateinterval.hpp|bool DateInterval::operator==(const DateInterval & rhs) const;
|x|ql/experimental/commodities/dateinterval.hpp|bool DateInterval::operator!=(const DateInterval & rhs) const;
|v|ql/experimental/commodities/energybasisswap.hpp|EnergyBasisSwap::EnergyBasisSwap(const Calendar & calendar, ext::shared_ptr<CommodityIndex> spreadIndex, ext::shared_ptr<CommodityIndex> payIndex, ext::shared_ptr<CommodityIndex> receiveIndex, bool spreadToPayLeg, const Currency & payCurrency, const Currency & receiveCurrency, const PricingPeriods & pricingPeriods, CommodityUnitCost basis, const CommodityType & commodityType, const ext::shared_ptr<SecondaryCosts> & secondaryCosts, Handle<YieldTermStructure> payLegTermStructure, Handle<YieldTermStructure> receiveLegTermStructure, Handle<YieldTermStructure> discountTermStructure);
|x|ql/experimental/commodities/energybasisswap.hpp|const ext::shared_ptr<CommodityIndex> & EnergyBasisSwap::payIndex() const;
|x|ql/experimental/commodities/energybasisswap.hpp|const ext::shared_ptr<CommodityIndex> & EnergyBasisSwap::receiveIndex() const;
|x|ql/experimental/commodities/energybasisswap.hpp|const CommodityUnitCost & EnergyBasisSwap::basis() const;
|x|ql/experimental/commodities/energycommodity.hpp|EnergyDailyPosition::EnergyDailyPosition();
|x|ql/experimental/commodities/energycommodity.hpp|EnergyDailyPosition::EnergyDailyPosition(const Date & date, Real payLegPrice, Real receiveLegPrice, bool unrealized);
|x|ql/experimental/commodities/energycommodity.hpp|std::ostream & operator<<(std::ostream & out, const EnergyDailyPositions & dailyPositions);
|x|ql/experimental/commodities/energycommodity.hpp|EnergyCommodity::EnergyCommodity(CommodityType commodityType, const ext::shared_ptr<SecondaryCosts> & secondaryCosts);
|v|ql/experimental/commodities/energycommodity.hpp|Quantity EnergyCommodity::quantity() const;
|x|ql/experimental/commodities/energycommodity.hpp|const CommodityType & EnergyCommodity::commodityType() const;
|x|ql/experimental/commodities/energycommodity.hpp|void arguments::validate() const;
|x|ql/experimental/commodities/energycommodity.hpp|void results::reset();
|v|ql/experimental/commodities/energyfuture.hpp|EnergyFuture::EnergyFuture(Integer buySell, Quantity quantity, CommodityUnitCost tradePrice, ext::shared_ptr<CommodityIndex> index, const CommodityType & commodityType, const ext::shared_ptr<SecondaryCosts> & secondaryCosts);
|x|ql/experimental/commodities/energyfuture.hpp|const CommodityUnitCost & EnergyFuture::tradePrice() const;
|x|ql/experimental/commodities/energyfuture.hpp|ext::shared_ptr<CommodityIndex> EnergyFuture::index() const;
|x|ql/experimental/commodities/energyswap.hpp|EnergySwap::EnergySwap(Calendar calendar, Currency payCurrency, Currency receiveCurrency, PricingPeriods pricingPeriods, const CommodityType & commodityType, const ext::shared_ptr<SecondaryCosts> & secondaryCosts);
|x|ql/experimental/commodities/energyswap.hpp|const Calendar & EnergySwap::calendar() const;
|x|ql/experimental/commodities/energyswap.hpp|const Currency & EnergySwap::payCurrency() const;
|x|ql/experimental/commodities/energyswap.hpp|const Currency & EnergySwap::receiveCurrency() const;
|x|ql/experimental/commodities/energyswap.hpp|const PricingPeriods & EnergySwap::pricingPeriods() const;
|v|ql/experimental/commodities/energyswap.hpp|const EnergyDailyPositions & EnergySwap::dailyPositions() const;
|v|ql/experimental/commodities/energyswap.hpp|const CommodityCashFlows & EnergySwap::paymentCashFlows() const;
|v|ql/experimental/commodities/energyvanillaswap.hpp|EnergyVanillaSwap::EnergyVanillaSwap(bool payer, const Calendar & calendar, Money fixedPrice, UnitOfMeasure fixedPriceUnitOfMeasure, ext::shared_ptr<CommodityIndex> index, const Currency & payCurrency, const Currency & receiveCurrency, const PricingPeriods & pricingPeriods, const CommodityType & commodityType, const ext::shared_ptr<SecondaryCosts> & secondaryCosts, Handle<YieldTermStructure> payLegTermStructure, Handle<YieldTermStructure> receiveLegTermStructure, Handle<YieldTermStructure> discountTermStructure);
|x|ql/experimental/commodities/energyvanillaswap.hpp|Integer EnergyVanillaSwap::payReceive() const;
|x|ql/experimental/commodities/energyvanillaswap.hpp|const Money & EnergyVanillaSwap::fixedPrice() const;
|x|ql/experimental/commodities/energyvanillaswap.hpp|const UnitOfMeasure & EnergyVanillaSwap::fixedPriceUnitOfMeasure() const;
|x|ql/experimental/commodities/energyvanillaswap.hpp|const ext::shared_ptr<CommodityIndex> & EnergyVanillaSwap::index() const;
| |ql/experimental/commodities/exchangecontract.hpp|ExchangeContract::ExchangeContract();
| |ql/experimental/commodities/exchangecontract.hpp|ExchangeContract::ExchangeContract(std::string code, Date expirationDate, Date underlyingStartDate, Date underlyingEndDate);
|x|ql/experimental/commodities/exchangecontract.hpp|const std::string & ExchangeContract::code() const;
|x|ql/experimental/commodities/exchangecontract.hpp|const Date & ExchangeContract::expirationDate() const;
|x|ql/experimental/commodities/exchangecontract.hpp|const Date & ExchangeContract::underlyingStartDate() const;
|x|ql/experimental/commodities/exchangecontract.hpp|const Date & ExchangeContract::underlyingEndDate() const;
|x|ql/experimental/commodities/paymentterm.hpp|PaymentTerm::PaymentTerm();
|v|ql/experimental/commodities/paymentterm.hpp|PaymentTerm::PaymentTerm(const std::string & name, EventType eventType, Integer offsetDays, const Calendar & calendar);
|v|ql/experimental/commodities/paymentterm.hpp|const std::string & PaymentTerm::name() const;
|v|ql/experimental/commodities/paymentterm.hpp|EventType PaymentTerm::eventType() const;
|v|ql/experimental/commodities/paymentterm.hpp|Integer PaymentTerm::offsetDays() const;
|v|ql/experimental/commodities/paymentterm.hpp|const Calendar & PaymentTerm::calendar() const;
|v|ql/experimental/commodities/paymentterm.hpp|bool PaymentTerm::empty() const;
|v|ql/experimental/commodities/paymentterm.hpp|Date PaymentTerm::getPaymentDate(const Date & date) const;
|x|ql/experimental/commodities/paymentterm.hpp|Data::Data(std::string name, EventType eventType, Integer offsetDays, Calendar calendar);
|v|ql/experimental/commodities/paymentterm.hpp|bool operator==(const PaymentTerm &, const PaymentTerm &);
|v|ql/experimental/commodities/paymentterm.hpp|bool operator!=(const PaymentTerm &, const PaymentTerm &);
|x|ql/experimental/commodities/paymentterm.hpp|std::ostream & operator<<(std::ostream &, const PaymentTerm &);
|x|ql/experimental/commodities/paymentterm.hpp|Data(std::string name, PaymentTerm::EventType eventType, Integer offsetDays, Calendar calendar);
|v|ql/experimental/commodities/paymentterm.hpp|PaymentTerm::EventType eventType() const;
|v|ql/experimental/commodities/paymentterm.hpp|bool operator==(const PaymentTerm & c1, const PaymentTerm & c2);
|v|ql/experimental/commodities/paymentterm.hpp|bool operator!=(const PaymentTerm & c1, const PaymentTerm & c2);
|v|ql/experimental/commodities/petroleumunitsofmeasure.hpp|BarrelUnitOfMeasure::BarrelUnitOfMeasure();
|v|ql/experimental/commodities/petroleumunitsofmeasure.hpp|MTUnitOfMeasure::MTUnitOfMeasure();
|v|ql/experimental/commodities/petroleumunitsofmeasure.hpp|MBUnitOfMeasure::MBUnitOfMeasure();
|v|ql/experimental/commodities/petroleumunitsofmeasure.hpp|GallonUnitOfMeasure::GallonUnitOfMeasure();
|v|ql/experimental/commodities/petroleumunitsofmeasure.hpp|LitreUnitOfMeasure::LitreUnitOfMeasure();
|v|ql/experimental/commodities/petroleumunitsofmeasure.hpp|KilolitreUnitOfMeasure::KilolitreUnitOfMeasure();
|v|ql/experimental/commodities/petroleumunitsofmeasure.hpp|TokyoKilolitreUnitOfMeasure::TokyoKilolitreUnitOfMeasure();
|v|ql/experimental/commodities/pricingperiod.hpp|PricingPeriod::PricingPeriod(const Date & startDate, const Date & endDate, const Date & paymentDate, Quantity quantity);
|x|ql/experimental/commodities/pricingperiod.hpp|const Date & PricingPeriod::paymentDate() const;
|x|ql/experimental/commodities/pricingperiod.hpp|const Quantity & PricingPeriod::quantity() const;
|x|ql/experimental/commodities/quantity.hpp|Quantity::Quantity();
| |ql/experimental/commodities/quantity.hpp|Quantity::Quantity(CommodityType commodityType, UnitOfMeasure unitOfMeasure, Real amount);
|x|ql/experimental/commodities/quantity.hpp|const CommodityType & Quantity::commodityType() const;
|x|ql/experimental/commodities/quantity.hpp|const UnitOfMeasure & Quantity::unitOfMeasure() const;
|x|ql/experimental/commodities/quantity.hpp|Real Quantity::amount() const;
|v|ql/experimental/commodities/quantity.hpp|Quantity Quantity::rounded() const;
|x|ql/experimental/commodities/quantity.hpp|Quantity Quantity::operator+() const;
|x|ql/experimental/commodities/quantity.hpp|Quantity Quantity::operator-() const;
|x|ql/experimental/commodities/quantity.hpp|Quantity & Quantity::operator+=(const Quantity &);
|x|ql/experimental/commodities/quantity.hpp|Quantity & Quantity::operator-=(const Quantity &);
|x|ql/experimental/commodities/quantity.hpp|Quantity & Quantity::operator*=(Real);
|x|ql/experimental/commodities/quantity.hpp|Quantity & Quantity::operator/=(Real);
|x|ql/experimental/commodities/quantity.hpp|std::ostream & Quantity::operator<<(std::ostream &, const Quantity &);
|x|ql/experimental/commodities/quantity.hpp|Quantity operator+(const Quantity &, const Quantity &);
|x|ql/experimental/commodities/quantity.hpp|Quantity operator-(const Quantity &, const Quantity &);
|x|ql/experimental/commodities/quantity.hpp|Quantity operator*(const Quantity &, Real);
|x|ql/experimental/commodities/quantity.hpp|Quantity operator*(Real, const Quantity &);
|x|ql/experimental/commodities/quantity.hpp|Quantity operator/(const Quantity &, Real);
|x|ql/experimental/commodities/quantity.hpp|Real operator/(const Quantity &, const Quantity &);
|x|ql/experimental/commodities/quantity.hpp|bool operator==(const Quantity &, const Quantity &);
|x|ql/experimental/commodities/quantity.hpp|bool operator!=(const Quantity &, const Quantity &);
|x|ql/experimental/commodities/quantity.hpp|bool operator<(const Quantity &, const Quantity &);
|x|ql/experimental/commodities/quantity.hpp|bool operator<=(const Quantity &, const Quantity &);
|x|ql/experimental/commodities/quantity.hpp|bool operator>(const Quantity &, const Quantity &);
|x|ql/experimental/commodities/quantity.hpp|bool operator>=(const Quantity &, const Quantity &);
|v|ql/experimental/commodities/quantity.hpp|bool close(const Quantity &, const Quantity &, Size n = 42);
|v|ql/experimental/commodities/quantity.hpp|bool close_enough(const Quantity &, const Quantity &, Size n = 42);
|x|ql/experimental/commodities/quantity.hpp|Quantity operator+() const;
|x|ql/experimental/commodities/quantity.hpp|Quantity operator-() const;
|x|ql/experimental/commodities/quantity.hpp|Quantity & operator*=(Real x);
|x|ql/experimental/commodities/quantity.hpp|Quantity & operator/=(Real x);
|x|ql/experimental/commodities/quantity.hpp|Quantity operator+(const Quantity & m1, const Quantity & m2);
|x|ql/experimental/commodities/quantity.hpp|Quantity operator-(const Quantity & m1, const Quantity & m2);
|x|ql/experimental/commodities/quantity.hpp|Quantity operator*(const Quantity & m, Real x);
|x|ql/experimental/commodities/quantity.hpp|Quantity operator*(Real x, const Quantity & m);
|x|ql/experimental/commodities/quantity.hpp|Quantity operator/(const Quantity & m, Real x);
|x|ql/experimental/commodities/quantity.hpp|bool operator!=(const Quantity & m1, const Quantity & m2);
|x|ql/experimental/commodities/quantity.hpp|bool operator>(const Quantity & m1, const Quantity & m2);
|x|ql/experimental/commodities/quantity.hpp|bool operator>=(const Quantity & m1, const Quantity & m2);
|x|ql/experimental/commodities/unitofmeasure.hpp|UnitOfMeasure::UnitOfMeasure();
|v|ql/experimental/commodities/unitofmeasure.hpp|UnitOfMeasure::UnitOfMeasure(const std::string & name, const std::string & code, Type unitType);
|v|ql/experimental/commodities/unitofmeasure.hpp|const std::string & UnitOfMeasure::name() const;
|v|ql/experimental/commodities/unitofmeasure.hpp|const std::string & UnitOfMeasure::code() const;
|v|ql/experimental/commodities/unitofmeasure.hpp|Type UnitOfMeasure::unitType() const;
|v|ql/experimental/commodities/unitofmeasure.hpp|bool UnitOfMeasure::empty() const;
|x|ql/experimental/commodities/unitofmeasure.hpp|const Rounding & UnitOfMeasure::rounding() const;
|x|ql/experimental/commodities/unitofmeasure.hpp|const UnitOfMeasure & UnitOfMeasure::triangulationUnitOfMeasure() const;
|x|ql/experimental/commodities/unitofmeasure.hpp|Data::Data(std::string name, std::string code, UnitOfMeasure::Type unitType, UnitOfMeasure triangulationUnitOfMeasure = UnitOfMeasure(), const Rounding & rounding = Rounding(0));
|v|ql/experimental/commodities/unitofmeasure.hpp|bool operator==(const UnitOfMeasure &, const UnitOfMeasure &);
|v|ql/experimental/commodities/unitofmeasure.hpp|bool operator!=(const UnitOfMeasure &, const UnitOfMeasure &);
|x|ql/experimental/commodities/unitofmeasure.hpp|std::ostream & operator<<(std::ostream &, const UnitOfMeasure &);
|v|ql/experimental/commodities/unitofmeasure.hpp|UnitOfMeasure::Type unitType() const;
|v|ql/experimental/commodities/unitofmeasure.hpp|bool operator==(const UnitOfMeasure & c1, const UnitOfMeasure & c2);
|v|ql/experimental/commodities/unitofmeasure.hpp|bool operator!=(const UnitOfMeasure & c1, const UnitOfMeasure & c2);
|v|ql/experimental/commodities/unitofmeasure.hpp|LotUnitOfMeasure::LotUnitOfMeasure();
|x|ql/experimental/commodities/unitofmeasureconversion.hpp|UnitOfMeasureConversion::UnitOfMeasureConversion();
|v|ql/experimental/commodities/unitofmeasureconversion.hpp|UnitOfMeasureConversion::UnitOfMeasureConversion(const CommodityType & commodityType, const UnitOfMeasure & source, const UnitOfMeasure & target, Real conversionFactor);
|v|ql/experimental/commodities/unitofmeasureconversion.hpp|const UnitOfMeasure & UnitOfMeasureConversion::source() const;
|v|ql/experimental/commodities/unitofmeasureconversion.hpp|const UnitOfMeasure & UnitOfMeasureConversion::target() const;
|v|ql/experimental/commodities/unitofmeasureconversion.hpp|const CommodityType & UnitOfMeasureConversion::commodityType() const;
|v|ql/experimental/commodities/unitofmeasureconversion.hpp|Type UnitOfMeasureConversion::type() const;
|v|ql/experimental/commodities/unitofmeasureconversion.hpp|Real UnitOfMeasureConversion::conversionFactor() const;
|v|ql/experimental/commodities/unitofmeasureconversion.hpp|const std::string & UnitOfMeasureConversion::code() const;
|v|ql/experimental/commodities/unitofmeasureconversion.hpp|Quantity UnitOfMeasureConversion::convert(const Quantity & quantity) const;
|v|ql/experimental/commodities/unitofmeasureconversion.hpp|static UnitOfMeasureConversion UnitOfMeasureConversion::chain(const UnitOfMeasureConversion & r1, const UnitOfMeasureConversion & r2);
|x|ql/experimental/commodities/unitofmeasureconversion.hpp|Data::Data(const CommodityType & commodityType, const UnitOfMeasure & source, const UnitOfMeasure & target, Real conversionFactor, Type type);
|x|ql/experimental/commodities/unitofmeasureconversion.hpp|Data::Data(const UnitOfMeasureConversion & r1, const UnitOfMeasureConversion & r2);
|v|ql/experimental/commodities/unitofmeasureconversion.hpp|UnitOfMeasureConversion::Type type() const;
|v|ql/experimental/commodities/unitofmeasureconversionmanager.hpp|UnitOfMeasureConversion UnitOfMeasureConversionManager::lookup(const CommodityType & commodityType, const UnitOfMeasure &, const UnitOfMeasure &, UnitOfMeasureConversion::Type type = UnitOfMeasureConversion::Derived) const;
|v|ql/experimental/commodities/unitofmeasureconversionmanager.hpp|void UnitOfMeasureConversionManager::add(const UnitOfMeasureConversion &);
|v|ql/experimental/commodities/unitofmeasureconversionmanager.hpp|void UnitOfMeasureConversionManager::clear();
|v|ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadCoupon::CmsSpreadCoupon(const Date & paymentDate, Real nominal, const Date & startDate, const Date & endDate, Natural fixingDays, const ext::shared_ptr<SwapSpreadIndex> & index, Real gearing = 1.0, Spread spread = 0.0, const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date(), const DayCounter & dayCounter = DayCounter(), bool isInArrears = false, const Date & exCouponDate = Date(), BusinessDayConvention fixingConvention = Preceding);
|x|ql/experimental/coupons/cmsspreadcoupon.hpp|const ext::shared_ptr<SwapSpreadIndex> & CmsSpreadCoupon::swapSpreadIndex() const;
|x|ql/experimental/coupons/cmsspreadcoupon.hpp|void CmsSpreadCoupon::accept(AcyclicVisitor &);
|v|ql/experimental/coupons/cmsspreadcoupon.hpp|CappedFlooredCmsSpreadCoupon::CappedFlooredCmsSpreadCoupon(const Date & paymentDate, Real nominal, const Date & startDate, const Date & endDate, Natural fixingDays, const ext::shared_ptr<SwapSpreadIndex> & index, Real gearing = 1.0, Spread spread = 0.0, const Rate cap = Null<Rate>(), const Rate floor = Null<Rate>(), const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date(), const DayCounter & dayCounter = DayCounter(), bool isInArrears = false, const Date & exCouponDate = Date(), BusinessDayConvention fixingConvention = Preceding);
|v|ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadLeg::CmsSpreadLeg(Schedule schedule, ext::shared_ptr<SwapSpreadIndex> swapSpreadIndex);
| |ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadLeg & CmsSpreadLeg::withNotionals(Real notional);
| |ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadLeg & CmsSpreadLeg::withNotionals(const std::vector<Real> & notionals);
| |ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadLeg & CmsSpreadLeg::withPaymentDayCounter(const DayCounter &);
| |ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadLeg & CmsSpreadLeg::withPaymentAdjustment(BusinessDayConvention);
| |ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadLeg & CmsSpreadLeg::withFixingDays(Natural fixingDays);
| |ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadLeg & CmsSpreadLeg::withFixingDays(const std::vector<Natural> & fixingDays);
| |ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadLeg & CmsSpreadLeg::withGearings(Real gearing);
| |ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadLeg & CmsSpreadLeg::withGearings(const std::vector<Real> & gearings);
| |ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadLeg & CmsSpreadLeg::withSpreads(Spread spread);
| |ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadLeg & CmsSpreadLeg::withSpreads(const std::vector<Spread> & spreads);
| |ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadLeg & CmsSpreadLeg::withCaps(Rate cap);
| |ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadLeg & CmsSpreadLeg::withCaps(const std::vector<Rate> & caps);
| |ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadLeg & CmsSpreadLeg::withFloors(Rate floor);
| |ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadLeg & CmsSpreadLeg::withFloors(const std::vector<Rate> & floors);
| |ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadLeg & CmsSpreadLeg::inArrears(bool flag = true);
| |ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadLeg & CmsSpreadLeg::withZeroPayments(bool flag = true);
|x|ql/experimental/coupons/cmsspreadcoupon.hpp|CmsSpreadCouponPricer::CmsSpreadCouponPricer(Handle<Quote> correlation = Handle<Quote>());
|x|ql/experimental/coupons/cmsspreadcoupon.hpp|Handle<Quote> CmsSpreadCouponPricer::correlation() const;
|x|ql/experimental/coupons/cmsspreadcoupon.hpp|void CmsSpreadCouponPricer::setCorrelation(const Handle<Quote> & correlation = Handle<Quote>());
|v|ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadCoupon::DigitalCmsSpreadCoupon(const ext::shared_ptr<CmsSpreadCoupon> & underlying, Rate callStrike = Null<Rate>(), Position::Type callPosition = Position::Long, bool isCallATMIncluded = false, Rate callDigitalPayoff = Null<Rate>(), Rate putStrike = Null<Rate>(), Position::Type putPosition = Position::Long, bool isPutATMIncluded = false, Rate putDigitalPayoff = Null<Rate>(), const ext::shared_ptr<DigitalReplication> & replication = { }, bool nakedOption = false);
|v|ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg::DigitalCmsSpreadLeg(Schedule schedule, ext::shared_ptr<SwapSpreadIndex> index);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withNotionals(Real notional);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withNotionals(const std::vector<Real> & notionals);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withPaymentDayCounter(const DayCounter &);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withPaymentAdjustment(BusinessDayConvention);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withFixingDays(Natural fixingDays);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withFixingDays(const std::vector<Natural> & fixingDays);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withGearings(Real gearing);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withGearings(const std::vector<Real> & gearings);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withSpreads(Spread spread);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withSpreads(const std::vector<Spread> & spreads);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::inArrears(bool flag = true);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withCallStrikes(Rate strike);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withCallStrikes(const std::vector<Rate> & strikes);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withLongCallOption(Position::Type);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withCallATM(bool flag = true);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withCallPayoffs(Rate payoff);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withCallPayoffs(const std::vector<Rate> & payoffs);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withPutStrikes(Rate strike);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withPutStrikes(const std::vector<Rate> & strikes);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withLongPutOption(Position::Type);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withPutATM(bool flag = true);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withPutPayoffs(Rate payoff);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withPutPayoffs(const std::vector<Rate> & payoffs);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withReplication(const ext::shared_ptr<DigitalReplication> &);
| |ql/experimental/coupons/digitalcmsspreadcoupon.hpp|DigitalCmsSpreadLeg & DigitalCmsSpreadLeg::withNakedOption(bool nakedOption = true);
|v|ql/experimental/coupons/lognormalcmsspreadpricer.hpp|LognormalCmsSpreadPricer::LognormalCmsSpreadPricer(const ext::shared_ptr<CmsCouponPricer> & cmsPricer, const Handle<Quote> & correlation, Handle<YieldTermStructure> couponDiscountCurve = Handle<YieldTermStructure>(), Size IntegrationPoints = 16, const ext::optional<VolatilityType> & volatilityType = ext::nullopt, Real shift1 = Null<Real>(), Real shift2 = Null<Real>());
| |ql/experimental/coupons/proxyibor.hpp|ProxyIbor::ProxyIbor(const std::string & familyName, const Period & tenor, Natural settlementDays, const Currency & currency, const Calendar & fixingCalendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter & dayCounter, Handle<Quote> gearing, ext::shared_ptr<IborIndex> iborIndex, Handle<Quote> spread);
| |ql/experimental/coupons/proxyibor.hpp|Rate forecastFixing(const Date & fixingDate) const;
|v|ql/experimental/coupons/quantocouponpricer.hpp|BlackIborQuantoCouponPricer::BlackIborQuantoCouponPricer(Handle<BlackVolTermStructure> fxRateBlackVolatility, Handle<Quote> underlyingFxCorrelation, const Handle<OptionletVolatilityStructure> & capletVolatility);
|v|ql/experimental/coupons/strippedcapflooredcoupon.hpp|StrippedCappedFlooredCoupon::StrippedCappedFlooredCoupon(const ext::shared_ptr<CappedFlooredCoupon> & underlying);
|v|ql/experimental/coupons/strippedcapflooredcoupon.hpp|Rate StrippedCappedFlooredCoupon::cap() const;
|v|ql/experimental/coupons/strippedcapflooredcoupon.hpp|Rate StrippedCappedFlooredCoupon::floor() const;
|v|ql/experimental/coupons/strippedcapflooredcoupon.hpp|Rate StrippedCappedFlooredCoupon::effectiveCap() const;
|v|ql/experimental/coupons/strippedcapflooredcoupon.hpp|Rate StrippedCappedFlooredCoupon::effectiveFloor() const;
|v|ql/experimental/coupons/strippedcapflooredcoupon.hpp|bool StrippedCappedFlooredCoupon::isCap() const;
|v|ql/experimental/coupons/strippedcapflooredcoupon.hpp|bool StrippedCappedFlooredCoupon::isFloor() const;
|v|ql/experimental/coupons/strippedcapflooredcoupon.hpp|bool StrippedCappedFlooredCoupon::isCollar() const;
|x|ql/experimental/coupons/strippedcapflooredcoupon.hpp|ext::shared_ptr<CappedFlooredCoupon> StrippedCappedFlooredCoupon::underlying();
| |ql/experimental/coupons/strippedcapflooredcoupon.hpp|StrippedCappedFlooredCouponLeg::StrippedCappedFlooredCouponLeg(Leg underlyingLeg);
|v|ql/experimental/coupons/swapspreadindex.hpp|SwapSpreadIndex::SwapSpreadIndex(const std::string & familyName, const ext::shared_ptr<SwapIndex> & swapIndex1, ext::shared_ptr<SwapIndex> swapIndex2, Real gearing1 = 1.0, Real gearing2 = - 1.0);
|x|ql/experimental/coupons/swapspreadindex.hpp|ext::shared_ptr<SwapIndex> SwapSpreadIndex::swapIndex1();
|x|ql/experimental/coupons/swapspreadindex.hpp|ext::shared_ptr<SwapIndex> SwapSpreadIndex::swapIndex2();
|x|ql/experimental/coupons/swapspreadindex.hpp|Real SwapSpreadIndex::gearing1() const;
|x|ql/experimental/coupons/swapspreadindex.hpp|Real SwapSpreadIndex::gearing2() const;
|x|ql/experimental/coupons/swapspreadindex.hpp|Rate forecastFixing(const Date & fixingDate) const;
|x|ql/experimental/coupons/swapspreadindex.hpp|Rate pastFixing(const Date & fixingDate) const;
| |ql/experimental/credit/basecorrelationlossmodel.hpp|BaseCorrelationLossModel::BaseCorrelationLossModel<BaseModel_T, Corr2DInt_T>(const Handle<BaseCorrelationTermStructure<Corr2DInt_T>> & correlTS, std::vector<Real> recoveries, const initTraits & traits = initTraits());
| |ql/experimental/credit/basecorrelationlossmodel.hpp|Real expectedTrancheLoss(const Date & d) const;
| |ql/experimental/credit/basecorrelationlossmodel.hpp|void setupModels() const;
| |ql/experimental/credit/basecorrelationstructure.hpp|BaseCorrelationTermStructure::BaseCorrelationTermStructure<Interpolator2D_T>(Natural settlementDays, const Calendar & cal, BusinessDayConvention bdc, const std::vector<Period> & tenors, const std::vector<Real> & lossLevel, const std::vector<std::vector<Handle<Quote>>> & correls, const DayCounter & dc = DayCounter());
| |ql/experimental/credit/basecorrelationstructure.hpp|Real BaseCorrelationTermStructure::ImplicitCorrelation(Real, Real);
| |ql/experimental/credit/basecorrelationstructure.hpp|void BaseCorrelationTermStructure::checkTrancheTenors() const;
| |ql/experimental/credit/basecorrelationstructure.hpp|void BaseCorrelationTermStructure::checkLosses() const;
| |ql/experimental/credit/basecorrelationstructure.hpp|void BaseCorrelationTermStructure::initializeTrancheTimes() const;
| |ql/experimental/credit/basecorrelationstructure.hpp|void BaseCorrelationTermStructure::checkInputs(Size volRows, Size volsColumns) const;
| |ql/experimental/credit/basecorrelationstructure.hpp|void BaseCorrelationTermStructure::registerWithMarketData();
| |ql/experimental/credit/basecorrelationstructure.hpp|void BaseCorrelationTermStructure::updateMatrix() const;
| |ql/experimental/credit/basecorrelationstructure.hpp|Real BaseCorrelationTermStructure::correlation(const Date & d, Real lossLevel, bool extrapolate = false) const;
| |ql/experimental/credit/basecorrelationstructure.hpp|Real BaseCorrelationTermStructure::correlation(Time t, Real lossLevel, bool extrapolate = false) const;
| |ql/experimental/credit/basecorrelationstructure.hpp|void update();
| |ql/experimental/credit/basket.hpp|Basket::Basket();
|v|ql/experimental/credit/basket.hpp|Basket::Basket(const Date & refDate, const std::vector<std::string> & names, std::vector<Real> notionals, ext::shared_ptr<Pool> pool, Real attachmentRatio = 0.0, Real detachmentRatio = 1.0, ext::shared_ptr<Claim> claim = ext::shared_ptr<Claim>(new FaceValueClaim()));
| |ql/experimental/credit/basket.hpp|void Basket::computeBasket() const;
| |ql/experimental/credit/basket.hpp|Size Basket::size() const;
| |ql/experimental/credit/basket.hpp|const std::vector<std::string> & Basket::names() const;
|x|ql/experimental/credit/basket.hpp|const std::vector<Real> & Basket::notionals() const;
|v|ql/experimental/credit/basket.hpp|Real Basket::notional() const;
| |ql/experimental/credit/basket.hpp|Real Basket::exposure(const std::string & name, const Date & = Date()) const;
|x|ql/experimental/credit/basket.hpp|const ext::shared_ptr<Pool> & Basket::pool() const;
| |ql/experimental/credit/basket.hpp|std::vector<DefaultProbKey> Basket::defaultKeys() const;
|x|ql/experimental/credit/basket.hpp|const Date & Basket::refDate() const;
|x|ql/experimental/credit/basket.hpp|Real Basket::attachmentRatio() const;
|x|ql/experimental/credit/basket.hpp|Real Basket::detachmentRatio() const;
| |ql/experimental/credit/basket.hpp|Real Basket::basketNotional() const;
| |ql/experimental/credit/basket.hpp|Real Basket::trancheNotional() const;
| |ql/experimental/credit/basket.hpp|Real Basket::attachmentAmount() const;
| |ql/experimental/credit/basket.hpp|Real Basket::detachmentAmount() const;
|x|ql/experimental/credit/basket.hpp|ext::shared_ptr<Claim> Basket::claim() const;
| |ql/experimental/credit/basket.hpp|std::vector<Probability> Basket::probabilities(const Date & d) const;
| |ql/experimental/credit/basket.hpp|Real Basket::settledLoss() const;
| |ql/experimental/credit/basket.hpp|Real Basket::settledLoss(const Date &) const;
| |ql/experimental/credit/basket.hpp|Real Basket::cumulatedLoss() const;
| |ql/experimental/credit/basket.hpp|Real Basket::cumulatedLoss(const Date &) const;
| |ql/experimental/credit/basket.hpp|Real Basket::remainingNotional() const;
|v|ql/experimental/credit/basket.hpp|Real Basket::remainingNotional(const Date &) const;
| |ql/experimental/credit/basket.hpp|const std::vector<Real> & Basket::remainingNotionals() const;
| |ql/experimental/credit/basket.hpp|std::vector<Real> Basket::remainingNotionals(const Date &) const;
| |ql/experimental/credit/basket.hpp|const std::vector<std::string> & Basket::remainingNames() const;
| |ql/experimental/credit/basket.hpp|std::vector<std::string> Basket::remainingNames(const Date &) const;
| |ql/experimental/credit/basket.hpp|const std::vector<DefaultProbKey> & Basket::remainingDefaultKeys() const;
| |ql/experimental/credit/basket.hpp|std::vector<DefaultProbKey> Basket::remainingDefaultKeys(const Date &) const;
| |ql/experimental/credit/basket.hpp|Size Basket::remainingSize() const;
| |ql/experimental/credit/basket.hpp|Size Basket::remainingSize(const Date &) const;
| |ql/experimental/credit/basket.hpp|std::vector<Probability> Basket::remainingProbabilities(const Date & d) const;
| |ql/experimental/credit/basket.hpp|Real Basket::remainingAttachmentAmount() const;
| |ql/experimental/credit/basket.hpp|Real Basket::remainingAttachmentAmount(const Date & endDate) const;
| |ql/experimental/credit/basket.hpp|Real Basket::remainingDetachmentAmount() const;
| |ql/experimental/credit/basket.hpp|Real Basket::remainingDetachmentAmount(const Date & endDate) const;
| |ql/experimental/credit/basket.hpp|Real Basket::remainingTrancheNotional() const;
| |ql/experimental/credit/basket.hpp|Real Basket::remainingTrancheNotional(const Date & endDate) const;
| |ql/experimental/credit/basket.hpp|const std::vector<Size> & Basket::liveList() const;
| |ql/experimental/credit/basket.hpp|std::vector<Size> Basket::liveList(const Date &) const;
|u|ql/experimental/credit/basket.hpp|void Basket::setLossModel(const ext::shared_ptr<DefaultLossModel> & lossModel);
|v|ql/experimental/credit/basket.hpp|Real Basket::expectedTrancheLoss(const Date & d) const;
|v|ql/experimental/credit/basket.hpp|Probability Basket::probOverLoss(const Date & d, Real lossFraction) const;
|v|ql/experimental/credit/basket.hpp|Real Basket::percentile(const Date & d, Probability prob) const;
|v|ql/experimental/credit/basket.hpp|Real Basket::expectedShortfall(const Date & d, Probability prob) const;
| |ql/experimental/credit/basket.hpp|std::vector<Real> Basket::splitVaRLevel(const Date & date, Real loss) const;
| |ql/experimental/credit/basket.hpp|std::map<Real, Probability> Basket::lossDistribution(const Date &) const;
| |ql/experimental/credit/basket.hpp|Real Basket::densityTrancheLoss(const Date & d, Real lossFraction) const;
|v|ql/experimental/credit/basket.hpp|Real Basket::defaultCorrelation(const Date & d, Size iName, Size jName) const;
| |ql/experimental/credit/basket.hpp|std::vector<Probability> Basket::probsBeingNthEvent(Size n, const Date & d) const;
|v|ql/experimental/credit/basket.hpp|Probability Basket::probAtLeastNEvents(Size n, const Date & d) const;
|v|ql/experimental/credit/basket.hpp|Real Basket::recoveryRate(const Date & d, Size iName) const;
| |ql/experimental/credit/binomiallossmodel.hpp|BinomialLossModel::BinomialLossModel<LLM>(ext::shared_ptr<LLM> copula);
| |ql/experimental/credit/binomiallossmodel.hpp|std::vector<Real> lossProbability(const Date & date, const std::vector<Real> & bsktNots, const std::vector<Real> & uncondDefProbInv, const std::vector<Real> & mktFactors) const;
| |ql/experimental/credit/binomiallossmodel.hpp|Real averageLoss(const Date & d, const std::vector<Real> & reminingNots, const std::vector<Real> & mktFctrs) const;
| |ql/experimental/credit/binomiallossmodel.hpp|std::vector<Real> lossPoints(const Date & d) const;
| |ql/experimental/credit/binomiallossmodel.hpp|Real condTrancheLoss(const Date & d, const std::vector<Real> & lossVals, const std::vector<Real> & bsktNots, const std::vector<Real> & uncondDefProbsInv, const std::vector<Real> & mkf) const;
| |ql/experimental/credit/binomiallossmodel.hpp|Real expectedTrancheLoss(const Date & d) const;
| |ql/experimental/credit/binomiallossmodel.hpp|std::map<Real, Probability> lossDistribution(const Date & d) const;
| |ql/experimental/credit/binomiallossmodel.hpp|Real percentile(const Date & d, Real perc) const;
| |ql/experimental/credit/binomiallossmodel.hpp|Real expectedShortfall(const Date & d, Real perctl) const;
| |ql/experimental/credit/blackcdsoptionengine.hpp|BlackCdsOptionEngine::BlackCdsOptionEngine(Handle<DefaultProbabilityTermStructure>, Real recoveryRate, Handle<YieldTermStructure> termStructure, Handle<Quote> vol);
|x|ql/experimental/credit/blackcdsoptionengine.hpp|void BlackCdsOptionEngine::calculate() const;
|x|ql/experimental/credit/blackcdsoptionengine.hpp|Handle<YieldTermStructure> BlackCdsOptionEngine::termStructure();
|x|ql/experimental/credit/blackcdsoptionengine.hpp|Handle<Quote> BlackCdsOptionEngine::volatility();
| |ql/experimental/credit/cdo.hpp|CDO::CDO(Real attachment, Real detachment, std::vector<Real> nominals, const std::vector<Handle<DefaultProbabilityTermStructure>> & basket, Handle<OneFactorCopula> copula, bool protectionSeller, Schedule premiumSchedule, Rate premiumRate, DayCounter dayCounter, Rate recoveryRate, Rate upfrontPremiumRate, Handle<YieldTermStructure> yieldTS, Size nBuckets, const Period & integrationStep = Period(10, Years));
| |ql/experimental/credit/cdo.hpp|Real CDO::nominal() const;
| |ql/experimental/credit/cdo.hpp|Real CDO::lgd() const;
|x|ql/experimental/credit/cdo.hpp|Real CDO::attachment() const;
|x|ql/experimental/credit/cdo.hpp|Real CDO::detachment() const;
|x|ql/experimental/credit/cdo.hpp|std::vector<Real> CDO::nominals();
| |ql/experimental/credit/cdo.hpp|Size CDO::size();
| |ql/experimental/credit/cdo.hpp|Rate CDO::fairPremium() const;
| |ql/experimental/credit/cdo.hpp|Rate CDO::premiumValue() const;
| |ql/experimental/credit/cdo.hpp|Rate CDO::protectionValue() const;
| |ql/experimental/credit/cdo.hpp|Size CDO::error() const;
|v|ql/experimental/credit/cdsoption.hpp|CdsOption::CdsOption(const ext::shared_ptr<CreditDefaultSwap> & swap, const ext::shared_ptr<Exercise> & exercise, bool knocksOut = true);
|v|ql/experimental/credit/cdsoption.hpp|const ext::shared_ptr<CreditDefaultSwap> & CdsOption::underlyingSwap() const;
|v|ql/experimental/credit/cdsoption.hpp|Rate CdsOption::atmRate() const;
|v|ql/experimental/credit/cdsoption.hpp|Real CdsOption::riskyAnnuity() const;
|v|ql/experimental/credit/cdsoption.hpp|Volatility CdsOption::impliedVolatility(Real price, const Handle<YieldTermStructure> & termStructure, const Handle<DefaultProbabilityTermStructure> &, Real recoveryRate, Real accuracy = 1.e-4, Size maxEvaluations = 100, Volatility minVol = 1.0e-7, Volatility maxVol = 4.0) const;
| |ql/experimental/credit/cdsoption.hpp|arguments::arguments();
| |ql/experimental/credit/cdsoption.hpp|void arguments::validate() const;
| |ql/experimental/credit/cdsoption.hpp|void results::reset();
| |ql/experimental/credit/constantlosslatentmodel.hpp|ConstantLossLatentmodel::ConstantLossLatentmodel<copulaPolicy>(const std::vector<std::vector<Real>> & factorWeights, const std::vector<Real> & recoveries, LatentModelIntegrationType::LatentModelIntegrationType integralType, const initTraits & ini = initTraits());
| |ql/experimental/credit/constantlosslatentmodel.hpp|ConstantLossLatentmodel::ConstantLossLatentmodel<copulaPolicy>(const Handle<Quote> & mktCorrel, const std::vector<Real> & recoveries, LatentModelIntegrationType::LatentModelIntegrationType integralType, Size nVariables, const initTraits & ini = initTraits());
| |ql/experimental/credit/constantlosslatentmodel.hpp|Real ConstantLossLatentmodel::conditionalRecovery(const Date & d, Size iName, const std::vector<Real> & mktFactors) const;
| |ql/experimental/credit/constantlosslatentmodel.hpp|Real ConstantLossLatentmodel::conditionalRecovery(Probability uncondDefP, Size iName, const std::vector<Real> & mktFactors) const;
| |ql/experimental/credit/constantlosslatentmodel.hpp|Real ConstantLossLatentmodel::conditionalRecoveryInvP(Real invUncondDefP, Size iName, const std::vector<Real> & mktFactors) const;
| |ql/experimental/credit/constantlosslatentmodel.hpp|Real ConstantLossLatentmodel::conditionalRecovery(Real latentVarSample, Size iName, const Date & d) const;
|x|ql/experimental/credit/constantlosslatentmodel.hpp|const std::vector<Real> & ConstantLossLatentmodel::recoveries() const;
| |ql/experimental/credit/constantlosslatentmodel.hpp|Real ConstantLossLatentmodel::expectedRecovery(const Date & d, Size iName, const DefaultProbKey & defKeys) const;
| |ql/experimental/credit/constantlosslatentmodel.hpp|ConstantLossModel::ConstantLossModel<copulaPolicy>(const std::vector<std::vector<Real>> & factorWeights, const std::vector<Real> & recoveries, LatentModelIntegrationType::LatentModelIntegrationType integralType, const typename copulaPolicy::initTraits & ini = copulaPolicy::initTraits());
|v|ql/experimental/credit/constantlosslatentmodel.hpp|ConstantLossModel::ConstantLossModel<copulaPolicy>(const Handle<Quote> & mktCorrel, const std::vector<Real> & recoveries, LatentModelIntegrationType::LatentModelIntegrationType integralType, Size nVariables, const typename copulaPolicy::initTraits & ini = copulaPolicy::initTraits());
| |ql/experimental/credit/correlationstructure.hpp|CorrelationTermStructure::CorrelationTermStructure(const Calendar & cal, BusinessDayConvention bdc, const DayCounter & dc = DayCounter());
| |ql/experimental/credit/correlationstructure.hpp|CorrelationTermStructure::CorrelationTermStructure(const Date & referenceDate, const Calendar & cal, BusinessDayConvention bdc, const DayCounter & dc = DayCounter());
| |ql/experimental/credit/correlationstructure.hpp|CorrelationTermStructure::CorrelationTermStructure(Natural settlementDays, const Calendar & cal, BusinessDayConvention bdc, const DayCounter & dc = DayCounter());
|x|ql/experimental/credit/correlationstructure.hpp|BusinessDayConvention CorrelationTermStructure::businessDayConvention() const;
| |ql/experimental/credit/correlationstructure.hpp|Date CorrelationTermStructure::dateFromTenor(const Period &) const;
| |ql/experimental/credit/correlationstructure.hpp|Size CorrelationTermStructure::correlationSize() const;
| |ql/experimental/credit/correlationstructure.hpp|Date dateFromTenor(const Period & p) const;
| |ql/experimental/credit/defaultevent.hpp|Real DefaultSettlement::recoveryRate(Seniority sen) const;
| |ql/experimental/credit/defaultevent.hpp|DefaultEvent::DefaultEvent(const Date & creditEventDate, const DefaultType & atomicEvType, Currency curr, Seniority bondsSen, const Date & settleDate = Date(), const std::map<Seniority, Real> & recoveryRates = rate_map());
| |ql/experimental/credit/defaultevent.hpp|DefaultEvent::DefaultEvent(const Date & creditEventDate, const DefaultType & atomicEvType, Currency curr, Seniority bondsSen, const Date & settleDate, Real recoveryRate);
| |ql/experimental/credit/defaultevent.hpp|bool DefaultEvent::isRestructuring() const;
| |ql/experimental/credit/defaultevent.hpp|bool DefaultEvent::isDefault() const;
| |ql/experimental/credit/defaultevent.hpp|bool DefaultEvent::hasSettled() const;
| |ql/experimental/credit/defaultevent.hpp|const DefaultSettlement & DefaultEvent::settlement() const;
|x|ql/experimental/credit/defaultevent.hpp|const DefaultType & DefaultEvent::defaultType() const;
|x|ql/experimental/credit/defaultevent.hpp|const Currency & DefaultEvent::currency() const;
|x|ql/experimental/credit/defaultevent.hpp|Seniority DefaultEvent::eventSeniority() const;
| |ql/experimental/credit/defaultevent.hpp|Real DefaultEvent::recoveryRate(Seniority seniority) const;
| |ql/experimental/credit/defaultevent.hpp|bool DefaultEvent::matchesEventType(const ext::shared_ptr<DefaultType> & contractEvType) const;
| |ql/experimental/credit/defaultevent.hpp|bool DefaultEvent::matchesDefaultKey(const DefaultProbKey & contractKey) const;
| |ql/experimental/credit/defaultevent.hpp|bool operator==(const DefaultEvent & lhs, const DefaultEvent & rhs);
| |ql/experimental/credit/defaultevent.hpp|bool operator!=(const DefaultEvent & lhs, const DefaultEvent & rhs);
| |ql/experimental/credit/defaultevent.hpp|bool earlier_than::operator()(const DefaultEvent & e1, const DefaultEvent & e2) const;
| |ql/experimental/credit/defaultevent.hpp|FailureToPayEvent::FailureToPayEvent(const Date & creditEventDate, const Currency & curr, Seniority bondsSen, Real defaultedAmount, const Date & settleDate, const std::map<Seniority, Real> & recoveryRates);
| |ql/experimental/credit/defaultevent.hpp|FailureToPayEvent::FailureToPayEvent(const Date & creditEventDate, const Currency & curr, Seniority bondsSen, Real defaultedAmount, const Date & settleDate, Real recoveryRates);
|x|ql/experimental/credit/defaultevent.hpp|Real FailureToPayEvent::amountDefaulted() const;
| |ql/experimental/credit/defaultevent.hpp|BankruptcyEvent::BankruptcyEvent(const Date & creditEventDate, const Currency & curr, Seniority bondsSen, const Date & settleDate, const std::map<Seniority, Real> & recoveryRates);
| |ql/experimental/credit/defaultevent.hpp|BankruptcyEvent::BankruptcyEvent(const Date & creditEventDate, const Currency & curr, Seniority bondsSen, const Date & settleDate, Real recoveryRates);
| |ql/experimental/credit/defaultprobabilitykey.hpp|DefaultProbKey::DefaultProbKey();
| |ql/experimental/credit/defaultprobabilitykey.hpp|DefaultProbKey::DefaultProbKey(std::vector<ext::shared_ptr<DefaultType>> eventTypes, Currency cur, Seniority sen);
|x|ql/experimental/credit/defaultprobabilitykey.hpp|const Currency & DefaultProbKey::currency() const;
|x|ql/experimental/credit/defaultprobabilitykey.hpp|Seniority DefaultProbKey::seniority() const;
|x|ql/experimental/credit/defaultprobabilitykey.hpp|const std::vector<ext::shared_ptr<DefaultType>> & DefaultProbKey::eventTypes() const;
| |ql/experimental/credit/defaultprobabilitykey.hpp|Size DefaultProbKey::size() const;
| |ql/experimental/credit/defaultprobabilitykey.hpp|bool operator==(const DefaultProbKey & lhs, const DefaultProbKey & rhs);
|v|ql/experimental/credit/defaultprobabilitykey.hpp|NorthAmericaCorpDefaultKey::NorthAmericaCorpDefaultKey(const Currency & currency, Seniority sen, Period graceFailureToPay = Period(30, Days), Real amountFailure = 1.e6, Restructuring::Type resType = Restructuring::CR);
| |ql/experimental/credit/defaultprobabilitylatentmodel.hpp|DefaultLatentModel::DefaultLatentModel<copulaPolicy>(const std::vector<std::vector<Real>> & factorWeights, LatentModelIntegrationType::LatentModelIntegrationType integralType, const initTraits & ini = initTraits());
| |ql/experimental/credit/defaultprobabilitylatentmodel.hpp|DefaultLatentModel::DefaultLatentModel<copulaPolicy>(const Handle<Quote> & mktCorrel, Size nVariables, LatentModelIntegrationType::LatentModelIntegrationType integralType, const initTraits & ini = initTraits());
| |ql/experimental/credit/defaultprobabilitylatentmodel.hpp|void DefaultLatentModel::resetBasket(const ext::shared_ptr<Basket> & basket) const;
| |ql/experimental/credit/defaultprobabilitylatentmodel.hpp|Probability DefaultLatentModel::conditionalDefaultProbability(Probability prob, Size iName, const std::vector<Real> & mktFactors) const;
| |ql/experimental/credit/defaultprobabilitylatentmodel.hpp|Probability DefaultLatentModel::conditionalDefaultProbabilityInvP(Real invCumYProb, Size iName, const std::vector<Real> & m) const;
| |ql/experimental/credit/defaultprobabilitylatentmodel.hpp|Probability DefaultLatentModel::probOfDefault(Size iName, const Date & d) const;
| |ql/experimental/credit/defaultprobabilitylatentmodel.hpp|Real DefaultLatentModel::defaultCorrelation(const Date & d, Size iNamei, Size iNamej) const;
| |ql/experimental/credit/defaultprobabilitylatentmodel.hpp|Probability DefaultLatentModel::probAtLeastNEvents(Size n, const Date & date) const;
| |ql/experimental/credit/defaultprobabilitylatentmodel.hpp|Real conditionalProbAtLeastNEvents(Size n, const Date & date, const std::vector<Real> & mktFactors) const;
| |ql/experimental/credit/defaulttype.hpp|DefaultType::DefaultType(AtomicDefault::Type defType = AtomicDefault::Bankruptcy, Restructuring::Type restType = Restructuring::XR);
|x|ql/experimental/credit/defaulttype.hpp|AtomicDefault::Type DefaultType::defaultType() const;
|x|ql/experimental/credit/defaulttype.hpp|Restructuring::Type DefaultType::restructuringType() const;
| |ql/experimental/credit/defaulttype.hpp|bool DefaultType::isRestructuring() const;
| |ql/experimental/credit/defaulttype.hpp|bool DefaultType::containsDefaultType(AtomicDefault::Type defType) const;
| |ql/experimental/credit/defaulttype.hpp|bool DefaultType::containsRestructuringType(Restructuring::Type resType) const;
| |ql/experimental/credit/defaulttype.hpp|bool operator==(const DefaultType & lhs, const DefaultType & rhs);
| |ql/experimental/credit/defaulttype.hpp|FailureToPay::FailureToPay(const Period & grace, Real amount = 1.e+6);
|x|ql/experimental/credit/defaulttype.hpp|Real FailureToPay::amountRequired() const;
|x|ql/experimental/credit/defaulttype.hpp|const Period & FailureToPay::gracePeriod() const;
| |ql/experimental/credit/distribution.hpp|Distribution::Distribution(int nBuckets, Real xmin, Real xmax);
| |ql/experimental/credit/distribution.hpp|Distribution::Distribution();
| |ql/experimental/credit/distribution.hpp|void Distribution::add(Real value);
| |ql/experimental/credit/distribution.hpp|void Distribution::addDensity(int bucket, Real value);
| |ql/experimental/credit/distribution.hpp|void Distribution::addAverage(int bucket, Real value);
| |ql/experimental/credit/distribution.hpp|void Distribution::normalize();
| |ql/experimental/credit/distribution.hpp|Size Distribution::size() const;
| |ql/experimental/credit/distribution.hpp|Real Distribution::x(Size k);
| |ql/experimental/credit/distribution.hpp|std::vector<Real> & Distribution::x();
| |ql/experimental/credit/distribution.hpp|Real Distribution::dx(Size k);
| |ql/experimental/credit/distribution.hpp|std::vector<Real> & Distribution::dx();
| |ql/experimental/credit/distribution.hpp|Real Distribution::dx(Real x);
| |ql/experimental/credit/distribution.hpp|Real Distribution::density(Size k);
| |ql/experimental/credit/distribution.hpp|Real Distribution::cumulative(Size k);
| |ql/experimental/credit/distribution.hpp|Real Distribution::excess(Size k);
| |ql/experimental/credit/distribution.hpp|Real Distribution::cumulativeExcess(Size k);
| |ql/experimental/credit/distribution.hpp|Real Distribution::average(Size k);
| |ql/experimental/credit/distribution.hpp|Real Distribution::confidenceLevel(Real quantil);
| |ql/experimental/credit/distribution.hpp|Real Distribution::cumulativeDensity(Real x);
| |ql/experimental/credit/distribution.hpp|Real Distribution::cumulativeExcessProbability(Real a, Real b);
| |ql/experimental/credit/distribution.hpp|Real Distribution::expectedValue();
| |ql/experimental/credit/distribution.hpp|Real Distribution::trancheExpectedValue(Real a, Real d);
| |ql/experimental/credit/distribution.hpp|void Distribution::tranche(Real attachmentPoint, Real detachmentPoint);
| |ql/experimental/credit/distribution.hpp|int Distribution::locate(Real x);
| |ql/experimental/credit/distribution.hpp|Real Distribution::expectedShortfall(Real percValue);
| |ql/experimental/credit/distribution.hpp|static Distribution ManipulateDistribution::convolve(const Distribution & d1, const Distribution & d2);
|v|ql/experimental/credit/factorspreadedhazardratecurve.hpp|FactorSpreadedHazardRateCurve::FactorSpreadedHazardRateCurve(Handle<DefaultProbabilityTermStructure> originalCurve, Handle<Quote> spread);
|v|ql/experimental/credit/factorspreadedhazardratecurve.hpp|FactorSpreadedHazardRateCurve(Handle<DefaultProbabilityTermStructure> h, Handle<Quote> spread);
|?|ql/experimental/credit/factorspreadedhazardratecurve.hpp|DayCounter dayCounter() const;
|?|ql/experimental/credit/factorspreadedhazardratecurve.hpp|Calendar calendar() const;
| |ql/experimental/credit/factorspreadedhazardratecurve.hpp|const Date & referenceDate() const;
| |ql/experimental/credit/factorspreadedhazardratecurve.hpp|Date maxDate() const;
| |ql/experimental/credit/factorspreadedhazardratecurve.hpp|Time maxTime() const;
| |ql/experimental/credit/factorspreadedhazardratecurve.hpp|Real hazardRateImpl(Time t) const;
|x|ql/experimental/credit/gaussianlhplossmodel.hpp|GaussianLHPLossModel::GaussianLHPLossModel(const Handle<Quote> & correlQuote, const std::vector<Handle<RecoveryRateQuote>> & quotes);
|x|ql/experimental/credit/gaussianlhplossmodel.hpp|GaussianLHPLossModel::GaussianLHPLossModel(Real correlation, const std::vector<Real> & recoveries);
|v|ql/experimental/credit/gaussianlhplossmodel.hpp|GaussianLHPLossModel::GaussianLHPLossModel(const Handle<Quote> & correlQuote, const std::vector<Real> & recoveries);
|x|ql/experimental/credit/gaussianlhplossmodel.hpp|void GaussianLHPLossModel::update();
|v|ql/experimental/credit/gaussianlhplossmodel.hpp|Real GaussianLHPLossModel::expectedShortfall(const Date & d, Probability perctl) const; -- reachable via the already-bound Basket::expectedShortfall (qlBasketExpectedShortfall), which delegates straight through to the loss model; no dedicated binding needed
|x|ql/experimental/credit/gaussianlhplossmodel.hpp|Probability GaussianLHPLossModel::averageProb(const Date & d) const; -- unsafe as a standalone binding: reads DefaultLossModel::basket_, which is non-owning and can be null, dangling, or relinked to another basket
|x|ql/experimental/credit/gaussianlhplossmodel.hpp|Real GaussianLHPLossModel::averageRecovery(const Date & d) const; -- unsafe as a standalone binding: reads DefaultLossModel::basket_, which is non-owning and can be null, dangling, or relinked to another basket
| |ql/experimental/credit/homogeneouspooldef.hpp|HomogeneousPoolLossModel::HomogeneousPoolLossModel<copulaPolicy>(const ext::shared_ptr<ConstantLossLatentmodel<copulaPolicy>> & copula, Size nBuckets, Real max = 5., Real min = - 5., Size nSteps = 50);
| |ql/experimental/credit/homogeneouspooldef.hpp|Real HomogeneousPoolLossModel::expectedShortfall(const Date & d, Probability percentile) const;
| |ql/experimental/credit/homogeneouspooldef.hpp|void resetModel();
| |ql/experimental/credit/homogeneouspooldef.hpp|Distribution lossDistrib(const Date & d) const;
| |ql/experimental/credit/inhomogeneouspooldef.hpp|InhomogeneousPoolLossModel::InhomogeneousPoolLossModel<copulaPolicy>(const ext::shared_ptr<ConstantLossLatentmodel<copulaPolicy>> & copula, Size nBuckets, Real max = 5., Real min = - 5., Size nSteps = 50);
| |ql/experimental/credit/inhomogeneouspooldef.hpp|Real InhomogeneousPoolLossModel::expectedShortfall(const Date & d, Probability percentile) const;
| |ql/experimental/credit/inhomogeneouspooldef.hpp|void resetModel();
| |ql/experimental/credit/inhomogeneouspooldef.hpp|Distribution lossDistrib(const Date & d) const;
|v|ql/experimental/credit/integralcdoengine.hpp|IntegralCDOEngine::IntegralCDOEngine(Handle<YieldTermStructure> discountCurve, Period stepSize = 3 * Months);
|x|ql/experimental/credit/integralcdoengine.hpp|void IntegralCDOEngine::calculate() const;
|v|ql/experimental/credit/integralntdengine.hpp|IntegralNtdEngine::IntegralNtdEngine(const Period & integrationStep, Handle<YieldTermStructure> discountCurve);
|x|ql/experimental/credit/integralntdengine.hpp|void IntegralNtdEngine::calculate() const;
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|InterpolatedAffineHazardRateCurve::InterpolatedAffineHazardRateCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & hazardRates, const DayCounter & dayCounter, const ext::shared_ptr<OneFactorAffineModel> & model, const Calendar & cal = Calendar(), const std::vector<Handle<Quote>> & jumps = std::vector<Handle<Quote>>(), const std::vector<Date> & jumpDates = std::vector<Date>(), const Interpolator & interpolator = Interpolator());
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|InterpolatedAffineHazardRateCurve::InterpolatedAffineHazardRateCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & hazardRates, const DayCounter & dayCounter, const ext::shared_ptr<OneFactorAffineModel> & model, const Calendar & calendar, const Interpolator & interpolator);
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|InterpolatedAffineHazardRateCurve::InterpolatedAffineHazardRateCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & hazardRates, const DayCounter & dayCounter, const ext::shared_ptr<OneFactorAffineModel> & model, const Interpolator & interpolator);
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|const std::vector<Time> & InterpolatedAffineHazardRateCurve::times() const;
|x|ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|const std::vector<Date> & InterpolatedAffineHazardRateCurve::dates() const;
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|const std::vector<Real> & InterpolatedAffineHazardRateCurve::data() const;
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|const std::vector<Rate> & InterpolatedAffineHazardRateCurve::hazardRates() const;
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|std::vector<std::pair<Date, Real>> InterpolatedAffineHazardRateCurve::nodes() const;
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|static Date AffineHazardRate::initialDate(const DefaultProbabilityTermStructure * c);
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|static Real AffineHazardRate::initialValue(const DefaultProbabilityTermStructure *);
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|static void AffineHazardRate::updateGuess(std::vector<Real> & data, Real rate, Size i);
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|static Size AffineHazardRate::maxIterations();
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|Date maxDate() const;
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|Real hazardRateImpl(Time t) const;
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|Probability survivalProbabilityImpl(Time t) const;
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|Probability conditionalSurvivalProbabilityImpl(Time tFwd, Time tTarget, Real yVal) const;
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|InterpolatedAffineHazardRateCurve<Interpolator>(const DayCounter & dayCounter, const ext::shared_ptr<OneFactorAffineModel> & model, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|InterpolatedAffineHazardRateCurve<Interpolator>(const Date & referenceDate, const DayCounter & dayCounter, const ext::shared_ptr<OneFactorAffineModel> & model, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|InterpolatedAffineHazardRateCurve<Interpolator>(Natural settlementDays, const Calendar & calendar, const DayCounter & dayCounter, const ext::shared_ptr<OneFactorAffineModel> & model, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|InterpolatedAffineHazardRateCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & hazardRates, const DayCounter & dayCounter, const ext::shared_ptr<OneFactorAffineModel> & model, const Calendar & calendar, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|InterpolatedAffineHazardRateCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & hazardRates, const DayCounter & dayCounter, const ext::shared_ptr<OneFactorAffineModel> & model, const Calendar & calendar, const T & interpolator);
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|InterpolatedAffineHazardRateCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & hazardRates, const DayCounter & dayCounter, const ext::shared_ptr<OneFactorAffineModel> & model, const T & interpolator);
| |ql/experimental/credit/interpolatedaffinehazardratecurve.hpp|void initialize();
|v|ql/experimental/credit/issuer.hpp|Issuer::Issuer(std::vector<key_curve_pair> probabilities = std::vector<key_curve_pair>(), DefaultEventSet events = DefaultEventSet());
| |ql/experimental/credit/issuer.hpp|Issuer::Issuer(const std::vector<std::vector<ext::shared_ptr<DefaultType>>> & eventTypes, const std::vector<Currency> & currencies, const std::vector<Seniority> & seniorities, const std::vector<Handle<DefaultProbabilityTermStructure>> & curves, DefaultEventSet events = DefaultEventSet());
| |ql/experimental/credit/issuer.hpp|const Handle<DefaultProbabilityTermStructure> & Issuer::defaultProbability(const DefaultProbKey & key) const;
| |ql/experimental/credit/issuer.hpp|ext::shared_ptr<DefaultEvent> Issuer::defaultedBetween(const Date & start, const Date & end, const DefaultProbKey & key, bool includeRefDate = false) const;
| |ql/experimental/credit/issuer.hpp|std::vector<ext::shared_ptr<DefaultEvent>> Issuer::defaultsBetween(const Date & start, const Date & end, const DefaultProbKey & contractKey, bool includeRefDate) const;
| |ql/experimental/credit/loss.hpp|Loss::Loss(Real t = 0.0, Real a = 0.0);
| |ql/experimental/credit/loss.hpp|bool operator<(const Loss & l1, const Loss & l2);
| |ql/experimental/credit/loss.hpp|bool operator>(const Loss & l1, const Loss & l2);
| |ql/experimental/credit/loss.hpp|bool operator==(const Loss & l1, const Loss & l2);
| |ql/experimental/credit/loss.hpp|bool operator!=(const Loss & l1, const Loss & l2);
| |ql/experimental/credit/lossdistribution.hpp|LossDist::LossDist();
| |ql/experimental/credit/lossdistribution.hpp|Distribution LossDist::operator()(const std::vector<Real> & volumes, const std::vector<Real> & probabilities) const;
| |ql/experimental/credit/lossdistribution.hpp|Size LossDist::buckets() const;
| |ql/experimental/credit/lossdistribution.hpp|Real LossDist::maximum() const;
| |ql/experimental/credit/lossdistribution.hpp|static Real LossDist::binomialProbabilityOfNEvents(int n, std::vector<Real> & p);
| |ql/experimental/credit/lossdistribution.hpp|static Real LossDist::binomialProbabilityOfAtLeastNEvents(int n, std::vector<Real> & p);
| |ql/experimental/credit/lossdistribution.hpp|static std::vector<Real> LossDist::probabilityOfNEvents(std::vector<Real> & p);
| |ql/experimental/credit/lossdistribution.hpp|static Real LossDist::probabilityOfNEvents(int n, std::vector<Real> & p);
| |ql/experimental/credit/lossdistribution.hpp|static Real LossDist::probabilityOfAtLeastNEvents(int n, std::vector<Real> & p);
| |ql/experimental/credit/lossdistribution.hpp|ProbabilityOfNEvents::ProbabilityOfNEvents(int n);
| |ql/experimental/credit/lossdistribution.hpp|Real ProbabilityOfNEvents::operator()(std::vector<Real> p) const;
| |ql/experimental/credit/lossdistribution.hpp|ProbabilityOfAtLeastNEvents::ProbabilityOfAtLeastNEvents(int n);
| |ql/experimental/credit/lossdistribution.hpp|Real ProbabilityOfAtLeastNEvents::operator()(std::vector<Real> p) const;
| |ql/experimental/credit/lossdistribution.hpp|BinomialProbabilityOfAtLeastNEvents::BinomialProbabilityOfAtLeastNEvents(int n);
| |ql/experimental/credit/lossdistribution.hpp|Real BinomialProbabilityOfAtLeastNEvents::operator()(std::vector<Real> p) const;
| |ql/experimental/credit/lossdistribution.hpp|LossDistBinomial::LossDistBinomial(Size nBuckets, Real maximum);
| |ql/experimental/credit/lossdistribution.hpp|Distribution LossDistBinomial::operator()(Size n, Real volume, Real probability) const;
| |ql/experimental/credit/lossdistribution.hpp|Real LossDistBinomial::volume() const;
| |ql/experimental/credit/lossdistribution.hpp|Size LossDistBinomial::size() const;
| |ql/experimental/credit/lossdistribution.hpp|std::vector<Real> LossDistBinomial::probability() const;
| |ql/experimental/credit/lossdistribution.hpp|std::vector<Real> LossDistBinomial::excessProbability() const;
| |ql/experimental/credit/lossdistribution.hpp|LossDistHomogeneous::LossDistHomogeneous(Size nBuckets, Real maximum);
| |ql/experimental/credit/lossdistribution.hpp|Distribution LossDistHomogeneous::operator()(Real volume, const std::vector<Real> & probabilities) const;
| |ql/experimental/credit/lossdistribution.hpp|Size LossDistHomogeneous::size() const;
| |ql/experimental/credit/lossdistribution.hpp|Real LossDistHomogeneous::volume() const;
| |ql/experimental/credit/lossdistribution.hpp|std::vector<Real> LossDistHomogeneous::probability() const;
| |ql/experimental/credit/lossdistribution.hpp|std::vector<Real> LossDistHomogeneous::excessProbability() const;
| |ql/experimental/credit/lossdistribution.hpp|LossDistBucketing::LossDistBucketing(Size nBuckets, Real maximum, Real epsilon = 1e-6);
| |ql/experimental/credit/lossdistribution.hpp|LossDistMonteCarlo::LossDistMonteCarlo(Size nBuckets, Real maximum, Size simulations, long seed = 42, Real epsilon = 1e-6);
|v|ql/experimental/credit/midpointcdoengine.hpp|MidPointCDOEngine::MidPointCDOEngine(Handle<YieldTermStructure> discountCurve);
|x|ql/experimental/credit/midpointcdoengine.hpp|void MidPointCDOEngine::calculate() const;
|v|ql/experimental/credit/nthtodefault.hpp|NthToDefault::NthToDefault(const ext::shared_ptr<Basket> & basket, Size n, Protection::Side side, Schedule premiumSchedule, Rate upfrontRate, Rate premiumRate, const DayCounter & dayCounter, Real nominal, bool settlePremiumAccrual);
|x|ql/experimental/credit/nthtodefault.hpp|Rate NthToDefault::premium() const;
|x|ql/experimental/credit/nthtodefault.hpp|Real NthToDefault::nominal() const;
|x|ql/experimental/credit/nthtodefault.hpp|DayCounter NthToDefault::dayCounter() const;
|x|ql/experimental/credit/nthtodefault.hpp|Protection::Side NthToDefault::side() const;
|x|ql/experimental/credit/nthtodefault.hpp|Size NthToDefault::rank() const;
|x|ql/experimental/credit/nthtodefault.hpp|Size NthToDefault::basketSize() const;
|x|ql/experimental/credit/nthtodefault.hpp|const Date & NthToDefault::maturity() const;
|x|ql/experimental/credit/nthtodefault.hpp|const ext::shared_ptr<Basket> & NthToDefault::basket() const;
|v|ql/experimental/credit/nthtodefault.hpp|Rate NthToDefault::fairPremium() const;
| |ql/experimental/credit/nthtodefault.hpp|Real NthToDefault::premiumLegNPV() const;
| |ql/experimental/credit/nthtodefault.hpp|Real NthToDefault::protectionLegNPV() const;
| |ql/experimental/credit/nthtodefault.hpp|arguments::arguments();
| |ql/experimental/credit/nthtodefault.hpp|void arguments::validate() const;
| |ql/experimental/credit/nthtodefault.hpp|void results::reset();
| |ql/experimental/credit/onefactoraffinesurvival.hpp|OneFactorAffineSurvivalStructure::OneFactorAffineSurvivalStructure(ext::shared_ptr<OneFactorAffineModel> model, const DayCounter & dayCounter = DayCounter(), const std::vector<Handle<Quote>> & jumps = std::vector<Handle<Quote>>(), const std::vector<Date> & jumpDates = std::vector<Date>());
| |ql/experimental/credit/onefactoraffinesurvival.hpp|OneFactorAffineSurvivalStructure::OneFactorAffineSurvivalStructure(ext::shared_ptr<OneFactorAffineModel> model, const Date & referenceDate, const Calendar & cal = Calendar(), const DayCounter & dayCounter = DayCounter(), const std::vector<Handle<Quote>> & jumps = std::vector<Handle<Quote>>(), const std::vector<Date> & jumpDates = std::vector<Date>());
| |ql/experimental/credit/onefactoraffinesurvival.hpp|OneFactorAffineSurvivalStructure::OneFactorAffineSurvivalStructure(ext::shared_ptr<OneFactorAffineModel> model, Natural settlementDays, const Calendar & calendar, const DayCounter & dayCounter = DayCounter(), const std::vector<Handle<Quote>> & jumps = std::vector<Handle<Quote>>(), const std::vector<Date> & jumpDates = std::vector<Date>());
| |ql/experimental/credit/onefactoraffinesurvival.hpp|Probability OneFactorAffineSurvivalStructure::conditionalSurvivalProbability(const Date & dFwd, const Date & dTgt, Real yVal, bool extrapolate = false) const;
| |ql/experimental/credit/onefactoraffinesurvival.hpp|Probability OneFactorAffineSurvivalStructure::conditionalSurvivalProbability(Time tFwd, Time tgt, Real yVal, bool extrapolate = false) const;
| |ql/experimental/credit/onefactoraffinesurvival.hpp|Probability survivalProbabilityImpl(Time t) const;
| |ql/experimental/credit/onefactoraffinesurvival.hpp|Probability conditionalSurvivalProbabilityImpl(Time tFwd, Time tgt, Real yVal) const;
| |ql/experimental/credit/onefactoraffinesurvival.hpp|Real defaultDensityImpl(Time t) const;
| |ql/experimental/credit/onefactorcopula.hpp|OneFactorCopula::OneFactorCopula(Handle<Quote> correlation, Real maximum = 5.0, Size integrationSteps = 50, Real minimum = - 5.0);
| |ql/experimental/credit/onefactorcopula.hpp|Real OneFactorCopula::density(Real m) const;
| |ql/experimental/credit/onefactorcopula.hpp|Real OneFactorCopula::cumulativeZ(Real z) const;
| |ql/experimental/credit/onefactorcopula.hpp|Real OneFactorCopula::cumulativeY(Real y) const;
| |ql/experimental/credit/onefactorcopula.hpp|Real OneFactorCopula::inverseCumulativeY(Real p) const;
| |ql/experimental/credit/onefactorcopula.hpp|Real OneFactorCopula::correlation() const;
| |ql/experimental/credit/onefactorcopula.hpp|Real OneFactorCopula::conditionalProbability(Real prob, Real m) const;
| |ql/experimental/credit/onefactorcopula.hpp|std::vector<Real> OneFactorCopula::conditionalProbability(const std::vector<Real> & prob, Real m) const;
| |ql/experimental/credit/onefactorcopula.hpp|Real OneFactorCopula::integral(Real p) const;
| |ql/experimental/credit/onefactorcopula.hpp|int OneFactorCopula::checkMoments(Real tolerance) const;
| |ql/experimental/credit/onefactorcopula.hpp|Size steps() const;
| |ql/experimental/credit/onefactorcopula.hpp|Real dm(Size) const;
| |ql/experimental/credit/onefactorcopula.hpp|Real m(Size i) const;
| |ql/experimental/credit/onefactorcopula.hpp|Real densitydm(Size i) const;
| |ql/experimental/credit/onefactorgaussiancopula.hpp|OneFactorGaussianCopula::OneFactorGaussianCopula(const Handle<Quote> & correlation, Real maximum = 5, Size integrationSteps = 50);
| |ql/experimental/credit/onefactorgaussiancopula.hpp|Real OneFactorGaussianCopula::testCumulativeY(Real y) const;
| |ql/experimental/credit/onefactorgaussiancopula.hpp|Real density(Real m) const;
| |ql/experimental/credit/onefactorgaussiancopula.hpp|Real cumulativeZ(Real z) const;
| |ql/experimental/credit/onefactorgaussiancopula.hpp|Real cumulativeY(Real y) const;
| |ql/experimental/credit/onefactorgaussiancopula.hpp|Real inverseCumulativeY(Real p) const;
| |ql/experimental/credit/onefactorstudentcopula.hpp|OneFactorStudentCopula::OneFactorStudentCopula(const Handle<Quote> & correlation, int nz, int nm, Real maximum = 10, Size integrationSteps = 200);
| |ql/experimental/credit/onefactorstudentcopula.hpp|Real density(Real m) const;
| |ql/experimental/credit/onefactorstudentcopula.hpp|Real cumulativeZ(Real z) const;
| |ql/experimental/credit/onefactorstudentcopula.hpp|OneFactorGaussianStudentCopula::OneFactorGaussianStudentCopula(const Handle<Quote> & correlation, int nz, Real maximum = 10, Size integrationSteps = 200);
| |ql/experimental/credit/onefactorstudentcopula.hpp|OneFactorStudentGaussianCopula::OneFactorStudentGaussianCopula(const Handle<Quote> & correlation, int nm, Real maximum = 10, Size integrationSteps = 200);
|u|ql/experimental/credit/pool.hpp|Pool::Pool();
| |ql/experimental/credit/pool.hpp|Size Pool::size() const;
| |ql/experimental/credit/pool.hpp|void Pool::clear();
| |ql/experimental/credit/pool.hpp|bool Pool::has(const std::string & name) const;
|u|ql/experimental/credit/pool.hpp|void Pool::add(const std::string & name, const Issuer & issuer, const DefaultProbKey & contractTrigger = NorthAmericaCorpDefaultKey(Currency(), SeniorSec, Period(), 1.));
| |ql/experimental/credit/pool.hpp|const Issuer & Pool::get(const std::string & name) const;
| |ql/experimental/credit/pool.hpp|const DefaultProbKey & Pool::defaultKey(const std::string & name) const;
| |ql/experimental/credit/pool.hpp|void Pool::setTime(const std::string & name, Real time);
| |ql/experimental/credit/pool.hpp|Real Pool::getTime(const std::string & name) const;
| |ql/experimental/credit/pool.hpp|const std::vector<std::string> & Pool::names() const;
| |ql/experimental/credit/pool.hpp|std::vector<DefaultProbKey> Pool::defaultKeys() const;
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|Probability probAtLeastNEvents(Size n, const Date & d) const;
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|std::vector<Probability> probsBeingNthEvent(Size n, const Date & d) const;
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|Real defaultCorrelation(const Date & d, Size iName, Size jName) const;
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|Real expectedTrancheLoss(const Date & d) const;
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|std::pair<Real, Real> expectedTrancheLossInterval(const Date & d, Probability confidencePerc) const;
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|std::map<Real, Probability> lossDistribution(const Date & d) const;
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|Histogram computeHistogram(const Date & d) const;
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|Real expectedShortfall(const Date & d, Real percent) const;
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|Real percentile(const Date & d, Real perc) const;
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|std::tuple<Real, Real, Real> percentileAndInterval(const Date & d, Real percentile) const;
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|std::vector<Real> splitVaRLevel(const Date & date, Real loss) const;
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|std::vector<std::vector<Real>> splitVaRAndError(const Date & date, Real loss, Probability confInterval) const;
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|Root::Root(const Handle<DefaultProbabilityTermStructure> & dts, Real pd);
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|Real Root::operator()(Real t) const;
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|simEvent<RandomDefaultLM<copulaPolicy, USNG>>(unsigned int n, unsigned int d);
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|bool operator<(const simEvent<RandomDefaultLM<copulaPolicy, USNG>> & evt) const;
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|RandomDefaultLM::RandomDefaultLM<type-parameter-0-0, type-parameter-0-1>(const ext::shared_ptr<DefaultLatentModel<copulaPolicy>> & model, const std::vector<Real> & recoveries = std::vector<Real>(), Size nSims = 0, Real accuracy = 1.e-6, BigNatural seed = 2863311530UL);
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|RandomDefaultLM::RandomDefaultLM<type-parameter-0-0, type-parameter-0-1>(const ext::shared_ptr<ConstantLossLatentmodel<copulaPolicy>> & model, Size nSims = 0, Real accuracy = 1.e-6, BigNatural seed = 2863311530UL);
| |ql/experimental/credit/randomdefaultlatentmodel.hpp|void nextSample(const std::vector<Real> & values) const;
| |ql/experimental/credit/randomdefaultmodel.hpp|RandomDefaultModel::RandomDefaultModel(const ext::shared_ptr<Pool> & pool, const std::vector<DefaultProbKey> & defaultKeys);
| |ql/experimental/credit/randomdefaultmodel.hpp|void RandomDefaultModel::nextSequence(Real tmax = QL_MAX_REAL);
| |ql/experimental/credit/randomdefaultmodel.hpp|void RandomDefaultModel::reset();
| |ql/experimental/credit/randomdefaultmodel.hpp|GaussianRandomDefaultModel::GaussianRandomDefaultModel(const ext::shared_ptr<Pool> & pool, const std::vector<DefaultProbKey> & defaultKeys, const Handle<OneFactorCopula> & copula, Real accuracy, long seed);
| |ql/experimental/credit/randomlosslatentmodel.hpp|simEvent<RandomLossLM<copulaPolicy, USNG>>(unsigned int n, unsigned int d, Real r);
| |ql/experimental/credit/randomlosslatentmodel.hpp|bool operator<(const simEvent<RandomLossLM<copulaPolicy, USNG>> & evt) const;
| |ql/experimental/credit/randomlosslatentmodel.hpp|Real recovery() const;
| |ql/experimental/credit/randomlosslatentmodel.hpp|RandomLossLM::RandomLossLM<type-parameter-0-0, type-parameter-0-1>(const ext::shared_ptr<SpotRecoveryLatentModel<copulaPolicy>> & copula, Size nSims = 0, Real accuracy = 1.e-6, BigNatural seed = 2863311530UL);
| |ql/experimental/credit/randomlosslatentmodel.hpp|void nextSample(const std::vector<Real> & values) const;
| |ql/experimental/credit/recoveryratemodel.hpp|Real RecoveryRateModel::recoveryValue(const Date & defaultDate, const DefaultProbKey & defaultKey = DefaultProbKey()) const;
| |ql/experimental/credit/recoveryratemodel.hpp|bool RecoveryRateModel::appliesToSeniority(Seniority) const;
| |ql/experimental/credit/recoveryratemodel.hpp|ConstantRecoveryModel::ConstantRecoveryModel(const Handle<RecoveryRateQuote> & quote);
| |ql/experimental/credit/recoveryratemodel.hpp|ConstantRecoveryModel::ConstantRecoveryModel(Real recovery, Seniority sen = NoSeniority);
| |ql/experimental/credit/recoveryratequote.hpp|std::map<Seniority, Real> RecoveryRateQuote::makeIsdaConvMap();
| |ql/experimental/credit/recoveryratequote.hpp|static Real RecoveryRateQuote::conventionalRecovery(Seniority sen);
| |ql/experimental/credit/recoveryratequote.hpp|RecoveryRateQuote::RecoveryRateQuote(Real value = Null<Real>(), Seniority seniority = NoSeniority);
| |ql/experimental/credit/recoveryratequote.hpp|Seniority RecoveryRateQuote::seniority() const;
| |ql/experimental/credit/recoveryratequote.hpp|Real RecoveryRateQuote::setValue(Real value = Null<Real>());
| |ql/experimental/credit/recoveryratequote.hpp|void RecoveryRateQuote::reset();
| |ql/experimental/credit/recoveryratequote.hpp|Real value() const;
| |ql/experimental/credit/recoveryratequote.hpp|bool isValid() const;
| |ql/experimental/credit/recursivelossmodel.hpp|RecursiveLossModel::RecursiveLossModel<copulaPolicy>(const ext::shared_ptr<ConstantLossLatentmodel<copulaPolicy>> & m, Size nbuckets = 1);
| |ql/experimental/credit/recursivelossmodel.hpp|std::vector<Real> RecursiveLossModel::lossProbability(const Date & date) const;
| |ql/experimental/credit/recursivelossmodel.hpp|Real expectedTrancheLoss(const Date & date) const;
| |ql/experimental/credit/recursivelossmodel.hpp|void resetModel();
| |ql/experimental/credit/recursivelossmodel.hpp|std::map<Real, Probability> lossDistribution(const Date & d) const;
| |ql/experimental/credit/recursivelossmodel.hpp|Real percentile(const Date & d, Real percentile) const;
| |ql/experimental/credit/recursivelossmodel.hpp|Real expectedShortfall(const Date & d, Real perctl) const;
| |ql/experimental/credit/recursivelossmodel.hpp|std::map<Real, Probability> conditionalLossDistrib(const std::vector<Probability> & pDefDate, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/recursivelossmodel.hpp|std::map<Real, Probability> conditionalLossDistribInvP(const std::vector<Real> & invpDefDate, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/recursivelossmodel.hpp|Real expectedConditionalLoss(const std::vector<Probability> & pDefDate, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/recursivelossmodel.hpp|Real expectedConditionalLossInvP(const std::vector<Real> & invPDefDate, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/recursivelossmodel.hpp|std::vector<Real> conditionalLossProb(const std::vector<Probability> & pDefDate, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/riskyassetswap.hpp|RiskyAssetSwap::RiskyAssetSwap(bool fixedPayer, Real nominal, Schedule fixedSchedule, Schedule floatSchedule, DayCounter fixedDayCounter, DayCounter floatDayCounter, Rate spread, Rate recoveryRate_, Handle<YieldTermStructure> yieldTS, Handle<DefaultProbabilityTermStructure> defaultTS, Rate coupon = Null<Rate>());
| |ql/experimental/credit/riskyassetswap.hpp|Real RiskyAssetSwap::fairSpread();
| |ql/experimental/credit/riskyassetswap.hpp|Real RiskyAssetSwap::floatAnnuity() const;
|x|ql/experimental/credit/riskyassetswap.hpp|Real RiskyAssetSwap::nominal() const;
|x|ql/experimental/credit/riskyassetswap.hpp|Rate RiskyAssetSwap::spread() const;
|x|ql/experimental/credit/riskyassetswap.hpp|bool RiskyAssetSwap::fixedPayer() const;
| |ql/experimental/credit/riskyassetswap.hpp|AssetSwapHelper::AssetSwapHelper(const Handle<Quote> & spread, const Period & tenor, Natural settlementDays, Calendar calendar, const Period & fixedPeriod, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, const Period & floatPeriod, BusinessDayConvention floatConvention, DayCounter floatDayCount, Real recoveryRate, const RelinkableHandle<YieldTermStructure> & yieldTS, const Period & integrationStepSize = Period());
| |ql/experimental/credit/riskyassetswap.hpp|Real AssetSwapHelper::impliedQuote() const;
| |ql/experimental/credit/riskyassetswap.hpp|void AssetSwapHelper::setTermStructure(DefaultProbabilityTermStructure *);
| |ql/experimental/credit/riskyassetswapoption.hpp|RiskyAssetSwapOption::RiskyAssetSwapOption(ext::shared_ptr<RiskyAssetSwap> asw, const Date & expiry, Rate marketSpread, Volatility spreadVolatility);
| |ql/experimental/credit/saddlepointlossmodel.hpp|SaddlePointLossModel::SaddlePointLossModel<CP>(const ext::shared_ptr<ConstantLossLatentmodel<CP>> & m);
| |ql/experimental/credit/saddlepointlossmodel.hpp|SaddleObjectiveFunction::SaddleObjectiveFunction(const SaddlePointLossModel<CP> & me, const Real target, const std::vector<Real> & invUncondProbs, const std::vector<Real> & mktFactor);
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real SaddleObjectiveFunction::operator()(const Real x) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real SaddleObjectiveFunction::derivative(Real x) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|SaddlePercObjFunction::SaddlePercObjFunction(const SaddlePointLossModel<CP> & me, const Real target, const Date & date);
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real SaddlePercObjFunction::operator()(const Real x) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real SaddlePointLossModel::percentile(const Date & d, Probability percentile) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Probability SaddlePointLossModel::probOverPortfLoss(const Date & d, Real loss) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Probability SaddlePointLossModel::probDensity(const Date & d, Real loss) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real SaddlePointLossModel::expectedShortfall(const Date & d, Probability percentile) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real CumulantGenerating(const Date & date, Real s) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real CumGen1stDerivative(const Date & date, Real s) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real CumGen2ndDerivative(const Date & date, Real s) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real CumGen3rdDerivative(const Date & date, Real s) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real CumGen4thDerivative(const Date & date, Real s) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Probability probOverLoss(const Date & d, Real trancheLossFract) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real expectedTrancheLoss(const Date & d) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|std::vector<Real> splitVaRLevel(const Date & date, Real s) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real CumulantGeneratingCond(const std::vector<Real> & invUncondProbs, Real lossFraction, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real CumGen1stDerivativeCond(const std::vector<Real> & invUncondProbs, Real saddle, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real CumGen2ndDerivativeCond(const std::vector<Real> & invUncondProbs, Real saddle, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real CumGen3rdDerivativeCond(const std::vector<Real> & invUncondProbs, Real saddle, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real CumGen4thDerivativeCond(const std::vector<Real> & invUncondProbs, Real saddle, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|std::tuple<Real, Real, Real, Real> CumGen0234DerivCond(const std::vector<Real> & invUncondProbs, Real saddle, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|std::tuple<Real, Real> CumGen02DerivCond(const std::vector<Real> & invUncondProbs, Real saddle, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real findSaddle(const std::vector<Real> & invUncondPs, Real lossLevel, const std::vector<Real> & mktFactor, Real accuracy, Natural maxEvaluations) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Probability probOverLossCond(const std::vector<Real> & invUncondPs, Real trancheLossFract, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|std::map<Real, Probability> lossDistribution(const Date & d) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Probability probOverLossPortfCond(const std::vector<Real> & invUncondProbs, Real loss, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Probability probOverLossPortfCond1stOrder(const std::vector<Real> & invUncondPs, Real loss, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Probability probDensityCond(const std::vector<Real> & invUncondPs, Real loss, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|std::vector<Real> splitLossCond(const std::vector<Real> & invUncondProbs, Real loss, std::vector<Real> mktFactor) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real conditionalExpectedLoss(const std::vector<Real> & invUncondProbs, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real conditionalExpectedTrancheLoss(const std::vector<Real> & invUncondProbs, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|std::vector<Real> expectedShortfallSplitCond(const std::vector<Real> & invUncondProbs, Real lossPerc, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real expectedShortfallTrancheCond(const std::vector<Real> & invUncondProbs, Real lossPerc, Probability percentile, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real expectedShortfallFullPortfolioCond(const std::vector<Real> & invUncondProbs, Real lossPerc, const std::vector<Real> & mktFactor) const;
| |ql/experimental/credit/saddlepointlossmodel.hpp|Real expectedShortfall(const Date & d, Probability percProb) const;
| |ql/experimental/credit/spotlosslatentmodel.hpp|SpotRecoveryLatentModel::SpotRecoveryLatentModel<copulaPolicy>(const std::vector<std::vector<Real>> & factorWeights, const std::vector<Real> & recoveries, Real modelA, LatentModelIntegrationType::LatentModelIntegrationType integralType, const initTraits & ini = initTraits());
| |ql/experimental/credit/spotlosslatentmodel.hpp|void SpotRecoveryLatentModel::resetBasket(const ext::shared_ptr<Basket> & basket) const;
| |ql/experimental/credit/spotlosslatentmodel.hpp|Probability SpotRecoveryLatentModel::conditionalDefaultProbability(const Date & date, Size iName, const std::vector<Real> & mktFactors) const;
| |ql/experimental/credit/spotlosslatentmodel.hpp|Probability SpotRecoveryLatentModel::conditionalDefaultProbability(Probability prob, Size iName, const std::vector<Real> & mktFactors) const;
| |ql/experimental/credit/spotlosslatentmodel.hpp|Probability SpotRecoveryLatentModel::conditionalDefaultProbabilityInvP(Real invCumYProb, Size iName, const std::vector<Real> & m) const;
| |ql/experimental/credit/spotlosslatentmodel.hpp|Real SpotRecoveryLatentModel::expCondRecovery(const Date & d, Size iName, const std::vector<Real> & mktFactors) const;
| |ql/experimental/credit/spotlosslatentmodel.hpp|Real SpotRecoveryLatentModel::expCondRecoveryP(Real uncondDefP, Size iName, const std::vector<Real> & mktFactors) const;
| |ql/experimental/credit/spotlosslatentmodel.hpp|Real SpotRecoveryLatentModel::expCondRecoveryInvPinvRR(Real invUncondDefP, Real invUncondRR, Size iName, const std::vector<Real> & mktFactors) const;
| |ql/experimental/credit/spotlosslatentmodel.hpp|Real SpotRecoveryLatentModel::conditionalRecovery(Real latentVarSample, Size iName, const Date & d) const;
| |ql/experimental/credit/spotlosslatentmodel.hpp|Real SpotRecoveryLatentModel::latentRRVarValue(const std::vector<Real> & allFactors, Size iName) const;
| |ql/experimental/credit/spotlosslatentmodel.hpp|Real SpotRecoveryLatentModel::conditionalExpLossRR(const Date & d, Size iName, const std::vector<Real> & mktFactors) const;
| |ql/experimental/credit/spotlosslatentmodel.hpp|Real SpotRecoveryLatentModel::conditionalExpLossRRInv(Real invP, Real invRR, Size iName, const std::vector<Real> & mktFactors) const;
| |ql/experimental/credit/spotlosslatentmodel.hpp|Real SpotRecoveryLatentModel::expectedLoss(const Date & d, Size iName) const;
| |ql/experimental/credit/spotlosslatentmodel.hpp|SpotRecoveryLatentModel<copulaPolicy>(const std::vector<std::vector<Real>> & factorWeights, const std::vector<Real> & recoveries, Real modelA, LatentModelIntegrationType::LatentModelIntegrationType integralType, const typename CP::initTraits & ini);
|v|ql/experimental/credit/spreadedhazardratecurve.hpp|SpreadedHazardRateCurve::SpreadedHazardRateCurve(Handle<DefaultProbabilityTermStructure> originalCurve, Handle<Quote> spread);
|v|ql/experimental/credit/spreadedhazardratecurve.hpp|SpreadedHazardRateCurve(Handle<DefaultProbabilityTermStructure> h, Handle<Quote> spread);
|?|ql/experimental/credit/spreadedhazardratecurve.hpp|DayCounter dayCounter() const;
|?|ql/experimental/credit/spreadedhazardratecurve.hpp|Calendar calendar() const;
| |ql/experimental/credit/spreadedhazardratecurve.hpp|const Date & referenceDate() const;
| |ql/experimental/credit/spreadedhazardratecurve.hpp|Date maxDate() const;
| |ql/experimental/credit/spreadedhazardratecurve.hpp|Time maxTime() const;
| |ql/experimental/credit/spreadedhazardratecurve.hpp|Real hazardRateImpl(Time t) const;
|v|ql/experimental/credit/syntheticcdo.hpp|SyntheticCDO::SyntheticCDO(const ext::shared_ptr<Basket> & basket, Protection::Side side, Schedule schedule, Rate upfrontRate, Rate runningRate, const DayCounter & dayCounter, BusinessDayConvention paymentConvention, ext::optional<Real> notional = ext::nullopt);
|x|ql/experimental/credit/syntheticcdo.hpp|const ext::shared_ptr<Basket> & SyntheticCDO::basket() const;
|v|ql/experimental/credit/syntheticcdo.hpp|Rate SyntheticCDO::fairPremium() const;
|v|ql/experimental/credit/syntheticcdo.hpp|Rate SyntheticCDO::fairUpfrontPremium() const;
|v|ql/experimental/credit/syntheticcdo.hpp|Rate SyntheticCDO::premiumValue() const;
|v|ql/experimental/credit/syntheticcdo.hpp|Rate SyntheticCDO::protectionValue() const;
|v|ql/experimental/credit/syntheticcdo.hpp|Real SyntheticCDO::premiumLegNPV() const;
|v|ql/experimental/credit/syntheticcdo.hpp|Real SyntheticCDO::protectionLegNPV() const;
|v|ql/experimental/credit/syntheticcdo.hpp|Real SyntheticCDO::remainingNotional() const;
|x|ql/experimental/credit/syntheticcdo.hpp|Real SyntheticCDO::leverageFactor() const;
| |ql/experimental/credit/syntheticcdo.hpp|const Date & SyntheticCDO::maturity() const;
|v|ql/experimental/credit/syntheticcdo.hpp|Real SyntheticCDO::implicitCorrelation(const std::vector<Real> & recoveries, const Handle<YieldTermStructure> & discountCurve, Real targetNPV = 0., Real accuracy = 1.0e-3) const;
| |ql/experimental/credit/syntheticcdo.hpp|std::vector<Real> SyntheticCDO::expectedTrancheLoss() const;
| |ql/experimental/credit/syntheticcdo.hpp|Size SyntheticCDO::error() const;
| |ql/experimental/credit/syntheticcdo.hpp|arguments::arguments();
| |ql/experimental/credit/syntheticcdo.hpp|void arguments::validate() const;
| |ql/experimental/credit/syntheticcdo.hpp|void results::reset();
|v|ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.hpp|ContinuousArithmeticAsianVecerEngine::ContinuousArithmeticAsianVecerEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Handle<Quote> currentAverage, Date startDate, Size timeSteps = 100, Size assetSteps = 100, Real z_min = - 1.0, Real z_max = 1.0);
|x|ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.hpp|void ContinuousArithmeticAsianVecerEngine::calculate() const;
|v|ql/experimental/exoticoptions/everestoption.hpp|EverestOption::EverestOption(Real notional, Rate guarantee, const ext::shared_ptr<Exercise> &);
|v|ql/experimental/exoticoptions/everestoption.hpp|Rate EverestOption::yield() const;
| |ql/experimental/exoticoptions/everestoption.hpp|arguments::arguments();
| |ql/experimental/exoticoptions/everestoption.hpp|void arguments::validate() const;
| |ql/experimental/exoticoptions/everestoption.hpp|void results::reset();
|?|ql/experimental/exoticoptions/himalayaoption.hpp|HimalayaOption::HimalayaOption(const std::vector<Date> & fixingDates, Real strike);
| |ql/experimental/exoticoptions/himalayaoption.hpp|void arguments::validate() const;
|v|ql/experimental/exoticoptions/mceverestengine.hpp|MCEverestEngine::MCEverestEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray>, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|x|ql/experimental/exoticoptions/mceverestengine.hpp|void MCEverestEngine::calculate() const;
| |ql/experimental/exoticoptions/mceverestengine.hpp|MakeMCEverestEngine::MakeMCEverestEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray>);
| |ql/experimental/exoticoptions/mceverestengine.hpp|MakeMCEverestEngine<RNG, S> & MakeMCEverestEngine::withSteps(Size steps);
| |ql/experimental/exoticoptions/mceverestengine.hpp|MakeMCEverestEngine<RNG, S> & MakeMCEverestEngine::withStepsPerYear(Size steps);
| |ql/experimental/exoticoptions/mceverestengine.hpp|MakeMCEverestEngine<RNG, S> & MakeMCEverestEngine::withBrownianBridge(bool b = true);
| |ql/experimental/exoticoptions/mceverestengine.hpp|MakeMCEverestEngine<RNG, S> & MakeMCEverestEngine::withAntitheticVariate(bool b = true);
| |ql/experimental/exoticoptions/mceverestengine.hpp|MakeMCEverestEngine<RNG, S> & MakeMCEverestEngine::withSamples(Size samples);
| |ql/experimental/exoticoptions/mceverestengine.hpp|MakeMCEverestEngine<RNG, S> & MakeMCEverestEngine::withAbsoluteTolerance(Real tolerance);
| |ql/experimental/exoticoptions/mceverestengine.hpp|MakeMCEverestEngine<RNG, S> & MakeMCEverestEngine::withMaxSamples(Size samples);
| |ql/experimental/exoticoptions/mceverestengine.hpp|MakeMCEverestEngine<RNG, S> & MakeMCEverestEngine::withSeed(BigNatural seed);
| |ql/experimental/exoticoptions/mceverestengine.hpp|EverestMultiPathPricer::EverestMultiPathPricer(Real notional, Rate guarantee, DiscountFactor discount);
| |ql/experimental/exoticoptions/mceverestengine.hpp|Real EverestMultiPathPricer::operator()(const MultiPath & multiPath) const;
| |ql/experimental/exoticoptions/mceverestengine.hpp|MCEverestEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray> processes, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|?|ql/experimental/exoticoptions/mceverestengine.hpp|TimeGrid timeGrid() const;
| |ql/experimental/exoticoptions/mceverestengine.hpp|DiscountFactor endDiscount() const;
| |ql/experimental/exoticoptions/mceverestengine.hpp|ext::shared_ptr<typename MCEverestEngine<RNG, S>::path_pricer_type> pathPricer() const;
| |ql/experimental/exoticoptions/mceverestengine.hpp|MakeMCEverestEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray> process);
| |ql/experimental/exoticoptions/mceverestengine.hpp|MakeMCEverestEngine<RNG, S> & withBrownianBridge(bool brownianBridge);
| |ql/experimental/exoticoptions/mceverestengine.hpp|MakeMCEverestEngine<RNG, S> & withAntitheticVariate(bool b);
|?|ql/experimental/exoticoptions/mchimalayaengine.hpp|MCHimalayaEngine::MCHimalayaEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray>, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|x|ql/experimental/exoticoptions/mchimalayaengine.hpp|void MCHimalayaEngine::calculate() const;
| |ql/experimental/exoticoptions/mchimalayaengine.hpp|MakeMCHimalayaEngine::MakeMCHimalayaEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray>);
| |ql/experimental/exoticoptions/mchimalayaengine.hpp|MakeMCHimalayaEngine<RNG, S> & MakeMCHimalayaEngine::withBrownianBridge(bool b = true);
| |ql/experimental/exoticoptions/mchimalayaengine.hpp|MakeMCHimalayaEngine<RNG, S> & MakeMCHimalayaEngine::withAntitheticVariate(bool b = true);
| |ql/experimental/exoticoptions/mchimalayaengine.hpp|MakeMCHimalayaEngine<RNG, S> & MakeMCHimalayaEngine::withSamples(Size samples);
| |ql/experimental/exoticoptions/mchimalayaengine.hpp|MakeMCHimalayaEngine<RNG, S> & MakeMCHimalayaEngine::withAbsoluteTolerance(Real tolerance);
| |ql/experimental/exoticoptions/mchimalayaengine.hpp|MakeMCHimalayaEngine<RNG, S> & MakeMCHimalayaEngine::withMaxSamples(Size samples);
| |ql/experimental/exoticoptions/mchimalayaengine.hpp|MakeMCHimalayaEngine<RNG, S> & MakeMCHimalayaEngine::withSeed(BigNatural seed);
| |ql/experimental/exoticoptions/mchimalayaengine.hpp|HimalayaMultiPathPricer::HimalayaMultiPathPricer(ext::shared_ptr<Payoff> payoff, DiscountFactor discount);
| |ql/experimental/exoticoptions/mchimalayaengine.hpp|Real HimalayaMultiPathPricer::operator()(const MultiPath & multiPath) const;
| |ql/experimental/exoticoptions/mchimalayaengine.hpp|MCHimalayaEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray> processes, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|?|ql/experimental/exoticoptions/mchimalayaengine.hpp|TimeGrid timeGrid() const;
| |ql/experimental/exoticoptions/mchimalayaengine.hpp|ext::shared_ptr<typename MCHimalayaEngine<RNG, S>::path_pricer_type> pathPricer() const;
| |ql/experimental/exoticoptions/mchimalayaengine.hpp|MakeMCHimalayaEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray> process);
| |ql/experimental/exoticoptions/mchimalayaengine.hpp|MakeMCHimalayaEngine<RNG, S> & withBrownianBridge(bool brownianBridge);
| |ql/experimental/exoticoptions/mchimalayaengine.hpp|MakeMCHimalayaEngine<RNG, S> & withAntitheticVariate(bool b);
|?|ql/experimental/exoticoptions/mcpagodaengine.hpp|MCPagodaEngine::MCPagodaEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray>, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|x|ql/experimental/exoticoptions/mcpagodaengine.hpp|void MCPagodaEngine::calculate() const;
| |ql/experimental/exoticoptions/mcpagodaengine.hpp|MakeMCPagodaEngine::MakeMCPagodaEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray>);
| |ql/experimental/exoticoptions/mcpagodaengine.hpp|MakeMCPagodaEngine<RNG, S> & MakeMCPagodaEngine::withBrownianBridge(bool b = true);
| |ql/experimental/exoticoptions/mcpagodaengine.hpp|MakeMCPagodaEngine<RNG, S> & MakeMCPagodaEngine::withAntitheticVariate(bool b = true);
| |ql/experimental/exoticoptions/mcpagodaengine.hpp|MakeMCPagodaEngine<RNG, S> & MakeMCPagodaEngine::withSamples(Size samples);
| |ql/experimental/exoticoptions/mcpagodaengine.hpp|MakeMCPagodaEngine<RNG, S> & MakeMCPagodaEngine::withAbsoluteTolerance(Real tolerance);
| |ql/experimental/exoticoptions/mcpagodaengine.hpp|MakeMCPagodaEngine<RNG, S> & MakeMCPagodaEngine::withMaxSamples(Size samples);
| |ql/experimental/exoticoptions/mcpagodaengine.hpp|MakeMCPagodaEngine<RNG, S> & MakeMCPagodaEngine::withSeed(BigNatural seed);
| |ql/experimental/exoticoptions/mcpagodaengine.hpp|PagodaMultiPathPricer::PagodaMultiPathPricer(Real roof, Real fraction, DiscountFactor discount);
| |ql/experimental/exoticoptions/mcpagodaengine.hpp|Real PagodaMultiPathPricer::operator()(const MultiPath & multiPath) const;
| |ql/experimental/exoticoptions/mcpagodaengine.hpp|MCPagodaEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray> processes, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|?|ql/experimental/exoticoptions/mcpagodaengine.hpp|TimeGrid timeGrid() const;
| |ql/experimental/exoticoptions/mcpagodaengine.hpp|ext::shared_ptr<typename MCPagodaEngine<RNG, S>::path_pricer_type> pathPricer() const;
| |ql/experimental/exoticoptions/mcpagodaengine.hpp|MakeMCPagodaEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray> process);
| |ql/experimental/exoticoptions/mcpagodaengine.hpp|MakeMCPagodaEngine<RNG, S> & withBrownianBridge(bool brownianBridge);
| |ql/experimental/exoticoptions/mcpagodaengine.hpp|MakeMCPagodaEngine<RNG, S> & withAntitheticVariate(bool b);
|?|ql/experimental/exoticoptions/pagodaoption.hpp|PagodaOption::PagodaOption(const std::vector<Date> & fixingDates, Real roof, Real fraction);
| |ql/experimental/exoticoptions/pagodaoption.hpp|arguments::arguments();
| |ql/experimental/exoticoptions/pagodaoption.hpp|void arguments::validate() const;
| |ql/experimental/finitedifferences/dynprogvppintrinsicvalueengine.hpp|DynProgVPPIntrinsicValueEngine::DynProgVPPIntrinsicValueEngine(std::vector<Real> fuelPrices, std::vector<Real> powerPrices, Real fuelCostAddon, ext::shared_ptr<YieldTermStructure> rTS);
|x|ql/experimental/finitedifferences/dynprogvppintrinsicvalueengine.hpp|void DynProgVPPIntrinsicValueEngine::calculate() const;
| |ql/experimental/finitedifferences/fdextoujumpvanillaengine.hpp|FdExtOUJumpVanillaEngine::FdExtOUJumpVanillaEngine(ext::shared_ptr<ExtOUWithJumpsProcess> p, ext::shared_ptr<YieldTermStructure> rTS, Size tGrid = 50, Size xGrid = 200, Size yGrid = 50, ext::shared_ptr<Shape> shape = ext::shared_ptr<Shape>(), const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer());
|x|ql/experimental/finitedifferences/fdextoujumpvanillaengine.hpp|void FdExtOUJumpVanillaEngine::calculate() const;
| |ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp|FdKlugeExtOUSpreadEngine::FdKlugeExtOUSpreadEngine(ext::shared_ptr<KlugeExtOUProcess> klugeOUProcess, ext::shared_ptr<YieldTermStructure> rTS, Size tGrid = 25, Size xGrid = 50, Size yGrid = 10, Size uGrid = 25, ext::shared_ptr<GasShape> gasShape = ext::shared_ptr<GasShape>(), ext::shared_ptr<PowerShape> powerShape = ext::shared_ptr<PowerShape>(), const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer());
|x|ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp|void FdKlugeExtOUSpreadEngine::calculate() const;
| |ql/experimental/finitedifferences/fdmdupire1dop.hpp|FdmDupire1dOp::FdmDupire1dOp(const ext::shared_ptr<FdmMesher> & mesher, const Array & localVolatility);
| |ql/experimental/finitedifferences/fdmdupire1dop.hpp|Array FdmDupire1dOp::apply(const Array & r) const;
| |ql/experimental/finitedifferences/fdmexpextouinnervaluecalculator.hpp|FdmExpExtOUInnerValueCalculator::FdmExpExtOUInnerValueCalculator(ext::shared_ptr<Payoff> payoff, ext::shared_ptr<FdmMesher> mesher, ext::shared_ptr<Shape> shape = ext::shared_ptr<Shape>(), Size direction = 0);
| |ql/experimental/finitedifferences/fdmextendedornsteinuhlenbeckop.hpp|FdmExtendedOrnsteinUhlenbeckOp::FdmExtendedOrnsteinUhlenbeckOp(const ext::shared_ptr<FdmMesher> & mesher, ext::shared_ptr<ExtendedOrnsteinUhlenbeckProcess> p, ext::shared_ptr<YieldTermStructure> rTS, FdmBoundaryConditionSet bcSet, Size direction = 0);
| |ql/experimental/finitedifferences/fdmextendedornsteinuhlenbeckop.hpp|Array FdmExtendedOrnsteinUhlenbeckOp::apply(const Array & r) const;
| |ql/experimental/finitedifferences/fdmextoujumpmodelinnervalue.hpp|FdmExtOUJumpModelInnerValue::FdmExtOUJumpModelInnerValue(ext::shared_ptr<Payoff> payoff, ext::shared_ptr<FdmMesher> mesher, ext::shared_ptr<Shape> shape = ext::shared_ptr<Shape>());
| |ql/experimental/finitedifferences/fdmextoujumpop.hpp|FdmExtOUJumpOp::FdmExtOUJumpOp(const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<ExtOUWithJumpsProcess> & process, const ext::shared_ptr<YieldTermStructure> & rTS, const FdmBoundaryConditionSet & bcSet, Size integroIntegrationOrder);
| |ql/experimental/finitedifferences/fdmextoujumpop.hpp|Array FdmExtOUJumpOp::apply(const Array & r) const;
| |ql/experimental/finitedifferences/fdmextoujumpsolver.hpp|FdmExtOUJumpSolver::FdmExtOUJumpSolver(Handle<ExtOUWithJumpsProcess> process, ext::shared_ptr<YieldTermStructure> rTS, FdmSolverDesc solverDesc, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer());
| |ql/experimental/finitedifferences/fdmextoujumpsolver.hpp|Real FdmExtOUJumpSolver::valueAt(Real x, Real y) const;
| |ql/experimental/finitedifferences/fdmklugeextouop.hpp|FdmKlugeExtOUOp::FdmKlugeExtOUOp(const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<KlugeExtOUProcess> & klugeOUProcess, const ext::shared_ptr<YieldTermStructure> & rTS, const FdmBoundaryConditionSet & bcSet, Size integroIntegrationOrder);
| |ql/experimental/finitedifferences/fdmklugeextouop.hpp|Array FdmKlugeExtOUOp::apply(const Array & r) const;
| |ql/experimental/finitedifferences/fdmklugeextousolver.hpp|FdmKlugeExtOUSolver::FdmKlugeExtOUSolver<N>(Handle<KlugeExtOUProcess> klugeOUProcess, ext::shared_ptr<YieldTermStructure> rTS, FdmSolverDesc solverDesc, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer());
| |ql/experimental/finitedifferences/fdmklugeextousolver.hpp|Real FdmKlugeExtOUSolver::valueAt(const std::vector<Real> & x) const;
| |ql/experimental/finitedifferences/fdmsimple2dextousolver.hpp|FdmSimple2dExtOUSolver::FdmSimple2dExtOUSolver(const Handle<ExtendedOrnsteinUhlenbeckProcess> & process, ext::shared_ptr<YieldTermStructure> rTS, FdmSolverDesc solverDesc, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer());
| |ql/experimental/finitedifferences/fdmsimple2dextousolver.hpp|Real FdmSimple2dExtOUSolver::valueAt(Real x, Real y) const;
| |ql/experimental/finitedifferences/fdmsimple3dextoujumpsolver.hpp|FdmSimple3dExtOUJumpSolver::FdmSimple3dExtOUJumpSolver(const Handle<ExtOUWithJumpsProcess> & process, ext::shared_ptr<YieldTermStructure> rTS, FdmSolverDesc solverDesc, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer());
| |ql/experimental/finitedifferences/fdmsimple3dextoujumpsolver.hpp|Real FdmSimple3dExtOUJumpSolver::valueAt(Real x, Real y, Real z) const;
| |ql/experimental/finitedifferences/fdmspreadpayoffinnervalue.hpp|FdmSpreadPayoffInnerValue::FdmSpreadPayoffInnerValue(ext::shared_ptr<BasketPayoff> payoff, ext::shared_ptr<FdmInnerValueCalculator> calc1, ext::shared_ptr<FdmInnerValueCalculator> calc2);
| |ql/experimental/finitedifferences/fdmvppstartlimitstepcondition.hpp|FdmVPPStartLimitStepCondition::FdmVPPStartLimitStepCondition(const FdmVPPStepConditionParams & params, Size nStarts, const FdmVPPStepConditionMesher & mesh, const ext::shared_ptr<FdmInnerValueCalculator> & gasPrice, const ext::shared_ptr<FdmInnerValueCalculator> & sparkSpreadPrice);
| |ql/experimental/finitedifferences/fdmvppstartlimitstepcondition.hpp|static Size FdmVPPStartLimitStepCondition::nStates(Size tMinUp, Size tMinDown, Size nStarts);
| |ql/experimental/finitedifferences/fdmvppstepcondition.hpp|FdmVPPStepCondition::FdmVPPStepCondition(const FdmVPPStepConditionParams & params, Size nStates, const FdmVPPStepConditionMesher & mesh, ext::shared_ptr<FdmInnerValueCalculator> gasPrice, ext::shared_ptr<FdmInnerValueCalculator> sparkSpreadPrice);
|x|ql/experimental/finitedifferences/fdmvppstepcondition.hpp|Size FdmVPPStepCondition::nStates() const;
| |ql/experimental/finitedifferences/fdmvppstepcondition.hpp|void FdmVPPStepCondition::applyTo(Array & a, Time t) const;
| |ql/experimental/finitedifferences/fdmvppstepcondition.hpp|Real FdmVPPStepCondition::maxValue(const Array & states) const;
| |ql/experimental/finitedifferences/fdmvppstepconditionfactory.hpp|FdmVPPStepConditionFactory::FdmVPPStepConditionFactory(VanillaVPPOption::arguments args);
| |ql/experimental/finitedifferences/fdmvppstepconditionfactory.hpp|ext::shared_ptr<Fdm1dMesher> FdmVPPStepConditionFactory::stateMesher() const;
| |ql/experimental/finitedifferences/fdmvppstepconditionfactory.hpp|ext::shared_ptr<FdmVPPStepCondition> FdmVPPStepConditionFactory::build(const FdmVPPStepConditionMesher & mesh, Real fuelCostAddon, const ext::shared_ptr<FdmInnerValueCalculator> & fuel, const ext::shared_ptr<FdmInnerValueCalculator> & spark) const;
| |ql/experimental/finitedifferences/fdmzabrop.hpp|FdmZabrUnderlyingPart::FdmZabrUnderlyingPart(const ext::shared_ptr<FdmMesher> & mesher, Real beta, Real nu, Real rho, Real gamma);
| |ql/experimental/finitedifferences/fdmzabrop.hpp|void FdmZabrUnderlyingPart::setTime(Time t1, Time t2);
| |ql/experimental/finitedifferences/fdmzabrop.hpp|const TripleBandLinearOp & FdmZabrUnderlyingPart::getMap() const;
| |ql/experimental/finitedifferences/fdmzabrop.hpp|FdmZabrVolatilityPart::FdmZabrVolatilityPart(const ext::shared_ptr<FdmMesher> & mesher, Real beta, Real nu, Real rho, Real gamma);
| |ql/experimental/finitedifferences/fdmzabrop.hpp|void FdmZabrVolatilityPart::setTime(Time t1, Time t2);
| |ql/experimental/finitedifferences/fdmzabrop.hpp|const TripleBandLinearOp & FdmZabrVolatilityPart::getMap() const;
| |ql/experimental/finitedifferences/fdmzabrop.hpp|FdmZabrOp::FdmZabrOp(const ext::shared_ptr<FdmMesher> & mesher, Real beta, Real nu, Real rho, Real gamma = 1.0);
| |ql/experimental/finitedifferences/fdmzabrop.hpp|Array FdmZabrOp::apply(const Array & r) const;
| |ql/experimental/finitedifferences/fdornsteinuhlenbeckvanillaengine.hpp|FdOrnsteinUhlenbeckVanillaEngine::FdOrnsteinUhlenbeckVanillaEngine(ext::shared_ptr<OrnsteinUhlenbeckProcess>, const ext::shared_ptr<YieldTermStructure> & rTS, Size tGrid = 100, Size xGrid = 100, Size dampingSteps = 0, Real epsilon = 0.0001, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas());
| |ql/experimental/finitedifferences/fdornsteinuhlenbeckvanillaengine.hpp|FdOrnsteinUhlenbeckVanillaEngine::FdOrnsteinUhlenbeckVanillaEngine(ext::shared_ptr<OrnsteinUhlenbeckProcess>, const ext::shared_ptr<YieldTermStructure> & rTS, DividendSchedule dividends, Size tGrid = 100, Size xGrid = 100, Size dampingSteps = 0, Real epsilon = 0.0001, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas());
|x|ql/experimental/finitedifferences/fdornsteinuhlenbeckvanillaengine.hpp|void FdOrnsteinUhlenbeckVanillaEngine::calculate() const;
| |ql/experimental/finitedifferences/fdsimpleextoujumpswingengine.hpp|FdSimpleExtOUJumpSwingEngine::FdSimpleExtOUJumpSwingEngine(ext::shared_ptr<ExtOUWithJumpsProcess> p, ext::shared_ptr<YieldTermStructure> rTS, Size tGrid = 50, Size xGrid = 200, Size yGrid = 50, ext::shared_ptr<Shape> shape = ext::shared_ptr<Shape>(), const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer());
|x|ql/experimental/finitedifferences/fdsimpleextoujumpswingengine.hpp|void FdSimpleExtOUJumpSwingEngine::calculate() const;
| |ql/experimental/finitedifferences/fdsimpleextoustorageengine.hpp|FdSimpleExtOUStorageEngine::FdSimpleExtOUStorageEngine(ext::shared_ptr<ExtendedOrnsteinUhlenbeckProcess> p, ext::shared_ptr<YieldTermStructure> rTS, Size tGrid = 50, Size xGrid = 100, Size yGrid = Null<Size>(), ext::shared_ptr<Shape> shape = ext::shared_ptr<Shape>(), const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas());
|x|ql/experimental/finitedifferences/fdsimpleextoustorageengine.hpp|void FdSimpleExtOUStorageEngine::calculate() const;
| |ql/experimental/finitedifferences/fdsimpleklugeextouvppengine.hpp|FdSimpleKlugeExtOUVPPEngine::FdSimpleKlugeExtOUVPPEngine(ext::shared_ptr<KlugeExtOUProcess> process, ext::shared_ptr<YieldTermStructure> rTS, ext::shared_ptr<Shape> fuelShape, ext::shared_ptr<Shape> powerShape, Real fuelCostAddon, Size tGrid = 1, Size xGrid = 50, Size yGrid = 10, Size gGrid = 20, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer());
|x|ql/experimental/finitedifferences/fdsimpleklugeextouvppengine.hpp|void FdSimpleKlugeExtOUVPPEngine::calculate() const;
|v|ql/experimental/finitedifferences/glued1dmesher.hpp|Glued1dMesher::Glued1dMesher(const Fdm1dMesher & leftMesher, const Fdm1dMesher & rightMesher);
| |ql/experimental/finitedifferences/vanillavppoption.hpp|VanillaVPPOption::VanillaVPPOption(Real heatRate, Real pMin, Real pMax, Size tMinUp, Size tMinDown, Real startUpFuel, Real startUpFixCost, const ext::shared_ptr<SwingExercise> & exercise, Size nStarts = Null<Size>(), Size nRunningHours = Null<Size>());
| |ql/experimental/finitedifferences/vanillavppoption.hpp|arguments::arguments();
| |ql/experimental/finitedifferences/vanillavppoption.hpp|void arguments::validate() const;
|v|ql/experimental/forward/analytichestonforwardeuropeanengine.hpp|AnalyticHestonForwardEuropeanEngine::AnalyticHestonForwardEuropeanEngine(ext::shared_ptr<HestonProcess> process, Size integrationOrder = 144);
|x|ql/experimental/forward/analytichestonforwardeuropeanengine.hpp|void AnalyticHestonForwardEuropeanEngine::calculate() const;
| |ql/experimental/forward/analytichestonforwardeuropeanengine.hpp|Real AnalyticHestonForwardEuropeanEngine::propagator(Time resetTime, Real varReset) const;
|x|ql/experimental/forward/analytichestonforwardeuropeanengine.hpp|ext::shared_ptr<AnalyticHestonEngine> AnalyticHestonForwardEuropeanEngine::forwardChF(Handle<Quote> & spotReset, Real varReset) const;
|v|ql/experimental/inflation/cpicapfloorengines.hpp|InterpolatingCPICapFloorEngine::InterpolatingCPICapFloorEngine(Handle<CPICapFloorTermPriceSurface>);
|x|ql/experimental/inflation/cpicapfloorengines.hpp|void InterpolatingCPICapFloorEngine::calculate() const;
|x|ql/experimental/inflation/cpicapfloorengines.hpp|std::string InterpolatingCPICapFloorEngine::name() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|CPICapFloorTermPriceSurface::CPICapFloorTermPriceSurface(Real nominal, Real baseRate, const Period & observationLag, const Calendar & cal, const BusinessDayConvention & bdc, const DayCounter & dc, ext::shared_ptr<ZeroInflationIndex> zii, CPI::InterpolationType interpolationType, Handle<YieldTermStructure> yts, const std::vector<Rate> & cStrikes, const std::vector<Rate> & fStrikes, const std::vector<Period> & cfMaturities, const Matrix & cPrice, const Matrix & fPrice);
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|Period CPICapFloorTermPriceSurface::observationLag() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|Frequency CPICapFloorTermPriceSurface::frequency() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|Date CPICapFloorTermPriceSurface::baseDate() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|Rate CPICapFloorTermPriceSurface::baseRate() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|Real CPICapFloorTermPriceSurface::nominal() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|BusinessDayConvention CPICapFloorTermPriceSurface::businessDayConvention() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|ext::shared_ptr<ZeroInflationIndex> CPICapFloorTermPriceSurface::zeroInflationIndex() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|Rate CPICapFloorTermPriceSurface::atmRate(Date maturity) const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|Real CPICapFloorTermPriceSurface::price(const Period & d, Rate k) const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|Real CPICapFloorTermPriceSurface::capPrice(const Period & d, Rate k) const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|Real CPICapFloorTermPriceSurface::floorPrice(const Period & d, Rate k) const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|Real CPICapFloorTermPriceSurface::price(const Date & d, Rate k) const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|Real CPICapFloorTermPriceSurface::capPrice(const Date & d, Rate k) const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|Real CPICapFloorTermPriceSurface::floorPrice(const Date & d, Rate k) const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|std::vector<Rate> CPICapFloorTermPriceSurface::strikes() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|std::vector<Rate> CPICapFloorTermPriceSurface::capStrikes() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|std::vector<Rate> CPICapFloorTermPriceSurface::floorStrikes() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|std::vector<Period> CPICapFloorTermPriceSurface::maturities() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|const Matrix & CPICapFloorTermPriceSurface::capPrices() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|const Matrix & CPICapFloorTermPriceSurface::floorPrices() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|Rate CPICapFloorTermPriceSurface::minStrike() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|Rate CPICapFloorTermPriceSurface::maxStrike() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|Date CPICapFloorTermPriceSurface::minDate() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|Date CPICapFloorTermPriceSurface::cpiOptionDateFromTenor(const Period & p) const;
|v|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|InterpolatedCPICapFloorTermPriceSurface::InterpolatedCPICapFloorTermPriceSurface<Interpolator2D>(Real nominal, Rate startRate, const Period & observationLag, const Calendar & cal, const BusinessDayConvention & bdc, const DayCounter & dc, const ext::shared_ptr<ZeroInflationIndex> & zii, CPI::InterpolationType interpolationType, const Handle<YieldTermStructure> & yts, const std::vector<Rate> & cStrikes, const std::vector<Rate> & fStrikes, const std::vector<Period> & cfMaturities, const Matrix & cPrice, const Matrix & fPrice, const Interpolator2D & interpolator2d = Interpolator2D());
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|void InterpolatedCPICapFloorTermPriceSurface::performCalculations() const;
|x|ql/experimental/inflation/cpicapfloortermpricesurface.hpp|InterpolatedCPICapFloorTermPriceSurface<Interpolator2D>(Real nominal, Rate startRate, const Period & observationLag, const Calendar & cal, const BusinessDayConvention & bdc, const DayCounter & dc, const ext::shared_ptr<ZeroInflationIndex> & zii, CPI::InterpolationType interpolationType, const Handle<YieldTermStructure> & yts, const std::vector<Rate> & cStrikes, const std::vector<Rate> & fStrikes, const std::vector<Period> & cfMaturities, const Matrix & cPrice, const Matrix & fPrice, const Interpolator2D & interpolator2d);
| |ql/experimental/inflation/genericindexes.hpp|GenericRegion::GenericRegion();
| |ql/experimental/inflation/genericindexes.hpp|GenericCPI::GenericCPI(Frequency frequency, bool revised, const Period & lag, const Currency & ccy, const Handle<ZeroInflationTermStructure> & ts = { });
| |ql/experimental/inflation/genericindexes.hpp|YYGenericCPI::YYGenericCPI(Frequency frequency, bool revised, const Period & lag, const Currency & ccy, const Handle<YoYInflationTermStructure> & ts = { });
| |ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp|ObjectiveFunction::ObjectiveFunction(YoYInflationCapFloor::Type type, Real slope, Rate K, Period & lag, Natural fixingDays, const ext::shared_ptr<YoYInflationIndex> & anIndex, const ext::shared_ptr<YoYCapFloorTermPriceSurface> &, ext::shared_ptr<YoYInflationCapFloorEngine> p, Real priceToMatch);
| |ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp|Real ObjectiveFunction::operator()(Volatility guess) const;
| |ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp|ObjectiveFunction(YoYInflationCapFloor::Type type, Real slope, Rate K, Period & lag, Natural fixingDays, const ext::shared_ptr<YoYInflationIndex> & anIndex, const ext::shared_ptr<YoYCapFloorTermPriceSurface> & surf, ext::shared_ptr<YoYInflationCapFloorEngine> p, Real priceToMatch);
|x|ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp|void initialize(const ext::shared_ptr<YoYCapFloorTermPriceSurface> & s, const ext::shared_ptr<YoYInflationCapFloorEngine> & p, const Real slope) const;
|x|ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp|std::pair<std::vector<Rate>, std::vector<Volatility>> slice(const Date & d) const;
|v|ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp|KInterpolatedYoYOptionletVolatilitySurface::KInterpolatedYoYOptionletVolatilitySurface<Interpolator1D>(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter & dc, const Period & lag, const ext::shared_ptr<YoYCapFloorTermPriceSurface> & capFloorPrices, ext::shared_ptr<YoYInflationCapFloorEngine> pricer, ext::shared_ptr<YoYOptionletStripper> yoyOptionletStripper, Real slope, const Interpolator1D & interpolator = Interpolator1D(), VolatilityType volType = ShiftedLognormal, Real displacement = 0.0);
|x|ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp|Real KInterpolatedYoYOptionletVolatilitySurface::minStrike() const;
|x|ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp|Real KInterpolatedYoYOptionletVolatilitySurface::maxStrike() const;
|x|ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp|Date KInterpolatedYoYOptionletVolatilitySurface::maxDate() const;
|x|ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp|std::pair<std::vector<Rate>, std::vector<Volatility>> KInterpolatedYoYOptionletVolatilitySurface::Dslice(const Date & d) const;
| |ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp|KInterpolatedYoYOptionletVolatilitySurface<Interpolator1D>(const Natural settlementDays, const Calendar & cal, const BusinessDayConvention bdc, const DayCounter & dc, const Period & lag, const ext::shared_ptr<YoYCapFloorTermPriceSurface> & capFloorPrices, ext::shared_ptr<YoYInflationCapFloorEngine> pricer, ext::shared_ptr<YoYOptionletStripper> yoyOptionletStripper, const Real slope, const Interpolator1D & interpolator, VolatilityType volType, Real displacement);
|x|ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp|void performCalculations() const;
|x|ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp|Volatility volatilityImpl(const Date & d, Rate strike) const;
|x|ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp|Volatility volatilityImpl(Time length, Rate strike) const;
|x|ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp|void updateSlice(const Date & d) const;
| |ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp|static Date YoYInflationVolatilityTraits::initialDate(const YoYOptionletVolatilitySurface * s);
| |ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp|static Real YoYInflationVolatilityTraits::initialValue(const YoYOptionletVolatilitySurface * s);
| |ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp|static void YoYInflationVolatilityTraits::updateGuess(std::vector<Real> & vols, Real level, Size i);
| |ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp|static Size YoYInflationVolatilityTraits::maxIterations();
|x|ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp|PiecewiseYoYOptionletVolatilityCurve::PiecewiseYoYOptionletVolatilityCurve<Interpolator, Bootstrap, Traits>(Natural settlementDays, const Calendar & cal, BusinessDayConvention bdc, const DayCounter & dc, const Period & lag, Frequency frequency, bool indexIsInterpolated, Rate minStrike, Rate maxStrike, Volatility baseYoYVolatility, std::vector<ext::shared_ptr<typename Traits::helper>> instruments, Real accuracy = 1.0e-12, const Interpolator & interpolator = Interpolator());
|x|ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp|Date baseDate() const;
|x|ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp|Date maxDate() const;
|x|ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp|const std::vector<Time> & times() const;
|x|ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp|const std::vector<Date> & dates() const;
|x|ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp|const std::vector<Real> & data() const;
|x|ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp|std::vector<std::pair<Date, Real>> nodes() const;
|x|ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp|void performCalculations() const;
|x|ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp|void update();
| |ql/experimental/inflation/polynomial2Dspline.hpp|Polynomial2DSplineImpl::Polynomial2DSplineImpl<I1, I2, M>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, const I2 & yEnd, const M & zData);
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|YoYCapFloorTermPriceSurface::YoYCapFloorTermPriceSurface(Natural fixingDays, const Period & yyLag, const ext::shared_ptr<YoYInflationIndex> & yii, CPI::InterpolationType interpolation, Handle<YieldTermStructure> nominal, const DayCounter & dc, const Calendar & cal, const BusinessDayConvention & bdc, const std::vector<Rate> & cStrikes, const std::vector<Rate> & fStrikes, const std::vector<Period> & cfMaturities, const Matrix & cPrice, const Matrix & fPrice);
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|bool YoYCapFloorTermPriceSurface::indexIsInterpolated() const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Period YoYCapFloorTermPriceSurface::observationLag() const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Frequency YoYCapFloorTermPriceSurface::frequency() const;
|v|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|std::pair<std::vector<Time>, std::vector<Rate>> YoYCapFloorTermPriceSurface::atmYoYSwapTimeRates() const;
|v|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|std::pair<std::vector<Date>, std::vector<Rate>> YoYCapFloorTermPriceSurface::atmYoYSwapDateRates() const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|ext::shared_ptr<YoYInflationTermStructure> YoYCapFloorTermPriceSurface::YoYTS() const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|ext::shared_ptr<YoYInflationIndex> YoYCapFloorTermPriceSurface::yoyIndex() const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|BusinessDayConvention YoYCapFloorTermPriceSurface::businessDayConvention() const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Natural YoYCapFloorTermPriceSurface::fixingDays() const;
|v|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Date YoYCapFloorTermPriceSurface::baseDate() const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Real YoYCapFloorTermPriceSurface::price(const Date & d, Rate k) const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Real YoYCapFloorTermPriceSurface::capPrice(const Date & d, Rate k) const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Real YoYCapFloorTermPriceSurface::floorPrice(const Date & d, Rate k) const;
|v|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Rate YoYCapFloorTermPriceSurface::atmYoYSwapRate(const Date & d, bool extrapolate = true) const;
|v|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Rate YoYCapFloorTermPriceSurface::atmYoYRate(const Date & d, const Period & obsLag = Period(- 1, Days), bool extrapolate = true) const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Real YoYCapFloorTermPriceSurface::price(const Period & d, Rate k) const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Real YoYCapFloorTermPriceSurface::capPrice(const Period & d, Rate k) const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Real YoYCapFloorTermPriceSurface::floorPrice(const Period & d, Rate k) const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Rate YoYCapFloorTermPriceSurface::atmYoYSwapRate(const Period & d, bool extrapolate = true) const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Rate YoYCapFloorTermPriceSurface::atmYoYRate(const Period & d, const Period & obsLag = Period(- 1, Days), bool extrapolate = true) const;
|v|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|std::vector<Rate> YoYCapFloorTermPriceSurface::strikes() const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|std::vector<Rate> YoYCapFloorTermPriceSurface::capStrikes() const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|std::vector<Rate> YoYCapFloorTermPriceSurface::floorStrikes() const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|std::vector<Period> YoYCapFloorTermPriceSurface::maturities() const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Rate YoYCapFloorTermPriceSurface::minStrike() const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Rate YoYCapFloorTermPriceSurface::maxStrike() const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Date YoYCapFloorTermPriceSurface::minMaturity() const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Date YoYCapFloorTermPriceSurface::maxMaturity() const;
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Date YoYCapFloorTermPriceSurface::yoyOptionDateFromTenor(const Period & p) const;
|v|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|InterpolatedYoYCapFloorTermPriceSurface::InterpolatedYoYCapFloorTermPriceSurface<Interpolator2D, Interpolator1D>(Natural fixingDays, const Period & yyLag, const ext::shared_ptr<YoYInflationIndex> & yii, CPI::InterpolationType interpolation, const Handle<YieldTermStructure> & nominal, const DayCounter & dc, const Calendar & cal, const BusinessDayConvention & bdc, const std::vector<Rate> & cStrikes, const std::vector<Rate> & fStrikes, const std::vector<Period> & cfMaturities, const Matrix & cPrice, const Matrix & fPrice, const Interpolator2D & interpolator2d = Interpolator2D(), const Interpolator1D & interpolator1d = Interpolator1D());
|x|ql/experimental/inflation/yoycapfloortermpricesurface.hpp|void InterpolatedYoYCapFloorTermPriceSurface::performCalculations() const;
| |ql/experimental/inflation/yoycapfloortermpricesurface.hpp|ObjectiveFunction::ObjectiveFunction(Time t, const Interpolation2D &, const Interpolation2D &);
| |ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Real ObjectiveFunction::operator()(Rate guess) const;
| |ql/experimental/inflation/yoycapfloortermpricesurface.hpp|InterpolatedYoYCapFloorTermPriceSurface<Interpolator2D, Interpolator1D>(Natural fixingDays, const Period & yyLag, const ext::shared_ptr<YoYInflationIndex> & yii, CPI::InterpolationType interpolation, const Handle<YieldTermStructure> & nominal, const DayCounter & dc, const Calendar & cal, const BusinessDayConvention & bdc, const std::vector<Rate> & cStrikes, const std::vector<Rate> & fStrikes, const std::vector<Period> & cfMaturities, const Matrix & cPrice, const Matrix & fPrice, const I2D & interpolator2d, const I1D & interpolator1d);
| |ql/experimental/inflation/yoycapfloortermpricesurface.hpp|void update();
| |ql/experimental/inflation/yoycapfloortermpricesurface.hpp|ObjectiveFunction(const Time t, const Interpolation2D & a, const Interpolation2D & b);
| |ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Rate price(const Date & d, const Rate k) const;
| |ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Rate capPrice(const Date & d, const Rate k) const;
| |ql/experimental/inflation/yoycapfloortermpricesurface.hpp|Rate floorPrice(const Date & d, const Rate k) const;
| |ql/experimental/inflation/yoycapfloortermpricesurface.hpp|void intersect() const;
| |ql/experimental/inflation/yoycapfloortermpricesurface.hpp|void calculateYoYTermStructure() const;
| |ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp|InterpolatedYoYOptionletVolatilityCurve::InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter & dc, const Period & lag, Frequency frequency, bool indexIsInterpolated, const std::vector<Date> & d, const std::vector<Volatility> & v, Rate minStrike, Rate maxStrike, const Interpolator1D & i = Interpolator1D());
| |ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp|const std::vector<Time> & InterpolatedYoYOptionletVolatilityCurve::times() const;
|x|ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp|const std::vector<Date> & InterpolatedYoYOptionletVolatilityCurve::dates() const;
| |ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp|const std::vector<Real> & InterpolatedYoYOptionletVolatilityCurve::data() const;
| |ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp|std::vector<std::pair<Date, Real>> InterpolatedYoYOptionletVolatilityCurve::nodes() const;
| |ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp|InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural settlementDays, const Calendar & cal, BusinessDayConvention bdc, const DayCounter & dc, const Period & lag, Frequency frequency, bool indexIsInterpolated, const std::vector<Date> & d, const std::vector<Volatility> & v, Rate minStrike, Rate maxStrike, const Interpolator1D & i);
| |ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp|InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural settlementDays, const Calendar & cal, BusinessDayConvention bdc, const DayCounter & dc, const Period & lag, Frequency frequency, bool indexIsInterpolated, Rate minStrike, Rate maxStrike, Volatility baseYoYVolatility, const Interpolator1D & i);
| |ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp|Volatility volatilityImpl(const Time t, Rate) const;
|x|ql/experimental/inflation/yoyoptionlethelpers.hpp|YoYOptionletHelper::YoYOptionletHelper(const Handle<Quote> & price, Real notional, YoYInflationCapFloor::Type capFloorType, Period & lag, DayCounter yoyDayCounter, Calendar paymentCalendar, Natural fixingDays, ext::shared_ptr<YoYInflationIndex> index, CPI::InterpolationType interpolation, Rate strike, Size n, ext::shared_ptr<YoYInflationCapFloorEngine> pricer);
|x|ql/experimental/inflation/yoyoptionlethelpers.hpp|void YoYOptionletHelper::setTermStructure(YoYOptionletVolatilitySurface *);
|x|ql/experimental/inflation/yoyoptionlethelpers.hpp|Real YoYOptionletHelper::impliedQuote() const;
|x|ql/experimental/inflation/yoyoptionletstripper.hpp|void YoYOptionletStripper::initialize(const ext::shared_ptr<YoYCapFloorTermPriceSurface> &, const ext::shared_ptr<YoYInflationCapFloorEngine> &, Real slope) const;
|x|ql/experimental/inflation/yoyoptionletstripper.hpp|Rate YoYOptionletStripper::minStrike() const;
|x|ql/experimental/inflation/yoyoptionletstripper.hpp|Rate YoYOptionletStripper::maxStrike() const;
|x|ql/experimental/inflation/yoyoptionletstripper.hpp|std::vector<Rate> YoYOptionletStripper::strikes() const;
|x|ql/experimental/inflation/yoyoptionletstripper.hpp|std::pair<std::vector<Rate>, std::vector<Volatility>> YoYOptionletStripper::slice(const Date & d) const;
| |ql/experimental/lattices/extendedbinomialtree.hpp|ExtendedBinomialTree::ExtendedBinomialTree<T>(const ext::shared_ptr<StochasticProcess1D> & process, Time end, Size steps);
| |ql/experimental/lattices/extendedbinomialtree.hpp|Size ExtendedBinomialTree::size(Size i) const;
| |ql/experimental/lattices/extendedbinomialtree.hpp|Size ExtendedBinomialTree::descendant(Size, Size index, Size branch) const;
| |ql/experimental/lattices/extendedbinomialtree.hpp|ExtendedEqualProbabilitiesBinomialTree::ExtendedEqualProbabilitiesBinomialTree<T>(const ext::shared_ptr<StochasticProcess1D> & process, Time end, Size steps);
| |ql/experimental/lattices/extendedbinomialtree.hpp|Real ExtendedEqualProbabilitiesBinomialTree::underlying(Size i, Size index) const;
| |ql/experimental/lattices/extendedbinomialtree.hpp|Real ExtendedEqualProbabilitiesBinomialTree::probability(Size, Size, Size) const;
| |ql/experimental/lattices/extendedbinomialtree.hpp|ExtendedEqualJumpsBinomialTree::ExtendedEqualJumpsBinomialTree<T>(const ext::shared_ptr<StochasticProcess1D> & process, Time end, Size steps);
| |ql/experimental/lattices/extendedbinomialtree.hpp|Real ExtendedEqualJumpsBinomialTree::underlying(Size i, Size index) const;
| |ql/experimental/lattices/extendedbinomialtree.hpp|Real ExtendedEqualJumpsBinomialTree::probability(Size i, Size, Size branch) const;
| |ql/experimental/lattices/extendedbinomialtree.hpp|ExtendedJarrowRudd::ExtendedJarrowRudd(const ext::shared_ptr<StochasticProcess1D> &, Time end, Size steps, Real strike);
| |ql/experimental/lattices/extendedbinomialtree.hpp|ExtendedCoxRossRubinstein::ExtendedCoxRossRubinstein(const ext::shared_ptr<StochasticProcess1D> &, Time end, Size steps, Real strike);
| |ql/experimental/lattices/extendedbinomialtree.hpp|ExtendedAdditiveEQPBinomialTree::ExtendedAdditiveEQPBinomialTree(const ext::shared_ptr<StochasticProcess1D> &, Time end, Size steps, Real strike);
| |ql/experimental/lattices/extendedbinomialtree.hpp|ExtendedTrigeorgis::ExtendedTrigeorgis(const ext::shared_ptr<StochasticProcess1D> &, Time end, Size steps, Real strike);
| |ql/experimental/lattices/extendedbinomialtree.hpp|ExtendedTian::ExtendedTian(const ext::shared_ptr<StochasticProcess1D> &, Time end, Size steps, Real strike);
| |ql/experimental/lattices/extendedbinomialtree.hpp|Real ExtendedTian::underlying(Size i, Size index) const;
| |ql/experimental/lattices/extendedbinomialtree.hpp|Real ExtendedTian::probability(Size, Size, Size branch) const;
| |ql/experimental/lattices/extendedbinomialtree.hpp|ExtendedLeisenReimer::ExtendedLeisenReimer(const ext::shared_ptr<StochasticProcess1D> &, Time end, Size steps, Real strike);
| |ql/experimental/lattices/extendedbinomialtree.hpp|Real ExtendedLeisenReimer::underlying(Size i, Size index) const;
| |ql/experimental/lattices/extendedbinomialtree.hpp|Real ExtendedLeisenReimer::probability(Size, Size, Size branch) const;
| |ql/experimental/lattices/extendedbinomialtree.hpp|ExtendedJoshi4::ExtendedJoshi4(const ext::shared_ptr<StochasticProcess1D> &, Time end, Size steps, Real strike);
| |ql/experimental/lattices/extendedbinomialtree.hpp|Real ExtendedJoshi4::underlying(Size i, Size index) const;
| |ql/experimental/lattices/extendedbinomialtree.hpp|Real ExtendedJoshi4::probability(Size, Size, Size branch) const;
| |ql/experimental/math/claytoncopularng.hpp|ClaytonCopulaRng::ClaytonCopulaRng<RNG>(const RNG & uniformGenerator, Real theta);
| |ql/experimental/math/claytoncopularng.hpp|sample_type ClaytonCopulaRng::next() const;
| |ql/experimental/math/claytoncopularng.hpp|ClaytonCopulaRng<RNG>(const RNG & ug, Real th);
| |ql/experimental/math/claytoncopularng.hpp|typename ClaytonCopulaRng<RNG>::sample_type next() const;
| |ql/experimental/math/convolvedstudentt.hpp|CumulativeBehrensFisher::CumulativeBehrensFisher(const std::vector<Integer> & degreesFreedom = std::vector<Integer>(), const std::vector<Real> & factors = std::vector<Real>());
|x|ql/experimental/math/convolvedstudentt.hpp|const std::vector<Integer> & CumulativeBehrensFisher::degreeFreedom() const;
|x|ql/experimental/math/convolvedstudentt.hpp|const std::vector<Real> & CumulativeBehrensFisher::factors() const;
| |ql/experimental/math/convolvedstudentt.hpp|Probability CumulativeBehrensFisher::operator()(Real x) const;
| |ql/experimental/math/convolvedstudentt.hpp|Probability CumulativeBehrensFisher::density(Real x) const;
| |ql/experimental/math/convolvedstudentt.hpp|InverseCumulativeBehrensFisher::InverseCumulativeBehrensFisher(const std::vector<Integer> & degreesFreedom = std::vector<Integer>(), const std::vector<Real> & factors = std::vector<Real>(), Real accuracy = 1.e-6);
| |ql/experimental/math/convolvedstudentt.hpp|Real InverseCumulativeBehrensFisher::operator()(Probability q) const;
| |ql/experimental/math/farliegumbelmorgensterncopularng.hpp|FarlieGumbelMorgensternCopulaRng::FarlieGumbelMorgensternCopulaRng<RNG>(const RNG & uniformGenerator, Real theta);
| |ql/experimental/math/farliegumbelmorgensterncopularng.hpp|sample_type FarlieGumbelMorgensternCopulaRng::next() const;
| |ql/experimental/math/farliegumbelmorgensterncopularng.hpp|FarlieGumbelMorgensternCopulaRng<RNG>(const RNG & ug, Real th);
| |ql/experimental/math/farliegumbelmorgensterncopularng.hpp|typename FarlieGumbelMorgensternCopulaRng<RNG>::sample_type next() const;
| |ql/experimental/math/fireflyalgorithm.hpp|FireflyAlgorithm::FireflyAlgorithm(Size M, ext::shared_ptr<Intensity> intensity, ext::shared_ptr<RandomWalk> randomWalk, Size Mde = 0, Real mutationFactor = 1.0, Real crossoverFactor = 0.5, unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/fireflyalgorithm.hpp|void FireflyAlgorithm::startState(Problem & P, const EndCriteria & endCriteria);
| |ql/experimental/math/fireflyalgorithm.hpp|void Intensity::findBrightest();
| |ql/experimental/math/fireflyalgorithm.hpp|ExponentialIntensity::ExponentialIntensity(Real beta0, Real betaMin, Real gamma);
| |ql/experimental/math/fireflyalgorithm.hpp|InverseLawSquareIntensity::InverseLawSquareIntensity(Real beta0, Real betaMin);
| |ql/experimental/math/fireflyalgorithm.hpp|void RandomWalk::walk();
| |ql/experimental/math/fireflyalgorithm.hpp|DistributionRandomWalk::DistributionRandomWalk<Distribution>(Distribution dist, Real delta = 0.9, unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/fireflyalgorithm.hpp|GaussianWalk::GaussianWalk(Real sigma, Real delta = 0.9, unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/fireflyalgorithm.hpp|LevyFlightWalk::LevyFlightWalk(Real alpha, Real xm = 0.5, Real delta = 0.9, unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/fireflyalgorithm.hpp|DecreasingGaussianWalk::DecreasingGaussianWalk(Real sigma, Real delta = 0.9, unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/frankcopularng.hpp|FrankCopulaRng::FrankCopulaRng<RNG>(const RNG & uniformGenerator, Real theta);
| |ql/experimental/math/frankcopularng.hpp|sample_type FrankCopulaRng::next() const;
| |ql/experimental/math/frankcopularng.hpp|FrankCopulaRng<RNG>(const RNG & ug, Real th);
| |ql/experimental/math/frankcopularng.hpp|typename FrankCopulaRng<RNG>::sample_type next() const;
| |ql/experimental/math/gaussiancopulapolicy.hpp|GaussianCopulaPolicy::GaussianCopulaPolicy(const std::vector<std::vector<Real>> & factorWeights = std::vector<std::vector<Real>>(), const initTraits & dummy = int());
| |ql/experimental/math/gaussiancopulapolicy.hpp|Size GaussianCopulaPolicy::numFactors() const;
| |ql/experimental/math/gaussiancopulapolicy.hpp|initTraits GaussianCopulaPolicy::getInitTraits() const;
| |ql/experimental/math/gaussiancopulapolicy.hpp|Probability GaussianCopulaPolicy::cumulativeY(Real val, Size iVariable) const;
| |ql/experimental/math/gaussiancopulapolicy.hpp|Probability GaussianCopulaPolicy::cumulativeZ(Real z) const;
| |ql/experimental/math/gaussiancopulapolicy.hpp|Probability GaussianCopulaPolicy::density(const std::vector<Real> & m) const;
| |ql/experimental/math/gaussiancopulapolicy.hpp|Real GaussianCopulaPolicy::inverseCumulativeY(Probability p, Size iVariable) const;
| |ql/experimental/math/gaussiancopulapolicy.hpp|Real GaussianCopulaPolicy::inverseCumulativeZ(Probability p) const;
| |ql/experimental/math/gaussiancopulapolicy.hpp|Real GaussianCopulaPolicy::inverseCumulativeDensity(Probability p, Size iFactor) const;
| |ql/experimental/math/gaussiancopulapolicy.hpp|std::vector<Real> GaussianCopulaPolicy::allFactorCumulInverter(const std::vector<Real> & probs) const;
| |ql/experimental/math/gaussiannoncentralchisquaredpolynomial.hpp|GaussNonCentralChiSquaredPolynomial::GaussNonCentralChiSquaredPolynomial(Real nu, Real lambda);
| |ql/experimental/math/gaussiannoncentralchisquaredpolynomial.hpp|Real GaussNonCentralChiSquaredPolynomial::w(Real x) const;
| |ql/experimental/math/gaussiannoncentralchisquaredpolynomial.hpp|Real GaussNonCentralChiSquaredPolynomial::moment(Size i) const;
| |ql/experimental/math/hybridsimulatedannealing.hpp|HybridSimulatedAnnealing::HybridSimulatedAnnealing<Sampler, Probability, Temperature, Reannealing>(const Sampler & sampler, const Probability & probability, Temperature temperature, const Reannealing & reannealing = ReannealingTrivial(), Real startTemperature = 200.0, Real endTemperature = 0.01, Size reAnnealSteps = 50, ResetScheme resetScheme = ResetToBestPoint, Size resetSteps = 150, const ext::shared_ptr<OptimizationMethod> & localOptimizer = ext::make_shared<LevenbergMarquardt>(), LocalOptimizeScheme optimizeScheme = EveryBestPoint);
| |ql/experimental/math/hybridsimulatedannealing.hpp|EndCriteria::Type minimize(Problem & P, const EndCriteria & endCriteria);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|SamplerLogNormal::SamplerLogNormal(unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|void SamplerLogNormal::operator()(Array & newPoint, const Array & currentPoint, const Array & temp);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|SamplerGaussian::SamplerGaussian(unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|void SamplerGaussian::operator()(Array & newPoint, const Array & currentPoint, const Array & temp);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|SamplerRingGaussian::SamplerRingGaussian(Array lower, Array upper, unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|void SamplerRingGaussian::operator()(Array & newPoint, const Array & currentPoint, const Array & temp);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|SamplerMirrorGaussian::SamplerMirrorGaussian(Array lower, Array upper, unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|void SamplerMirrorGaussian::operator()(Array & newPoint, const Array & currentPoint, const Array & temp);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|SamplerCauchy::SamplerCauchy(unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|void SamplerCauchy::operator()(Array & newPoint, const Array & currentPoint, const Array & temp);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|SamplerVeryFastAnnealing::SamplerVeryFastAnnealing(Array lower, Array upper, unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|void SamplerVeryFastAnnealing::operator()(Array & newPoint, const Array & currentPoint, const Array & temp);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|bool ProbabilityAlwaysDownhill::operator()(Real currentValue, Real newValue, const Array & temp);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|ProbabilityBoltzmann::ProbabilityBoltzmann(unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|bool ProbabilityBoltzmann::operator()(Real currentValue, Real newValue, const Array & temp);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|ProbabilityBoltzmannDownhill::ProbabilityBoltzmannDownhill(unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|bool ProbabilityBoltzmannDownhill::operator()(Real currentValue, Real newValue, const Array & temp);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|TemperatureBoltzmann::TemperatureBoltzmann(Real initialTemp, Size dimension);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|void TemperatureBoltzmann::operator()(Array & newTemp, const Array & currTemp, const Array & steps);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|TemperatureCauchy::TemperatureCauchy(Real initialTemp, Size dimension);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|void TemperatureCauchy::operator()(Array & newTemp, const Array & currTemp, const Array & steps);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|TemperatureCauchy1D::TemperatureCauchy1D(Real initialTemp, Size dimension);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|void TemperatureCauchy1D::operator()(Array & newTemp, const Array & currTemp, const Array & steps);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|TemperatureExponential::TemperatureExponential(Real initialTemp, Size dimension, Real power = 0.95);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|void TemperatureExponential::operator()(Array & newTemp, const Array & currTemp, const Array & steps);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|TemperatureVeryFastAnnealing::TemperatureVeryFastAnnealing(Real initialTemp, Real finalTemp, Real maxSteps, Size dimension);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|void TemperatureVeryFastAnnealing::operator()(Array & newTemp, const Array & currTemp, const Array & steps);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|ReannealingTrivial::ReannealingTrivial();
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|void ReannealingTrivial::setProblem(Problem & P);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|void ReannealingTrivial::operator()(Array & steps, const Array & currentPoint, Real aCurrentValue, const Array & currTemp);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|ReannealingFiniteDifferences::ReannealingFiniteDifferences(Real initialTemp, Size dimension, const Array & lower = Array(), const Array & upper = Array(), Real stepSize = 1e-7, Real minSize = 1e-10, Real functionTol = 1e-10);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|void ReannealingFiniteDifferences::setProblem(Problem & P);
| |ql/experimental/math/hybridsimulatedannealingfunctors.hpp|void ReannealingFiniteDifferences::operator()(Array & steps, const Array & currentPoint, Real currentValue, const Array & currTemp);
| |ql/experimental/math/isotropicrandomwalk.hpp|IsotropicRandomWalk::IsotropicRandomWalk<Distribution, Engine>(Engine eng, Distribution dist, Size dim, Array weights = Array(), unsigned long seed = 0);
| |ql/experimental/math/isotropicrandomwalk.hpp|void IsotropicRandomWalk::setDimension(Size dim);
| |ql/experimental/math/isotropicrandomwalk.hpp|void IsotropicRandomWalk::setDimension(Size dim, const Array & weights);
| |ql/experimental/math/isotropicrandomwalk.hpp|void IsotropicRandomWalk::setDimension(Size dim, const Array & lowerBound, const Array & upperBound);
| |ql/experimental/math/laplaceinterpolation.hpp|LaplaceInterpolation::LaplaceInterpolation(std::function<Real (const std::vector<Size> &)> y, std::vector<std::vector<Real>> x, Real relTol = 1E-6, Size maxIterMultiplier = 10);
| |ql/experimental/math/laplaceinterpolation.hpp|Real LaplaceInterpolation::operator()(const std::vector<Size> & coordinates) const;
| |ql/experimental/math/laplaceinterpolation.hpp|void laplaceInterpolation(Matrix & A, const std::vector<Real> & x = { }, const std::vector<Real> & y = { }, Real relTol = 1E-6, Size maxIterMultiplier = 10);
| |ql/experimental/math/latentmodel.hpp|std::vector<Real> multiplyV::operator()(Real d, std::vector<Real> v);
| |ql/experimental/math/latentmodel.hpp|Real LMIntegration::integrate(const std::function<Real (const std::vector<Real> &)> & f) const;
| |ql/experimental/math/latentmodel.hpp|std::vector<Real> LMIntegration::integrateV(const std::function<std::vector<Real> (const std::vector<Real> &)> & f) const;
| |ql/experimental/math/latentmodel.hpp|IntegrationBase::IntegrationBase(Size dimension, Size order);
| |ql/experimental/math/latentmodel.hpp|IntegrationBase::IntegrationBase(const std::vector<ext::shared_ptr<Integrator>> & integrators, Real a, Real b);
| |ql/experimental/math/latentmodel.hpp|Probability LatentModel::cumulativeY(Real val, Size iVariable) const;
| |ql/experimental/math/latentmodel.hpp|Probability LatentModel::cumulativeZ(Real z) const;
| |ql/experimental/math/latentmodel.hpp|Probability LatentModel::density(const std::vector<Real> & m) const;
| |ql/experimental/math/latentmodel.hpp|Real LatentModel::inverseCumulativeDensity(Probability p, Size iFactor) const;
| |ql/experimental/math/latentmodel.hpp|Real LatentModel::inverseCumulativeY(Probability p, Size iVariable) const;
| |ql/experimental/math/latentmodel.hpp|Real LatentModel::inverseCumulativeZ(Probability p) const;
| |ql/experimental/math/latentmodel.hpp|std::vector<Real> LatentModel::allFactorCumulInverter(const std::vector<Real> & probs) const;
| |ql/experimental/math/latentmodel.hpp|Real LatentModel::latentVarValue(const std::vector<Real> & allFactors, Size iVar) const;
| |ql/experimental/math/latentmodel.hpp|const copulaType & LatentModel::copula() const;
| |ql/experimental/math/latentmodel.hpp|FactorSampler::FactorSampler<USNG, value-parameter-1-1>(const copulaType & copula, BigNatural seed = 0);
| |ql/experimental/math/latentmodel.hpp|const sample_type & FactorSampler::nextSequence() const;
| |ql/experimental/math/latentmodel.hpp|static ext::shared_ptr<LMIntegration> IntegrationFactory::createLMIntegration(Size dimension, LatentModelIntegrationType::LatentModelIntegrationType type = # ifndef QL_PATCH_SOLARIS LatentModelIntegrationType::GaussianQuadrature);
| |ql/experimental/math/latentmodel.hpp|Size LatentModel::size() const;
| |ql/experimental/math/latentmodel.hpp|Size LatentModel::numFactors() const;
| |ql/experimental/math/latentmodel.hpp|Size LatentModel::numTotalFactors() const;
| |ql/experimental/math/latentmodel.hpp|LatentModel::LatentModel<copulaPolicyImpl>(const std::vector<std::vector<Real>> & factorsWeights, const typename copulaType::initTraits & ini = typename copulaType::initTraits());
| |ql/experimental/math/latentmodel.hpp|LatentModel::LatentModel<copulaPolicyImpl>(const std::vector<Real> & factorsWeight, const typename copulaType::initTraits & ini = typename copulaType::initTraits());
| |ql/experimental/math/latentmodel.hpp|LatentModel::LatentModel<copulaPolicyImpl>(Real correlSqr, Size nVariables, const typename copulaType::initTraits & ini = typename copulaType::initTraits());
| |ql/experimental/math/latentmodel.hpp|LatentModel::LatentModel<copulaPolicyImpl>(const Handle<Quote> & singleFactorCorrel, Size nVariables, const typename copulaType::initTraits & ini = typename copulaType::initTraits());
| |ql/experimental/math/latentmodel.hpp|const std::vector<std::vector<Real>> & LatentModel::factorWeights() const;
| |ql/experimental/math/latentmodel.hpp|const std::vector<Real> & LatentModel::idiosyncFctrs() const;
| |ql/experimental/math/latentmodel.hpp|Real LatentModel::latentVariableCorrel(Size iVar1, Size iVar2) const;
| |ql/experimental/math/latentmodel.hpp|Real LatentModel::integratedExpectedValue(const std::function<Real (const std::vector<Real> &)> & f) const;
| |ql/experimental/math/latentmodel.hpp|std::vector<Real> LatentModel::integratedExpectedValueV(const std::function<std::vector<Real> (const std::vector<Real> &)> & f) const;
| |ql/experimental/math/latentmodel.hpp|LatentModel<copulaPolicyImpl>(const std::vector<std::vector<Real>> & factorWeights, const typename Impl::initTraits & ini);
| |ql/experimental/math/latentmodel.hpp|LatentModel<copulaPolicyImpl>(const std::vector<Real> & factorWeights, const typename Impl::initTraits & ini);
| |ql/experimental/math/latentmodel.hpp|LatentModel<copulaPolicyImpl>(const Real correlSqr, Size nVariables, const typename Impl::initTraits & ini);
| |ql/experimental/math/latentmodel.hpp|LatentModel<copulaPolicyImpl>(const Handle<Quote> & singleFactorCorrel, Size nVariables, const typename Impl::initTraits & ini);
| |ql/experimental/math/latentmodel.hpp|void update();
| |ql/experimental/math/latentmodel.hpp|FactorSampler<RandomSequenceGenerator<BoxMullerGaussianRng<URNG>>, dummy>(const GaussianCopulaPolicy & copula, BigNatural seed = 0);
| |ql/experimental/math/latentmodel.hpp|FactorSampler<RandomSequenceGenerator<PolarStudentTRng<URNG>>, dummy>(const TCopulaPolicy & copula, BigNatural seed = 0);
| |ql/experimental/math/levyflightdistribution.hpp|param_type::param_type(Real xm = 1.0, Real alpha = 1.0);
|x|ql/experimental/math/levyflightdistribution.hpp|Real param_type::xm() const;
|x|ql/experimental/math/levyflightdistribution.hpp|Real param_type::alpha() const;
| |ql/experimental/math/levyflightdistribution.hpp|LevyFlightDistribution::LevyFlightDistribution(Real xm = 1.0, Real alpha = 1.0);
| |ql/experimental/math/levyflightdistribution.hpp|LevyFlightDistribution::LevyFlightDistribution(const param_type & parm);
| |ql/experimental/math/levyflightdistribution.hpp|Real LevyFlightDistribution::xm() const;
| |ql/experimental/math/levyflightdistribution.hpp|Real LevyFlightDistribution::alpha() const;
| |ql/experimental/math/levyflightdistribution.hpp|Real LevyFlightDistribution::min() const;
| |ql/experimental/math/levyflightdistribution.hpp|Real LevyFlightDistribution::max() const;
| |ql/experimental/math/levyflightdistribution.hpp|param_type LevyFlightDistribution::param() const;
| |ql/experimental/math/levyflightdistribution.hpp|void LevyFlightDistribution::param(const param_type & parm);
| |ql/experimental/math/levyflightdistribution.hpp|void LevyFlightDistribution::reset();
| |ql/experimental/math/levyflightdistribution.hpp|Real LevyFlightDistribution::operator()(Real x) const;
| |ql/experimental/math/moorepenroseinverse.hpp|Matrix moorePenroseInverse(const Matrix & A, const Real tol = Null<Real>());
| |ql/experimental/math/multidimintegrator.hpp|MultidimIntegral::MultidimIntegral(const std::vector<ext::shared_ptr<Integrator>> & integrators);
| |ql/experimental/math/multidimintegrator.hpp|Real MultidimIntegral::operator()(const std::function<Real (const std::vector<Real> &)> & f, const std::vector<Real> & a, const std::vector<Real> & b) const;
| |ql/experimental/math/multidimintegrator.hpp|Real vectorBinder(const std::function<Real (const std::vector<Real> &)> & f, Real z, const std::vector<Real> & a, const std::vector<Real> & b) const;
| |ql/experimental/math/multidimintegrator.hpp|void spawnFcts() const;
| |ql/experimental/math/multidimquadrature.hpp|VectorIntegrator::VectorIntegrator(Size n, Real mu = 0.0);
| |ql/experimental/math/multidimquadrature.hpp|GaussianQuadMultidimIntegrator::GaussianQuadMultidimIntegrator(Size dimension, Size quadOrder, Real mu = 0.);
| |ql/experimental/math/multidimquadrature.hpp|Size GaussianQuadMultidimIntegrator::order() const;
| |ql/experimental/math/multidimquadrature.hpp|Real operator()(const std::function<Real (const std::vector<Real> &)> & f) const;
| |ql/experimental/math/multidimquadrature.hpp|Real integrate(const std::function<Real (const std::vector<Real> &)> & f) const;
| |ql/experimental/math/multidimquadrature.hpp|std::vector<Real> integrate(const std::function<std::vector<Real> (const std::vector<Real> &)> & f) const;
| |ql/experimental/math/multidimquadrature.hpp|Real scalarIntegrator(const std::function<Real (const std::vector<Real> &)> & f, const Real mFctr) const;
| |ql/experimental/math/multidimquadrature.hpp|std::vector<Real> vectorIntegratorVR(const std::function<std::vector<Real> (const std::vector<Real> &)> & f, const Real mFctr) const;
| |ql/experimental/math/multidimquadrature.hpp|void spawnFcts() const;
| |ql/experimental/math/particleswarmoptimization.hpp|ParticleSwarmOptimization::ParticleSwarmOptimization(Size M, ext::shared_ptr<Topology> topology, ext::shared_ptr<Inertia> inertia, Real c1 = 2.05, Real c2 = 2.05, unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/particleswarmoptimization.hpp|ParticleSwarmOptimization::ParticleSwarmOptimization(Size M, ext::shared_ptr<Topology> topology, ext::shared_ptr<Inertia> inertia, Real omega, Real c1, Real c2, unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/particleswarmoptimization.hpp|void ParticleSwarmOptimization::startState(Problem & P, const EndCriteria & endCriteria);
| |ql/experimental/math/particleswarmoptimization.hpp|void Inertia::setSize(Size M, Size N, Real c0, const EndCriteria & endCriteria);
| |ql/experimental/math/particleswarmoptimization.hpp|void Inertia::setValues();
| |ql/experimental/math/particleswarmoptimization.hpp|SimpleRandomInertia::SimpleRandomInertia(Real threshold = 0.5, unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/particleswarmoptimization.hpp|DecreasingInertia::DecreasingInertia(Real threshold = 0.5);
| |ql/experimental/math/particleswarmoptimization.hpp|AdaptiveInertia::AdaptiveInertia(Real minInertia, Real maxInertia, Size sh = 5, Size sl = 2);
| |ql/experimental/math/particleswarmoptimization.hpp|LevyFlightInertia::LevyFlightInertia(Real alpha, Size threshold, unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/particleswarmoptimization.hpp|void Topology::setSize(Size M);
| |ql/experimental/math/particleswarmoptimization.hpp|void Topology::findSocialBest();
| |ql/experimental/math/particleswarmoptimization.hpp|KNeighbors::KNeighbors(Size K = 1);
| |ql/experimental/math/particleswarmoptimization.hpp|ClubsTopology::ClubsTopology(Size defaultClubs, Size totalClubs, Size maxClubs, Size minClubs, Size resetIteration, unsigned long seed = SeedGenerator::instance().get());
| |ql/experimental/math/piecewiseintegral.hpp|PiecewiseIntegral::PiecewiseIntegral(ext::shared_ptr<Integrator> integrator, std::vector<Real> criticalPoints, bool avoidCriticalPoints = true);
| |ql/experimental/math/piecewiseintegral.hpp|Real integrate_h(const std::function<Real (Real)> & f, Real a, Real b) const;
| |ql/experimental/math/piecewiseintegral.hpp|Real integrate(const std::function<Real (Real)> & f, Real a, Real b) const;
| |ql/experimental/math/polarstudenttrng.hpp|PolarStudentTRng::PolarStudentTRng<URNG>(Real degFreedom, BigNatural seed = 0);
| |ql/experimental/math/polarstudenttrng.hpp|PolarStudentTRng::PolarStudentTRng<URNG>(Real degFreedom, const URNG & urng);
| |ql/experimental/math/polarstudenttrng.hpp|sample_type PolarStudentTRng::next() const;
| |ql/experimental/math/polarstudenttrng.hpp|typename PolarStudentTRng<URNG>::sample_type next() const;
| |ql/experimental/math/tcopulapolicy.hpp|TCopulaPolicy::TCopulaPolicy(const std::vector<std::vector<Real>> & factorWeights = std::vector<std::vector<Real>>(), const initTraits & vals = initTraits());
| |ql/experimental/math/tcopulapolicy.hpp|Size TCopulaPolicy::numFactors() const;
| |ql/experimental/math/tcopulapolicy.hpp|initTraits TCopulaPolicy::getInitTraits() const;
| |ql/experimental/math/tcopulapolicy.hpp|const std::vector<Real> & TCopulaPolicy::varianceFactors() const;
| |ql/experimental/math/tcopulapolicy.hpp|Probability TCopulaPolicy::cumulativeY(Real val, Size iVariable) const;
| |ql/experimental/math/tcopulapolicy.hpp|Probability TCopulaPolicy::cumulativeZ(Real z) const;
| |ql/experimental/math/tcopulapolicy.hpp|Probability TCopulaPolicy::density(const std::vector<Real> & m) const;
| |ql/experimental/math/tcopulapolicy.hpp|Real TCopulaPolicy::inverseCumulativeY(Probability p, Size iVariable) const;
| |ql/experimental/math/tcopulapolicy.hpp|Real TCopulaPolicy::inverseCumulativeZ(Probability p) const;
| |ql/experimental/math/tcopulapolicy.hpp|Real TCopulaPolicy::inverseCumulativeDensity(Probability p, Size iFactor) const;
| |ql/experimental/math/tcopulapolicy.hpp|std::vector<Real> TCopulaPolicy::allFactorCumulInverter(const std::vector<Real> & probs) const;
| |ql/experimental/math/zigguratrng.hpp|ZigguratRng::ZigguratRng(unsigned long seed = 0);
| |ql/experimental/math/zigguratrng.hpp|sample_type ZigguratRng::next() const;
| |ql/experimental/math/zigguratrng.hpp|static rsg_type Ziggurat::make_sequence_generator(Size dimension, BigNatural seed);
| |ql/experimental/mcbasket/adaptedpathpayoff.hpp|Size ValuationData::numberOfTimes() const;
| |ql/experimental/mcbasket/adaptedpathpayoff.hpp|Size ValuationData::numberOfAssets() const;
| |ql/experimental/mcbasket/adaptedpathpayoff.hpp|Real ValuationData::getAssetValue(Size time, Size asset);
| |ql/experimental/mcbasket/adaptedpathpayoff.hpp|const Handle<YieldTermStructure> & ValuationData::getYieldTermStructure(Size time);
| |ql/experimental/mcbasket/adaptedpathpayoff.hpp|void ValuationData::setPayoffValue(Size time, Real value);
| |ql/experimental/mcbasket/adaptedpathpayoff.hpp|void ValuationData::setExerciseData(Size time, Real exercise, Array & state);
| |ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp|LongstaffSchwartzMultiPathPricer::LongstaffSchwartzMultiPathPricer(const ext::shared_ptr<PathPayoff> & payoff, const std::vector<Size> & timePositions, std::vector<Handle<YieldTermStructure>> forwardTermStructure, Array discounts, Size polynomialOrder, LsmBasisSystem::PolynomialType polynomialType);
| |ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp|Real LongstaffSchwartzMultiPathPricer::operator()(const MultiPath & multiPath) const;
| |ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp|void LongstaffSchwartzMultiPathPricer::calibrate();
| |ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp|PathInfo::PathInfo(Size numberOfTimes);
| |ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp|Size PathInfo::pathLength() const;
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|MCAmericanPathEngine::MCAmericanPathEngine<RNG>(const ext::shared_ptr<StochasticProcessArray> &, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size nCalibrationSamples = Null<Size>());
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|MakeMCAmericanPathEngine::MakeMCAmericanPathEngine<RNG>(ext::shared_ptr<StochasticProcessArray>);
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|MakeMCAmericanPathEngine<RNG> & MakeMCAmericanPathEngine::withSteps(Size steps);
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|MakeMCAmericanPathEngine<RNG> & MakeMCAmericanPathEngine::withStepsPerYear(Size steps);
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|MakeMCAmericanPathEngine<RNG> & MakeMCAmericanPathEngine::withBrownianBridge(bool b = true);
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|MakeMCAmericanPathEngine<RNG> & MakeMCAmericanPathEngine::withAntitheticVariate(bool b = true);
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|MakeMCAmericanPathEngine<RNG> & MakeMCAmericanPathEngine::withControlVariate(bool b = true);
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|MakeMCAmericanPathEngine<RNG> & MakeMCAmericanPathEngine::withSamples(Size samples);
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|MakeMCAmericanPathEngine<RNG> & MakeMCAmericanPathEngine::withAbsoluteTolerance(Real tolerance);
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|MakeMCAmericanPathEngine<RNG> & MakeMCAmericanPathEngine::withMaxSamples(Size samples);
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|MakeMCAmericanPathEngine<RNG> & MakeMCAmericanPathEngine::withSeed(BigNatural seed);
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|MakeMCAmericanPathEngine<RNG> & MakeMCAmericanPathEngine::withCalibrationSamples(Size samples);
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|MCAmericanPathEngine<RNG>(const ext::shared_ptr<StochasticProcessArray> & processes, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size nCalibrationSamples);
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|ext::shared_ptr<LongstaffSchwartzMultiPathPricer> lsmPathPricer() const;
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|MakeMCAmericanPathEngine<RNG>(ext::shared_ptr<StochasticProcessArray> process);
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|MakeMCAmericanPathEngine<RNG> & withBrownianBridge(bool brownianBridge);
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|MakeMCAmericanPathEngine<RNG> & withAntitheticVariate(bool b);
| |ql/experimental/mcbasket/mcamericanpathengine.hpp|MakeMCAmericanPathEngine<RNG> & withControlVariate(bool b);
| |ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp|MCLongstaffSchwartzPathEngine::MCLongstaffSchwartzPathEngine<GenericEngine, MC, RNG, S>(ext::shared_ptr<StochasticProcess> process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size nCalibrationSamples = Null<Size>());
|x|ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp|void MCLongstaffSchwartzPathEngine::calculate() const;
| |ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp|MCLongstaffSchwartzPathEngine<GenericEngine, MC, RNG, S>(ext::shared_ptr<StochasticProcess> process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size nCalibrationSamples);
| |ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp|ext::shared_ptr<typename MCLongstaffSchwartzPathEngine<GenericEngine, MC, RNG, S>::path_pricer_type> pathPricer() const;
|?|ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp|TimeGrid timeGrid() const;
|?|ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp|ext::shared_ptr<typename MCLongstaffSchwartzPathEngine<GenericEngine, MC, RNG, S>::path_generator_type> pathGenerator() const;
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|MCPathBasketEngine::MCPathBasketEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray>, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|x|ql/experimental/mcbasket/mcpathbasketengine.hpp|void MCPathBasketEngine::calculate() const;
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|EuropeanPathMultiPathPricer::EuropeanPathMultiPathPricer(ext::shared_ptr<PathPayoff> & payoff, std::vector<Size> timePositions, std::vector<Handle<YieldTermStructure>> forwardTermStructures, Array discounts);
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|Real EuropeanPathMultiPathPricer::operator()(const MultiPath & multiPath) const;
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|MCPathBasketEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray> process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|?|ql/experimental/mcbasket/mcpathbasketengine.hpp|ext::shared_ptr<typename MCPathBasketEngine<RNG, S>::path_generator_type> pathGenerator() const;
|?|ql/experimental/mcbasket/mcpathbasketengine.hpp|TimeGrid timeGrid() const;
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|ext::shared_ptr<typename MCPathBasketEngine<RNG, S>::path_pricer_type> pathPricer() const;
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|MakeMCPathBasketEngine::MakeMCPathBasketEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray>);
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|MakeMCPathBasketEngine<RNG, S> & MakeMCPathBasketEngine::withSteps(Size steps);
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|MakeMCPathBasketEngine<RNG, S> & MakeMCPathBasketEngine::withStepsPerYear(Size steps);
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|MakeMCPathBasketEngine<RNG, S> & MakeMCPathBasketEngine::withBrownianBridge(bool b = true);
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|MakeMCPathBasketEngine<RNG, S> & MakeMCPathBasketEngine::withSamples(Size samples);
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|MakeMCPathBasketEngine<RNG, S> & MakeMCPathBasketEngine::withAbsoluteTolerance(Real tolerance);
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|MakeMCPathBasketEngine<RNG, S> & MakeMCPathBasketEngine::withMaxSamples(Size samples);
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|MakeMCPathBasketEngine<RNG, S> & MakeMCPathBasketEngine::withSeed(BigNatural seed);
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|MakeMCPathBasketEngine<RNG, S> & MakeMCPathBasketEngine::withAntitheticVariate(bool b = true);
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|MakeMCPathBasketEngine<RNG, S> & MakeMCPathBasketEngine::withControlVariate(bool b = true);
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|MakeMCPathBasketEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray> process);
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|MakeMCPathBasketEngine<RNG, S> & withBrownianBridge(bool brownianBridge);
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|MakeMCPathBasketEngine<RNG, S> & withAntitheticVariate(bool b);
| |ql/experimental/mcbasket/mcpathbasketengine.hpp|MakeMCPathBasketEngine<RNG, S> & withControlVariate(bool b);
| |ql/experimental/mcbasket/pathmultiassetoption.hpp|PathMultiAssetOption::PathMultiAssetOption(const ext::shared_ptr<PricingEngine> & engine = ext::shared_ptr<PricingEngine>());
| |ql/experimental/mcbasket/pathmultiassetoption.hpp|ext::shared_ptr<PathPayoff> PathMultiAssetOption::pathPayoff() const;
| |ql/experimental/mcbasket/pathmultiassetoption.hpp|std::vector<Date> PathMultiAssetOption::fixingDates() const;
| |ql/experimental/mcbasket/pathmultiassetoption.hpp|arguments::arguments();
| |ql/experimental/mcbasket/pathmultiassetoption.hpp|void arguments::validate() const;
| |ql/experimental/mcbasket/pathmultiassetoption.hpp|void results::reset();
| |ql/experimental/mcbasket/pathpayoff.hpp|std::string PathPayoff::name() const;
| |ql/experimental/mcbasket/pathpayoff.hpp|std::string PathPayoff::description() const;
| |ql/experimental/mcbasket/pathpayoff.hpp|void PathPayoff::value(const Matrix & path, const std::vector<Handle<YieldTermStructure>> & forwardTermStructures, Array & payments, Array & exercises, std::vector<Array> & states) const;
| |ql/experimental/mcbasket/pathpayoff.hpp|Size PathPayoff::basisSystemDimension() const;
| |ql/experimental/mcbasket/pathpayoff.hpp|void PathPayoff::accept(AcyclicVisitor &);
| |ql/experimental/mcbasket/pathpayoff.hpp|void accept(AcyclicVisitor & v);
| |ql/experimental/models/normalclvmodel.hpp|NormalCLVModel::NormalCLVModel(const ext::shared_ptr<GeneralizedBlackScholesProcess> & bsProcess, ext::shared_ptr<OrnsteinUhlenbeckProcess> ouProcess, const std::vector<Date> & maturityDates, Size lagrangeOrder, Real pMax = Null<Real>(), Real pMin = Null<Real>());
| |ql/experimental/models/normalclvmodel.hpp|Real NormalCLVModel::cdf(const Date & d, Real x) const;
| |ql/experimental/models/normalclvmodel.hpp|Real NormalCLVModel::invCDF(const Date & d, Real q) const;
| |ql/experimental/models/normalclvmodel.hpp|Array NormalCLVModel::collocationPointsX(const Date & d) const;
| |ql/experimental/models/normalclvmodel.hpp|Array NormalCLVModel::collocationPointsY(const Date & d) const;
| |ql/experimental/models/normalclvmodel.hpp|std::function<Real (Time, Real)> NormalCLVModel::g() const;
| |ql/experimental/models/normalclvmodel.hpp|MappingFunction::MappingFunction(const NormalCLVModel & model);
| |ql/experimental/models/normalclvmodel.hpp|Real MappingFunction::operator()(Time t, Real x) const;
| |ql/experimental/models/normalclvmodel.hpp|InterpolationData::InterpolationData(const NormalCLVModel & model);
| |ql/experimental/models/squarerootclvmodel.hpp|SquareRootCLVModel::SquareRootCLVModel(const ext::shared_ptr<GeneralizedBlackScholesProcess> & bsProcess, ext::shared_ptr<SquareRootProcess> sqrtProcess, std::vector<Date> maturityDates, Size lagrangeOrder, Real pMax = Null<Real>(), Real pMin = Null<Real>());
| |ql/experimental/models/squarerootclvmodel.hpp|Real SquareRootCLVModel::cdf(const Date & d, Real x) const;
| |ql/experimental/models/squarerootclvmodel.hpp|Real SquareRootCLVModel::invCDF(const Date & d, Real q) const;
| |ql/experimental/models/squarerootclvmodel.hpp|Array SquareRootCLVModel::collocationPointsX(const Date & d) const;
| |ql/experimental/models/squarerootclvmodel.hpp|Array SquareRootCLVModel::collocationPointsY(const Date & d) const;
| |ql/experimental/models/squarerootclvmodel.hpp|std::function<Real (Time, Real)> SquareRootCLVModel::g() const;
| |ql/experimental/models/squarerootclvmodel.hpp|MappingFunction::MappingFunction(const SquareRootCLVModel & model);
| |ql/experimental/models/squarerootclvmodel.hpp|Real MappingFunction::operator()(Time t, Real x) const;
|v|ql/experimental/processes/extendedblackscholesprocess.hpp|ExtendedBlackScholesMertonProcess::ExtendedBlackScholesMertonProcess(const Handle<Quote> & x0, const Handle<YieldTermStructure> & dividendTS, const Handle<YieldTermStructure> & riskFreeTS, const Handle<BlackVolTermStructure> & blackVolTS, const ext::shared_ptr<discretization> & d = ext::shared_ptr<discretization>(new EulerDiscretization), Discretization evolDisc = Milstein);
|v|ql/experimental/processes/extendedornsteinuhlenbeckprocess.hpp|ExtendedOrnsteinUhlenbeckProcess::ExtendedOrnsteinUhlenbeckProcess(Real speed, Volatility sigma, Real x0, std::function<Real (Real)> b, Discretization discretization = MidPoint, Real intEps = 1e-4);
|x|ql/experimental/processes/extendedornsteinuhlenbeckprocess.hpp|Real ExtendedOrnsteinUhlenbeckProcess::speed() const;
|x|ql/experimental/processes/extendedornsteinuhlenbeckprocess.hpp|Real ExtendedOrnsteinUhlenbeckProcess::volatility() const;
|v|ql/experimental/processes/extouwithjumpsprocess.hpp|ExtOUWithJumpsProcess::ExtOUWithJumpsProcess(ext::shared_ptr<ExtendedOrnsteinUhlenbeckProcess> process, Real Y0, Real beta, Real jumpIntensity, Real eta);
|x|ql/experimental/processes/extouwithjumpsprocess.hpp|ext::shared_ptr<ExtendedOrnsteinUhlenbeckProcess> ExtOUWithJumpsProcess::getExtendedOrnsteinUhlenbeckProcess() const;
|x|ql/experimental/processes/extouwithjumpsprocess.hpp|Real ExtOUWithJumpsProcess::beta() const;
|x|ql/experimental/processes/extouwithjumpsprocess.hpp|Real ExtOUWithJumpsProcess::eta() const;
|x|ql/experimental/processes/extouwithjumpsprocess.hpp|Real ExtOUWithJumpsProcess::jumpIntensity() const;
|v|ql/experimental/processes/gemanroncoroniprocess.hpp|GemanRoncoroniProcess::GemanRoncoroniProcess(Real x0, Real alpha, Real beta, Real gamma, Real delta, Real eps, Real zeta, Real d, Real k, Real tau, Real sig2, Real a, Real b, Real theta1, Real theta2, Real theta3, Real psi);
|x|ql/experimental/processes/gemanroncoroniprocess.hpp|Real GemanRoncoroniProcess::x0() const;
|x|ql/experimental/processes/gemanroncoroniprocess.hpp|Real GemanRoncoroniProcess::drift(Time t, Real x) const;
|x|ql/experimental/processes/gemanroncoroniprocess.hpp|Real GemanRoncoroniProcess::diffusion(Time t, Real x) const;
|x|ql/experimental/processes/gemanroncoroniprocess.hpp|Real GemanRoncoroniProcess::stdDeviation(Time t0, Real x0, Time dt) const;
|x|ql/experimental/processes/gemanroncoroniprocess.hpp|Real GemanRoncoroniProcess::evolve(Time t0, Real x0, Time dt, Real dw) const;
|x|ql/experimental/processes/gemanroncoroniprocess.hpp|Real GemanRoncoroniProcess::evolve(Time t0, Real x0, Time dt, Real dw, const Array & du) const;
|v|ql/experimental/processes/klugeextouprocess.hpp|KlugeExtOUProcess::KlugeExtOUProcess(Real rho, ext::shared_ptr<ExtOUWithJumpsProcess> kluge, ext::shared_ptr<ExtendedOrnsteinUhlenbeckProcess> extOU);
|x|ql/experimental/processes/klugeextouprocess.hpp|ext::shared_ptr<ExtOUWithJumpsProcess> KlugeExtOUProcess::getKlugeProcess() const;
|x|ql/experimental/processes/klugeextouprocess.hpp|ext::shared_ptr<ExtendedOrnsteinUhlenbeckProcess> KlugeExtOUProcess::getExtOUProcess() const;
|x|ql/experimental/processes/klugeextouprocess.hpp|Real KlugeExtOUProcess::rho() const;
|v|ql/experimental/processes/vegastressedblackscholesprocess.hpp|VegaStressedBlackScholesProcess::VegaStressedBlackScholesProcess(const Handle<Quote> & x0, const Handle<YieldTermStructure> & dividendTS, const Handle<YieldTermStructure> & riskFreeTS, const Handle<BlackVolTermStructure> & blackVolTS, Time lowerTimeBorderForStressTest = 0, Time upperTimeBorderForStressTest = 1000000, Real lowerAssetBorderForStressTest = 0, Real upperAssetBorderForStressTest = 1000000, Real stressLevel = 0, const ext::shared_ptr<discretization> & d = ext::shared_ptr<discretization>(new EulerDiscretization));
|x|ql/experimental/processes/vegastressedblackscholesprocess.hpp|Real VegaStressedBlackScholesProcess::getLowerTimeBorderForStressTest() const;
|x|ql/experimental/processes/vegastressedblackscholesprocess.hpp|void VegaStressedBlackScholesProcess::setLowerTimeBorderForStressTest(Time LTB);
|x|ql/experimental/processes/vegastressedblackscholesprocess.hpp|Real VegaStressedBlackScholesProcess::getUpperTimeBorderForStressTest() const;
|x|ql/experimental/processes/vegastressedblackscholesprocess.hpp|void VegaStressedBlackScholesProcess::setUpperTimeBorderForStressTest(Time UTB);
|x|ql/experimental/processes/vegastressedblackscholesprocess.hpp|Real VegaStressedBlackScholesProcess::getLowerAssetBorderForStressTest() const;
|x|ql/experimental/processes/vegastressedblackscholesprocess.hpp|void VegaStressedBlackScholesProcess::setLowerAssetBorderForStressTest(Real LAB);
|x|ql/experimental/processes/vegastressedblackscholesprocess.hpp|Real VegaStressedBlackScholesProcess::getUpperAssetBorderForStressTest() const;
|x|ql/experimental/processes/vegastressedblackscholesprocess.hpp|void VegaStressedBlackScholesProcess::setUpperAssetBorderForStressTest(Real UBA);
|x|ql/experimental/processes/vegastressedblackscholesprocess.hpp|Real VegaStressedBlackScholesProcess::getStressLevel() const;
|x|ql/experimental/processes/vegastressedblackscholesprocess.hpp|void VegaStressedBlackScholesProcess::setStressLevel(Real SL);
| |ql/experimental/shortrate/generalizedhullwhite.hpp|void Impl::reset(const Interpolation & interp);
| |ql/experimental/shortrate/generalizedhullwhite.hpp|InterpolationParameter::InterpolationParameter(Size count, const Constraint & constraint = NoConstraint());
| |ql/experimental/shortrate/generalizedhullwhite.hpp|void InterpolationParameter::reset(const Interpolation & interp);
|?|ql/experimental/shortrate/generalizedhullwhite.hpp|GeneralizedHullWhite::GeneralizedHullWhite(const Handle<YieldTermStructure> & yieldtermStructure, const std::vector<Date> & speedstructure, const std::vector<Date> & volstructure, const std::vector<Real> & speed, const std::vector<Real> & vol, const std::function<Real (Real)> & f = { }, const std::function<Real (Real)> & fInverse = { });
|?|ql/experimental/shortrate/generalizedhullwhite.hpp|GeneralizedHullWhite::GeneralizedHullWhite(const Handle<YieldTermStructure> & yieldtermStructure, Real a = 0.1, Real sigma = 0.01);
| |ql/experimental/shortrate/generalizedhullwhite.hpp|ext::shared_ptr<ShortRateDynamics> GeneralizedHullWhite::HWdynamics() const;
| |ql/experimental/shortrate/generalizedhullwhite.hpp|std::vector<bool> GeneralizedHullWhite::fixedReversion() const;
| |ql/experimental/shortrate/generalizedhullwhite.hpp|Real GeneralizedHullWhite::a() const;
| |ql/experimental/shortrate/generalizedhullwhite.hpp|Real GeneralizedHullWhite::sigma() const;
| |ql/experimental/shortrate/generalizedhullwhite.hpp|std::function<Real (Time)> GeneralizedHullWhite::speed() const;
| |ql/experimental/shortrate/generalizedhullwhite.hpp|std::function<Real (Time)> GeneralizedHullWhite::vol() const;
| |ql/experimental/shortrate/generalizedhullwhite.hpp|Dynamics::Dynamics(Parameter fitting, const std::function<Real (Time)> & alpha, const std::function<Real (Time)> & sigma, std::function<Real (Real)> f, std::function<Real (Real)> fInverse);
| |ql/experimental/shortrate/generalizedhullwhite.hpp|Dynamics::Dynamics(Parameter fitting, Real a, Real sigma);
| |ql/experimental/shortrate/generalizedhullwhite.hpp|Real identity::operator()(Real x) const;
| |ql/experimental/shortrate/generalizedhullwhite.hpp|Impl::Impl(Handle<YieldTermStructure> termStructure, Real a, Real sigma);
| |ql/experimental/shortrate/generalizedhullwhite.hpp|FittingParameter::FittingParameter(const Handle<YieldTermStructure> & termStructure, Real a, Real sigma);
| |ql/experimental/shortrate/generalizedhullwhite.hpp|ext::shared_ptr<OneFactorModel::ShortRateDynamics> HWdynamics() const;
| |ql/experimental/shortrate/generalizedhullwhite.hpp|LinearFlatInterpolationImpl::LinearFlatInterpolationImpl<I1, I2>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin);
| |ql/experimental/shortrate/generalizedhullwhite.hpp|void LinearFlatInterpolationImpl::update();
| |ql/experimental/shortrate/generalizedhullwhite.hpp|Real LinearFlatInterpolationImpl::value(Real x) const;
| |ql/experimental/shortrate/generalizedhullwhite.hpp|Real LinearFlatInterpolationImpl::primitive(Real x) const;
| |ql/experimental/shortrate/generalizedhullwhite.hpp|Real LinearFlatInterpolationImpl::derivative(Real x) const;
| |ql/experimental/shortrate/generalizedhullwhite.hpp|Real LinearFlatInterpolationImpl::secondDerivative(Real) const;
| |ql/experimental/shortrate/generalizedornsteinuhlenbeckprocess.hpp|GeneralizedOrnsteinUhlenbeckProcess::GeneralizedOrnsteinUhlenbeckProcess(std::function<Real (Time)> speed, std::function<Real (Time)> vol, Real x0 = 0.0, Real level = 0.0);
| |ql/experimental/shortrate/generalizedornsteinuhlenbeckprocess.hpp|Real GeneralizedOrnsteinUhlenbeckProcess::speed(Time t) const;
| |ql/experimental/shortrate/generalizedornsteinuhlenbeckprocess.hpp|Real GeneralizedOrnsteinUhlenbeckProcess::volatility(Time t) const;
|x|ql/experimental/shortrate/generalizedornsteinuhlenbeckprocess.hpp|Real GeneralizedOrnsteinUhlenbeckProcess::level() const;
|v|ql/experimental/swaptions/haganirregularswaptionengine.hpp|HaganIrregularSwaptionEngine::HaganIrregularSwaptionEngine(Handle<SwaptionVolatilityStructure>, Handle<YieldTermStructure> termStructure = Handle<YieldTermStructure>());
|x|ql/experimental/swaptions/haganirregularswaptionengine.hpp|void HaganIrregularSwaptionEngine::calculate() const;
| |ql/experimental/swaptions/haganirregularswaptionengine.hpp|Basket::Basket(ext::shared_ptr<IrregularSwap> swap, Handle<YieldTermStructure> termStructure, Handle<SwaptionVolatilityStructure> volatilityStructure);
| |ql/experimental/swaptions/haganirregularswaptionengine.hpp|Array Basket::compute(Rate lambda = 0.0) const;
| |ql/experimental/swaptions/haganirregularswaptionengine.hpp|Real Basket::operator()(Rate x) const;
| |ql/experimental/swaptions/haganirregularswaptionengine.hpp|ext::shared_ptr<VanillaSwap> Basket::component(Size i) const;
| |ql/experimental/swaptions/haganirregularswaptionengine.hpp|Array Basket::weights() const;
| |ql/experimental/swaptions/haganirregularswaptionengine.hpp|Real & Basket::lambda() const;
|x|ql/experimental/swaptions/haganirregularswaptionengine.hpp|ext::shared_ptr<IrregularSwap> Basket::swap() const;
| |ql/experimental/swaptions/haganirregularswaptionengine.hpp|Real HaganIrregularSwaptionEngine::HKPrice(Basket & basket, ext::shared_ptr<Exercise> & exercise) const;
| |ql/experimental/swaptions/haganirregularswaptionengine.hpp|Real HaganIrregularSwaptionEngine::LGMPrice(Basket & basket, ext::shared_ptr<Exercise> & exercise) const;
|v|ql/experimental/swaptions/irregularswap.hpp|IrregularSwap::IrregularSwap(Type type, const Leg & fixLeg, const Leg & floatLeg);
|x|ql/experimental/swaptions/irregularswap.hpp|Type IrregularSwap::type() const;
| |ql/experimental/swaptions/irregularswap.hpp|const Leg & IrregularSwap::fixedLeg() const;
| |ql/experimental/swaptions/irregularswap.hpp|const Leg & IrregularSwap::floatingLeg() const;
| |ql/experimental/swaptions/irregularswap.hpp|Real IrregularSwap::fixedLegBPS() const;
| |ql/experimental/swaptions/irregularswap.hpp|Real IrregularSwap::fixedLegNPV() const;
|v|ql/experimental/swaptions/irregularswap.hpp|Rate IrregularSwap::fairRate() const;
| |ql/experimental/swaptions/irregularswap.hpp|Real IrregularSwap::floatingLegBPS() const;
| |ql/experimental/swaptions/irregularswap.hpp|Real IrregularSwap::floatingLegNPV() const;
|v|ql/experimental/swaptions/irregularswap.hpp|Spread IrregularSwap::fairSpread() const;
| |ql/experimental/swaptions/irregularswap.hpp|arguments::arguments();
| |ql/experimental/swaptions/irregularswap.hpp|void arguments::validate() const;
| |ql/experimental/swaptions/irregularswap.hpp|void results::reset();
| |ql/experimental/swaptions/irregularswap.hpp|Swap::Type type() const;
| |ql/experimental/swaptions/irregularswaption.hpp|std::ostream & operator<<(std::ostream & out, IrregularSettlement::Type type);
|v|ql/experimental/swaptions/irregularswaption.hpp|IrregularSwaption::IrregularSwaption(ext::shared_ptr<IrregularSwap> swap, const ext::shared_ptr<Exercise> & exercise, IrregularSettlement::Type delivery = IrregularSettlement::Physical);
|x|ql/experimental/swaptions/irregularswaption.hpp|IrregularSettlement::Type IrregularSwaption::settlementType() const;
| |ql/experimental/swaptions/irregularswaption.hpp|Swap::Type IrregularSwaption::type() const;
|v|ql/experimental/swaptions/irregularswaption.hpp|const ext::shared_ptr<IrregularSwap> & IrregularSwaption::underlyingSwap() const;
| |ql/experimental/swaptions/irregularswaption.hpp|Volatility IrregularSwaption::impliedVolatility(Real price, const Handle<YieldTermStructure> & discountCurve, Volatility guess, Real accuracy = 1.0e-4, Natural maxEvaluations = 100, Volatility minVol = 1.0e-7, Volatility maxVol = 4.0) const;
| |ql/experimental/swaptions/irregularswaption.hpp|arguments::arguments();
| |ql/experimental/swaptions/irregularswaption.hpp|void arguments::validate() const;
|v|ql/experimental/termstructures/basisswapratehelpers.hpp|IborIborBasisSwapRateHelper::IborIborBasisSwapRateHelper(const Handle<Quote> & basis, const Period & tenor, Natural settlementDays, Calendar calendar, BusinessDayConvention convention, bool endOfMonth, const ext::shared_ptr<IborIndex> & baseIndex, const ext::shared_ptr<IborIndex> & otherIndex, Handle<YieldTermStructure> discountHandle, bool bootstrapBaseCurve);
|x|ql/experimental/termstructures/basisswapratehelpers.hpp|Real IborIborBasisSwapRateHelper::impliedQuote() const;
|x|ql/experimental/termstructures/basisswapratehelpers.hpp|void IborIborBasisSwapRateHelper::accept(AcyclicVisitor &);
|x|ql/experimental/termstructures/basisswapratehelpers.hpp|ext::shared_ptr<Swap> IborIborBasisSwapRateHelper::swap() const;
|v|ql/experimental/termstructures/basisswapratehelpers.hpp|OvernightIborBasisSwapRateHelper::OvernightIborBasisSwapRateHelper(const Handle<Quote> & basis, const Period & tenor, Natural settlementDays, Calendar calendar, BusinessDayConvention convention, bool endOfMonth, const ext::shared_ptr<OvernightIndex> & baseIndex, const ext::shared_ptr<IborIndex> & otherIndex, Handle<YieldTermStructure> discountHandle = Handle<YieldTermStructure>());
|x|ql/experimental/termstructures/basisswapratehelpers.hpp|Real OvernightIborBasisSwapRateHelper::impliedQuote() const;
|x|ql/experimental/termstructures/basisswapratehelpers.hpp|void OvernightIborBasisSwapRateHelper::accept(AcyclicVisitor &);
|x|ql/experimental/termstructures/basisswapratehelpers.hpp|ext::shared_ptr<Swap> OvernightIborBasisSwapRateHelper::swap() const;
| |ql/experimental/termstructures/crosscurrencyratehelpers.hpp|void CrossCurrencySwapRateHelperBase::setTermStructure(YieldTermStructure * t);
|v|ql/experimental/termstructures/crosscurrencyratehelpers.hpp|ConstNotionalCrossCurrencyBasisSwapRateHelper::ConstNotionalCrossCurrencyBasisSwapRateHelper(const Handle<Quote> & basis, const Period & tenor, Natural fixingDays, const Calendar & calendar, BusinessDayConvention convention, bool endOfMonth, const ext::shared_ptr<IborIndex> & baseCurrencyIndex, const ext::shared_ptr<IborIndex> & quoteCurrencyIndex, const Handle<YieldTermStructure> & collateralCurve, bool isFxBaseCurrencyCollateralCurrency, bool isBasisOnFxBaseCurrencyLeg, ext::optional<Frequency> paymentFrequency = ext::nullopt, Integer paymentLag = 0, ext::optional<Frequency> quoteCurrencyPaymentFrequency = ext::nullopt);
|x|ql/experimental/termstructures/crosscurrencyratehelpers.hpp|Real ConstNotionalCrossCurrencyBasisSwapRateHelper::impliedQuote() const;
|x|ql/experimental/termstructures/crosscurrencyratehelpers.hpp|void ConstNotionalCrossCurrencyBasisSwapRateHelper::accept(AcyclicVisitor &);
|v|ql/experimental/termstructures/crosscurrencyratehelpers.hpp|MtMCrossCurrencyBasisSwapRateHelper::MtMCrossCurrencyBasisSwapRateHelper(const Handle<Quote> & basis, const Period & tenor, Natural fixingDays, const Calendar & calendar, BusinessDayConvention convention, bool endOfMonth, const ext::shared_ptr<IborIndex> & baseCurrencyIndex, const ext::shared_ptr<IborIndex> & quoteCurrencyIndex, const Handle<YieldTermStructure> & collateralCurve, bool isFxBaseCurrencyCollateralCurrency, bool isBasisOnFxBaseCurrencyLeg, bool isFxBaseCurrencyLegResettable, ext::optional<Frequency> paymentFrequency = ext::nullopt, Integer paymentLag = 0, ext::optional<Frequency> quoteCurrencyPaymentFrequency = ext::nullopt);
|x|ql/experimental/termstructures/crosscurrencyratehelpers.hpp|Real MtMCrossCurrencyBasisSwapRateHelper::impliedQuote() const;
|x|ql/experimental/termstructures/crosscurrencyratehelpers.hpp|void MtMCrossCurrencyBasisSwapRateHelper::accept(AcyclicVisitor &);
|v|ql/experimental/termstructures/crosscurrencyratehelpers.hpp|ConstNotionalCrossCurrencySwapRateHelper::ConstNotionalCrossCurrencySwapRateHelper(const Handle<Quote> & fixedRate, const Period & tenor, Natural fixingDays, const Calendar & calendar, BusinessDayConvention convention, bool endOfMonth, Frequency fixedFrequency, DayCounter fixedDayCount, const ext::shared_ptr<IborIndex> & floatIndex, const Handle<YieldTermStructure> & collateralCurve, bool collateralOnFixedLeg, Integer paymentLag = 0);
|x|ql/experimental/termstructures/crosscurrencyratehelpers.hpp|Real ConstNotionalCrossCurrencySwapRateHelper::impliedQuote() const;
|x|ql/experimental/termstructures/crosscurrencyratehelpers.hpp|void ConstNotionalCrossCurrencySwapRateHelper::accept(AcyclicVisitor &);
|v|ql/experimental/variancegamma/analyticvariancegammaengine.hpp|VarianceGammaEngine::VarianceGammaEngine(ext::shared_ptr<VarianceGammaProcess>, Real absoluteError = 1e-5);
|x|ql/experimental/variancegamma/analyticvariancegammaengine.hpp|void VarianceGammaEngine::calculate() const;
| |ql/experimental/variancegamma/fftengine.hpp|FFTEngine::FFTEngine(ext::shared_ptr<StochasticProcess1D> process, Real logStrikeSpacing);
|x|ql/experimental/variancegamma/fftengine.hpp|void FFTEngine::calculate() const;
| |ql/experimental/variancegamma/fftengine.hpp|void FFTEngine::update();
| |ql/experimental/variancegamma/fftengine.hpp|void FFTEngine::precalculate(const std::vector<ext::shared_ptr<Instrument>> & optionList);
| |ql/experimental/variancegamma/fftengine.hpp|std::unique_ptr<FFTEngine> FFTEngine::clone() const;
|v|ql/experimental/variancegamma/fftvanillaengine.hpp|FFTVanillaEngine::FFTVanillaEngine(const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, Real logStrikeSpacing = 0.001);
| |ql/experimental/variancegamma/fftvariancegammaengine.hpp|FFTVarianceGammaEngine::FFTVarianceGammaEngine(const ext::shared_ptr<VarianceGammaProcess> & process, Real logStrikeSpacing = 0.001);
|v|ql/experimental/variancegamma/variancegammamodel.hpp|VarianceGammaModel::VarianceGammaModel(const ext::shared_ptr<VarianceGammaProcess> & process);
|x|ql/experimental/variancegamma/variancegammamodel.hpp|Real VarianceGammaModel::sigma() const;
|x|ql/experimental/variancegamma/variancegammamodel.hpp|Real VarianceGammaModel::nu() const;
|x|ql/experimental/variancegamma/variancegammamodel.hpp|Real VarianceGammaModel::theta() const;
|x|ql/experimental/variancegamma/variancegammamodel.hpp|ext::shared_ptr<VarianceGammaProcess> VarianceGammaModel::process() const;
|v|ql/experimental/variancegamma/variancegammaprocess.hpp|VarianceGammaProcess::VarianceGammaProcess(Handle<Quote> s0, Handle<YieldTermStructure> dividendYield, Handle<YieldTermStructure> riskFreeRate, Real sigma, Real nu, Real theta);
|x|ql/experimental/variancegamma/variancegammaprocess.hpp|Real VarianceGammaProcess::sigma() const;
|x|ql/experimental/variancegamma/variancegammaprocess.hpp|Real VarianceGammaProcess::nu() const;
|x|ql/experimental/variancegamma/variancegammaprocess.hpp|Real VarianceGammaProcess::theta() const;
|x|ql/experimental/variancegamma/variancegammaprocess.hpp|const Handle<Quote> & VarianceGammaProcess::s0() const;
|x|ql/experimental/variancegamma/variancegammaprocess.hpp|const Handle<YieldTermStructure> & VarianceGammaProcess::dividendYield() const;
|x|ql/experimental/variancegamma/variancegammaprocess.hpp|const Handle<YieldTermStructure> & VarianceGammaProcess::riskFreeRate() const;
|v|ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp|IntegralHestonVarianceOptionEngine::IntegralHestonVarianceOptionEngine(ext::shared_ptr<HestonProcess>);
|x|ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp|void IntegralHestonVarianceOptionEngine::calculate() const;
|v|ql/experimental/varianceoption/varianceoption.hpp|VarianceOption::VarianceOption(ext::shared_ptr<Payoff> payoff, Real notional, const Date & startDate, const Date & maturityDate);
|x|ql/experimental/varianceoption/varianceoption.hpp|Date VarianceOption::startDate() const;
|x|ql/experimental/varianceoption/varianceoption.hpp|Date VarianceOption::maturityDate() const;
|x|ql/experimental/varianceoption/varianceoption.hpp|Real VarianceOption::notional() const;
|x|ql/experimental/varianceoption/varianceoption.hpp|ext::shared_ptr<Payoff> VarianceOption::payoff() const;
| |ql/experimental/varianceoption/varianceoption.hpp|arguments::arguments();
| |ql/experimental/varianceoption/varianceoption.hpp|void arguments::validate() const;
|v|ql/experimental/volatility/abcdatmvolcurve.hpp|AbcdAtmVolCurve::AbcdAtmVolCurve(Natural settlementDays, const Calendar & cal, const std::vector<Period> & optionTenors, const std::vector<Handle<Quote>> & volsHandles, std::vector<bool> inclusionInInterpolationFlag = std::vector<bool>(1, true), BusinessDayConvention bdc = Following, const DayCounter & dc = Actual365Fixed());
|v|ql/experimental/volatility/abcdatmvolcurve.hpp|std::vector<Real> AbcdAtmVolCurve::k() const;
|v|ql/experimental/volatility/abcdatmvolcurve.hpp|Real AbcdAtmVolCurve::k(Time t) const;
|v|ql/experimental/volatility/abcdatmvolcurve.hpp|Real AbcdAtmVolCurve::a() const;
|v|ql/experimental/volatility/abcdatmvolcurve.hpp|Real AbcdAtmVolCurve::b() const;
|v|ql/experimental/volatility/abcdatmvolcurve.hpp|Real AbcdAtmVolCurve::c() const;
|v|ql/experimental/volatility/abcdatmvolcurve.hpp|Real AbcdAtmVolCurve::d() const;
|v|ql/experimental/volatility/abcdatmvolcurve.hpp|Real AbcdAtmVolCurve::rmsError() const;
|v|ql/experimental/volatility/abcdatmvolcurve.hpp|Real AbcdAtmVolCurve::maxError() const;
|v|ql/experimental/volatility/abcdatmvolcurve.hpp|EndCriteria::Type AbcdAtmVolCurve::endCriteria() const;
|v|ql/experimental/volatility/abcdatmvolcurve.hpp|const std::vector<Period> & AbcdAtmVolCurve::optionTenors() const;
|v|ql/experimental/volatility/abcdatmvolcurve.hpp|const std::vector<Period> & AbcdAtmVolCurve::optionTenorsInInterpolation() const;
|v|ql/experimental/volatility/abcdatmvolcurve.hpp|const std::vector<Date> & AbcdAtmVolCurve::optionDates() const;
|v|ql/experimental/volatility/abcdatmvolcurve.hpp|const std::vector<Time> & AbcdAtmVolCurve::optionTimes() const;
| |ql/experimental/volatility/abcdatmvolcurve.hpp|Date maxDate() const;
| |ql/experimental/volatility/abcdatmvolcurve.hpp|Real minStrike() const;
| |ql/experimental/volatility/abcdatmvolcurve.hpp|Real maxStrike() const;
| |ql/experimental/volatility/abcdatmvolcurve.hpp|Real atmVarianceImpl(Time t) const;
| |ql/experimental/volatility/abcdatmvolcurve.hpp|Volatility atmVolImpl(Time t) const;
| |ql/experimental/volatility/blackatmvolcurve.hpp|BlackAtmVolCurve::BlackAtmVolCurve(BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/experimental/volatility/blackatmvolcurve.hpp|BlackAtmVolCurve::BlackAtmVolCurve(const Date & referenceDate, const Calendar & cal = Calendar(), BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/experimental/volatility/blackatmvolcurve.hpp|BlackAtmVolCurve::BlackAtmVolCurve(Natural settlementDays, const Calendar &, BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
|v|ql/experimental/volatility/blackatmvolcurve.hpp|Volatility BlackAtmVolCurve::atmVol(const Period & optionTenor, bool extrapolate = false) const;
|v|ql/experimental/volatility/blackatmvolcurve.hpp|Volatility BlackAtmVolCurve::atmVol(const Date & maturity, bool extrapolate = false) const;
|v|ql/experimental/volatility/blackatmvolcurve.hpp|Volatility BlackAtmVolCurve::atmVol(Time maturity, bool extrapolate = false) const;
|v|ql/experimental/volatility/blackatmvolcurve.hpp|Real BlackAtmVolCurve::atmVariance(const Period & optionTenor, bool extrapolate = false) const;
|v|ql/experimental/volatility/blackatmvolcurve.hpp|Real BlackAtmVolCurve::atmVariance(const Date & maturity, bool extrapolate = false) const;
|v|ql/experimental/volatility/blackatmvolcurve.hpp|Real BlackAtmVolCurve::atmVariance(Time maturity, bool extrapolate = false) const;
| |ql/experimental/volatility/blackatmvolcurve.hpp|void BlackAtmVolCurve::accept(AcyclicVisitor &);
| |ql/experimental/volatility/blackvolsurface.hpp|BlackVolSurface::BlackVolSurface(BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/experimental/volatility/blackvolsurface.hpp|BlackVolSurface::BlackVolSurface(const Date & referenceDate, const Calendar & cal = Calendar(), BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/experimental/volatility/blackvolsurface.hpp|BlackVolSurface::BlackVolSurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
|v|ql/experimental/volatility/blackvolsurface.hpp|ext::shared_ptr<SmileSection> BlackVolSurface::smileSection(const Period &, bool extrapolate) const;
|v|ql/experimental/volatility/blackvolsurface.hpp|ext::shared_ptr<SmileSection> BlackVolSurface::smileSection(const Date &, bool extrapolate) const;
|v|ql/experimental/volatility/blackvolsurface.hpp|ext::shared_ptr<SmileSection> BlackVolSurface::smileSection(Time, bool extrapolate) const;
|v|ql/experimental/volatility/blackvolsurface.hpp|ext::shared_ptr<SmileSection> smileSection(const Period & p, bool extrapolate) const;
|v|ql/experimental/volatility/blackvolsurface.hpp|ext::shared_ptr<SmileSection> smileSection(const Date & d, bool extrapolate) const;
|v|ql/experimental/volatility/blackvolsurface.hpp|ext::shared_ptr<SmileSection> smileSection(Time t, bool extrapolate) const;
| |ql/experimental/volatility/equityfxvolsurface.hpp|EquityFXVolSurface::EquityFXVolSurface(BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/experimental/volatility/equityfxvolsurface.hpp|EquityFXVolSurface::EquityFXVolSurface(const Date & referenceDate, const Calendar & cal = Calendar(), BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/experimental/volatility/equityfxvolsurface.hpp|EquityFXVolSurface::EquityFXVolSurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/experimental/volatility/equityfxvolsurface.hpp|Volatility EquityFXVolSurface::atmForwardVol(const Date & date1, const Date & date2, bool extrapolate = false) const;
| |ql/experimental/volatility/equityfxvolsurface.hpp|Volatility EquityFXVolSurface::atmForwardVol(Time time1, Time time2, bool extrapolate = false) const;
| |ql/experimental/volatility/equityfxvolsurface.hpp|Real EquityFXVolSurface::atmForwardVariance(const Date & date1, const Date & date2, bool extrapolate = false) const;
| |ql/experimental/volatility/equityfxvolsurface.hpp|Real EquityFXVolSurface::atmForwardVariance(Time time1, Time time2, bool extrapolate = false) const;
| |ql/experimental/volatility/extendedblackvariancecurve.hpp|ExtendedBlackVarianceCurve::ExtendedBlackVarianceCurve(const Date & referenceDate, const std::vector<Date> & dates, std::vector<Handle<Quote>> volatilities, DayCounter dayCounter, bool forceMonotoneVariance = true);
| |ql/experimental/volatility/extendedblackvariancecurve.hpp|Date maxDate() const;
| |ql/experimental/volatility/extendedblackvariancecurve.hpp|Real minStrike() const;
| |ql/experimental/volatility/extendedblackvariancecurve.hpp|Real maxStrike() const;
| |ql/experimental/volatility/extendedblackvariancecurve.hpp|void accept(AcyclicVisitor & v);
| |ql/experimental/volatility/extendedblackvariancesurface.hpp|ExtendedBlackVarianceSurface::ExtendedBlackVarianceSurface(const Date & referenceDate, const Calendar & calendar, const std::vector<Date> & dates, std::vector<Real> strikes, const std::vector<Handle<Quote>> & volatilities, DayCounter dayCounter, Extrapolation lowerExtrapolation = InterpolatorDefaultExtrapolation, Extrapolation upperExtrapolation = InterpolatorDefaultExtrapolation);
| |ql/experimental/volatility/extendedblackvariancesurface.hpp|void accept(AcyclicVisitor & v);
| |ql/experimental/volatility/interestratevolsurface.hpp|InterestRateVolSurface::InterestRateVolSurface(ext::shared_ptr<InterestRateIndex>, BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/experimental/volatility/interestratevolsurface.hpp|InterestRateVolSurface::InterestRateVolSurface(ext::shared_ptr<InterestRateIndex>, const Date & referenceDate, const Calendar & cal = Calendar(), BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/experimental/volatility/interestratevolsurface.hpp|InterestRateVolSurface::InterestRateVolSurface(ext::shared_ptr<InterestRateIndex>, Natural settlementDays, const Calendar &, BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
|x|ql/experimental/volatility/interestratevolsurface.hpp|const ext::shared_ptr<InterestRateIndex> & InterestRateVolSurface::index() const;
| |ql/experimental/volatility/noarbsabr.hpp|NoArbSabrModel::NoArbSabrModel(Real expiryTime, Real forward, Real alpha, Real beta, Real nu, Real rho);
| |ql/experimental/volatility/noarbsabr.hpp|Real NoArbSabrModel::optionPrice(Real strike) const;
| |ql/experimental/volatility/noarbsabr.hpp|Real NoArbSabrModel::digitalOptionPrice(Real strike) const;
| |ql/experimental/volatility/noarbsabr.hpp|Real NoArbSabrModel::density(const Real strike) const;
|x|ql/experimental/volatility/noarbsabr.hpp|Real NoArbSabrModel::forward() const;
| |ql/experimental/volatility/noarbsabr.hpp|Real NoArbSabrModel::numericalForward() const;
|x|ql/experimental/volatility/noarbsabr.hpp|Real NoArbSabrModel::expiryTime() const;
|x|ql/experimental/volatility/noarbsabr.hpp|Real NoArbSabrModel::alpha() const;
|x|ql/experimental/volatility/noarbsabr.hpp|Real NoArbSabrModel::beta() const;
|x|ql/experimental/volatility/noarbsabr.hpp|Real NoArbSabrModel::nu() const;
|x|ql/experimental/volatility/noarbsabr.hpp|Real NoArbSabrModel::rho() const;
| |ql/experimental/volatility/noarbsabr.hpp|Real NoArbSabrModel::absorptionProbability() const;
| |ql/experimental/volatility/noarbsabr.hpp|D0Interpolator::D0Interpolator(Real forward, Real expiryTime, Real alpha, Real beta, Real nu, Real rho);
| |ql/experimental/volatility/noarbsabr.hpp|Real D0Interpolator::operator()() const;
|v|ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp|NoArbSabrInterpolatedSmileSection::NoArbSabrInterpolatedSmileSection(const Date & optionDate, Handle<Quote> forward, const std::vector<Rate> & strikes, bool hasFloatingStrikes, Handle<Quote> atmVolatility, const std::vector<Handle<Quote>> & volHandles, Real alpha, Real beta, Real nu, Real rho, bool isAlphaFixed = false, bool isBetaFixed = false, bool isNuFixed = false, bool isRhoFixed = false, bool vegaWeighted = true, ext::shared_ptr<EndCriteria> endCriteria = ext::shared_ptr<EndCriteria>(), ext::shared_ptr<OptimizationMethod> method = ext::shared_ptr<OptimizationMethod>(), const DayCounter & dc = Actual365Fixed());
|x|ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp|NoArbSabrInterpolatedSmileSection::NoArbSabrInterpolatedSmileSection(const Date & optionDate, const Rate & forward, const std::vector<Rate> & strikes, bool hasFloatingStrikes, const Volatility & atmVolatility, const std::vector<Volatility> & vols, Real alpha, Real beta, Real nu, Real rho, bool isAlphaFixed = false, bool isBetaFixed = false, bool isNuFixed = false, bool isRhoFixed = false, bool vegaWeighted = true, ext::shared_ptr<EndCriteria> endCriteria = ext::shared_ptr<EndCriteria>(), ext::shared_ptr<OptimizationMethod> method = ext::shared_ptr<OptimizationMethod>(), const DayCounter & dc = Actual365Fixed());
|v|ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp|Real NoArbSabrInterpolatedSmileSection::alpha() const;
|v|ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp|Real NoArbSabrInterpolatedSmileSection::beta() const;
|v|ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp|Real NoArbSabrInterpolatedSmileSection::nu() const;
|v|ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp|Real NoArbSabrInterpolatedSmileSection::rho() const;
|v|ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp|Real NoArbSabrInterpolatedSmileSection::rmsError() const;
|v|ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp|Real NoArbSabrInterpolatedSmileSection::maxError() const;
|v|ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp|EndCriteria::Type NoArbSabrInterpolatedSmileSection::endCriteria() const;
| |ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp|void update();
| |ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp|Real volatilityImpl(Rate strike) const;
| |ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp|Real minStrike() const;
| |ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp|Real maxStrike() const;
| |ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp|Real atmLevel() const;
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|Size NoArbSabrSpecs::dimension();
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|Real NoArbSabrSpecs::eps();
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|void NoArbSabrSpecs::defaultValues(std::vector<Real> & params, std::vector<bool> & paramIsFixed, const Real & forward, const Real expiryTime, const std::vector<Real> & addParams);
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|void NoArbSabrSpecs::guess(Array & values, const std::vector<bool> & paramIsFixed, const Real & forward, const Real expiryTime, const std::vector<Real> & r, const std::vector<Real> &);
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|Array NoArbSabrSpecs::inverse(const Array & y, const std::vector<bool> & paramIsFixed, const std::vector<Real> & params, const Real forward);
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|Array NoArbSabrSpecs::direct(const Array & x, const std::vector<bool> & paramIsFixed, const std::vector<Real> & params, const Real forward);
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|Real NoArbSabrSpecs::weight(const Real strike, const Real forward, const Real stdDev, const std::vector<Real> & addParams);
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|ext::shared_ptr<type> NoArbSabrSpecs::instance(const Time t, const Real & forward, const std::vector<Real> & params, const std::vector<Real> &);
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|Real NoArbSabrInterpolation::expiry() const;
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|Real NoArbSabrInterpolation::forward() const;
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|Real NoArbSabrInterpolation::alpha() const;
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|Real NoArbSabrInterpolation::beta() const;
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|Real NoArbSabrInterpolation::nu() const;
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|Real NoArbSabrInterpolation::rho() const;
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|Real NoArbSabrInterpolation::rmsError() const;
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|Real NoArbSabrInterpolation::maxError() const;
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|const std::vector<Real> & NoArbSabrInterpolation::interpolationWeights() const;
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|EndCriteria::Type NoArbSabrInterpolation::endCriteria();
|x|ql/experimental/volatility/noarbsabrinterpolation.hpp|NoArbSabr::NoArbSabr(Time t, Real forward, Real alpha, Real beta, Real nu, Real rho, bool alphaIsFixed, bool betaIsFixed, bool nuIsFixed, bool rhoIsFixed, bool vegaWeighted = false, ext::shared_ptr<EndCriteria> endCriteria = ext::shared_ptr<EndCriteria>(), ext::shared_ptr<OptimizationMethod> optMethod = ext::shared_ptr<OptimizationMethod>(), const Real errorAccept = 0.0020, const bool useMaxError = false, const Size maxGuesses = 50);
|v|ql/experimental/volatility/noarbsabrsmilesection.hpp|NoArbSabrSmileSection::NoArbSabrSmileSection(Time timeToExpiry, Rate forward, std::vector<Real> sabrParameters, Real shift = 0.0, VolatilityType volatilityType = VolatilityType::ShiftedLognormal);
|v|ql/experimental/volatility/noarbsabrsmilesection.hpp|NoArbSabrSmileSection::NoArbSabrSmileSection(const Date & d, Rate forward, std::vector<Real> sabrParameters, const DayCounter & dc = Actual365Fixed(), Real shift = 0.0, VolatilityType volatilityType = VolatilityType::ShiftedLognormal);
|x|ql/experimental/volatility/noarbsabrsmilesection.hpp|ext::shared_ptr<NoArbSabrModel> NoArbSabrSmileSection::model();
|x|ql/experimental/volatility/noarbsabrswaptionvolatilitycube.hpp|static Real XabrModelTraits::extractGamma(const ext::shared_ptr<NoArbSabrInterpolation> &);
|x|ql/experimental/volatility/noarbsabrswaptionvolatilitycube.hpp|static ext::shared_ptr<NoArbSabrSmileSection> XabrModelTraits::createSmileSection(Time optionTime, Real forward, const std::vector<Real> & params, Real shift, VolatilityType volatilityType);
|v|ql/experimental/volatility/sabrvolsurface.hpp|SabrVolSurface::SabrVolSurface(const ext::shared_ptr<InterestRateIndex> &, Handle<BlackAtmVolCurve>, const std::vector<Period> & optionTenors, std::vector<Spread> atmRateSpreads, std::vector<std::vector<Handle<Quote>>> volSpreads);
|v|ql/experimental/volatility/sabrvolsurface.hpp|const Handle<BlackAtmVolCurve> & SabrVolSurface::atmCurve() const;
|v|ql/experimental/volatility/sabrvolsurface.hpp|std::vector<Volatility> SabrVolSurface::volatilitySpreads(const Period &) const;
|v|ql/experimental/volatility/sabrvolsurface.hpp|std::vector<Volatility> SabrVolSurface::volatilitySpreads(const Date &) const;
|?|ql/experimental/volatility/sabrvolsurface.hpp|DayCounter dayCounter() const;
| |ql/experimental/volatility/sabrvolsurface.hpp|Date maxDate() const;
| |ql/experimental/volatility/sabrvolsurface.hpp|Time maxTime() const;
| |ql/experimental/volatility/sabrvolsurface.hpp|const Date & referenceDate() const;
|?|ql/experimental/volatility/sabrvolsurface.hpp|Calendar calendar() const;
| |ql/experimental/volatility/sabrvolsurface.hpp|Natural settlementDays() const;
| |ql/experimental/volatility/sabrvolsurface.hpp|Real minStrike() const;
| |ql/experimental/volatility/sabrvolsurface.hpp|Real maxStrike() const;
|v|ql/experimental/volatility/sabrvolsurface.hpp|std::vector<Volatility> volatilitySpreads(const Period & p) const;
| |ql/experimental/volatility/sabrvoltermstructure.hpp|SABRVolTermStructure::SABRVolTermStructure(Real alpha, Real beta, Real gamma, Real rho, Real s0, Real r, const Date & referenceDate, const DayCounter & dc);
|v|ql/experimental/volatility/sviinterpolatedsmilesection.hpp|SviInterpolatedSmileSection::SviInterpolatedSmileSection(const Date & optionDate, Handle<Quote> forward, const std::vector<Rate> & strikes, bool hasFloatingStrikes, Handle<Quote> atmVolatility, const std::vector<Handle<Quote>> & volHandles, Real a, Real b, Real sigma, Real rho, Real m, bool aIsFixed, bool bIsFixed, bool sigmaIsFixed, bool rhoIsFixed, bool mIsFixed, bool vegaWeighted = true, ext::shared_ptr<EndCriteria> endCriteria = ext::shared_ptr<EndCriteria>(), ext::shared_ptr<OptimizationMethod> method = ext::shared_ptr<OptimizationMethod>(), const DayCounter & dc = Actual365Fixed());
|x|ql/experimental/volatility/sviinterpolatedsmilesection.hpp|SviInterpolatedSmileSection::SviInterpolatedSmileSection(const Date & optionDate, const Rate & forward, const std::vector<Rate> & strikes, bool hasFloatingStrikes, const Volatility & atmVolatility, const std::vector<Volatility> & vols, Real a, Real b, Real sigma, Real rho, Real m, bool isAFixed, bool isBFixed, bool isSigmaFixed, bool isRhoFixed, bool isMFixed, bool vegaWeighted = true, ext::shared_ptr<EndCriteria> endCriteria = ext::shared_ptr<EndCriteria>(), ext::shared_ptr<OptimizationMethod> method = ext::shared_ptr<OptimizationMethod>(), const DayCounter & dc = Actual365Fixed());
|v|ql/experimental/volatility/sviinterpolatedsmilesection.hpp|Real SviInterpolatedSmileSection::a() const;
|v|ql/experimental/volatility/sviinterpolatedsmilesection.hpp|Real SviInterpolatedSmileSection::b() const;
|v|ql/experimental/volatility/sviinterpolatedsmilesection.hpp|Real SviInterpolatedSmileSection::sigma() const;
|v|ql/experimental/volatility/sviinterpolatedsmilesection.hpp|Real SviInterpolatedSmileSection::rho() const;
|v|ql/experimental/volatility/sviinterpolatedsmilesection.hpp|Real SviInterpolatedSmileSection::m() const;
|v|ql/experimental/volatility/sviinterpolatedsmilesection.hpp|Real SviInterpolatedSmileSection::rmsError() const;
|v|ql/experimental/volatility/sviinterpolatedsmilesection.hpp|Real SviInterpolatedSmileSection::maxError() const;
|v|ql/experimental/volatility/sviinterpolatedsmilesection.hpp|EndCriteria::Type SviInterpolatedSmileSection::endCriteria() const;
| |ql/experimental/volatility/sviinterpolatedsmilesection.hpp|void update();
| |ql/experimental/volatility/sviinterpolatedsmilesection.hpp|Real volatilityImpl(Rate strike) const;
| |ql/experimental/volatility/sviinterpolatedsmilesection.hpp|Real minStrike() const;
| |ql/experimental/volatility/sviinterpolatedsmilesection.hpp|Real maxStrike() const;
| |ql/experimental/volatility/sviinterpolatedsmilesection.hpp|Real atmLevel() const;
|x|ql/experimental/volatility/sviinterpolation.hpp|void checkSviParameters(const Real a, const Real b, const Real sigma, const Real rho, const Real m, const Time tte);
|x|ql/experimental/volatility/sviinterpolation.hpp|Real sviTotalVariance(const Real a, const Real b, const Real sigma, const Real rho, const Real m, const Real k);
|x|ql/experimental/volatility/sviinterpolation.hpp|Size SviSpecs::dimension();
|x|ql/experimental/volatility/sviinterpolation.hpp|void SviSpecs::defaultValues(std::vector<Real> & params, std::vector<bool> & paramIsFixed, const Real & forward, const Real expiryTime, const std::vector<Real> & addParams);
|x|ql/experimental/volatility/sviinterpolation.hpp|void SviSpecs::guess(Array & values, const std::vector<bool> & paramIsFixed, const Real & forward, const Real expiryTime, const std::vector<Real> & r, const std::vector<Real> & addParams);
|x|ql/experimental/volatility/sviinterpolation.hpp|Array SviSpecs::inverse(const Array & y, const std::vector<bool> &, const std::vector<Real> &, const Real);
|x|ql/experimental/volatility/sviinterpolation.hpp|Real SviSpecs::eps1();
|x|ql/experimental/volatility/sviinterpolation.hpp|Real SviSpecs::eps2();
|x|ql/experimental/volatility/sviinterpolation.hpp|Array SviSpecs::direct(const Array & x, const std::vector<bool> & paramIsFixed, const std::vector<Real> & params, const Real forward);
|x|ql/experimental/volatility/sviinterpolation.hpp|Real SviSpecs::weight(const Real strike, const Real forward, const Real stdDev, const std::vector<Real> & addParams);
|x|ql/experimental/volatility/sviinterpolation.hpp|ext::shared_ptr<type> SviSpecs::instance(const Time t, const Real & forward, const std::vector<Real> & params, const std::vector<Real> & addParams);
|x|ql/experimental/volatility/sviinterpolation.hpp|Real SviInterpolation::expiry() const;
|x|ql/experimental/volatility/sviinterpolation.hpp|Real SviInterpolation::forward() const;
|x|ql/experimental/volatility/sviinterpolation.hpp|Real SviInterpolation::a() const;
|x|ql/experimental/volatility/sviinterpolation.hpp|Real SviInterpolation::b() const;
|x|ql/experimental/volatility/sviinterpolation.hpp|Real SviInterpolation::sigma() const;
|x|ql/experimental/volatility/sviinterpolation.hpp|Real SviInterpolation::rho() const;
|x|ql/experimental/volatility/sviinterpolation.hpp|Real SviInterpolation::m() const;
|x|ql/experimental/volatility/sviinterpolation.hpp|Real SviInterpolation::rmsError() const;
|x|ql/experimental/volatility/sviinterpolation.hpp|Real SviInterpolation::maxError() const;
|x|ql/experimental/volatility/sviinterpolation.hpp|const std::vector<Real> & SviInterpolation::interpolationWeights() const;
|x|ql/experimental/volatility/sviinterpolation.hpp|EndCriteria::Type SviInterpolation::endCriteria();
|x|ql/experimental/volatility/sviinterpolation.hpp|Svi::Svi(Time t, Real forward, Real a, Real b, Real sigma, Real rho, Real m, bool aIsFixed, bool bIsFixed, bool sigmaIsFixed, bool rhoIsFixed, bool mIsFixed, bool vegaWeighted = false, ext::shared_ptr<EndCriteria> endCriteria = ext::shared_ptr<EndCriteria>(), ext::shared_ptr<OptimizationMethod> optMethod = ext::shared_ptr<OptimizationMethod>(), const Real errorAccept = 0.0020, const bool useMaxError = false, const Size maxGuesses = 50);
|x|ql/experimental/volatility/svismilesection.hpp|SviSmileSection::SviSmileSection(Time timeToExpiry, Rate forward, std::vector<Real> sviParameters);
|v|ql/experimental/volatility/svismilesection.hpp|SviSmileSection::SviSmileSection(const Date & d, Rate forward, std::vector<Real> sviParameters, const DayCounter & dc = Actual365Fixed());
| |ql/experimental/volatility/volcube.hpp|VolatilityCube::VolatilityCube(std::vector<Handle<InterestRateVolSurface>>, std::vector<Handle<AbcdAtmVolCurve>>);
| |ql/experimental/volatility/volcube.hpp|const Period & VolatilityCube::minIndexTenor() const;
| |ql/experimental/volatility/volcube.hpp|const Period & VolatilityCube::maxIndexTenor() const;
|x|ql/experimental/volatility/volcube.hpp|const std::vector<Handle<InterestRateVolSurface>> & VolatilityCube::surfaces() const;
|x|ql/experimental/volatility/volcube.hpp|const std::vector<Handle<AbcdAtmVolCurve>> & VolatilityCube::curves() const;
| |ql/handle.hpp|Link::Link(const ext::shared_ptr<T> & h, bool registerAsObserver);
| |ql/handle.hpp|Link::Link(ext::shared_ptr<T> && h, bool registerAsObserver);
| |ql/handle.hpp|void Link::linkTo(ext::shared_ptr<T>, bool registerAsObserver);
| |ql/handle.hpp|bool Link::empty() const;
| |ql/handle.hpp|const ext::shared_ptr<T> & Link::currentLink() const;
|v|ql/handle.hpp|Handle::Handle<T>();
|v|ql/handle.hpp|Handle::Handle<T>(const ext::shared_ptr<T> & p, bool registerAsObserver = true);
|x|ql/handle.hpp|Handle::Handle<T>(ext::shared_ptr<T> && p, bool registerAsObserver = true);
|x|ql/handle.hpp|const ext::shared_ptr<T> & Handle::currentLink() const;
|v|ql/handle.hpp|const ext::shared_ptr<T> & Handle::operator->() const;
|v|ql/handle.hpp|const ext::shared_ptr<T> & Handle::operator*() const;
|x|ql/handle.hpp|bool Handle::empty() const;
|v|ql/handle.hpp|RelinkableHandle::RelinkableHandle<T>();
|v|ql/handle.hpp|RelinkableHandle::RelinkableHandle<T>(const ext::shared_ptr<T> & p, bool registerAsObserver = true);
|x|ql/handle.hpp|RelinkableHandle::RelinkableHandle<T>(ext::shared_ptr<T> && p, bool registerAsObserver = true);
|v|ql/handle.hpp|void RelinkableHandle::linkTo(const ext::shared_ptr<T> & h, bool registerAsObserver = true);
|x|ql/handle.hpp|void RelinkableHandle::linkTo(ext::shared_ptr<T> && h, bool registerAsObserver = true);
|x|ql/handle.hpp|void RelinkableHandle::reset();
| |ql/handle.hpp|void linkTo(ext::shared_ptr<T> h, bool registerAsObserver);
| |ql/handle.hpp|const ext::shared_ptr<T> & operator->() const;
| |ql/handle.hpp|const ext::shared_ptr<T> & operator*() const;
| |ql/handle.hpp|RelinkableHandle<T>(const ext::shared_ptr<T> & p, bool registerAsObserver);
| |ql/handle.hpp|RelinkableHandle<T>(ext::shared_ptr<T> && p, bool registerAsObserver);
| |ql/handle.hpp|void linkTo(const ext::shared_ptr<T> & h, bool registerAsObserver);
| |ql/handle.hpp|void linkTo(ext::shared_ptr<T> && h, bool registerAsObserver);
|v|ql/index.hpp|std::string Index::name() const;
|v|ql/index.hpp|Calendar Index::fixingCalendar() const;
|v|ql/index.hpp|bool Index::isValidFixingDate(const Date & fixingDate) const;
|v|ql/index.hpp|bool Index::hasHistoricalFixing(const Date & fixingDate) const;
|v|ql/index.hpp|Real Index::fixing(const Date & fixingDate, bool forecastTodaysFixing = false) const;
| |ql/index.hpp|Real Index::pastFixing(const Date & fixingDate) const;
|v|ql/index.hpp|const TimeSeries<Real> & Index::timeSeries() const;
| |ql/index.hpp|bool Index::allowsNativeFixings();
|v|ql/index.hpp|void Index::addFixing(const Date & fixingDate, Real fixing, bool forceOverwrite = false);
| |ql/index.hpp|void Index::addFixings(const TimeSeries<Real> & t, bool forceOverwrite = false);
|v|ql/index.hpp|void Index::clearFixings();
| |ql/index.hpp|void update();
|v|ql/indexes/bmaindex.hpp|BMAIndex::BMAIndex(Handle<YieldTermStructure> h = { });
|x|ql/indexes/bmaindex.hpp|Handle<YieldTermStructure> BMAIndex::forwardingTermStructure() const;
|v|ql/indexes/bmaindex.hpp|Schedule BMAIndex::fixingSchedule(const Date & start, const Date & end);
|v|ql/indexes/equityindex.hpp|EquityIndex::EquityIndex(std::string name, Calendar fixingCalendar, Currency currency, Handle<YieldTermStructure> interest = { }, Handle<YieldTermStructure> dividend = { }, Handle<Quote> spot = { });
|x|ql/indexes/equityindex.hpp|Currency EquityIndex::currency() const;
|x|ql/indexes/equityindex.hpp|Handle<YieldTermStructure> EquityIndex::equityInterestRateCurve() const;
|x|ql/indexes/equityindex.hpp|Handle<YieldTermStructure> EquityIndex::equityDividendCurve() const;
|x|ql/indexes/equityindex.hpp|Handle<Quote> EquityIndex::spot() const;
|x|ql/indexes/equityindex.hpp|Real EquityIndex::forecastFixing(const Date & fixingDate) const;
|x|ql/indexes/equityindex.hpp|ext::shared_ptr<EquityIndex> EquityIndex::clone(const Handle<YieldTermStructure> & interest, const Handle<YieldTermStructure> & dividend, const Handle<Quote> & spot) const;
| |ql/indexes/equityindex.hpp|bool isValidFixingDate(const Date & d) const;
|v|ql/indexes/ibor/aonia.hpp|Aonia::Aonia(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/audlibor.hpp|AUDLibor::AUDLibor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/bbsw.hpp|Bbsw::Bbsw(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bbsw.hpp|Bbsw1M::Bbsw1M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bbsw.hpp|Bbsw2M::Bbsw2M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bbsw.hpp|Bbsw3M::Bbsw3M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bbsw.hpp|Bbsw4M::Bbsw4M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bbsw.hpp|Bbsw5M::Bbsw5M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bbsw.hpp|Bbsw6M::Bbsw6M(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/bibor.hpp|Bibor::Bibor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bibor.hpp|BiborSW::BiborSW(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bibor.hpp|Bibor1M::Bibor1M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bibor.hpp|Bibor2M::Bibor2M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bibor.hpp|Bibor3M::Bibor3M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bibor.hpp|Bibor6M::Bibor6M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bibor.hpp|Bibor1Y::Bibor1Y(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/bkbm.hpp|Bkbm::Bkbm(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bkbm.hpp|Bkbm1M::Bkbm1M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bkbm.hpp|Bkbm2M::Bkbm2M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bkbm.hpp|Bkbm3M::Bkbm3M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bkbm.hpp|Bkbm4M::Bkbm4M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bkbm.hpp|Bkbm5M::Bkbm5M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/bkbm.hpp|Bkbm6M::Bkbm6M(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/cadlibor.hpp|CADLibor::CADLibor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/cadlibor.hpp|CADLiborON::CADLiborON(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/cdi.hpp|Cdi::Cdi(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/cdor.hpp|Cdor::Cdor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/chflibor.hpp|CHFLibor::CHFLibor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/chflibor.hpp|DailyTenorCHFLibor::DailyTenorCHFLibor(Natural settlementDays, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/corra.hpp|Corra::Corra(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/custom.hpp|CustomIborIndex::CustomIborIndex(const std::string & familyName, const Period & tenor, Natural settlementDays, const Currency & currency, const Calendar & fixingCalendar, Calendar valueCalendar, Calendar maturityCalendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter & dayCounter, const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/custom.hpp|Calendar CustomIborIndex::valueCalendar() const;
|x|ql/indexes/ibor/custom.hpp|Calendar CustomIborIndex::maturityCalendar() const;
|v|ql/indexes/ibor/destr.hpp|Destr::Destr(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/dkklibor.hpp|DKKLibor::DKKLibor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/eonia.hpp|Eonia::Eonia(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/estr.hpp|Estr::Estr(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/euribor.hpp|Euribor::Euribor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/euribor.hpp|Euribor365::Euribor365(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/euribor.hpp|Euribor1W::Euribor1W(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/euribor.hpp|Euribor1M::Euribor1M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/euribor.hpp|Euribor3M::Euribor3M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/euribor.hpp|Euribor6M::Euribor6M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/euribor.hpp|Euribor1Y::Euribor1Y(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/eurlibor.hpp|EURLibor::EURLibor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/eurlibor.hpp|DailyTenorEURLibor::DailyTenorEURLibor(Natural settlementDays, const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/eurlibor.hpp|EURLiborON::EURLiborON(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/eurlibor.hpp|EURLibor1M::EURLibor1M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/eurlibor.hpp|EURLibor3M::EURLibor3M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/eurlibor.hpp|EURLibor6M::EURLibor6M(const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/eurlibor.hpp|EURLibor1Y::EURLibor1Y(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/fedfunds.hpp|FedFunds::FedFunds(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/gbplibor.hpp|GBPLibor::GBPLibor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/gbplibor.hpp|DailyTenorGBPLibor::DailyTenorGBPLibor(Natural settlementDays, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/gbplibor.hpp|GBPLiborON::GBPLiborON(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/jibar.hpp|Jibar::Jibar(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/jpylibor.hpp|JPYLibor::JPYLibor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/jpylibor.hpp|DailyTenorJPYLibor::DailyTenorJPYLibor(Natural settlementDays, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/kofr.hpp|Kofr::Kofr(const Handle<YieldTermStructure> & h = { });
|?|ql/indexes/ibor/libor.hpp|Libor::Libor(const std::string & familyName, const Period & tenor, Natural settlementDays, const Currency & currency, const Calendar & financialCenterCalendar, const DayCounter & dayCounter, const Handle<YieldTermStructure> & h = { });
|x|ql/indexes/ibor/libor.hpp|Calendar Libor::jointCalendar() const;
|v|ql/indexes/ibor/libor.hpp|DailyTenorLibor::DailyTenorLibor(const std::string & familyName, Natural settlementDays, const Currency & currency, const Calendar & financialCenterCalendar, const DayCounter & dayCounter, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/mosprime.hpp|Mosprime::Mosprime(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/nibor.hpp|Nibor::Nibor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/nzdlibor.hpp|NZDLibor::NZDLibor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/nzocr.hpp|Nzocr::Nzocr(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/pribor.hpp|Pribor::Pribor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/robor.hpp|Robor::Robor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/saron.hpp|Saron::Saron(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/seklibor.hpp|SEKLibor::SEKLibor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/shibor.hpp|Shibor::Shibor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/shir.hpp|Shir::Shir(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/sofr.hpp|Sofr::Sofr(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/sonia.hpp|Sonia::Sonia(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/swestr.hpp|Swestr::Swestr(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/thbfix.hpp|THBFIX::THBFIX(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/tibor.hpp|Tibor::Tibor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/tonar.hpp|Tonar::Tonar(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/trlibor.hpp|TRLibor::TRLibor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/usdlibor.hpp|USDLibor::USDLibor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/usdlibor.hpp|DailyTenorUSDLibor::DailyTenorUSDLibor(Natural settlementDays, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/usdlibor.hpp|USDLiborON::USDLiborON(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/wibor.hpp|Wibor::Wibor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/zaronia.hpp|Zaronia::Zaronia(const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/ibor/zibor.hpp|Zibor::Zibor(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|?|ql/indexes/iborindex.hpp|IborIndex::IborIndex(const std::string & familyName, const Period & tenor, Natural settlementDays, const Currency & currency, const Calendar & fixingCalendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter & dayCounter, Handle<YieldTermStructure> h = { });
|v|ql/indexes/iborindex.hpp|BusinessDayConvention IborIndex::businessDayConvention() const;
|v|ql/indexes/iborindex.hpp|bool IborIndex::endOfMonth() const;
|x|ql/indexes/iborindex.hpp|Handle<YieldTermStructure> IborIndex::forwardingTermStructure() const;
| |ql/indexes/iborindex.hpp|ext::shared_ptr<IborIndex> IborIndex::clone(const Handle<YieldTermStructure> & forwarding) const;
|v|ql/indexes/iborindex.hpp|OvernightIndex::OvernightIndex(const std::string & familyName, Natural settlementDays, const Currency & currency, const Calendar & fixingCalendar, const DayCounter & dayCounter, const Handle<YieldTermStructure> & h = { });
| |ql/indexes/iborindex.hpp|Rate forecastFixing(const Date & d1, const Date & d2, Time t) const;
|v|ql/indexes/indexmanager.hpp|std::vector<std::string> IndexManager::histories() const;
|v|ql/indexes/indexmanager.hpp|void IndexManager::clearHistories();
| |ql/indexes/indexmanager.hpp|bool CaseInsensitiveCompare::operator()(const std::string & s1, const std::string & s2) const;
|v|ql/indexes/inflation/aucpi.hpp|AUCPI::AUCPI(Frequency frequency, bool revised, const Handle<ZeroInflationTermStructure> & ts = { });
|v|ql/indexes/inflation/aucpi.hpp|YYAUCPI::YYAUCPI(Frequency frequency, bool revised, const Handle<YoYInflationTermStructure> & ts = { });
|v|ql/indexes/inflation/euhicp.hpp|EUHICP::EUHICP(const Handle<ZeroInflationTermStructure> & ts = { });
|v|ql/indexes/inflation/euhicp.hpp|EUHICPXT::EUHICPXT(const Handle<ZeroInflationTermStructure> & ts = { });
|v|ql/indexes/inflation/euhicp.hpp|YYEUHICP::YYEUHICP(const Handle<YoYInflationTermStructure> & ts = { });
|v|ql/indexes/inflation/euhicp.hpp|YYEUHICPXT::YYEUHICPXT(const Handle<YoYInflationTermStructure> & ts = { });
|v|ql/indexes/inflation/frhicp.hpp|FRHICP::FRHICP(const Handle<ZeroInflationTermStructure> & ts = { });
|v|ql/indexes/inflation/frhicp.hpp|YYFRHICP::YYFRHICP(const Handle<YoYInflationTermStructure> & ts = { });
|v|ql/indexes/inflation/ukhicp.hpp|UKHICP::UKHICP(const Handle<ZeroInflationTermStructure> & ts = { });
|v|ql/indexes/inflation/ukrpi.hpp|UKRPI::UKRPI(const Handle<ZeroInflationTermStructure> & ts = { });
|v|ql/indexes/inflation/ukrpi.hpp|YYUKRPI::YYUKRPI(const Handle<YoYInflationTermStructure> & ts = { });
|v|ql/indexes/inflation/uscpi.hpp|USCPI::USCPI(const Handle<ZeroInflationTermStructure> & ts = { });
|v|ql/indexes/inflation/uscpi.hpp|YYUSCPI::YYUSCPI(const Handle<YoYInflationTermStructure> & ts = { });
|v|ql/indexes/inflation/zacpi.hpp|ZACPI::ZACPI(const Handle<ZeroInflationTermStructure> & ts = { });
|v|ql/indexes/inflation/zacpi.hpp|YYZACPI::YYZACPI(const Handle<YoYInflationTermStructure> & ts = { });
| |ql/indexes/inflationindex.hpp|static Real CPI::laggedFixing(const ext::shared_ptr<ZeroInflationIndex> & index, const Date & date, const Period & observationLag, InterpolationType interpolationType);
| |ql/indexes/inflationindex.hpp|static Real CPI::laggedYoYRate(const ext::shared_ptr<YoYInflationIndex> & index, const Date & date, const Period & observationLag, InterpolationType interpolationType);
| |ql/indexes/inflationindex.hpp|InflationIndex::InflationIndex(std::string familyName, Region region, bool revised, Frequency frequency, const Period & availabilitiyLag, Currency currency);
| |ql/indexes/inflationindex.hpp|void InflationIndex::addFixing(const Date & fixingDate, Rate fixing, bool forceOverwrite = false);
|x|ql/indexes/inflationindex.hpp|std::string InflationIndex::familyName() const;
|x|ql/indexes/inflationindex.hpp|Region InflationIndex::region() const;
|x|ql/indexes/inflationindex.hpp|bool InflationIndex::revised() const;
|x|ql/indexes/inflationindex.hpp|Frequency InflationIndex::frequency() const;
|x|ql/indexes/inflationindex.hpp|Period InflationIndex::availabilityLag() const;
|x|ql/indexes/inflationindex.hpp|Currency InflationIndex::currency() const;
|v|ql/indexes/inflationindex.hpp|ZeroInflationIndex::ZeroInflationIndex(const std::string & familyName, const Region & region, bool revised, Frequency frequency, const Period & availabilityLag, const Currency & currency, Handle<ZeroInflationTermStructure> ts = { });
|x|ql/indexes/inflationindex.hpp|Date ZeroInflationIndex::lastFixingDate() const;
|x|ql/indexes/inflationindex.hpp|Handle<ZeroInflationTermStructure> ZeroInflationIndex::zeroInflationTermStructure() const;
|x|ql/indexes/inflationindex.hpp|ext::shared_ptr<ZeroInflationIndex> ZeroInflationIndex::clone(const Handle<ZeroInflationTermStructure> & h) const;
|v|ql/indexes/inflationindex.hpp|bool ZeroInflationIndex::needsForecast(const Date & fixingDate) const;
|v|ql/indexes/inflationindex.hpp|YoYInflationIndex::YoYInflationIndex(const ext::shared_ptr<ZeroInflationIndex> & underlyingIndex, Handle<YoYInflationTermStructure> ts = { });
|v|ql/indexes/inflationindex.hpp|YoYInflationIndex::YoYInflationIndex(const std::string & familyName, const Region & region, bool revised, Frequency frequency, const Period & availabilityLag, const Currency & currency, Handle<YoYInflationTermStructure> ts = { });
|x|ql/indexes/inflationindex.hpp|Date YoYInflationIndex::lastFixingDate() const;
|x|ql/indexes/inflationindex.hpp|bool YoYInflationIndex::interpolated() const;
|x|ql/indexes/inflationindex.hpp|bool YoYInflationIndex::ratio() const;
|x|ql/indexes/inflationindex.hpp|ext::shared_ptr<ZeroInflationIndex> YoYInflationIndex::underlyingIndex() const;
|x|ql/indexes/inflationindex.hpp|Handle<YoYInflationTermStructure> YoYInflationIndex::yoyInflationTermStructure() const;
|x|ql/indexes/inflationindex.hpp|ext::shared_ptr<YoYInflationIndex> YoYInflationIndex::clone(const Handle<YoYInflationTermStructure> & h) const;
|v|ql/indexes/inflationindex.hpp|bool YoYInflationIndex::needsForecast(const Date & fixingDate) const;
| |ql/indexes/inflationindex.hpp|QuantLib::CPI::InterpolationType effectiveInterpolationType(const QuantLib::CPI::InterpolationType & type);
| |ql/indexes/inflationindex.hpp|QuantLib::CPI::InterpolationType effectiveInterpolationType(const QuantLib::CPI::InterpolationType & type, const ext::shared_ptr<YoYInflationIndex> & index);
| |ql/indexes/inflationindex.hpp|bool isInterpolated(const QuantLib::CPI::InterpolationType & type);
| |ql/indexes/inflationindex.hpp|bool isInterpolated(const QuantLib::CPI::InterpolationType & type, const ext::shared_ptr<YoYInflationIndex> & index);
| |ql/indexes/inflationindex.hpp|std::string name() const;
| |ql/indexes/interestrateindex.hpp|InterestRateIndex::InterestRateIndex(std::string familyName, const Period & tenor, Natural settlementDays, Currency currency, Calendar fixingCalendar, DayCounter dayCounter);
|x|ql/indexes/interestrateindex.hpp|std::string InterestRateIndex::familyName() const;
|x|ql/indexes/interestrateindex.hpp|Period InterestRateIndex::tenor() const;
|v|ql/indexes/interestrateindex.hpp|Natural InterestRateIndex::fixingDays() const;
|v|ql/indexes/interestrateindex.hpp|const Currency & InterestRateIndex::currency() const;
|v|ql/indexes/interestrateindex.hpp|const DayCounter & InterestRateIndex::dayCounter() const;
|v|ql/indexes/interestrateindex.hpp|Date InterestRateIndex::fixingDate(const Date & valueDate) const;
|v|ql/indexes/interestrateindex.hpp|Date InterestRateIndex::valueDate(const Date & fixingDate) const;
|v|ql/indexes/interestrateindex.hpp|Date InterestRateIndex::maturityDate(const Date & valueDate) const;
|v|ql/indexes/interestrateindex.hpp|Rate InterestRateIndex::forecastFixing(const Date & fixingDate) const;
| |ql/indexes/interestrateindex.hpp|std::string name() const;
| |ql/indexes/interestrateindex.hpp|Calendar fixingCalendar() const;
| |ql/indexes/interestrateindex.hpp|bool isValidFixingDate(const Date & d) const;
| |ql/indexes/region.hpp|const std::string & Region::name() const;
| |ql/indexes/region.hpp|const std::string & Region::code() const;
| |ql/indexes/region.hpp|Data::Data(std::string name, std::string code);
| |ql/indexes/region.hpp|bool operator==(const Region &, const Region &);
| |ql/indexes/region.hpp|bool operator!=(const Region &, const Region &);
|v|ql/indexes/region.hpp|CustomRegion::CustomRegion(const std::string & name, const std::string & code);
|v|ql/indexes/region.hpp|AustraliaRegion::AustraliaRegion();
|v|ql/indexes/region.hpp|EURegion::EURegion();
|v|ql/indexes/region.hpp|FranceRegion::FranceRegion();
|v|ql/indexes/region.hpp|UKRegion::UKRegion();
|v|ql/indexes/region.hpp|USRegion::USRegion();
|v|ql/indexes/region.hpp|ZARegion::ZARegion();
| |ql/indexes/region.hpp|bool operator==(const Region & r1, const Region & r2);
| |ql/indexes/region.hpp|bool operator!=(const Region & r1, const Region & r2);
|v|ql/indexes/swap/chfliborswap.hpp|ChfLiborSwapIsdaFix::ChfLiborSwapIsdaFix(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/swap/chfliborswap.hpp|ChfLiborSwapIsdaFix::ChfLiborSwapIsdaFix(const Period & tenor, const Handle<YieldTermStructure> & forwarding, const Handle<YieldTermStructure> & discounting);
|v|ql/indexes/swap/euriborswap.hpp|EuriborSwapIsdaFixA::EuriborSwapIsdaFixA(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/swap/euriborswap.hpp|EuriborSwapIsdaFixA::EuriborSwapIsdaFixA(const Period & tenor, const Handle<YieldTermStructure> & forwarding, const Handle<YieldTermStructure> & discounting);
|v|ql/indexes/swap/euriborswap.hpp|EuriborSwapIsdaFixB::EuriborSwapIsdaFixB(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/swap/euriborswap.hpp|EuriborSwapIsdaFixB::EuriborSwapIsdaFixB(const Period & tenor, const Handle<YieldTermStructure> & forwarding, const Handle<YieldTermStructure> & discounting);
|v|ql/indexes/swap/euriborswap.hpp|EuriborSwapIfrFix::EuriborSwapIfrFix(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/swap/euriborswap.hpp|EuriborSwapIfrFix::EuriborSwapIfrFix(const Period & tenor, const Handle<YieldTermStructure> & forwarding, const Handle<YieldTermStructure> & discounting);
|v|ql/indexes/swap/eurliborswap.hpp|EurLiborSwapIsdaFixA::EurLiborSwapIsdaFixA(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/swap/eurliborswap.hpp|EurLiborSwapIsdaFixA::EurLiborSwapIsdaFixA(const Period & tenor, const Handle<YieldTermStructure> & forwarding, const Handle<YieldTermStructure> & discounting);
|v|ql/indexes/swap/eurliborswap.hpp|EurLiborSwapIsdaFixB::EurLiborSwapIsdaFixB(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/swap/eurliborswap.hpp|EurLiborSwapIsdaFixB::EurLiborSwapIsdaFixB(const Period & tenor, const Handle<YieldTermStructure> & forwarding, const Handle<YieldTermStructure> & discounting);
|v|ql/indexes/swap/eurliborswap.hpp|EurLiborSwapIfrFix::EurLiborSwapIfrFix(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/swap/eurliborswap.hpp|EurLiborSwapIfrFix::EurLiborSwapIfrFix(const Period & tenor, const Handle<YieldTermStructure> & forwarding, const Handle<YieldTermStructure> & discounting);
|v|ql/indexes/swap/gbpliborswap.hpp|GbpLiborSwapIsdaFix::GbpLiborSwapIsdaFix(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/swap/gbpliborswap.hpp|GbpLiborSwapIsdaFix::GbpLiborSwapIsdaFix(const Period & tenor, const Handle<YieldTermStructure> & forwarding, const Handle<YieldTermStructure> & discounting);
|v|ql/indexes/swap/jpyliborswap.hpp|JpyLiborSwapIsdaFixAm::JpyLiborSwapIsdaFixAm(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/swap/jpyliborswap.hpp|JpyLiborSwapIsdaFixAm::JpyLiborSwapIsdaFixAm(const Period & tenor, const Handle<YieldTermStructure> & forwarding, const Handle<YieldTermStructure> & discounting);
|v|ql/indexes/swap/jpyliborswap.hpp|JpyLiborSwapIsdaFixPm::JpyLiborSwapIsdaFixPm(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/swap/jpyliborswap.hpp|JpyLiborSwapIsdaFixPm::JpyLiborSwapIsdaFixPm(const Period & tenor, const Handle<YieldTermStructure> & forwarding, const Handle<YieldTermStructure> & discounting);
|v|ql/indexes/swap/usdliborswap.hpp|UsdLiborSwapIsdaFixAm::UsdLiborSwapIsdaFixAm(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/swap/usdliborswap.hpp|UsdLiborSwapIsdaFixAm::UsdLiborSwapIsdaFixAm(const Period & tenor, const Handle<YieldTermStructure> & forwarding, const Handle<YieldTermStructure> & discounting);
|v|ql/indexes/swap/usdliborswap.hpp|UsdLiborSwapIsdaFixPm::UsdLiborSwapIsdaFixPm(const Period & tenor, const Handle<YieldTermStructure> & h = { });
|v|ql/indexes/swap/usdliborswap.hpp|UsdLiborSwapIsdaFixPm::UsdLiborSwapIsdaFixPm(const Period & tenor, const Handle<YieldTermStructure> & forwarding, const Handle<YieldTermStructure> & discounting);
|?|ql/indexes/swapindex.hpp|SwapIndex::SwapIndex(const std::string & familyName, const Period & tenor, Natural settlementDays, const Currency & currency, const Calendar & fixingCalendar, const Period & fixedLegTenor, BusinessDayConvention fixedLegConvention, const DayCounter & fixedLegDayCounter, ext::shared_ptr<IborIndex> iborIndex);
|?|ql/indexes/swapindex.hpp|SwapIndex::SwapIndex(const std::string & familyName, const Period & tenor, Natural settlementDays, const Currency & currency, const Calendar & fixingCalendar, const Period & fixedLegTenor, BusinessDayConvention fixedLegConvention, const DayCounter & fixedLegDayCounter, ext::shared_ptr<IborIndex> iborIndex, Handle<YieldTermStructure> discountingTermStructure);
|x|ql/indexes/swapindex.hpp|Period SwapIndex::fixedLegTenor() const;
|x|ql/indexes/swapindex.hpp|BusinessDayConvention SwapIndex::fixedLegConvention() const;
|x|ql/indexes/swapindex.hpp|ext::shared_ptr<IborIndex> SwapIndex::iborIndex() const;
| |ql/indexes/swapindex.hpp|Handle<YieldTermStructure> SwapIndex::forwardingTermStructure() const;
|x|ql/indexes/swapindex.hpp|Handle<YieldTermStructure> SwapIndex::discountingTermStructure() const;
| |ql/indexes/swapindex.hpp|bool SwapIndex::exogenousDiscount() const;
|v|ql/indexes/swapindex.hpp|ext::shared_ptr<VanillaSwap> SwapIndex::underlyingSwap(const Date & fixingDate) const;
| |ql/indexes/swapindex.hpp|ext::shared_ptr<SwapIndex> SwapIndex::clone(const Handle<YieldTermStructure> & forwarding) const;
| |ql/indexes/swapindex.hpp|ext::shared_ptr<SwapIndex> SwapIndex::clone(const Handle<YieldTermStructure> & forwarding, const Handle<YieldTermStructure> & discounting) const;
| |ql/indexes/swapindex.hpp|ext::shared_ptr<SwapIndex> SwapIndex::clone(const Period & tenor) const;
|v|ql/indexes/swapindex.hpp|OvernightIndexedSwapIndex::OvernightIndexedSwapIndex(const std::string & familyName, const Period & tenor, Natural settlementDays, const Currency & currency, const ext::shared_ptr<OvernightIndex> & overnightIndex, bool telescopicValueDates = false, RateAveraging::Type averagingMethod = RateAveraging::Compound);
|x|ql/indexes/swapindex.hpp|ext::shared_ptr<OvernightIndex> OvernightIndexedSwapIndex::overnightIndex() const;
| |ql/instrument.hpp|Instrument::Instrument();
|v|ql/instrument.hpp|Real Instrument::NPV() const;
|v|ql/instrument.hpp|Real Instrument::errorEstimate() const;
|v|ql/instrument.hpp|const Date & Instrument::valuationDate() const;
| |ql/instrument.hpp|const ext::shared_ptr<PricingEngine> & Instrument::pricingEngine() const;
|v|ql/instrument.hpp|const std::map<std::string, ext::any> & Instrument::additionalResults() const;
|v|ql/instrument.hpp|bool Instrument::isExpired() const;
|v|ql/instrument.hpp|void Instrument::setPricingEngine(const ext::shared_ptr<PricingEngine> &);
| |ql/instrument.hpp|void Instrument::setupArguments(PricingEngine::arguments *) const;
| |ql/instrument.hpp|void Instrument::fetchResults(const PricingEngine::results *) const;
| |ql/instrument.hpp|void results::reset();
| |ql/instrument.hpp|void calculate() const;
| |ql/instrument.hpp|void setupExpired() const;
| |ql/instrument.hpp|void performCalculations() const;
| |ql/instrument.hpp|void fetchResults(const PricingEngine::results * r) const;
|v|ql/instruments/asianoption.hpp|ContinuousAveragingAsianOption::ContinuousAveragingAsianOption(Average::Type averageType, const ext::shared_ptr<StrikedTypePayoff> & payoff, const ext::shared_ptr<Exercise> & exercise);
|u|ql/instruments/asianoption.hpp|ContinuousAveragingAsianOption::ContinuousAveragingAsianOption(Average::Type averageType, Date startDate, const ext::shared_ptr<StrikedTypePayoff> & payoff, const ext::shared_ptr<Exercise> & exercise);
|?|ql/instruments/asianoption.hpp|DiscreteAveragingAsianOption::DiscreteAveragingAsianOption(Average::Type averageType, Real runningAccumulator, Size pastFixings, std::vector<Date> fixingDates, const ext::shared_ptr<StrikedTypePayoff> & payoff, const ext::shared_ptr<Exercise> & exercise);
|?|ql/instruments/asianoption.hpp|DiscreteAveragingAsianOption::DiscreteAveragingAsianOption(Average::Type averageType, std::vector<Date> fixingDates, const ext::shared_ptr<StrikedTypePayoff> & payoff, const ext::shared_ptr<Exercise> & exercise, std::vector<Real> allPastFixings = std::vector<Real>());
| |ql/instruments/asianoption.hpp|arguments::arguments();
| |ql/instruments/asianoption.hpp|void arguments::validate() const;
|v|ql/instruments/assetswap.hpp|AssetSwap::AssetSwap(bool payBondCoupon, ext::shared_ptr<Bond> bond, Real bondCleanPrice, const ext::shared_ptr<IborIndex> & iborIndex, Spread spread, Schedule floatSchedule = Schedule(), const DayCounter & floatingDayCount = DayCounter(), bool parAssetSwap = true, Real gearing = 1.0, Real nonParRepayment = Null<Real>(), Date dealMaturity = Date());
|v|ql/instruments/assetswap.hpp|Spread AssetSwap::fairSpread() const;
|v|ql/instruments/assetswap.hpp|Real AssetSwap::floatingLegBPS() const;
|v|ql/instruments/assetswap.hpp|Real AssetSwap::floatingLegNPV() const;
|v|ql/instruments/assetswap.hpp|Real AssetSwap::fairCleanPrice() const;
|v|ql/instruments/assetswap.hpp|Real AssetSwap::fairNonParRepayment() const;
|v|ql/instruments/assetswap.hpp|bool AssetSwap::parSwap() const;
|x|ql/instruments/assetswap.hpp|Spread AssetSwap::spread() const;
|v|ql/instruments/assetswap.hpp|Real AssetSwap::cleanPrice() const;
|v|ql/instruments/assetswap.hpp|Real AssetSwap::nonParRepayment() const;
|x|ql/instruments/assetswap.hpp|const ext::shared_ptr<Bond> & AssetSwap::bond() const;
|v|ql/instruments/assetswap.hpp|bool AssetSwap::payBondCoupon() const;
|v|ql/instruments/assetswap.hpp|const Leg & AssetSwap::bondLeg() const;
|v|ql/instruments/assetswap.hpp|const Leg & AssetSwap::floatingLeg() const;
| |ql/instruments/assetswap.hpp|arguments::arguments();
| |ql/instruments/assetswap.hpp|void arguments::validate() const;
| |ql/instruments/assetswap.hpp|void results::reset();
| |ql/instruments/averagetype.hpp|std::ostream & operator<<(std::ostream & out, Average::Type type);
|v|ql/instruments/barrieroption.hpp|BarrierOption::BarrierOption(Barrier::Type barrierType, Real barrier, Real rebate, const ext::shared_ptr<StrikedTypePayoff> & payoff, const ext::shared_ptr<Exercise> & exercise);
|v|ql/instruments/barrieroption.hpp|Volatility BarrierOption::impliedVolatility(Real price, const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, Real accuracy = 1.0e-4, Size maxEvaluations = 100, Volatility minVol = 1.0e-7, Volatility maxVol = 4.0) const;
|v|ql/instruments/barrieroption.hpp|Volatility BarrierOption::impliedVolatility(Real price, const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, const DividendSchedule & dividends, Real accuracy = 1.0e-4, Size maxEvaluations = 100, Volatility minVol = 1.0e-7, Volatility maxVol = 4.0) const;
| |ql/instruments/barrieroption.hpp|arguments::arguments();
| |ql/instruments/barrieroption.hpp|void arguments::validate() const;
| |ql/instruments/barriertype.hpp|std::ostream & operator<<(std::ostream & out, Barrier::Type type);
| |ql/instruments/basketoption.hpp|BasketPayoff::BasketPayoff(ext::shared_ptr<Payoff> p);
| |ql/instruments/basketoption.hpp|Real BasketPayoff::operator()(const Array & a) const;
| |ql/instruments/basketoption.hpp|Real BasketPayoff::accumulate(const Array & a) const;
|x|ql/instruments/basketoption.hpp|ext::shared_ptr<Payoff> BasketPayoff::basePayoff();
|v|ql/instruments/basketoption.hpp|MinBasketPayoff::MinBasketPayoff(const ext::shared_ptr<Payoff> & p);
|v|ql/instruments/basketoption.hpp|MaxBasketPayoff::MaxBasketPayoff(const ext::shared_ptr<Payoff> & p);
|v|ql/instruments/basketoption.hpp|AverageBasketPayoff::AverageBasketPayoff(const ext::shared_ptr<Payoff> & p, Array weights);
|v|ql/instruments/basketoption.hpp|AverageBasketPayoff::AverageBasketPayoff(const ext::shared_ptr<Payoff> & p, Size n);
|x|ql/instruments/basketoption.hpp|const Array & AverageBasketPayoff::weights() const;
|v|ql/instruments/basketoption.hpp|SpreadBasketPayoff::SpreadBasketPayoff(const ext::shared_ptr<Payoff> & p);
|v|ql/instruments/basketoption.hpp|BasketOption::BasketOption(const ext::shared_ptr<BasketPayoff> &, const ext::shared_ptr<Exercise> &);
|v|ql/instruments/bmaswap.hpp|BMASwap::BMASwap(Type type, Real nominal, Schedule liborSchedule, Rate liborFraction, Rate liborSpread, const ext::shared_ptr<IborIndex> & liborIndex, const DayCounter & liborDayCount, Schedule bmaSchedule, const ext::shared_ptr<BMAIndex> & bmaIndex, const DayCounter & bmaDayCount);
|v|ql/instruments/bmaswap.hpp|Real BMASwap::liborFraction() const;
|x|ql/instruments/bmaswap.hpp|Spread BMASwap::liborSpread() const;
|x|ql/instruments/bmaswap.hpp|Real BMASwap::nominal() const;
|x|ql/instruments/bmaswap.hpp|Type BMASwap::type() const;
|v|ql/instruments/bmaswap.hpp|const Leg & BMASwap::bmaLeg() const;
|v|ql/instruments/bmaswap.hpp|const Leg & BMASwap::liborLeg() const;
|v|ql/instruments/bmaswap.hpp|Real BMASwap::liborLegBPS() const;
|v|ql/instruments/bmaswap.hpp|Real BMASwap::liborLegNPV() const;
|v|ql/instruments/bmaswap.hpp|Rate BMASwap::fairLiborFraction() const;
|v|ql/instruments/bmaswap.hpp|Spread BMASwap::fairLiborSpread() const;
|v|ql/instruments/bmaswap.hpp|Real BMASwap::bmaLegBPS() const;
|v|ql/instruments/bmaswap.hpp|Real BMASwap::bmaLegNPV() const;
| |ql/instruments/bond.hpp|Price::Price();
| |ql/instruments/bond.hpp|Price::Price(Real amount, Type type);
| |ql/instruments/bond.hpp|Real Price::amount() const;
| |ql/instruments/bond.hpp|Type Price::type() const;
| |ql/instruments/bond.hpp|bool Price::isValid() const;
|v|ql/instruments/bond.hpp|Bond::Bond(Natural settlementDays, Calendar calendar, const Date & issueDate = Date(), const Leg & coupons = Leg());
|x|ql/instruments/bond.hpp|Bond::Bond(Natural settlementDays, Calendar calendar, Real faceAmount, const Date & maturityDate, const Date & issueDate = Date(), const Leg & cashflows = Leg());
|x|ql/instruments/bond.hpp|Natural Bond::settlementDays() const;
|x|ql/instruments/bond.hpp|const Calendar & Bond::calendar() const;
|?|ql/instruments/bond.hpp|const std::vector<Real> & Bond::notionals() const;
|v|ql/instruments/bond.hpp|Real Bond::notional(Date d = Date()) const;
|v|ql/instruments/bond.hpp|const Leg & Bond::cashflows() const;
|v|ql/instruments/bond.hpp|const Leg & Bond::redemptions() const;
|x|ql/instruments/bond.hpp|const ext::shared_ptr<CashFlow> & Bond::redemption() const;
|v|ql/instruments/bond.hpp|Date Bond::startDate() const;
|v|ql/instruments/bond.hpp|Date Bond::maturityDate() const;
|x|ql/instruments/bond.hpp|Date Bond::issueDate() const;
|v|ql/instruments/bond.hpp|bool Bond::isTradable(Date d = Date()) const;
|v|ql/instruments/bond.hpp|Date Bond::settlementDate(Date d = Date()) const;
|v|ql/instruments/bond.hpp|Real Bond::cleanPrice() const;
|v|ql/instruments/bond.hpp|Real Bond::dirtyPrice() const;
|v|ql/instruments/bond.hpp|Real Bond::settlementValue() const;
|v|ql/instruments/bond.hpp|Rate Bond::yield(const DayCounter & dc, Compounding comp, Frequency freq, Real accuracy = 1.0e-8, Size maxEvaluations = 100, Real guess = 0.05, Bond::Price::Type priceType = Bond::Price::Clean) const;
|x|ql/instruments/bond.hpp|Real Bond::cleanPrice(Rate yield, const DayCounter & dc, Compounding comp, Frequency freq, Date settlementDate = Date()) const;
|v|ql/instruments/bond.hpp|Real Bond::dirtyPrice(Rate yield, const DayCounter & dc, Compounding comp, Frequency freq, Date settlementDate = Date()) const;
|v|ql/instruments/bond.hpp|Real Bond::settlementValue(Real cleanPrice) const;
|v|ql/instruments/bond.hpp|Rate Bond::yield(Bond::Price price, const DayCounter & dc, Compounding comp, Frequency freq, Date settlementDate = Date(), Real accuracy = 1.0e-8, Size maxEvaluations = 100, Real guess = 0.05) const;
|v|ql/instruments/bond.hpp|Real Bond::accruedAmount(Date d = Date()) const;
|v|ql/instruments/bond.hpp|Rate Bond::nextCouponRate(Date d = Date()) const;
|v|ql/instruments/bond.hpp|Rate Bond::previousCouponRate(Date d = Date()) const;
|v|ql/instruments/bond.hpp|Date Bond::nextCashFlowDate(Date d = Date()) const;
|v|ql/instruments/bond.hpp|Date Bond::previousCashFlowDate(Date d = Date()) const;
| |ql/instruments/bond.hpp|void arguments::validate() const;
| |ql/instruments/bond.hpp|void results::reset();
|v|ql/instruments/bondforward.hpp|BondForward::BondForward(const Date & valueDate, const Date & maturityDate, Position::Type type, Real strike, Natural settlementDays, const DayCounter & dayCounter, const Calendar & calendar, BusinessDayConvention businessDayConvention, const ext::shared_ptr<Bond> & bond, const Handle<YieldTermStructure> & discountCurve = Handle<YieldTermStructure>(), const Handle<YieldTermStructure> & incomeDiscountCurve = Handle<YieldTermStructure>());
|v|ql/instruments/bondforward.hpp|Real BondForward::forwardPrice() const;
|v|ql/instruments/bondforward.hpp|Real BondForward::cleanForwardPrice() const;
|v|ql/instruments/bonds/amortizingcmsratebond.hpp|AmortizingCmsRateBond::AmortizingCmsRateBond(Natural settlementDays, const std::vector<Real> & notionals, Schedule schedule, const ext::shared_ptr<SwapIndex> & index, const DayCounter & paymentDayCounter, BusinessDayConvention paymentConvention = Following, Natural fixingDays = Null<Natural>(), const std::vector<Real> & gearings = { 1.0 }, const std::vector<Spread> & spreads = { 0.0 }, const std::vector<Rate> & caps = { }, const std::vector<Rate> & floors = { }, bool inArrears = false, const Date & issueDate = Date(), const std::vector<Real> & redemptions = { 100.0 });
|v|ql/instruments/bonds/amortizingfixedratebond.hpp|AmortizingFixedRateBond::AmortizingFixedRateBond(Natural settlementDays, const std::vector<Real> & notionals, Schedule schedule, const std::vector<Rate> & coupons, const DayCounter & accrualDayCounter, BusinessDayConvention paymentConvention = Following, const Date & issueDate = Date(), const Period & exCouponPeriod = Period(), const Calendar & exCouponCalendar = Calendar(), BusinessDayConvention exCouponConvention = Unadjusted, bool exCouponEndOfMonth = false, const std::vector<Real> & redemptions = { 100.0 }, Integer paymentLag = 0);
|x|ql/instruments/bonds/amortizingfixedratebond.hpp|Frequency AmortizingFixedRateBond::frequency() const;
|x|ql/instruments/bonds/amortizingfixedratebond.hpp|const DayCounter & AmortizingFixedRateBond::dayCounter() const;
|v|ql/instruments/bonds/amortizingfixedratebond.hpp|Schedule sinkingSchedule(const Date & startDate, const Period & bondLength, const Frequency & frequency, const Calendar & paymentCalendar);
|v|ql/instruments/bonds/amortizingfixedratebond.hpp|std::vector<Real> sinkingNotionals(const Period & bondLength, const Frequency & frequency, Rate couponRate, Real initialNotional);
|v|ql/instruments/bonds/amortizingfloatingratebond.hpp|AmortizingFloatingRateBond::AmortizingFloatingRateBond(Natural settlementDays, const std::vector<Real> & notional, Schedule schedule, const ext::shared_ptr<IborIndex> & index, const DayCounter & accrualDayCounter, BusinessDayConvention paymentConvention = Following, Natural fixingDays = Null<Natural>(), const std::vector<Real> & gearings = { 1.0 }, const std::vector<Spread> & spreads = { 0.0 }, const std::vector<Rate> & caps = { }, const std::vector<Rate> & floors = { }, bool inArrears = false, const Date & issueDate = Date(), const Period & exCouponPeriod = Period(), const Calendar & exCouponCalendar = Calendar(), BusinessDayConvention exCouponConvention = Unadjusted, bool exCouponEndOfMonth = false, const std::vector<Real> & redemptions = { 100.0 }, Integer paymentLag = 0);
|x|ql/instruments/bonds/btp.hpp|CCTEU::CCTEU(const Date & maturityDate, Spread spread, const Handle<YieldTermStructure> & fwdCurve = Handle<YieldTermStructure>(), const Date & startDate = Date(), const Date & issueDate = Date());
|v|ql/instruments/bonds/btp.hpp|BTP::BTP(const Date & maturityDate, Rate fixedRate, const Date & startDate = Date(), const Date & issueDate = Date());
|v|ql/instruments/bonds/btp.hpp|BTP::BTP(const Date & maturityDate, Rate fixedRate, Real redemption, const Date & startDate = Date(), const Date & issueDate = Date());
|x|ql/instruments/bonds/btp.hpp|Rate BTP::yield(Real cleanPrice, Date settlementDate = Date(), Real accuracy = 1.0e-8, Size maxEvaluations = 100) const;
|v|ql/instruments/bonds/btp.hpp|RendistatoBasket::RendistatoBasket(const std::vector<ext::shared_ptr<BTP>> & btps, const std::vector<Real> & outstandings, std::vector<Handle<Quote>> cleanPriceQuotes);
|x|ql/instruments/bonds/btp.hpp|Size RendistatoBasket::size() const;
|x|ql/instruments/bonds/btp.hpp|const std::vector<ext::shared_ptr<BTP>> & RendistatoBasket::btps() const;
|x|ql/instruments/bonds/btp.hpp|const std::vector<Handle<Quote>> & RendistatoBasket::cleanPriceQuotes() const;
|x|ql/instruments/bonds/btp.hpp|const std::vector<Real> & RendistatoBasket::outstandings() const;
|x|ql/instruments/bonds/btp.hpp|const std::vector<Real> & RendistatoBasket::weights() const;
|x|ql/instruments/bonds/btp.hpp|Real RendistatoBasket::outstanding() const;
|v|ql/instruments/bonds/btp.hpp|RendistatoCalculator::RendistatoCalculator(ext::shared_ptr<RendistatoBasket> basket, ext::shared_ptr<Euribor> euriborIndex, Handle<YieldTermStructure> discountCurve);
|v|ql/instruments/bonds/btp.hpp|Rate RendistatoCalculator::yield() const;
|v|ql/instruments/bonds/btp.hpp|Time RendistatoCalculator::duration() const;
|v|ql/instruments/bonds/btp.hpp|const std::vector<Rate> & RendistatoCalculator::yields() const;
|v|ql/instruments/bonds/btp.hpp|const std::vector<Time> & RendistatoCalculator::durations() const;
|v|ql/instruments/bonds/btp.hpp|const std::vector<Time> & RendistatoCalculator::swapLengths() const;
|v|ql/instruments/bonds/btp.hpp|const std::vector<Rate> & RendistatoCalculator::swapRates() const;
|v|ql/instruments/bonds/btp.hpp|const std::vector<Rate> & RendistatoCalculator::swapYields() const;
|v|ql/instruments/bonds/btp.hpp|const std::vector<Time> & RendistatoCalculator::swapDurations() const;
|v|ql/instruments/bonds/btp.hpp|ext::shared_ptr<VanillaSwap> RendistatoCalculator::equivalentSwap() const;
|v|ql/instruments/bonds/btp.hpp|Rate RendistatoCalculator::equivalentSwapRate() const;
|v|ql/instruments/bonds/btp.hpp|Rate RendistatoCalculator::equivalentSwapYield() const;
|v|ql/instruments/bonds/btp.hpp|Time RendistatoCalculator::equivalentSwapDuration() const;
|v|ql/instruments/bonds/btp.hpp|Time RendistatoCalculator::equivalentSwapLength() const;
|v|ql/instruments/bonds/btp.hpp|Spread RendistatoCalculator::equivalentSwapSpread() const;
|v|ql/instruments/bonds/btp.hpp|RendistatoEquivalentSwapLengthQuote::RendistatoEquivalentSwapLengthQuote(ext::shared_ptr<RendistatoCalculator> r);
|v|ql/instruments/bonds/btp.hpp|RendistatoEquivalentSwapSpreadQuote::RendistatoEquivalentSwapSpreadQuote(ext::shared_ptr<RendistatoCalculator> r);
|u|ql/instruments/bonds/btp.hpp|Real accruedAmount(Date d) const;
|u|ql/instruments/bonds/btp.hpp|Real value() const;
|v|ql/instruments/bonds/cmsratebond.hpp|CmsRateBond::CmsRateBond(Natural settlementDays, Real faceAmount, Schedule schedule, const ext::shared_ptr<SwapIndex> & index, const DayCounter & paymentDayCounter, BusinessDayConvention paymentConvention = Following, Natural fixingDays = Null<Natural>(), const std::vector<Real> & gearings = { 1.0 }, const std::vector<Spread> & spreads = { 0.0 }, const std::vector<Rate> & caps = { }, const std::vector<Rate> & floors = { }, bool inArrears = false, Real redemption = 100.0, const Date & issueDate = Date());
|?|ql/instruments/bonds/convertiblebonds.hpp|SoftCallability::SoftCallability(const Bond::Price & price, const Date & date, Real trigger);
|x|ql/instruments/bonds/convertiblebonds.hpp|Real SoftCallability::trigger() const;
|x|ql/instruments/bonds/convertiblebonds.hpp|Real ConvertibleBond::conversionRatio() const;
|x|ql/instruments/bonds/convertiblebonds.hpp|const CallabilitySchedule & ConvertibleBond::callability() const;
|v|ql/instruments/bonds/convertiblebonds.hpp|ConvertibleZeroCouponBond::ConvertibleZeroCouponBond(const ext::shared_ptr<Exercise> & exercise, Real conversionRatio, const CallabilitySchedule & callability, const Date & issueDate, Natural settlementDays, const DayCounter & dayCounter, const Schedule & schedule, Real redemption = 100);
|v|ql/instruments/bonds/convertiblebonds.hpp|ConvertibleFixedCouponBond::ConvertibleFixedCouponBond(const ext::shared_ptr<Exercise> & exercise, Real conversionRatio, const CallabilitySchedule & callability, const Date & issueDate, Natural settlementDays, const std::vector<Rate> & coupons, const DayCounter & dayCounter, const Schedule & schedule, Real redemption = 100, const Period & exCouponPeriod = Period(), const Calendar & exCouponCalendar = Calendar(), BusinessDayConvention exCouponConvention = Unadjusted, bool exCouponEndOfMonth = false);
|v|ql/instruments/bonds/convertiblebonds.hpp|ConvertibleFloatingRateBond::ConvertibleFloatingRateBond(const ext::shared_ptr<Exercise> & exercise, Real conversionRatio, const CallabilitySchedule & callability, const Date & issueDate, Natural settlementDays, const ext::shared_ptr<IborIndex> & index, Natural fixingDays, const std::vector<Spread> & spreads, const DayCounter & dayCounter, const Schedule & schedule, Real redemption = 100, const Period & exCouponPeriod = Period(), const Calendar & exCouponCalendar = Calendar(), BusinessDayConvention exCouponConvention = Unadjusted, bool exCouponEndOfMonth = false);
| |ql/instruments/bonds/convertiblebonds.hpp|arguments::arguments();
| |ql/instruments/bonds/convertiblebonds.hpp|void arguments::validate() const;
|v|ql/instruments/bonds/cpibond.hpp|CPIBond::CPIBond(Natural settlementDays, Real faceAmount, Real baseCPI, const Period & observationLag, ext::shared_ptr<ZeroInflationIndex> cpiIndex, CPI::InterpolationType observationInterpolation, Schedule schedule, const std::vector<Rate> & coupons, const DayCounter & accrualDayCounter, BusinessDayConvention paymentConvention = ModifiedFollowing, const Date & issueDate = Date(), const Calendar & paymentCalendar = Calendar(), const Period & exCouponPeriod = Period(), const Calendar & exCouponCalendar = Calendar(), BusinessDayConvention exCouponConvention = Unadjusted, bool exCouponEndOfMonth = false);
|x|ql/instruments/bonds/cpibond.hpp|CPIBond::CPIBond(Natural settlementDays, Real faceAmount, bool growthOnly, Real baseCPI, const Period & observationLag, ext::shared_ptr<ZeroInflationIndex> cpiIndex, CPI::InterpolationType observationInterpolation, Schedule schedule, const std::vector<Rate> & coupons, const DayCounter & accrualDayCounter, BusinessDayConvention paymentConvention = ModifiedFollowing, const Date & issueDate = Date(), const Calendar & paymentCalendar = Calendar(), const Period & exCouponPeriod = Period(), const Calendar & exCouponCalendar = Calendar(), BusinessDayConvention exCouponConvention = Unadjusted, bool exCouponEndOfMonth = false);
|x|ql/instruments/bonds/cpibond.hpp|Frequency CPIBond::frequency() const;
|x|ql/instruments/bonds/cpibond.hpp|const DayCounter & CPIBond::dayCounter() const;
|x|ql/instruments/bonds/cpibond.hpp|bool CPIBond::growthOnly() const;
|x|ql/instruments/bonds/cpibond.hpp|Real CPIBond::baseCPI() const;
|x|ql/instruments/bonds/cpibond.hpp|Period CPIBond::observationLag() const;
|x|ql/instruments/bonds/cpibond.hpp|const ext::shared_ptr<ZeroInflationIndex> & CPIBond::cpiIndex() const;
|x|ql/instruments/bonds/cpibond.hpp|CPI::InterpolationType CPIBond::observationInterpolation() const;
|v|ql/instruments/bonds/fixedratebond.hpp|FixedRateBond::FixedRateBond(Natural settlementDays, Real faceAmount, Schedule schedule, const std::vector<Rate> & coupons, const DayCounter & accrualDayCounter, BusinessDayConvention paymentConvention = Following, Real redemption = 100.0, const Date & issueDate = Date(), const Calendar & paymentCalendar = Calendar(), const Period & exCouponPeriod = Period(), const Calendar & exCouponCalendar = Calendar(), BusinessDayConvention exCouponConvention = Unadjusted, bool exCouponEndOfMonth = false, const DayCounter & firstPeriodDayCounter = DayCounter());
|x|ql/instruments/bonds/fixedratebond.hpp|Frequency FixedRateBond::frequency() const;
|x|ql/instruments/bonds/fixedratebond.hpp|const DayCounter & FixedRateBond::dayCounter() const;
|x|ql/instruments/bonds/fixedratebond.hpp|const DayCounter & FixedRateBond::firstPeriodDayCounter() const;
|v|ql/instruments/bonds/floatingratebond.hpp|FloatingRateBond::FloatingRateBond(Natural settlementDays, Real faceAmount, Schedule schedule, const ext::shared_ptr<IborIndex> & iborIndex, const DayCounter & accrualDayCounter, BusinessDayConvention paymentConvention = Following, Natural fixingDays = Null<Natural>(), const std::vector<Real> & gearings = { 1.0 }, const std::vector<Spread> & spreads = { 0.0 }, const std::vector<Rate> & caps = { }, const std::vector<Rate> & floors = { }, bool inArrears = false, Real redemption = 100.0, const Date & issueDate = Date(), const Period & exCouponPeriod = Period(), const Calendar & exCouponCalendar = Calendar(), BusinessDayConvention exCouponConvention = Unadjusted, bool exCouponEndOfMonth = false, BusinessDayConvention fixingConvention = Preceding);
|v|ql/instruments/bonds/zerocouponbond.hpp|ZeroCouponBond::ZeroCouponBond(Natural settlementDays, const Calendar & calendar, Real faceAmount, const Date & maturityDate, BusinessDayConvention paymentConvention = Following, Real redemption = 100.0, const Date & issueDate = Date());
|?|ql/instruments/callabilityschedule.hpp|Callability::Callability(const Bond::Price & price, Type type, const Date & date);
| |ql/instruments/callabilityschedule.hpp|const Bond::Price & Callability::price() const;
|x|ql/instruments/callabilityschedule.hpp|Type Callability::type() const;
| |ql/instruments/callabilityschedule.hpp|void accept(AcyclicVisitor & v);
| |ql/instruments/capfloor.hpp|CapFloor::CapFloor(Type type, Leg floatingLeg, std::vector<Rate> capRates, std::vector<Rate> floorRates);
| |ql/instruments/capfloor.hpp|CapFloor::CapFloor(Type type, Leg floatingLeg, const std::vector<Rate> & strikes);
|x|ql/instruments/capfloor.hpp|Type CapFloor::type() const;
|x|ql/instruments/capfloor.hpp|const std::vector<Rate> & CapFloor::capRates() const;
|x|ql/instruments/capfloor.hpp|const std::vector<Rate> & CapFloor::floorRates() const;
|x|ql/instruments/capfloor.hpp|const Leg & CapFloor::floatingLeg() const;
| |ql/instruments/capfloor.hpp|Date CapFloor::startDate() const;
| |ql/instruments/capfloor.hpp|Date CapFloor::maturityDate() const;
| |ql/instruments/capfloor.hpp|ext::shared_ptr<FloatingRateCoupon> CapFloor::lastFloatingRateCoupon() const;
|v|ql/instruments/capfloor.hpp|ext::shared_ptr<CapFloor> CapFloor::optionlet(Size n) const;
|v|ql/instruments/capfloor.hpp|Rate CapFloor::atmRate(const YieldTermStructure & discountCurve) const;
|v|ql/instruments/capfloor.hpp|Volatility CapFloor::impliedVolatility(Real price, const Handle<YieldTermStructure> & disc, Volatility guess, Real accuracy = 1.0e-4, Natural maxEvaluations = 100, Volatility minVol = 1.0e-7, Volatility maxVol = 4.0, VolatilityType type = ShiftedLognormal, Real displacement = 0.0) const;
|v|ql/instruments/capfloor.hpp|Cap::Cap(const Leg & floatingLeg, const std::vector<Rate> & exerciseRates);
|v|ql/instruments/capfloor.hpp|Floor::Floor(const Leg & floatingLeg, const std::vector<Rate> & exerciseRates);
|v|ql/instruments/capfloor.hpp|Collar::Collar(const Leg & floatingLeg, const std::vector<Rate> & capRates, const std::vector<Rate> & floorRates);
| |ql/instruments/capfloor.hpp|arguments::arguments();
| |ql/instruments/capfloor.hpp|void arguments::validate() const;
| |ql/instruments/capfloor.hpp|std::ostream & operator<<(std::ostream &, CapFloor::Type);
| |ql/instruments/claim.hpp|Real Claim::amount(const Date & defaultDate, Real notional, Real recoveryRate) const;
|v|ql/instruments/claim.hpp|FaceValueAccrualClaim::FaceValueAccrualClaim(const ext::shared_ptr<Bond> & referenceSecurity);
|?|ql/instruments/cliquetoption.hpp|CliquetOption::CliquetOption(const ext::shared_ptr<PercentageStrikePayoff> &, const ext::shared_ptr<EuropeanExercise> & maturity, std::vector<Date> resetDates);
| |ql/instruments/cliquetoption.hpp|arguments::arguments();
| |ql/instruments/cliquetoption.hpp|void arguments::validate() const;
|v|ql/instruments/complexchooseroption.hpp|ComplexChooserOption::ComplexChooserOption(Date choosingDate, Real strikeCall, Real strikePut, const ext::shared_ptr<Exercise> & exerciseCall, ext::shared_ptr<Exercise> exercisePut);
| |ql/instruments/complexchooseroption.hpp|void arguments::validate() const;
| |ql/instruments/compositeinstrument.hpp|void CompositeInstrument::add(const ext::shared_ptr<Instrument> & instrument, Real multiplier = 1.0);
| |ql/instruments/compositeinstrument.hpp|void CompositeInstrument::subtract(const ext::shared_ptr<Instrument> & instrument, Real multiplier = 1.0);
|v|ql/instruments/compoundoption.hpp|CompoundOption::CompoundOption(const ext::shared_ptr<StrikedTypePayoff> & motherPayoff, const ext::shared_ptr<Exercise> & motherExercise, ext::shared_ptr<StrikedTypePayoff> daughterPayoff, ext::shared_ptr<Exercise> daughterExercise);
| |ql/instruments/compoundoption.hpp|void arguments::validate() const;
|v|ql/instruments/constnotionalcrosscurrencybasisswap.hpp|ConstNotionalCrossCurrencyBasisSwap::ConstNotionalCrossCurrencyBasisSwap(Real payNominal, Currency payCurrency, Schedule paySchedule, const ext::shared_ptr<IborIndex> & payIndex, Spread paySpread, Real payGearing, Real recNominal, Currency recCurrency, Schedule recSchedule, const ext::shared_ptr<IborIndex> & recIndex, Spread recSpread, Real recGearing, Integer payPaymentLag = 0, Integer recPaymentLag = 0, bool payCompoundSpread = false, Natural payLookbackDays = Null<Natural>(), bool payObservationShift = false, Natural payLockoutDays = 0, RateAveraging::Type payAveragingMethod = RateAveraging::Compound, bool recCompoundSpread = false, Natural recLookbackDays = Null<Natural>(), bool recObservationShift = false, Natural recLockoutDays = 0, RateAveraging::Type recAveragingMethod = RateAveraging::Compound, bool telescopicValueDates = false);
|x|ql/instruments/constnotionalcrosscurrencybasisswap.hpp|Real ConstNotionalCrossCurrencyBasisSwap::payNominal() const;
|x|ql/instruments/constnotionalcrosscurrencybasisswap.hpp|const Currency & ConstNotionalCrossCurrencyBasisSwap::payCurrency() const;
|x|ql/instruments/constnotionalcrosscurrencybasisswap.hpp|const Schedule & ConstNotionalCrossCurrencyBasisSwap::paySchedule() const;
|x|ql/instruments/constnotionalcrosscurrencybasisswap.hpp|const ext::shared_ptr<IborIndex> & ConstNotionalCrossCurrencyBasisSwap::payIndex() const;
|x|ql/instruments/constnotionalcrosscurrencybasisswap.hpp|Spread ConstNotionalCrossCurrencyBasisSwap::paySpread() const;
|x|ql/instruments/constnotionalcrosscurrencybasisswap.hpp|Real ConstNotionalCrossCurrencyBasisSwap::payGearing() const;
|x|ql/instruments/constnotionalcrosscurrencybasisswap.hpp|Real ConstNotionalCrossCurrencyBasisSwap::recNominal() const;
|x|ql/instruments/constnotionalcrosscurrencybasisswap.hpp|const Currency & ConstNotionalCrossCurrencyBasisSwap::recCurrency() const;
|x|ql/instruments/constnotionalcrosscurrencybasisswap.hpp|const Schedule & ConstNotionalCrossCurrencyBasisSwap::recSchedule() const;
|x|ql/instruments/constnotionalcrosscurrencybasisswap.hpp|const ext::shared_ptr<IborIndex> & ConstNotionalCrossCurrencyBasisSwap::recIndex() const;
|x|ql/instruments/constnotionalcrosscurrencybasisswap.hpp|Spread ConstNotionalCrossCurrencyBasisSwap::recSpread() const;
|x|ql/instruments/constnotionalcrosscurrencybasisswap.hpp|Real ConstNotionalCrossCurrencyBasisSwap::recGearing() const;
|v|ql/instruments/constnotionalcrosscurrencybasisswap.hpp|Spread ConstNotionalCrossCurrencyBasisSwap::fairPaySpread() const;
|v|ql/instruments/constnotionalcrosscurrencybasisswap.hpp|Spread ConstNotionalCrossCurrencyBasisSwap::fairRecSpread() const;
|x|ql/instruments/constnotionalcrosscurrencybasisswap.hpp|void arguments::validate() const;
|x|ql/instruments/constnotionalcrosscurrencybasisswap.hpp|void results::reset();
|v|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|ConstNotionalCrossCurrencyFixedVsFloatingSwap::ConstNotionalCrossCurrencyFixedVsFloatingSwap(Type type, Real fixedNominal, Currency fixedCurrency, Schedule fixedSchedule, Rate fixedRate, DayCounter fixedDayCount, BusinessDayConvention fixedPaymentBdc, Natural fixedPaymentLag, const Calendar & fixedPaymentCalendar, Real floatNominal, Currency floatCurrency, Schedule floatSchedule, const ext::shared_ptr<IborIndex> & floatIndex, Spread floatSpread, BusinessDayConvention floatPaymentBdc, Natural floatPaymentLag, Calendar floatPaymentCalendar, bool telescopicValueDates = false, bool floatCompoundSpread = false, Natural floatLookbackDays = Null<Natural>(), bool floatObservationShift = false, Natural floatLockoutDays = 0, RateAveraging::Type floatAveragingMethod = RateAveraging::Compound);
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|Type ConstNotionalCrossCurrencyFixedVsFloatingSwap::type() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|Real ConstNotionalCrossCurrencyFixedVsFloatingSwap::fixedNominal() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|const Currency & ConstNotionalCrossCurrencyFixedVsFloatingSwap::fixedCurrency() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|const Schedule & ConstNotionalCrossCurrencyFixedVsFloatingSwap::fixedSchedule() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|Rate ConstNotionalCrossCurrencyFixedVsFloatingSwap::fixedRate() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|const DayCounter & ConstNotionalCrossCurrencyFixedVsFloatingSwap::fixedDayCount() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|BusinessDayConvention ConstNotionalCrossCurrencyFixedVsFloatingSwap::fixedPaymentBdc() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|Natural ConstNotionalCrossCurrencyFixedVsFloatingSwap::fixedPaymentLag() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|const Calendar & ConstNotionalCrossCurrencyFixedVsFloatingSwap::fixedPaymentCalendar() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|Real ConstNotionalCrossCurrencyFixedVsFloatingSwap::floatNominal() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|const Currency & ConstNotionalCrossCurrencyFixedVsFloatingSwap::floatCurrency() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|const Schedule & ConstNotionalCrossCurrencyFixedVsFloatingSwap::floatSchedule() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|const ext::shared_ptr<IborIndex> & ConstNotionalCrossCurrencyFixedVsFloatingSwap::floatIndex() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|Rate ConstNotionalCrossCurrencyFixedVsFloatingSwap::floatSpread() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|BusinessDayConvention ConstNotionalCrossCurrencyFixedVsFloatingSwap::floatPaymentBdc() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|Natural ConstNotionalCrossCurrencyFixedVsFloatingSwap::floatPaymentLag() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|const Calendar & ConstNotionalCrossCurrencyFixedVsFloatingSwap::floatPaymentCalendar() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|bool ConstNotionalCrossCurrencyFixedVsFloatingSwap::floatCompoundSpread() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|Natural ConstNotionalCrossCurrencyFixedVsFloatingSwap::floatLookbackDays() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|Natural ConstNotionalCrossCurrencyFixedVsFloatingSwap::floatLockoutDays() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|RateAveraging::Type ConstNotionalCrossCurrencyFixedVsFloatingSwap::floatAveragingMethod() const;
|v|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|Rate ConstNotionalCrossCurrencyFixedVsFloatingSwap::fairRate() const;
|v|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|Spread ConstNotionalCrossCurrencyFixedVsFloatingSwap::fairSpread() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|void arguments::validate() const;
|x|ql/instruments/constnotionalcrosscurrencyfixedvsfloatingswap.hpp|void results::reset();
|v|ql/instruments/constnotionalcrosscurrencyswap.hpp|ConstNotionalCrossCurrencySwap::ConstNotionalCrossCurrencySwap(const Leg & firstLeg, const Currency & firstLegCcy, const Leg & secondLeg, const Currency & secondLegCcy);
|v|ql/instruments/constnotionalcrosscurrencyswap.hpp|ConstNotionalCrossCurrencySwap::ConstNotionalCrossCurrencySwap(const std::vector<Leg> & legs, const std::vector<bool> & payer, const std::vector<Currency> & currencies);
|v|ql/instruments/constnotionalcrosscurrencyswap.hpp|const Currency & ConstNotionalCrossCurrencySwap::legCurrency(Size j) const;
|v|ql/instruments/constnotionalcrosscurrencyswap.hpp|Real ConstNotionalCrossCurrencySwap::inCcyLegBPS(Size j) const;
|v|ql/instruments/constnotionalcrosscurrencyswap.hpp|Real ConstNotionalCrossCurrencySwap::inCcyLegNPV(Size j) const;
|v|ql/instruments/constnotionalcrosscurrencyswap.hpp|DiscountFactor ConstNotionalCrossCurrencySwap::npvDateDiscounts(Size j) const;
|x|ql/instruments/constnotionalcrosscurrencyswap.hpp|void arguments::validate() const;
|x|ql/instruments/constnotionalcrosscurrencyswap.hpp|void results::reset();
|v|ql/instruments/cpicapfloor.hpp|CPICapFloor::CPICapFloor(Option::Type type, Real nominal, const Date & startDate, Real baseCPI, const Date & maturity, Calendar fixCalendar, BusinessDayConvention fixConvention, Calendar payCalendar, BusinessDayConvention payConvention, Rate strike, ext::shared_ptr<ZeroInflationIndex> inflationIndex, const Period & observationLag, CPI::InterpolationType observationInterpolation = CPI::Flat);
|x|ql/instruments/cpicapfloor.hpp|Option::Type CPICapFloor::type() const;
|x|ql/instruments/cpicapfloor.hpp|Real CPICapFloor::nominal() const;
|x|ql/instruments/cpicapfloor.hpp|Rate CPICapFloor::strike() const;
|x|ql/instruments/cpicapfloor.hpp|Date CPICapFloor::fixingDate() const;
|x|ql/instruments/cpicapfloor.hpp|Date CPICapFloor::payDate() const;
|x|ql/instruments/cpicapfloor.hpp|const ext::shared_ptr<ZeroInflationIndex> & CPICapFloor::index() const;
|x|ql/instruments/cpicapfloor.hpp|Period CPICapFloor::observationLag() const;
| |ql/instruments/cpicapfloor.hpp|void arguments::validate() const;
|v|ql/instruments/cpiswap.hpp|CPISwap::CPISwap(Type type, Real nominal, bool subtractInflationNominal, Spread spread, DayCounter floatDayCount, Schedule floatSchedule, const BusinessDayConvention & floatRoll, Natural fixingDays, ext::shared_ptr<IborIndex> floatIndex, Rate fixedRate, Real baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, const BusinessDayConvention & fixedRoll, const Period & observationLag, ext::shared_ptr<ZeroInflationIndex> fixedIndex, CPI::InterpolationType observationInterpolation = CPI::Flat, Real inflationNominal = Null<Real>());
|v|ql/instruments/cpiswap.hpp|Real CPISwap::floatLegNPV() const;
|v|ql/instruments/cpiswap.hpp|Spread CPISwap::fairSpread() const;
|v|ql/instruments/cpiswap.hpp|Real CPISwap::fixedLegNPV() const;
|v|ql/instruments/cpiswap.hpp|Rate CPISwap::fairRate() const;
|x|ql/instruments/cpiswap.hpp|Type CPISwap::type() const;
|x|ql/instruments/cpiswap.hpp|Real CPISwap::nominal() const;
|x|ql/instruments/cpiswap.hpp|bool CPISwap::subtractInflationNominal() const;
|x|ql/instruments/cpiswap.hpp|Spread CPISwap::spread() const;
|x|ql/instruments/cpiswap.hpp|const DayCounter & CPISwap::floatDayCount() const;
|x|ql/instruments/cpiswap.hpp|const Schedule & CPISwap::floatSchedule() const;
|x|ql/instruments/cpiswap.hpp|const BusinessDayConvention & CPISwap::floatPaymentRoll() const;
|x|ql/instruments/cpiswap.hpp|Natural CPISwap::fixingDays() const;
|x|ql/instruments/cpiswap.hpp|const ext::shared_ptr<IborIndex> & CPISwap::floatIndex() const;
|x|ql/instruments/cpiswap.hpp|Rate CPISwap::fixedRate() const;
|x|ql/instruments/cpiswap.hpp|Real CPISwap::baseCPI() const;
|x|ql/instruments/cpiswap.hpp|const DayCounter & CPISwap::fixedDayCount() const;
|x|ql/instruments/cpiswap.hpp|const Schedule & CPISwap::fixedSchedule() const;
|x|ql/instruments/cpiswap.hpp|const BusinessDayConvention & CPISwap::fixedPaymentRoll() const;
|x|ql/instruments/cpiswap.hpp|Period CPISwap::observationLag() const;
|x|ql/instruments/cpiswap.hpp|const ext::shared_ptr<ZeroInflationIndex> & CPISwap::fixedIndex() const;
|x|ql/instruments/cpiswap.hpp|CPI::InterpolationType CPISwap::observationInterpolation() const;
|x|ql/instruments/cpiswap.hpp|Real CPISwap::inflationNominal() const;
|x|ql/instruments/cpiswap.hpp|const Leg & CPISwap::cpiLeg() const;
|x|ql/instruments/cpiswap.hpp|const Leg & CPISwap::floatLeg() const;
| |ql/instruments/cpiswap.hpp|arguments::arguments();
| |ql/instruments/cpiswap.hpp|void arguments::validate() const;
| |ql/instruments/cpiswap.hpp|void results::reset();
| |ql/instruments/cpiswap.hpp|Swap::Type type() const;
|v|ql/instruments/creditdefaultswap.hpp|CreditDefaultSwap::CreditDefaultSwap(Protection::Side side, Real notional, Rate spread, const Schedule & schedule, BusinessDayConvention paymentConvention, const DayCounter & dayCounter, bool settlesAccrual = true, bool paysAtDefaultTime = true, const Date & protectionStart = Date(), ext::shared_ptr<Claim> = ext::shared_ptr<Claim>(), const DayCounter & lastPeriodDayCounter = DayCounter(), bool rebatesAccrual = true, const Date & tradeDate = Date(), Natural cashSettlementDays = 3);
|v|ql/instruments/creditdefaultswap.hpp|CreditDefaultSwap::CreditDefaultSwap(Protection::Side side, Real notional, Rate upfront, Rate spread, const Schedule & schedule, BusinessDayConvention paymentConvention, const DayCounter & dayCounter, bool settlesAccrual = true, bool paysAtDefaultTime = true, const Date & protectionStart = Date(), const Date & upfrontDate = Date(), ext::shared_ptr<Claim> = ext::shared_ptr<Claim>(), const DayCounter & lastPeriodDayCounter = DayCounter(), bool rebatesAccrual = true, const Date & tradeDate = Date(), Natural cashSettlementDays = 3);
|x|ql/instruments/creditdefaultswap.hpp|Protection::Side CreditDefaultSwap::side() const;
|x|ql/instruments/creditdefaultswap.hpp|Real CreditDefaultSwap::notional() const;
|x|ql/instruments/creditdefaultswap.hpp|Rate CreditDefaultSwap::runningSpread() const;
|x|ql/instruments/creditdefaultswap.hpp|ext::optional<Rate> CreditDefaultSwap::upfront() const;
|x|ql/instruments/creditdefaultswap.hpp|bool CreditDefaultSwap::settlesAccrual() const;
|x|ql/instruments/creditdefaultswap.hpp|bool CreditDefaultSwap::paysAtDefaultTime() const;
|v|ql/instruments/creditdefaultswap.hpp|const Leg & CreditDefaultSwap::coupons() const;
|x|ql/instruments/creditdefaultswap.hpp|const Date & CreditDefaultSwap::protectionStartDate() const;
|x|ql/instruments/creditdefaultswap.hpp|const Date & CreditDefaultSwap::protectionEndDate() const;
|x|ql/instruments/creditdefaultswap.hpp|bool CreditDefaultSwap::rebatesAccrual() const;
|x|ql/instruments/creditdefaultswap.hpp|const ext::shared_ptr<SimpleCashFlow> & CreditDefaultSwap::upfrontPayment() const;
|x|ql/instruments/creditdefaultswap.hpp|const ext::shared_ptr<SimpleCashFlow> & CreditDefaultSwap::accrualRebate() const;
|x|ql/instruments/creditdefaultswap.hpp|const Date & CreditDefaultSwap::tradeDate() const;
|x|ql/instruments/creditdefaultswap.hpp|Natural CreditDefaultSwap::cashSettlementDays() const;
|v|ql/instruments/creditdefaultswap.hpp|Rate CreditDefaultSwap::fairUpfront() const;
|v|ql/instruments/creditdefaultswap.hpp|Rate CreditDefaultSwap::fairSpread() const;
|v|ql/instruments/creditdefaultswap.hpp|Real CreditDefaultSwap::couponLegBPS() const;
|v|ql/instruments/creditdefaultswap.hpp|Real CreditDefaultSwap::upfrontBPS() const;
|v|ql/instruments/creditdefaultswap.hpp|Real CreditDefaultSwap::couponLegNPV() const;
|v|ql/instruments/creditdefaultswap.hpp|Real CreditDefaultSwap::defaultLegNPV() const;
|v|ql/instruments/creditdefaultswap.hpp|Real CreditDefaultSwap::upfrontNPV() const;
|v|ql/instruments/creditdefaultswap.hpp|Real CreditDefaultSwap::accrualRebateNPV() const;
|v|ql/instruments/creditdefaultswap.hpp|Rate CreditDefaultSwap::impliedHazardRate(Real targetNPV, const Handle<YieldTermStructure> & discountCurve, const DayCounter & dayCounter, Real recoveryRate = 0.4, Real accuracy = 1.0e-8, PricingModel model = Midpoint) const;
|v|ql/instruments/creditdefaultswap.hpp|Rate CreditDefaultSwap::conventionalSpread(Real conventionalRecovery, const Handle<YieldTermStructure> & discountCurve, const DayCounter & dayCounter, PricingModel model = Midpoint) const;
| |ql/instruments/creditdefaultswap.hpp|arguments::arguments();
| |ql/instruments/creditdefaultswap.hpp|void arguments::validate() const;
| |ql/instruments/creditdefaultswap.hpp|void results::reset();
| |ql/instruments/creditdefaultswap.hpp|Date cdsMaturity(const Date & tradeDate, const Period & tenor, DateGeneration::Rule rule);
|v|ql/instruments/doublebarrieroption.hpp|DoubleBarrierOption::DoubleBarrierOption(DoubleBarrier::Type barrierType, Real barrier_lo, Real barrier_hi, Real rebate, const ext::shared_ptr<StrikedTypePayoff> & payoff, const ext::shared_ptr<Exercise> & exercise);
|v|ql/instruments/doublebarrieroption.hpp|Volatility DoubleBarrierOption::impliedVolatility(Real price, const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, Real accuracy = 1.0e-4, Size maxEvaluations = 100, Volatility minVol = 1.0e-7, Volatility maxVol = 4.0) const;
| |ql/instruments/doublebarrieroption.hpp|arguments::arguments();
| |ql/instruments/doublebarrieroption.hpp|void arguments::validate() const;
| |ql/instruments/doublebarriertype.hpp|std::ostream & operator<<(std::ostream & out, DoubleBarrier::Type type);
|v|ql/instruments/equitytotalreturnswap.hpp|EquityTotalReturnSwap::EquityTotalReturnSwap(Type type, Real nominal, Schedule schedule, ext::shared_ptr<EquityIndex> equityIndex, const ext::shared_ptr<IborIndex> & interestRateIndex, DayCounter dayCounter, Rate margin, Real gearing = 1.0, Calendar paymentCalendar = Calendar(), BusinessDayConvention paymentConvention = Unadjusted, Natural paymentDelay = 0);
|v|ql/instruments/equitytotalreturnswap.hpp|EquityTotalReturnSwap::EquityTotalReturnSwap(Type type, Real nominal, Schedule schedule, ext::shared_ptr<EquityIndex> equityIndex, const ext::shared_ptr<OvernightIndex> & interestRateIndex, DayCounter dayCounter, Rate margin, Real gearing = 1.0, Calendar paymentCalendar = Calendar(), BusinessDayConvention paymentConvention = Unadjusted, Natural paymentDelay = 0);
|x|ql/instruments/equitytotalreturnswap.hpp|Type EquityTotalReturnSwap::type() const;
|x|ql/instruments/equitytotalreturnswap.hpp|Real EquityTotalReturnSwap::nominal() const;
|x|ql/instruments/equitytotalreturnswap.hpp|const ext::shared_ptr<EquityIndex> & EquityTotalReturnSwap::equityIndex() const;
|x|ql/instruments/equitytotalreturnswap.hpp|const ext::shared_ptr<InterestRateIndex> & EquityTotalReturnSwap::interestRateIndex() const;
|x|ql/instruments/equitytotalreturnswap.hpp|const Schedule & EquityTotalReturnSwap::schedule() const;
|x|ql/instruments/equitytotalreturnswap.hpp|const DayCounter & EquityTotalReturnSwap::dayCounter() const;
|x|ql/instruments/equitytotalreturnswap.hpp|Rate EquityTotalReturnSwap::margin() const;
|x|ql/instruments/equitytotalreturnswap.hpp|Real EquityTotalReturnSwap::gearing() const;
|x|ql/instruments/equitytotalreturnswap.hpp|const Calendar & EquityTotalReturnSwap::paymentCalendar() const;
|x|ql/instruments/equitytotalreturnswap.hpp|BusinessDayConvention EquityTotalReturnSwap::paymentConvention() const;
|x|ql/instruments/equitytotalreturnswap.hpp|Natural EquityTotalReturnSwap::paymentDelay() const;
|x|ql/instruments/equitytotalreturnswap.hpp|const Leg & EquityTotalReturnSwap::equityLeg() const;
|x|ql/instruments/equitytotalreturnswap.hpp|const Leg & EquityTotalReturnSwap::interestRateLeg() const;
|v|ql/instruments/equitytotalreturnswap.hpp|Real EquityTotalReturnSwap::equityLegNPV() const;
|v|ql/instruments/equitytotalreturnswap.hpp|Real EquityTotalReturnSwap::interestRateLegNPV() const;
|v|ql/instruments/equitytotalreturnswap.hpp|Real EquityTotalReturnSwap::fairMargin() const;
|v|ql/instruments/europeanoption.hpp|EuropeanOption::EuropeanOption(const ext::shared_ptr<StrikedTypePayoff> &, const ext::shared_ptr<Exercise> &);
| |ql/instruments/fixedvsfloatingswap.hpp|FixedVsFloatingSwap::FixedVsFloatingSwap(Type type, std::vector<Real> fixedNominals, Schedule fixedSchedule, Rate fixedRate, DayCounter fixedDayCount, std::vector<Real> floatingNominals, Schedule floatingSchedule, ext::shared_ptr<IborIndex> iborIndex, Spread spread, DayCounter floatingDayCount, ext::optional<BusinessDayConvention> paymentConvention = ext::nullopt, Integer paymentLag = 0, const Calendar & paymentCalendar = Calendar());
|x|ql/instruments/fixedvsfloatingswap.hpp|Type FixedVsFloatingSwap::type() const;
| |ql/instruments/fixedvsfloatingswap.hpp|Real FixedVsFloatingSwap::nominal() const;
|x|ql/instruments/fixedvsfloatingswap.hpp|const std::vector<Real> & FixedVsFloatingSwap::nominals() const;
|x|ql/instruments/fixedvsfloatingswap.hpp|const std::vector<Real> & FixedVsFloatingSwap::fixedNominals() const;
|x|ql/instruments/fixedvsfloatingswap.hpp|const Schedule & FixedVsFloatingSwap::fixedSchedule() const;
|x|ql/instruments/fixedvsfloatingswap.hpp|Rate FixedVsFloatingSwap::fixedRate() const;
|x|ql/instruments/fixedvsfloatingswap.hpp|const DayCounter & FixedVsFloatingSwap::fixedDayCount() const;
|x|ql/instruments/fixedvsfloatingswap.hpp|const std::vector<Real> & FixedVsFloatingSwap::floatingNominals() const;
|x|ql/instruments/fixedvsfloatingswap.hpp|const Schedule & FixedVsFloatingSwap::floatingSchedule() const;
|x|ql/instruments/fixedvsfloatingswap.hpp|const ext::shared_ptr<IborIndex> & FixedVsFloatingSwap::iborIndex() const;
|x|ql/instruments/fixedvsfloatingswap.hpp|Spread FixedVsFloatingSwap::spread() const;
|x|ql/instruments/fixedvsfloatingswap.hpp|const DayCounter & FixedVsFloatingSwap::floatingDayCount() const;
| |ql/instruments/fixedvsfloatingswap.hpp|BusinessDayConvention FixedVsFloatingSwap::paymentConvention() const;
|v|ql/instruments/fixedvsfloatingswap.hpp|const Leg & FixedVsFloatingSwap::fixedLeg() const;
|v|ql/instruments/fixedvsfloatingswap.hpp|const Leg & FixedVsFloatingSwap::floatingLeg() const;
|v|ql/instruments/fixedvsfloatingswap.hpp|Real FixedVsFloatingSwap::fixedLegBPS() const;
|v|ql/instruments/fixedvsfloatingswap.hpp|Real FixedVsFloatingSwap::fixedLegNPV() const;
|v|ql/instruments/fixedvsfloatingswap.hpp|Rate FixedVsFloatingSwap::fairRate() const;
|v|ql/instruments/fixedvsfloatingswap.hpp|Real FixedVsFloatingSwap::floatingLegBPS() const;
|v|ql/instruments/fixedvsfloatingswap.hpp|Real FixedVsFloatingSwap::floatingLegNPV() const;
|v|ql/instruments/fixedvsfloatingswap.hpp|Spread FixedVsFloatingSwap::fairSpread() const;
| |ql/instruments/fixedvsfloatingswap.hpp|arguments::arguments();
| |ql/instruments/fixedvsfloatingswap.hpp|void arguments::validate() const;
| |ql/instruments/fixedvsfloatingswap.hpp|void results::reset();
| |ql/instruments/fixedvsfloatingswap.hpp|Swap::Type type() const;
|v|ql/instruments/floatfloatswap.hpp|FloatFloatSwap::FloatFloatSwap(Swap::Type type, Real nominal1, Real nominal2, Schedule schedule1, ext::shared_ptr<InterestRateIndex> index1, DayCounter dayCount1, Schedule schedule2, ext::shared_ptr<InterestRateIndex> index2, DayCounter dayCount2, bool intermediateCapitalExchange = false, bool finalCapitalExchange = false, Real gearing1 = 1.0, Real spread1 = 0.0, Real cappedRate1 = Null<Real>(), Real flooredRate1 = Null<Real>(), Real gearing2 = 1.0, Real spread2 = 0.0, Real cappedRate2 = Null<Real>(), Real flooredRate2 = Null<Real>(), const ext::optional<BusinessDayConvention> & paymentConvention1 = ext::nullopt, const ext::optional<BusinessDayConvention> & paymentConvention2 = ext::nullopt);
|v|ql/instruments/floatfloatswap.hpp|FloatFloatSwap::FloatFloatSwap(Swap::Type type, std::vector<Real> nominal1, std::vector<Real> nominal2, Schedule schedule1, ext::shared_ptr<InterestRateIndex> index1, DayCounter dayCount1, Schedule schedule2, ext::shared_ptr<InterestRateIndex> index2, DayCounter dayCount2, bool intermediateCapitalExchange = false, bool finalCapitalExchange = false, std::vector<Real> gearing1 = std::vector<Real>(), std::vector<Real> spread1 = std::vector<Real>(), std::vector<Real> cappedRate1 = std::vector<Real>(), std::vector<Real> flooredRate1 = std::vector<Real>(), std::vector<Real> gearing2 = std::vector<Real>(), std::vector<Real> spread2 = std::vector<Real>(), std::vector<Real> cappedRate2 = std::vector<Real>(), std::vector<Real> flooredRate2 = std::vector<Real>(), const ext::optional<BusinessDayConvention> & paymentConvention1 = ext::nullopt, const ext::optional<BusinessDayConvention> & paymentConvention2 = ext::nullopt);
|x|ql/instruments/floatfloatswap.hpp|Swap::Type FloatFloatSwap::type() const;
|x|ql/instruments/floatfloatswap.hpp|const std::vector<Real> & FloatFloatSwap::nominal1() const;
|x|ql/instruments/floatfloatswap.hpp|const std::vector<Real> & FloatFloatSwap::nominal2() const;
|x|ql/instruments/floatfloatswap.hpp|const Schedule & FloatFloatSwap::schedule1() const;
|x|ql/instruments/floatfloatswap.hpp|const Schedule & FloatFloatSwap::schedule2() const;
|x|ql/instruments/floatfloatswap.hpp|const ext::shared_ptr<InterestRateIndex> & FloatFloatSwap::index1() const;
|x|ql/instruments/floatfloatswap.hpp|const ext::shared_ptr<InterestRateIndex> & FloatFloatSwap::index2() const;
|x|ql/instruments/floatfloatswap.hpp|std::vector<Real> FloatFloatSwap::spread1() const;
|x|ql/instruments/floatfloatswap.hpp|std::vector<Real> FloatFloatSwap::spread2() const;
|x|ql/instruments/floatfloatswap.hpp|std::vector<Real> FloatFloatSwap::gearing1() const;
|x|ql/instruments/floatfloatswap.hpp|std::vector<Real> FloatFloatSwap::gearing2() const;
|x|ql/instruments/floatfloatswap.hpp|std::vector<Rate> FloatFloatSwap::cappedRate1() const;
|x|ql/instruments/floatfloatswap.hpp|std::vector<Rate> FloatFloatSwap::flooredRate1() const;
|x|ql/instruments/floatfloatswap.hpp|std::vector<Rate> FloatFloatSwap::cappedRate2() const;
|x|ql/instruments/floatfloatswap.hpp|std::vector<Rate> FloatFloatSwap::flooredRate2() const;
|x|ql/instruments/floatfloatswap.hpp|const DayCounter & FloatFloatSwap::dayCount1() const;
|x|ql/instruments/floatfloatswap.hpp|const DayCounter & FloatFloatSwap::dayCount2() const;
|x|ql/instruments/floatfloatswap.hpp|BusinessDayConvention FloatFloatSwap::paymentConvention1() const;
|x|ql/instruments/floatfloatswap.hpp|BusinessDayConvention FloatFloatSwap::paymentConvention2() const;
|x|ql/instruments/floatfloatswap.hpp|const Leg & FloatFloatSwap::leg1() const;
|x|ql/instruments/floatfloatswap.hpp|const Leg & FloatFloatSwap::leg2() const;
|v|ql/instruments/floatfloatswap.hpp|Spread FloatFloatSwap::fairSpread1() const;
|v|ql/instruments/floatfloatswap.hpp|Spread FloatFloatSwap::fairSpread2() const;
| |ql/instruments/floatfloatswap.hpp|arguments::arguments();
| |ql/instruments/floatfloatswap.hpp|void arguments::validate() const;
| |ql/instruments/floatfloatswap.hpp|void results::reset();
| |ql/instruments/floatfloatswap.hpp|std::vector<Real> cappedRate1() const;
| |ql/instruments/floatfloatswap.hpp|std::vector<Real> cappedRate2() const;
| |ql/instruments/floatfloatswap.hpp|std::vector<Real> flooredRate1() const;
| |ql/instruments/floatfloatswap.hpp|std::vector<Real> flooredRate2() const;
|v|ql/instruments/floatfloatswaption.hpp|FloatFloatSwaption::FloatFloatSwaption(ext::shared_ptr<FloatFloatSwap> swap, const ext::shared_ptr<Exercise> & exercise, Settlement::Type delivery = Settlement::Physical, Settlement::Method settlementMethod = Settlement::PhysicalOTC);
|x|ql/instruments/floatfloatswaption.hpp|Settlement::Type FloatFloatSwaption::settlementType() const;
|x|ql/instruments/floatfloatswaption.hpp|Settlement::Method FloatFloatSwaption::settlementMethod() const;
|x|ql/instruments/floatfloatswaption.hpp|Swap::Type FloatFloatSwaption::type() const;
|v|ql/instruments/floatfloatswaption.hpp|const ext::shared_ptr<FloatFloatSwap> & FloatFloatSwaption::underlyingSwap() const;
|v|ql/instruments/floatfloatswaption.hpp|std::vector<ext::shared_ptr<BlackCalibrationHelper>> FloatFloatSwaption::calibrationBasket(const ext::shared_ptr<SwapIndex> & standardSwapBase, const ext::shared_ptr<SwaptionVolatilityStructure> & swaptionVolatility, BasketGeneratingEngine::CalibrationBasketType basketType = BasketGeneratingEngine::MaturityStrikeByDeltaGamma) const;
| |ql/instruments/floatfloatswaption.hpp|arguments::arguments();
| |ql/instruments/floatfloatswaption.hpp|void arguments::validate() const;
|v|ql/instruments/forward.hpp|Date Forward::settlementDate() const;
|x|ql/instruments/forward.hpp|const Calendar & Forward::calendar() const;
|x|ql/instruments/forward.hpp|BusinessDayConvention Forward::businessDayConvention() const;
|x|ql/instruments/forward.hpp|const DayCounter & Forward::dayCounter() const;
|x|ql/instruments/forward.hpp|Handle<YieldTermStructure> Forward::discountCurve() const;
| |ql/instruments/forward.hpp|Handle<YieldTermStructure> Forward::incomeDiscountCurve() const;
|v|ql/instruments/forward.hpp|Real Forward::spotValue() const;
|v|ql/instruments/forward.hpp|Real Forward::spotIncome(const Handle<YieldTermStructure> & incomeDiscountCurve) const;
|v|ql/instruments/forward.hpp|Real Forward::forwardValue() const;
|v|ql/instruments/forward.hpp|InterestRate Forward::impliedYield(Real underlyingSpotValue, Real forwardValue, Date settlementDate, Compounding compoundingConvention, const DayCounter & dayCounter);
|v|ql/instruments/forward.hpp|ForwardTypePayoff::ForwardTypePayoff(Position::Type type, Real strike);
|x|ql/instruments/forward.hpp|Position::Type ForwardTypePayoff::forwardType() const;
|x|ql/instruments/forward.hpp|Real ForwardTypePayoff::strike() const;
| |ql/instruments/forward.hpp|std::string description() const;
| |ql/instruments/forward.hpp|Real operator()(Real price) const;
|?|ql/instruments/forwardrateagreement.hpp|ForwardRateAgreement::ForwardRateAgreement(const ext::shared_ptr<IborIndex> & index, const Date & valueDate, Position::Type type, Rate strikeForwardRate, Real notionalAmount, Handle<YieldTermStructure> discountCurve = { });
|v|ql/instruments/forwardrateagreement.hpp|ForwardRateAgreement::ForwardRateAgreement(const ext::shared_ptr<IborIndex> & index, const Date & valueDate, const Date & maturityDate, Position::Type type, Rate strikeForwardRate, Real notionalAmount, Handle<YieldTermStructure> discountCurve = { });
|v|ql/instruments/forwardrateagreement.hpp|Real ForwardRateAgreement::amount() const;
|x|ql/instruments/forwardrateagreement.hpp|const Calendar & ForwardRateAgreement::calendar() const;
|x|ql/instruments/forwardrateagreement.hpp|BusinessDayConvention ForwardRateAgreement::businessDayConvention() const;
|x|ql/instruments/forwardrateagreement.hpp|const DayCounter & ForwardRateAgreement::dayCounter() const;
|x|ql/instruments/forwardrateagreement.hpp|Handle<YieldTermStructure> ForwardRateAgreement::discountCurve() const;
|x|ql/instruments/forwardrateagreement.hpp|Date ForwardRateAgreement::fixingDate() const;
|v|ql/instruments/forwardrateagreement.hpp|InterestRate ForwardRateAgreement::forwardRate() const;
| |ql/instruments/forwardvanillaoption.hpp|ForwardOptionArguments::ForwardOptionArguments<ArgumentsType>();
| |ql/instruments/forwardvanillaoption.hpp|void ForwardOptionArguments::validate() const;
|v|ql/instruments/forwardvanillaoption.hpp|ForwardVanillaOption::ForwardVanillaOption(Real moneyness, const Date & resetDate, const ext::shared_ptr<StrikedTypePayoff> & payoff, const ext::shared_ptr<Exercise> & exercise);
| |ql/instruments/futures.hpp|std::ostream & operator<<(std::ostream &, Futures::Type);
|v|ql/instruments/fxforward.hpp|FxForward::FxForward(Real sourceNominal, const Currency & sourceCurrency, Real targetNominal, const Currency & targetCurrency, const Date & maturityDate, bool paySourceCurrency, Natural settlementDays = 2, const Calendar & paymentCalendar = Calendar());
|v|ql/instruments/fxforward.hpp|FxForward::FxForward(Real sourceNominal, const Currency & sourceCurrency, const Currency & targetCurrency, Real forwardRate, const Date & maturityDate, bool paySourceCurrency, Natural settlementDays = 2, const Calendar & paymentCalendar = Calendar());
|x|ql/instruments/fxforward.hpp|Real FxForward::sourceNominal() const;
|x|ql/instruments/fxforward.hpp|const Currency & FxForward::sourceCurrency() const;
|x|ql/instruments/fxforward.hpp|Real FxForward::targetNominal() const;
|x|ql/instruments/fxforward.hpp|const Currency & FxForward::targetCurrency() const;
|x|ql/instruments/fxforward.hpp|const Date & FxForward::maturityDate() const;
|x|ql/instruments/fxforward.hpp|bool FxForward::paySourceCurrency() const;
|v|ql/instruments/fxforward.hpp|Real FxForward::forwardRate() const;
|x|ql/instruments/fxforward.hpp|Natural FxForward::settlementDays() const;
|x|ql/instruments/fxforward.hpp|const Calendar & FxForward::settlementCalendar() const;
|x|ql/instruments/fxforward.hpp|Date FxForward::settlementDate() const;
|v|ql/instruments/fxforward.hpp|Real FxForward::fairForwardRate() const;
|v|ql/instruments/fxforward.hpp|Real FxForward::npvSourceCurrency() const;
|v|ql/instruments/fxforward.hpp|Real FxForward::npvTargetCurrency() const;
| |ql/instruments/fxforward.hpp|void arguments::validate() const;
| |ql/instruments/fxforward.hpp|void results::reset();
|v|ql/instruments/holderextensibleoption.hpp|HolderExtensibleOption::HolderExtensibleOption(Option::Type type, Real premium, Date secondExpiryDate, Real secondStrike, const ext::shared_ptr<StrikedTypePayoff> & payoff, const ext::shared_ptr<Exercise> & exercise);
| |ql/instruments/holderextensibleoption.hpp|void arguments::validate() const;
| |ql/instruments/impliedvolatility.hpp|static Volatility ImpliedVolatilityHelper::calculate(const Instrument & instrument, const PricingEngine & engine, SimpleQuote & volQuote, Real targetValue, Real accuracy, Natural maxEvaluations, Volatility minVol, Volatility maxVol);
| |ql/instruments/impliedvolatility.hpp|static ext::shared_ptr<GeneralizedBlackScholesProcess> ImpliedVolatilityHelper::clone(const ext::shared_ptr<GeneralizedBlackScholesProcess> &, const ext::shared_ptr<SimpleQuote> &);
|v|ql/instruments/inflationcapfloor.hpp|YoYInflationCapFloor::YoYInflationCapFloor(Type type, Leg yoyLeg, std::vector<Rate> capRates, std::vector<Rate> floorRates);
|x|ql/instruments/inflationcapfloor.hpp|YoYInflationCapFloor::YoYInflationCapFloor(Type type, Leg yoyLeg, const std::vector<Rate> & strikes);
|x|ql/instruments/inflationcapfloor.hpp|Type YoYInflationCapFloor::type() const;
|x|ql/instruments/inflationcapfloor.hpp|const std::vector<Rate> & YoYInflationCapFloor::capRates() const;
|x|ql/instruments/inflationcapfloor.hpp|const std::vector<Rate> & YoYInflationCapFloor::floorRates() const;
|x|ql/instruments/inflationcapfloor.hpp|const Leg & YoYInflationCapFloor::yoyLeg() const;
|x|ql/instruments/inflationcapfloor.hpp|Date YoYInflationCapFloor::startDate() const;
|x|ql/instruments/inflationcapfloor.hpp|Date YoYInflationCapFloor::maturityDate() const;
|x|ql/instruments/inflationcapfloor.hpp|ext::shared_ptr<YoYInflationCoupon> YoYInflationCapFloor::lastYoYInflationCoupon() const;
|v|ql/instruments/inflationcapfloor.hpp|ext::shared_ptr<YoYInflationCapFloor> YoYInflationCapFloor::optionlet(Size n) const;
|v|ql/instruments/inflationcapfloor.hpp|Rate YoYInflationCapFloor::atmRate(const YieldTermStructure & discountCurve) const;
|x|ql/instruments/inflationcapfloor.hpp|Volatility YoYInflationCapFloor::impliedVolatility(Real price, const Handle<YoYInflationTermStructure> & yoyCurve, Volatility guess, Real accuracy = 1.0e-4, Natural maxEvaluations = 100, Volatility minVol = 1.0e-7, Volatility maxVol = 4.0) const;
|x|ql/instruments/inflationcapfloor.hpp|YoYInflationCap::YoYInflationCap(const Leg & yoyLeg, const std::vector<Rate> & exerciseRates);
|x|ql/instruments/inflationcapfloor.hpp|YoYInflationFloor::YoYInflationFloor(const Leg & yoyLeg, const std::vector<Rate> & exerciseRates);
|x|ql/instruments/inflationcapfloor.hpp|YoYInflationCollar::YoYInflationCollar(const Leg & yoyLeg, const std::vector<Rate> & capRates, const std::vector<Rate> & floorRates);
| |ql/instruments/inflationcapfloor.hpp|arguments::arguments();
| |ql/instruments/inflationcapfloor.hpp|void arguments::validate() const;
|x|ql/instruments/inflationcapfloor.hpp|std::ostream & operator<<(std::ostream &, YoYInflationCapFloor::Type);
| |ql/instruments/inflationcapfloor.hpp|Volatility impliedVolatility(Real, const Handle<YoYInflationTermStructure> &, Volatility, Real, Natural, Volatility, Volatility) const;
|v|ql/instruments/lookbackoption.hpp|ContinuousFloatingLookbackOption::ContinuousFloatingLookbackOption(Real currentMinmax, const ext::shared_ptr<TypePayoff> & payoff, const ext::shared_ptr<Exercise> & exercise);
|v|ql/instruments/lookbackoption.hpp|ContinuousFixedLookbackOption::ContinuousFixedLookbackOption(Real currentMinmax, const ext::shared_ptr<StrikedTypePayoff> & payoff, const ext::shared_ptr<Exercise> & exercise);
|v|ql/instruments/lookbackoption.hpp|ContinuousPartialFloatingLookbackOption::ContinuousPartialFloatingLookbackOption(Real currentMinmax, Real lambda, Date lookbackPeriodEnd, const ext::shared_ptr<TypePayoff> & payoff, const ext::shared_ptr<Exercise> & exercise);
|v|ql/instruments/lookbackoption.hpp|ContinuousPartialFixedLookbackOption::ContinuousPartialFixedLookbackOption(Date lookbackPeriodStart, const ext::shared_ptr<StrikedTypePayoff> & payoff, const ext::shared_ptr<Exercise> & exercise);
| |ql/instruments/lookbackoption.hpp|void arguments::validate() const;
| |ql/instruments/makecapfloor.hpp|MakeCapFloor::MakeCapFloor(CapFloor::Type capFloorType, const Period & capFloorTenor, const ext::shared_ptr<IborIndex> & iborIndex, Rate strike = Null<Rate>(), const Period & forwardStart = 0 * Days);
| |ql/instruments/makecapfloor.hpp|MakeCapFloor & MakeCapFloor::withNominal(Real n);
| |ql/instruments/makecapfloor.hpp|MakeCapFloor & MakeCapFloor::withEffectiveDate(const Date & effectiveDate, bool firstCapletExcluded);
| |ql/instruments/makecapfloor.hpp|MakeCapFloor & MakeCapFloor::withTenor(const Period & t);
| |ql/instruments/makecapfloor.hpp|MakeCapFloor & MakeCapFloor::withCalendar(const Calendar & cal);
| |ql/instruments/makecapfloor.hpp|MakeCapFloor & MakeCapFloor::withConvention(BusinessDayConvention bdc);
| |ql/instruments/makecapfloor.hpp|MakeCapFloor & MakeCapFloor::withTerminationDateConvention(BusinessDayConvention bdc);
| |ql/instruments/makecapfloor.hpp|MakeCapFloor & MakeCapFloor::withRule(DateGeneration::Rule r);
| |ql/instruments/makecapfloor.hpp|MakeCapFloor & MakeCapFloor::withEndOfMonth(bool flag = true);
| |ql/instruments/makecapfloor.hpp|MakeCapFloor & MakeCapFloor::withFirstDate(const Date & d);
| |ql/instruments/makecapfloor.hpp|MakeCapFloor & MakeCapFloor::withNextToLastDate(const Date & d);
| |ql/instruments/makecapfloor.hpp|MakeCapFloor & MakeCapFloor::withDayCount(const DayCounter & dc);
| |ql/instruments/makecapfloor.hpp|MakeCapFloor & MakeCapFloor::asOptionlet(bool b = true);
| |ql/instruments/makecapfloor.hpp|MakeCapFloor & MakeCapFloor::withPricingEngine(const ext::shared_ptr<PricingEngine> & engine);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap::MakeCreditDefaultSwap(const Period & tenor, Rate runningSpread);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap::MakeCreditDefaultSwap(const Date & termDate, Rate runningSpread);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap::MakeCreditDefaultSwap(const Schedule & schedule, Rate runningSpread);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap & MakeCreditDefaultSwap::withSide(Protection::Side);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap & MakeCreditDefaultSwap::withNominal(Real);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap & MakeCreditDefaultSwap::withUpfrontRate(Real);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap & MakeCreditDefaultSwap::withCouponTenor(Period);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap & MakeCreditDefaultSwap::withDateGenerationRule(DateGeneration::Rule);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap & MakeCreditDefaultSwap::withConvention(BusinessDayConvention);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap & MakeCreditDefaultSwap::withDayCounter(const DayCounter &);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap & MakeCreditDefaultSwap::settleAccrual(bool b = true);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap & MakeCreditDefaultSwap::payAtDefaultTime(bool b = true);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap & MakeCreditDefaultSwap::withProtectionStart(Date);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap & MakeCreditDefaultSwap::withUpfrontDate(Date);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap & MakeCreditDefaultSwap::withClaim(ext::shared_ptr<Claim>);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap & MakeCreditDefaultSwap::withLastPeriodDayCounter(const DayCounter &);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap & MakeCreditDefaultSwap::rebateAccrual(bool b = true);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap & MakeCreditDefaultSwap::withTradeDate(Date);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap & MakeCreditDefaultSwap::withCashSettlementDays(Natural);
| |ql/instruments/makecds.hpp|MakeCreditDefaultSwap & MakeCreditDefaultSwap::withPricingEngine(const ext::shared_ptr<PricingEngine> &);
| |ql/instruments/makecms.hpp|MakeCms::MakeCms(const Period & swapTenor, const ext::shared_ptr<SwapIndex> & swapIndex, const ext::shared_ptr<IborIndex> & iborIndex, Spread iborSpread = 0.0, const Period & forwardStart = 0 * Days);
| |ql/instruments/makecms.hpp|MakeCms::MakeCms(const Period & swapTenor, const ext::shared_ptr<SwapIndex> & swapIndex, Spread iborSpread = 0.0, const Period & forwardStart = 0 * Days);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::receiveCms(bool flag = true);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withNominal(Real n);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withEffectiveDate(const Date &);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withCmsLegTenor(const Period & t);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withCmsLegCalendar(const Calendar & cal);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withCmsLegConvention(BusinessDayConvention bdc);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withCmsLegTerminationDateConvention(BusinessDayConvention);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withCmsLegRule(DateGeneration::Rule r);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withCmsLegEndOfMonth(bool flag = true);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withCmsLegFirstDate(const Date & d);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withCmsLegNextToLastDate(const Date & d);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withCmsLegDayCount(const DayCounter & dc);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withFloatingLegTenor(const Period & t);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withFloatingLegCalendar(const Calendar & cal);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withFloatingLegConvention(BusinessDayConvention bdc);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withFloatingLegTerminationDateConvention(BusinessDayConvention bdc);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withFloatingLegRule(DateGeneration::Rule r);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withFloatingLegEndOfMonth(bool flag = true);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withFloatingLegFirstDate(const Date & d);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withFloatingLegNextToLastDate(const Date & d);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withFloatingLegDayCount(const DayCounter & dc);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withAtmSpread(bool flag = true);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withDiscountingTermStructure(const Handle<YieldTermStructure> & discountingTermStructure);
| |ql/instruments/makecms.hpp|MakeCms & MakeCms::withCmsCouponPricer(const ext::shared_ptr<CmsCouponPricer> & couponPricer);
| |ql/instruments/makemultipleresetsswap.hpp|MakeMultipleResetsSwap::MakeMultipleResetsSwap(const Period & tenor, const ext::shared_ptr<IborIndex> & iborIndex, Size resetsPerCoupon);
| |ql/instruments/makemultipleresetsswap.hpp|MakeMultipleResetsSwap & MakeMultipleResetsSwap::receiveFixed(bool flag = true);
| |ql/instruments/makemultipleresetsswap.hpp|MakeMultipleResetsSwap & MakeMultipleResetsSwap::withType(Swap::Type type);
| |ql/instruments/makemultipleresetsswap.hpp|MakeMultipleResetsSwap & MakeMultipleResetsSwap::withNominal(Real n);
| |ql/instruments/makemultipleresetsswap.hpp|MakeMultipleResetsSwap & MakeMultipleResetsSwap::withFixedRate(Rate fixedRate);
| |ql/instruments/makemultipleresetsswap.hpp|MakeMultipleResetsSwap & MakeMultipleResetsSwap::withSettlementDays(Natural settlementDays);
| |ql/instruments/makemultipleresetsswap.hpp|MakeMultipleResetsSwap & MakeMultipleResetsSwap::withEffectiveDate(const Date &);
| |ql/instruments/makemultipleresetsswap.hpp|MakeMultipleResetsSwap & MakeMultipleResetsSwap::withTerminationDate(const Date &);
| |ql/instruments/makemultipleresetsswap.hpp|MakeMultipleResetsSwap & MakeMultipleResetsSwap::withForwardStart(const Period & fwdStart);
| |ql/instruments/makemultipleresetsswap.hpp|MakeMultipleResetsSwap & MakeMultipleResetsSwap::withFixedLegFrequency(Frequency f);
| |ql/instruments/makemultipleresetsswap.hpp|MakeMultipleResetsSwap & MakeMultipleResetsSwap::withFixedLegDayCount(const DayCounter & dc);
| |ql/instruments/makemultipleresetsswap.hpp|MakeMultipleResetsSwap & MakeMultipleResetsSwap::withFixedLegConvention(BusinessDayConvention bdc);
| |ql/instruments/makemultipleresetsswap.hpp|MakeMultipleResetsSwap & MakeMultipleResetsSwap::withFloatingLegSpread(Spread sp);
| |ql/instruments/makemultipleresetsswap.hpp|MakeMultipleResetsSwap & MakeMultipleResetsSwap::withAveragingMethod(RateAveraging::Type m);
| |ql/instruments/makemultipleresetsswap.hpp|MakeMultipleResetsSwap & MakeMultipleResetsSwap::withDiscountingTermStructure(const Handle<YieldTermStructure> &);
| |ql/instruments/makemultipleresetsswap.hpp|MakeMultipleResetsSwap & MakeMultipleResetsSwap::withPricingEngine(const ext::shared_ptr<PricingEngine> &);
| |ql/instruments/makeois.hpp|MakeOIS::MakeOIS(const Period & swapTenor, const ext::shared_ptr<OvernightIndex> & overnightIndex, Rate fixedRate = Null<Rate>(), const Period & fwdStart = 0 * Days);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::receiveFixed(bool flag = true);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withType(Swap::Type type);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withNominal(Real n);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withSettlementDays(Natural settlementDays);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withEffectiveDate(const Date &);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withTerminationDate(const Date &);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withRule(DateGeneration::Rule r);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withFixedLegRule(DateGeneration::Rule r);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withOvernightLegRule(DateGeneration::Rule r);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withPaymentFrequency(Frequency f);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withFixedLegPaymentFrequency(Frequency f);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withOvernightLegPaymentFrequency(Frequency f);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withPaymentAdjustment(BusinessDayConvention convention);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withPaymentLag(Integer lag);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withPaymentCalendar(const Calendar & cal);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withCalendar(const Calendar & cal);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withFixedLegCalendar(const Calendar & cal);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withOvernightLegCalendar(const Calendar & cal);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withConvention(BusinessDayConvention bdc);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withFixedLegConvention(BusinessDayConvention bdc);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withOvernightLegConvention(BusinessDayConvention bdc);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withTerminationDateConvention(BusinessDayConvention bdc);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withFixedLegTerminationDateConvention(BusinessDayConvention bdc);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withOvernightLegTerminationDateConvention(BusinessDayConvention bdc);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withEndOfMonth(bool flag = true);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withFixedLegEndOfMonth(bool flag = true);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withOvernightLegEndOfMonth(bool flag = true);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withMaturityEndOfMonth(bool flag = true);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withFixedLegDayCount(const DayCounter & dc);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withOvernightLegSpread(Spread sp);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withDiscountingTermStructure(const Handle<YieldTermStructure> & discountingTermStructure);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withTelescopicValueDates(bool telescopicValueDates);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withAveragingMethod(RateAveraging::Type averagingMethod);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withLookbackDays(Natural lookbackDays);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withLockoutDays(Natural lockoutDays);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withObservationShift(bool applyObservationShift = true);
| |ql/instruments/makeois.hpp|MakeOIS & MakeOIS::withPricingEngine(const ext::shared_ptr<PricingEngine> & engine);
| |ql/instruments/makeswaption.hpp|MakeSwaption::MakeSwaption(ext::shared_ptr<SwapIndex> swapIndex, const Period & optionTenor, Rate strike = Null<Rate>());
| |ql/instruments/makeswaption.hpp|MakeSwaption::MakeSwaption(ext::shared_ptr<SwapIndex> swapIndex, const Date & fixingDate, Rate strike = Null<Rate>());
| |ql/instruments/makeswaption.hpp|MakeSwaption & MakeSwaption::withNominal(Real n);
| |ql/instruments/makeswaption.hpp|MakeSwaption & MakeSwaption::withSettlementType(Settlement::Type delivery);
| |ql/instruments/makeswaption.hpp|MakeSwaption & MakeSwaption::withSettlementMethod(Settlement::Method settlementMethod);
| |ql/instruments/makeswaption.hpp|MakeSwaption & MakeSwaption::withOptionConvention(BusinessDayConvention bdc);
| |ql/instruments/makeswaption.hpp|MakeSwaption & MakeSwaption::withExerciseDate(const Date &);
| |ql/instruments/makeswaption.hpp|MakeSwaption & MakeSwaption::withExerciseCalendar(const Calendar &);
| |ql/instruments/makeswaption.hpp|MakeSwaption & MakeSwaption::withUnderlyingType(Swap::Type type);
| |ql/instruments/makeswaption.hpp|MakeSwaption & MakeSwaption::withIndexedCoupons(const ext::optional<bool> & b = true);
| |ql/instruments/makeswaption.hpp|MakeSwaption & MakeSwaption::withAtParCoupons(bool b = true);
| |ql/instruments/makeswaption.hpp|MakeSwaption & MakeSwaption::withPricingEngine(const ext::shared_ptr<PricingEngine> & engine);
|v|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap::MakeVanillaSwap(const Period & swapTenor, const ext::shared_ptr<IborIndex> & iborIndex, Rate fixedRate = Null<Rate>(), const Period & forwardStart = 0 * Days);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::receiveFixed(bool flag = true);
|v|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withType(Swap::Type type);
|v|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withNominal(Real n);
|v|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withSettlementDays(Natural settlementDays);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withEffectiveDate(const Date &);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withTerminationDate(const Date &);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withRule(DateGeneration::Rule r);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withPaymentConvention(BusinessDayConvention bdc);
|v|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFixedLegTenor(const Period & t);
|v|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFixedLegCalendar(const Calendar & cal);
|v|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFixedLegConvention(BusinessDayConvention bdc);
|v|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFixedLegTerminationDateConvention(BusinessDayConvention bdc);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFixedLegRule(DateGeneration::Rule r);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFixedLegEndOfMonth(bool flag = true);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFixedLegFirstDate(const Date & d);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFixedLegNextToLastDate(const Date & d);
|v|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFixedLegDayCount(const DayCounter & dc);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFloatingLegTenor(const Period & t);
|v|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFloatingLegCalendar(const Calendar & cal);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFloatingLegConvention(BusinessDayConvention bdc);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFloatingLegTerminationDateConvention(BusinessDayConvention bdc);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFloatingLegRule(DateGeneration::Rule r);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFloatingLegEndOfMonth(bool flag = true);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withMaturityEndOfMonth(bool flag = true);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFloatingLegFirstDate(const Date & d);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFloatingLegNextToLastDate(const Date & d);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFloatingLegDayCount(const DayCounter & dc);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withFloatingLegSpread(Spread sp);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withDiscountingTermStructure(const Handle<YieldTermStructure> & discountCurve);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withPricingEngine(const ext::shared_ptr<PricingEngine> & engine);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withIndexedCoupons(const ext::optional<bool> & b = true);
|x|ql/instruments/makevanillaswap.hpp|MakeVanillaSwap & MakeVanillaSwap::withAtParCoupons(bool b = true);
| |ql/instruments/makeyoyinflationcapfloor.hpp|MakeYoYInflationCapFloor::MakeYoYInflationCapFloor(YoYInflationCapFloor::Type capFloorType, ext::shared_ptr<YoYInflationIndex> index, const Size & length, Calendar cal, const Period & observationLag, CPI::InterpolationType interpolation);
| |ql/instruments/makeyoyinflationcapfloor.hpp|MakeYoYInflationCapFloor & MakeYoYInflationCapFloor::withNominal(Real n);
| |ql/instruments/makeyoyinflationcapfloor.hpp|MakeYoYInflationCapFloor & MakeYoYInflationCapFloor::withEffectiveDate(const Date & effectiveDate);
| |ql/instruments/makeyoyinflationcapfloor.hpp|MakeYoYInflationCapFloor & MakeYoYInflationCapFloor::withFirstCapletExcluded();
| |ql/instruments/makeyoyinflationcapfloor.hpp|MakeYoYInflationCapFloor & MakeYoYInflationCapFloor::withPaymentDayCounter(const DayCounter &);
| |ql/instruments/makeyoyinflationcapfloor.hpp|MakeYoYInflationCapFloor & MakeYoYInflationCapFloor::withPaymentAdjustment(BusinessDayConvention);
| |ql/instruments/makeyoyinflationcapfloor.hpp|MakeYoYInflationCapFloor & MakeYoYInflationCapFloor::withFixingDays(Natural fixingDays);
| |ql/instruments/makeyoyinflationcapfloor.hpp|MakeYoYInflationCapFloor & MakeYoYInflationCapFloor::withPricingEngine(const ext::shared_ptr<PricingEngine> & engine);
| |ql/instruments/makeyoyinflationcapfloor.hpp|MakeYoYInflationCapFloor & MakeYoYInflationCapFloor::asOptionlet(bool b = true);
| |ql/instruments/makeyoyinflationcapfloor.hpp|MakeYoYInflationCapFloor & MakeYoYInflationCapFloor::withStrike(Rate strike);
| |ql/instruments/makeyoyinflationcapfloor.hpp|MakeYoYInflationCapFloor & MakeYoYInflationCapFloor::withAtmStrike(const Handle<YieldTermStructure> & nominalTermStructure);
| |ql/instruments/makeyoyinflationcapfloor.hpp|MakeYoYInflationCapFloor & MakeYoYInflationCapFloor::withForwardStart(Period forwardStart);
|v|ql/instruments/margrabeoption.hpp|MargrabeOption::MargrabeOption(Integer Q1, Integer Q2, const ext::shared_ptr<Exercise> &);
|x|ql/instruments/margrabeoption.hpp|Real MargrabeOption::delta1() const;
|x|ql/instruments/margrabeoption.hpp|Real MargrabeOption::delta2() const;
|x|ql/instruments/margrabeoption.hpp|Real MargrabeOption::gamma1() const;
|x|ql/instruments/margrabeoption.hpp|Real MargrabeOption::gamma2() const;
| |ql/instruments/margrabeoption.hpp|arguments::arguments();
| |ql/instruments/margrabeoption.hpp|void arguments::validate() const;
| |ql/instruments/margrabeoption.hpp|results::results();
| |ql/instruments/margrabeoption.hpp|void results::reset();
|v|ql/instruments/multiassetoption.hpp|MultiAssetOption::MultiAssetOption(const ext::shared_ptr<Payoff> &, const ext::shared_ptr<Exercise> &);
|v|ql/instruments/multiassetoption.hpp|Real MultiAssetOption::delta() const;
|v|ql/instruments/multiassetoption.hpp|Real MultiAssetOption::gamma() const;
|v|ql/instruments/multiassetoption.hpp|Real MultiAssetOption::theta() const;
|v|ql/instruments/multiassetoption.hpp|Real MultiAssetOption::vega() const;
|v|ql/instruments/multiassetoption.hpp|Real MultiAssetOption::rho() const;
|v|ql/instruments/multiassetoption.hpp|Real MultiAssetOption::dividendRho() const;
| |ql/instruments/multiassetoption.hpp|void results::reset();
| |ql/instruments/multipleresetsswap.hpp|MultipleResetsSwap::MultipleResetsSwap(Type type, Real nominal, const Schedule & fixedSchedule, Rate fixedRate, DayCounter fixedDayCount, Schedule fullResetSchedule, const ext::shared_ptr<IborIndex> & iborIndex, Size resetsPerCoupon, Spread spread = 0.0, RateAveraging::Type averagingMethod = RateAveraging::Compound, ext::optional<BusinessDayConvention> paymentConvention = ext::nullopt, Integer paymentLag = 0, const Calendar & paymentCalendar = Calendar());
|x|ql/instruments/multipleresetsswap.hpp|const Schedule & MultipleResetsSwap::fullResetSchedule() const;
|x|ql/instruments/multipleresetsswap.hpp|Size MultipleResetsSwap::resetsPerCoupon() const;
|x|ql/instruments/multipleresetsswap.hpp|RateAveraging::Type MultipleResetsSwap::averagingMethod() const;
|v|ql/instruments/nonstandardswap.hpp|NonstandardSwap::NonstandardSwap(const FixedVsFloatingSwap & fromVanilla);
|v|ql/instruments/nonstandardswap.hpp|NonstandardSwap::NonstandardSwap(Swap::Type type, std::vector<Real> fixedNominal, const std::vector<Real> & floatingNominal, Schedule fixedSchedule, std::vector<Real> fixedRate, DayCounter fixedDayCount, Schedule floatingSchedule, ext::shared_ptr<IborIndex> iborIndex, Real gearing, Spread spread, DayCounter floatingDayCount, bool intermediateCapitalExchange = false, bool finalCapitalExchange = false, ext::optional<BusinessDayConvention> paymentConvention = ext::nullopt);
|v|ql/instruments/nonstandardswap.hpp|NonstandardSwap::NonstandardSwap(Swap::Type type, std::vector<Real> fixedNominal, std::vector<Real> floatingNominal, Schedule fixedSchedule, std::vector<Real> fixedRate, DayCounter fixedDayCount, Schedule floatingSchedule, ext::shared_ptr<IborIndex> iborIndex, std::vector<Real> gearing, std::vector<Spread> spread, DayCounter floatingDayCount, bool intermediateCapitalExchange = false, bool finalCapitalExchange = false, ext::optional<BusinessDayConvention> paymentConvention = ext::nullopt);
|x|ql/instruments/nonstandardswap.hpp|Swap::Type NonstandardSwap::type() const;
|x|ql/instruments/nonstandardswap.hpp|const std::vector<Real> & NonstandardSwap::fixedNominal() const;
|x|ql/instruments/nonstandardswap.hpp|const std::vector<Real> & NonstandardSwap::floatingNominal() const;
|x|ql/instruments/nonstandardswap.hpp|const Schedule & NonstandardSwap::fixedSchedule() const;
|v|ql/instruments/nonstandardswap.hpp|const std::vector<Real> & NonstandardSwap::fixedRate() const;
|x|ql/instruments/nonstandardswap.hpp|const DayCounter & NonstandardSwap::fixedDayCount() const;
|x|ql/instruments/nonstandardswap.hpp|const Schedule & NonstandardSwap::floatingSchedule() const;
|x|ql/instruments/nonstandardswap.hpp|const ext::shared_ptr<IborIndex> & NonstandardSwap::iborIndex() const;
|x|ql/instruments/nonstandardswap.hpp|Spread NonstandardSwap::spread() const;
|x|ql/instruments/nonstandardswap.hpp|Real NonstandardSwap::gearing() const;
|x|ql/instruments/nonstandardswap.hpp|const std::vector<Spread> & NonstandardSwap::spreads() const;
|x|ql/instruments/nonstandardswap.hpp|const std::vector<Real> & NonstandardSwap::gearings() const;
|x|ql/instruments/nonstandardswap.hpp|const DayCounter & NonstandardSwap::floatingDayCount() const;
|x|ql/instruments/nonstandardswap.hpp|BusinessDayConvention NonstandardSwap::paymentConvention() const;
|x|ql/instruments/nonstandardswap.hpp|const Leg & NonstandardSwap::fixedLeg() const;
|x|ql/instruments/nonstandardswap.hpp|const Leg & NonstandardSwap::floatingLeg() const;
| |ql/instruments/nonstandardswap.hpp|arguments::arguments();
| |ql/instruments/nonstandardswap.hpp|void arguments::validate() const;
| |ql/instruments/nonstandardswap.hpp|void results::reset();
|v|ql/instruments/nonstandardswaption.hpp|NonstandardSwaption::NonstandardSwaption(const Swaption & fromSwaption);
|v|ql/instruments/nonstandardswaption.hpp|NonstandardSwaption::NonstandardSwaption(ext::shared_ptr<NonstandardSwap> swap, const ext::shared_ptr<Exercise> & exercise, Settlement::Type delivery = Settlement::Physical, Settlement::Method settlementMethod = Settlement::PhysicalOTC);
|x|ql/instruments/nonstandardswaption.hpp|Settlement::Type NonstandardSwaption::settlementType() const;
|x|ql/instruments/nonstandardswaption.hpp|Settlement::Method NonstandardSwaption::settlementMethod() const;
|x|ql/instruments/nonstandardswaption.hpp|Swap::Type NonstandardSwaption::type() const;
|v|ql/instruments/nonstandardswaption.hpp|const ext::shared_ptr<NonstandardSwap> & NonstandardSwaption::underlyingSwap() const;
|v|ql/instruments/nonstandardswaption.hpp|std::vector<ext::shared_ptr<BlackCalibrationHelper>> NonstandardSwaption::calibrationBasket(const ext::shared_ptr<SwapIndex> & standardSwapBase, const ext::shared_ptr<SwaptionVolatilityStructure> & swaptionVolatility, BasketGeneratingEngine::CalibrationBasketType basketType = BasketGeneratingEngine::MaturityStrikeByDeltaGamma) const;
| |ql/instruments/nonstandardswaption.hpp|arguments::arguments();
| |ql/instruments/nonstandardswaption.hpp|void arguments::validate() const;
|v|ql/instruments/oneassetoption.hpp|OneAssetOption::OneAssetOption(const ext::shared_ptr<Payoff> &, const ext::shared_ptr<Exercise> &);
|v|ql/instruments/oneassetoption.hpp|Real OneAssetOption::delta() const;
|v|ql/instruments/oneassetoption.hpp|Real OneAssetOption::deltaForward() const;
|v|ql/instruments/oneassetoption.hpp|Real OneAssetOption::elasticity() const;
|v|ql/instruments/oneassetoption.hpp|Real OneAssetOption::gamma() const;
|v|ql/instruments/oneassetoption.hpp|Real OneAssetOption::theta() const;
|v|ql/instruments/oneassetoption.hpp|Real OneAssetOption::thetaPerDay() const;
|v|ql/instruments/oneassetoption.hpp|Real OneAssetOption::vega() const;
|v|ql/instruments/oneassetoption.hpp|Real OneAssetOption::rho() const;
|v|ql/instruments/oneassetoption.hpp|Real OneAssetOption::dividendRho() const;
|v|ql/instruments/oneassetoption.hpp|Real OneAssetOption::strikeSensitivity() const;
|v|ql/instruments/oneassetoption.hpp|Real OneAssetOption::itmCashProbability() const;
| |ql/instruments/oneassetoption.hpp|void results::reset();
|v|ql/instruments/overnightindexedswap.hpp|OvernightIndexedSwap::OvernightIndexedSwap(Type type, Real nominal, const Schedule & schedule, Rate fixedRate, DayCounter fixedDC, const ext::shared_ptr<OvernightIndex> & overnightIndex, Spread spread = 0.0, Integer paymentLag = 0, BusinessDayConvention paymentAdjustment = Following, const Calendar & paymentCalendar = Calendar(), bool telescopicValueDates = false, RateAveraging::Type averagingMethod = RateAveraging::Compound, Natural lookbackDays = Null<Natural>(), Natural lockoutDays = 0, bool applyObservationShift = false);
|v|ql/instruments/overnightindexedswap.hpp|OvernightIndexedSwap::OvernightIndexedSwap(Type type, const std::vector<Real> & nominals, const Schedule & schedule, Rate fixedRate, DayCounter fixedDC, const ext::shared_ptr<OvernightIndex> & overnightIndex, Spread spread = 0.0, Integer paymentLag = 0, BusinessDayConvention paymentAdjustment = Following, const Calendar & paymentCalendar = Calendar(), bool telescopicValueDates = false, RateAveraging::Type averagingMethod = RateAveraging::Compound, Natural lookbackDays = Null<Natural>(), Natural lockoutDays = 0, bool applyObservationShift = false);
|x|ql/instruments/overnightindexedswap.hpp|OvernightIndexedSwap::OvernightIndexedSwap(Type type, Real nominal, Schedule fixedSchedule, Rate fixedRate, DayCounter fixedDC, Schedule overnightSchedule, const ext::shared_ptr<OvernightIndex> & overnightIndex, Spread spread = 0.0, Integer paymentLag = 0, BusinessDayConvention paymentAdjustment = Following, const Calendar & paymentCalendar = Calendar(), bool telescopicValueDates = false, RateAveraging::Type averagingMethod = RateAveraging::Compound, Natural lookbackDays = Null<Natural>(), Natural lockoutDays = 0, bool applyObservationShift = false);
|x|ql/instruments/overnightindexedswap.hpp|OvernightIndexedSwap::OvernightIndexedSwap(Type type, std::vector<Real> fixedNominals, Schedule fixedSchedule, Rate fixedRate, DayCounter fixedDC, const std::vector<Real> & overnightNominals, Schedule overnightSchedule, const ext::shared_ptr<OvernightIndex> & overnightIndex, Spread spread = 0.0, Integer paymentLag = 0, BusinessDayConvention paymentAdjustment = Following, const Calendar & paymentCalendar = Calendar(), bool telescopicValueDates = false, RateAveraging::Type averagingMethod = RateAveraging::Compound, Natural lookbackDays = Null<Natural>(), Natural lockoutDays = 0, bool applyObservationShift = false);
|x|ql/instruments/overnightindexedswap.hpp|Frequency OvernightIndexedSwap::paymentFrequency() const;
|x|ql/instruments/overnightindexedswap.hpp|const std::vector<Real> & OvernightIndexedSwap::overnightNominals() const;
|x|ql/instruments/overnightindexedswap.hpp|const Schedule & OvernightIndexedSwap::overnightSchedule() const;
|x|ql/instruments/overnightindexedswap.hpp|const ext::shared_ptr<OvernightIndex> & OvernightIndexedSwap::overnightIndex() const;
|v|ql/instruments/overnightindexedswap.hpp|const Leg & OvernightIndexedSwap::overnightLeg() const;
|x|ql/instruments/overnightindexedswap.hpp|Integer OvernightIndexedSwap::paymentLag() const;
|x|ql/instruments/overnightindexedswap.hpp|const Calendar & OvernightIndexedSwap::paymentCalendar() const;
|x|ql/instruments/overnightindexedswap.hpp|bool OvernightIndexedSwap::telescopicValueDates() const;
|x|ql/instruments/overnightindexedswap.hpp|RateAveraging::Type OvernightIndexedSwap::averagingMethod() const;
|x|ql/instruments/overnightindexedswap.hpp|Natural OvernightIndexedSwap::lookbackDays() const;
|x|ql/instruments/overnightindexedswap.hpp|Natural OvernightIndexedSwap::lockoutDays() const;
|x|ql/instruments/overnightindexedswap.hpp|bool OvernightIndexedSwap::applyObservationShift() const;
|v|ql/instruments/overnightindexedswap.hpp|Real OvernightIndexedSwap::overnightLegBPS() const;
|v|ql/instruments/overnightindexedswap.hpp|Real OvernightIndexedSwap::overnightLegNPV() const;
| |ql/instruments/overnightindexfuture.hpp|OvernightIndexFuture::OvernightIndexFuture(ext::shared_ptr<OvernightIndex> overnightIndex, const Date & valueDate, const Date & maturityDate, Handle<Quote> convexityAdjustment = Handle<Quote>(), RateAveraging::Type averagingMethod = RateAveraging::Compound);
| |ql/instruments/overnightindexfuture.hpp|Real OvernightIndexFuture::convexityAdjustment() const;
|x|ql/instruments/overnightindexfuture.hpp|const ext::shared_ptr<OvernightIndex> & OvernightIndexFuture::overnightIndex() const;
|x|ql/instruments/overnightindexfuture.hpp|Date OvernightIndexFuture::valueDate() const;
|x|ql/instruments/overnightindexfuture.hpp|Date OvernightIndexFuture::maturityDate() const;
|v|ql/instruments/partialtimebarrieroption.hpp|PartialTimeBarrierOption::PartialTimeBarrierOption(Barrier::Type barrierType, PartialBarrier::Range barrierRange, Real barrier, Real rebate, Date coverEventDate, const ext::shared_ptr<StrikedTypePayoff> & payoff, const ext::shared_ptr<Exercise> & exercise);
| |ql/instruments/partialtimebarrieroption.hpp|arguments::arguments();
| |ql/instruments/partialtimebarrieroption.hpp|void arguments::validate() const;
|x|ql/instruments/payoffs.hpp|Option::Type TypePayoff::optionType() const;
|v|ql/instruments/payoffs.hpp|FloatingTypePayoff::FloatingTypePayoff(Option::Type type);
|x|ql/instruments/payoffs.hpp|Real FloatingTypePayoff::operator()(Real price, Real strike) const;
|x|ql/instruments/payoffs.hpp|Real StrikedTypePayoff::strike() const;
|v|ql/instruments/payoffs.hpp|PlainVanillaPayoff::PlainVanillaPayoff(Option::Type type, Real strike);
|v|ql/instruments/payoffs.hpp|PercentageStrikePayoff::PercentageStrikePayoff(Option::Type type, Real moneyness);
|v|ql/instruments/payoffs.hpp|AssetOrNothingPayoff::AssetOrNothingPayoff(Option::Type type, Real strike);
|v|ql/instruments/payoffs.hpp|CashOrNothingPayoff::CashOrNothingPayoff(Option::Type type, Real strike, Real cashPayoff);
|x|ql/instruments/payoffs.hpp|Real CashOrNothingPayoff::cashPayoff() const;
|v|ql/instruments/payoffs.hpp|GapPayoff::GapPayoff(Option::Type type, Real strike, Real secondStrike);
|x|ql/instruments/payoffs.hpp|Real GapPayoff::secondStrike() const;
|v|ql/instruments/payoffs.hpp|SuperFundPayoff::SuperFundPayoff(Real strike, Real secondStrike);
|x|ql/instruments/payoffs.hpp|Real SuperFundPayoff::secondStrike() const;
|v|ql/instruments/payoffs.hpp|SuperSharePayoff::SuperSharePayoff(Real strike, Real secondStrike, Real cashPayoff);
|x|ql/instruments/payoffs.hpp|Real SuperSharePayoff::secondStrike() const;
|x|ql/instruments/payoffs.hpp|Real SuperSharePayoff::cashPayoff() const;
|v|ql/instruments/perpetualfutures.hpp|PerpetualFutures::PerpetualFutures(PerpetualFutures::PayoffType payoffType, PerpetualFutures::FundingType fundingType = PerpetualFutures::FundingWithCurrentSpot, Period fundingFrequency = Period(8, Hours), Calendar cal = NullCalendar(), DayCounter dc = ActualActual(ActualActual::ISDA));
|x|ql/instruments/perpetualfutures.hpp|std::ostream & operator<<(std::ostream & out, PerpetualFutures::PayoffType type);
|x|ql/instruments/perpetualfutures.hpp|std::ostream & operator<<(std::ostream & out, PerpetualFutures::FundingType type);
|x|ql/instruments/perpetualfutures.hpp|arguments::arguments();
|x|ql/instruments/perpetualfutures.hpp|void arguments::validate() const;
|v|ql/instruments/quantobarrieroption.hpp|QuantoBarrierOption::QuantoBarrierOption(Barrier::Type barrierType, Real barrier, Real rebate, const ext::shared_ptr<StrikedTypePayoff> & payoff, const ext::shared_ptr<Exercise> & exercise);
|v|ql/instruments/quantobarrieroption.hpp|Real QuantoBarrierOption::qvega() const;
|v|ql/instruments/quantobarrieroption.hpp|Real QuantoBarrierOption::qrho() const;
|v|ql/instruments/quantobarrieroption.hpp|Real QuantoBarrierOption::qlambda() const;
|v|ql/instruments/quantoforwardvanillaoption.hpp|QuantoForwardVanillaOption::QuantoForwardVanillaOption(Real moneyness, const Date & resetDate, const ext::shared_ptr<StrikedTypePayoff> &, const ext::shared_ptr<Exercise> &);
|v|ql/instruments/quantoforwardvanillaoption.hpp|Real QuantoForwardVanillaOption::qvega() const;
|v|ql/instruments/quantoforwardvanillaoption.hpp|Real QuantoForwardVanillaOption::qrho() const;
|v|ql/instruments/quantoforwardvanillaoption.hpp|Real QuantoForwardVanillaOption::qlambda() const;
| |ql/instruments/quantovanillaoption.hpp|QuantoOptionResults::QuantoOptionResults<ResultsType>();
| |ql/instruments/quantovanillaoption.hpp|void QuantoOptionResults::reset();
|v|ql/instruments/quantovanillaoption.hpp|QuantoVanillaOption::QuantoVanillaOption(const ext::shared_ptr<StrikedTypePayoff> &, const ext::shared_ptr<Exercise> &);
|v|ql/instruments/quantovanillaoption.hpp|Real QuantoVanillaOption::qvega() const;
|v|ql/instruments/quantovanillaoption.hpp|Real QuantoVanillaOption::qrho() const;
|v|ql/instruments/quantovanillaoption.hpp|Real QuantoVanillaOption::qlambda() const;
|v|ql/instruments/simplechooseroption.hpp|SimpleChooserOption::SimpleChooserOption(Date choosingDate, Real strike, const ext::shared_ptr<Exercise> & exercise);
| |ql/instruments/simplechooseroption.hpp|arguments::arguments();
| |ql/instruments/simplechooseroption.hpp|void arguments::validate() const;
| |ql/instruments/simplifynotificationgraph.hpp|void simplifyNotificationGraph(Instrument & instrument, const Leg & leg, bool unregisterCoupons = false);
| |ql/instruments/simplifynotificationgraph.hpp|void simplifyNotificationGraph(Swap & swap, bool unregisterCoupons = false);
| |ql/instruments/simplifynotificationgraph.hpp|void simplifyNotificationGraph(Bond & bond, bool unregisterCoupons = false);
|v|ql/instruments/softbarrieroption.hpp|SoftBarrierOption::SoftBarrierOption(Barrier::Type barrierType, Real barrier_lo, Real barrier_hi, const ext::shared_ptr<StrikedTypePayoff> & payoff, const ext::shared_ptr<Exercise> & exercise);
|v|ql/instruments/softbarrieroption.hpp|Volatility SoftBarrierOption::impliedVolatility(Real price, const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, Real accuracy = 1.0e-4, Size maxEvaluations = 100, Volatility minVol = 1e-6, Volatility maxVol = 4.0) const;
| |ql/instruments/softbarrieroption.hpp|arguments::arguments();
|v|ql/instruments/stickyratchet.hpp|DoubleStickyRatchetPayoff::DoubleStickyRatchetPayoff(Real type1, Real type2, Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor);
|v|ql/instruments/stickyratchet.hpp|RatchetPayoff::RatchetPayoff(Real gearing1, Real gearing2, Real spread1, Real spread2, Real initialValue, Real accrualFactor);
|v|ql/instruments/stickyratchet.hpp|StickyPayoff::StickyPayoff(Real gearing1, Real gearing2, Real spread1, Real spread2, Real initialValue, Real accrualFactor);
|v|ql/instruments/stickyratchet.hpp|RatchetMaxPayoff::RatchetMaxPayoff(Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor);
|v|ql/instruments/stickyratchet.hpp|RatchetMinPayoff::RatchetMinPayoff(Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor);
|v|ql/instruments/stickyratchet.hpp|StickyMaxPayoff::StickyMaxPayoff(Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor);
|v|ql/instruments/stickyratchet.hpp|StickyMinPayoff::StickyMinPayoff(Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor);
| |ql/instruments/stock.hpp|Stock::Stock(Handle<Quote> quote);
|v|ql/instruments/swap.hpp|Swap::Swap(const Leg & firstLeg, const Leg & secondLeg);
|v|ql/instruments/swap.hpp|Swap::Swap(const std::vector<Leg> & legs, const std::vector<bool> & payer);
|x|ql/instruments/swap.hpp|Size Swap::numberOfLegs() const;
|x|ql/instruments/swap.hpp|const std::vector<Leg> & Swap::legs() const;
|v|ql/instruments/swap.hpp|Date Swap::startDate() const;
|v|ql/instruments/swap.hpp|Date Swap::maturityDate() const;
|v|ql/instruments/swap.hpp|Real Swap::legBPS(Size j) const;
|v|ql/instruments/swap.hpp|Real Swap::legNPV(Size j) const;
|v|ql/instruments/swap.hpp|DiscountFactor Swap::startDiscounts(Size j) const;
|v|ql/instruments/swap.hpp|DiscountFactor Swap::endDiscounts(Size j) const;
|v|ql/instruments/swap.hpp|DiscountFactor Swap::npvDateDiscount() const;
|v|ql/instruments/swap.hpp|const Leg & Swap::leg(Size j) const;
|x|ql/instruments/swap.hpp|bool Swap::payer(Size j) const;
| |ql/instruments/swap.hpp|void arguments::validate() const;
| |ql/instruments/swap.hpp|void results::reset();
|x|ql/instruments/swap.hpp|std::ostream & operator<<(std::ostream & out, Swap::Type t);
| |ql/instruments/swaption.hpp|static void Settlement::checkTypeAndMethodConsistency(Settlement::Type, Settlement::Method);
| |ql/instruments/swaption.hpp|std::ostream & operator<<(std::ostream & out, Settlement::Type type);
| |ql/instruments/swaption.hpp|std::ostream & operator<<(std::ostream & out, Settlement::Method method);
|v|ql/instruments/swaption.hpp|Swaption::Swaption(ext::shared_ptr<FixedVsFloatingSwap> swap, const ext::shared_ptr<Exercise> & exercise, Settlement::Type delivery = Settlement::Physical, Settlement::Method settlementMethod = Settlement::PhysicalOTC);
|x|ql/instruments/swaption.hpp|Settlement::Type Swaption::settlementType() const;
|x|ql/instruments/swaption.hpp|Settlement::Method Swaption::settlementMethod() const;
|x|ql/instruments/swaption.hpp|Swap::Type Swaption::type() const;
|v|ql/instruments/swaption.hpp|const ext::shared_ptr<FixedVsFloatingSwap> & Swaption::underlying() const;
|v|ql/instruments/swaption.hpp|Volatility Swaption::impliedVolatility(Real price, const Handle<YieldTermStructure> & discountCurve, Volatility guess, Real accuracy = 1.0e-4, Natural maxEvaluations = 100, Volatility minVol = 1.0e-7, Volatility maxVol = 4.0, VolatilityType type = ShiftedLognormal, Real displacement = 0.0, PriceType priceType = Spot) const;
| |ql/instruments/swaption.hpp|arguments::arguments();
| |ql/instruments/swaption.hpp|void arguments::validate() const;
|v|ql/instruments/twoassetbarrieroption.hpp|TwoAssetBarrierOption::TwoAssetBarrierOption(Barrier::Type barrierType, Real barrier, const ext::shared_ptr<StrikedTypePayoff> & payoff, const ext::shared_ptr<Exercise> & exercise);
| |ql/instruments/twoassetbarrieroption.hpp|arguments::arguments();
| |ql/instruments/twoassetbarrieroption.hpp|void arguments::validate() const;
|v|ql/instruments/twoassetcorrelationoption.hpp|TwoAssetCorrelationOption::TwoAssetCorrelationOption(Option::Type type, Real strike1, Real strike2, const ext::shared_ptr<Exercise> &);
| |ql/instruments/twoassetcorrelationoption.hpp|arguments::arguments();
| |ql/instruments/twoassetcorrelationoption.hpp|void arguments::validate() const;
|v|ql/instruments/vanillaoption.hpp|VanillaOption::VanillaOption(const ext::shared_ptr<StrikedTypePayoff> &, const ext::shared_ptr<Exercise> &);
|v|ql/instruments/vanillaoption.hpp|Volatility VanillaOption::impliedVolatility(Real price, const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, Real accuracy = 1.0e-4, Size maxEvaluations = 100, Volatility minVol = 1.0e-7, Volatility maxVol = 4.0) const;
|v|ql/instruments/vanillaoption.hpp|Volatility VanillaOption::impliedVolatility(Real price, const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, const DividendSchedule & dividends, Real accuracy = 1.0e-4, Size maxEvaluations = 100, Volatility minVol = 1.0e-7, Volatility maxVol = 4.0) const;
|v|ql/instruments/vanillastorageoption.hpp|VanillaStorageOption::VanillaStorageOption(const ext::shared_ptr<BermudanExercise> & ex, Real capacity, Real load, Real changeRate);
| |ql/instruments/vanillastorageoption.hpp|arguments::arguments();
| |ql/instruments/vanillastorageoption.hpp|void arguments::validate() const;
| |ql/instruments/vanillastorageoption.hpp|void setupArguments(PricingEngine::arguments * args) const;
| |ql/instruments/vanillastorageoption.hpp|bool isExpired() const;
|v|ql/instruments/vanillaswap.hpp|VanillaSwap::VanillaSwap(Type type, Real nominal, Schedule fixedSchedule, Rate fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, ext::shared_ptr<IborIndex> iborIndex, Spread spread, DayCounter floatingDayCount, ext::optional<BusinessDayConvention> paymentConvention = ext::nullopt, ext::optional<bool> useIndexedCoupons = ext::nullopt);
|?|ql/instruments/vanillaswingoption.hpp|SwingExercise::SwingExercise(const std::vector<Date> & dates, const std::vector<Size> & seconds = std::vector<Size>());
|v|ql/instruments/vanillaswingoption.hpp|SwingExercise::SwingExercise(const Date & from, const Date & to, Size stepSizeSecs);
|x|ql/instruments/vanillaswingoption.hpp|const std::vector<Size> & SwingExercise::seconds() const;
|x|ql/instruments/vanillaswingoption.hpp|std::vector<Time> SwingExercise::exerciseTimes(const DayCounter & dc, const Date & refDate) const;
| |ql/instruments/vanillaswingoption.hpp|VanillaForwardPayoff::VanillaForwardPayoff(Option::Type type, Real strike);
|v|ql/instruments/vanillaswingoption.hpp|VanillaSwingOption::VanillaSwingOption(const ext::shared_ptr<Payoff> & payoff, const ext::shared_ptr<SwingExercise> & ex, Size minExerciseRights, Size maxExerciseRights);
| |ql/instruments/vanillaswingoption.hpp|arguments::arguments();
| |ql/instruments/vanillaswingoption.hpp|void arguments::validate() const;
|v|ql/instruments/varianceswap.hpp|VarianceSwap::VarianceSwap(Position::Type position, Real strike, Real notional, const Date & startDate, const Date & maturityDate);
|x|ql/instruments/varianceswap.hpp|Real VarianceSwap::strike() const;
|x|ql/instruments/varianceswap.hpp|Position::Type VarianceSwap::position() const;
|x|ql/instruments/varianceswap.hpp|Date VarianceSwap::startDate() const;
|x|ql/instruments/varianceswap.hpp|Date VarianceSwap::maturityDate() const;
|x|ql/instruments/varianceswap.hpp|Real VarianceSwap::notional() const;
|v|ql/instruments/varianceswap.hpp|Real VarianceSwap::variance() const;
| |ql/instruments/varianceswap.hpp|arguments::arguments();
| |ql/instruments/varianceswap.hpp|void arguments::validate() const;
| |ql/instruments/varianceswap.hpp|void results::reset();
|v|ql/instruments/writerextensibleoption.hpp|WriterExtensibleOption::WriterExtensibleOption(const ext::shared_ptr<PlainVanillaPayoff> & payoff1, const ext::shared_ptr<Exercise> & exercise1, const ext::shared_ptr<PlainVanillaPayoff> & payoff2, ext::shared_ptr<Exercise> exercise2);
|x|ql/instruments/writerextensibleoption.hpp|ext::shared_ptr<Payoff> WriterExtensibleOption::payoff2();
|x|ql/instruments/writerextensibleoption.hpp|ext::shared_ptr<Exercise> WriterExtensibleOption::exercise2();
| |ql/instruments/writerextensibleoption.hpp|void arguments::validate() const;
|v|ql/instruments/yearonyearinflationswap.hpp|YearOnYearInflationSwap::YearOnYearInflationSwap(Type type, Real nominal, Schedule fixedSchedule, Rate fixedRate, DayCounter fixedDayCount, Schedule yoySchedule, ext::shared_ptr<YoYInflationIndex> yoyIndex, const Period & observationLag, CPI::InterpolationType interpolation, Spread spread, DayCounter yoyDayCount, Calendar paymentCalendar, BusinessDayConvention paymentConvention = ModifiedFollowing);
|v|ql/instruments/yearonyearinflationswap.hpp|Real YearOnYearInflationSwap::fixedLegNPV() const;
|v|ql/instruments/yearonyearinflationswap.hpp|Rate YearOnYearInflationSwap::fairRate() const;
|v|ql/instruments/yearonyearinflationswap.hpp|Real YearOnYearInflationSwap::yoyLegNPV() const;
|v|ql/instruments/yearonyearinflationswap.hpp|Spread YearOnYearInflationSwap::fairSpread() const;
|x|ql/instruments/yearonyearinflationswap.hpp|Type YearOnYearInflationSwap::type() const;
|x|ql/instruments/yearonyearinflationswap.hpp|Real YearOnYearInflationSwap::nominal() const;
|x|ql/instruments/yearonyearinflationswap.hpp|const Schedule & YearOnYearInflationSwap::fixedSchedule() const;
|x|ql/instruments/yearonyearinflationswap.hpp|Rate YearOnYearInflationSwap::fixedRate() const;
|x|ql/instruments/yearonyearinflationswap.hpp|const DayCounter & YearOnYearInflationSwap::fixedDayCount() const;
|x|ql/instruments/yearonyearinflationswap.hpp|const Schedule & YearOnYearInflationSwap::yoySchedule() const;
|x|ql/instruments/yearonyearinflationswap.hpp|const ext::shared_ptr<YoYInflationIndex> & YearOnYearInflationSwap::yoyInflationIndex() const;
|x|ql/instruments/yearonyearinflationswap.hpp|Period YearOnYearInflationSwap::observationLag() const;
|x|ql/instruments/yearonyearinflationswap.hpp|Spread YearOnYearInflationSwap::spread() const;
|x|ql/instruments/yearonyearinflationswap.hpp|const DayCounter & YearOnYearInflationSwap::yoyDayCount() const;
|x|ql/instruments/yearonyearinflationswap.hpp|Calendar YearOnYearInflationSwap::paymentCalendar() const;
|x|ql/instruments/yearonyearinflationswap.hpp|BusinessDayConvention YearOnYearInflationSwap::paymentConvention() const;
|x|ql/instruments/yearonyearinflationswap.hpp|const Leg & YearOnYearInflationSwap::fixedLeg() const;
|x|ql/instruments/yearonyearinflationswap.hpp|const Leg & YearOnYearInflationSwap::yoyLeg() const;
| |ql/instruments/yearonyearinflationswap.hpp|arguments::arguments();
| |ql/instruments/yearonyearinflationswap.hpp|void arguments::validate() const;
| |ql/instruments/yearonyearinflationswap.hpp|void results::reset();
| |ql/instruments/yearonyearinflationswap.hpp|Swap::Type type() const;
|v|ql/instruments/zerocouponinflationswap.hpp|ZeroCouponInflationSwap::ZeroCouponInflationSwap(Type type, Real nominal, const Date & startDate, const Date & maturity, Calendar fixCalendar, BusinessDayConvention fixConvention, DayCounter dayCounter, Rate fixedRate, const ext::shared_ptr<ZeroInflationIndex> & infIndex, const Period & observationLag, CPI::InterpolationType observationInterpolation, bool adjustInfObsDates = false, Calendar infCalendar = Calendar(), BusinessDayConvention infConvention = BusinessDayConvention());
|x|ql/instruments/zerocouponinflationswap.hpp|Type ZeroCouponInflationSwap::type() const;
|x|ql/instruments/zerocouponinflationswap.hpp|Real ZeroCouponInflationSwap::nominal() const;
|x|ql/instruments/zerocouponinflationswap.hpp|Calendar ZeroCouponInflationSwap::fixedCalendar() const;
|x|ql/instruments/zerocouponinflationswap.hpp|BusinessDayConvention ZeroCouponInflationSwap::fixedConvention() const;
|x|ql/instruments/zerocouponinflationswap.hpp|DayCounter ZeroCouponInflationSwap::dayCounter() const;
|x|ql/instruments/zerocouponinflationswap.hpp|Rate ZeroCouponInflationSwap::fixedRate() const;
|x|ql/instruments/zerocouponinflationswap.hpp|ext::shared_ptr<ZeroInflationIndex> ZeroCouponInflationSwap::inflationIndex() const;
|x|ql/instruments/zerocouponinflationswap.hpp|Period ZeroCouponInflationSwap::observationLag() const;
|x|ql/instruments/zerocouponinflationswap.hpp|CPI::InterpolationType ZeroCouponInflationSwap::observationInterpolation() const;
|x|ql/instruments/zerocouponinflationswap.hpp|bool ZeroCouponInflationSwap::adjustObservationDates() const;
|x|ql/instruments/zerocouponinflationswap.hpp|Calendar ZeroCouponInflationSwap::inflationCalendar() const;
|x|ql/instruments/zerocouponinflationswap.hpp|BusinessDayConvention ZeroCouponInflationSwap::inflationConvention() const;
|x|ql/instruments/zerocouponinflationswap.hpp|const Leg & ZeroCouponInflationSwap::fixedLeg() const;
|x|ql/instruments/zerocouponinflationswap.hpp|const Leg & ZeroCouponInflationSwap::inflationLeg() const;
|v|ql/instruments/zerocouponinflationswap.hpp|Real ZeroCouponInflationSwap::fixedLegNPV() const;
|x|ql/instruments/zerocouponinflationswap.hpp|Real ZeroCouponInflationSwap::fixedLegBPS() const;
|v|ql/instruments/zerocouponinflationswap.hpp|Real ZeroCouponInflationSwap::inflationLegNPV() const;
|v|ql/instruments/zerocouponinflationswap.hpp|Real ZeroCouponInflationSwap::fairRate() const;
|v|ql/instruments/zerocouponswap.hpp|ZeroCouponSwap::ZeroCouponSwap(Type type, Real baseNominal, const Date & startDate, const Date & maturityDate, Real fixedPayment, ext::shared_ptr<IborIndex> iborIndex, const Calendar & paymentCalendar, BusinessDayConvention paymentConvention = Following, Natural paymentDelay = 0);
|v|ql/instruments/zerocouponswap.hpp|ZeroCouponSwap::ZeroCouponSwap(Type type, Real baseNominal, const Date & startDate, const Date & maturityDate, Rate fixedRate, const DayCounter & fixedDayCounter, ext::shared_ptr<IborIndex> iborIndex, const Calendar & paymentCalendar, BusinessDayConvention paymentConvention = Following, Natural paymentDelay = 0);
|x|ql/instruments/zerocouponswap.hpp|Type ZeroCouponSwap::type() const;
|x|ql/instruments/zerocouponswap.hpp|Real ZeroCouponSwap::baseNominal() const;
|x|ql/instruments/zerocouponswap.hpp|const ext::shared_ptr<IborIndex> & ZeroCouponSwap::iborIndex() const;
|x|ql/instruments/zerocouponswap.hpp|const Leg & ZeroCouponSwap::fixedLeg() const;
|x|ql/instruments/zerocouponswap.hpp|const Leg & ZeroCouponSwap::floatingLeg() const;
|x|ql/instruments/zerocouponswap.hpp|Real ZeroCouponSwap::fixedPayment() const;
|v|ql/instruments/zerocouponswap.hpp|Real ZeroCouponSwap::fixedLegNPV() const;
|v|ql/instruments/zerocouponswap.hpp|Real ZeroCouponSwap::floatingLegNPV() const;
|v|ql/instruments/zerocouponswap.hpp|Real ZeroCouponSwap::fairFixedPayment() const;
|v|ql/instruments/zerocouponswap.hpp|Rate ZeroCouponSwap::fairFixedRate(const DayCounter & dayCounter) const;
|?|ql/interestrate.hpp|InterestRate::InterestRate();
|v|ql/interestrate.hpp|InterestRate::InterestRate(Rate r, DayCounter dc, Compounding comp, Frequency freq);
|v|ql/interestrate.hpp|Rate InterestRate::rate() const;
|x|ql/interestrate.hpp|const DayCounter & InterestRate::dayCounter() const;
|x|ql/interestrate.hpp|Compounding InterestRate::compounding() const;
|x|ql/interestrate.hpp|Frequency InterestRate::frequency() const;
|v|ql/interestrate.hpp|DiscountFactor InterestRate::discountFactor(Time t) const;
|v|ql/interestrate.hpp|DiscountFactor InterestRate::discountFactor(const Date & d1, const Date & d2, const Date & refStart = Date(), const Date & refEnd = Date()) const;
|v|ql/interestrate.hpp|Real InterestRate::compoundFactor(Time t) const;
|v|ql/interestrate.hpp|Real InterestRate::compoundFactor(const Date & d1, const Date & d2, const Date & refStart = Date(), const Date & refEnd = Date()) const;
|?|ql/interestrate.hpp|static InterestRate InterestRate::impliedRate(Real compound, const DayCounter & resultDC, Compounding comp, Frequency freq, Time t);
|v|ql/interestrate.hpp|static InterestRate InterestRate::impliedRate(Real compound, const DayCounter & resultDC, Compounding comp, Frequency freq, const Date & d1, const Date & d2, const Date & refStart = Date(), const Date & refEnd = Date());
|v|ql/interestrate.hpp|InterestRate InterestRate::equivalentRate(Compounding comp, Frequency freq, Time t) const;
|v|ql/interestrate.hpp|InterestRate InterestRate::equivalentRate(const DayCounter & resultDC, Compounding comp, Frequency freq, Date d1, Date d2, const Date & refStart = Date(), const Date & refEnd = Date()) const;
| |ql/interestrate.hpp|std::ostream & operator<<(std::ostream &, const InterestRate &);
| |ql/legacy/libormarketmodels/lfmcovarparam.hpp|LfmCovarianceParameterization::LfmCovarianceParameterization(Size size, Size factors);
|x|ql/legacy/libormarketmodels/lfmcovarparam.hpp|Size LfmCovarianceParameterization::size() const;
|x|ql/legacy/libormarketmodels/lfmcovarparam.hpp|Size LfmCovarianceParameterization::factors() const;
| |ql/legacy/libormarketmodels/lfmcovarparam.hpp|Matrix LfmCovarianceParameterization::diffusion(Time t, const Array & x = { }) const;
|v|ql/legacy/libormarketmodels/lfmcovarparam.hpp|Matrix LfmCovarianceParameterization::covariance(Time t, const Array & x = { }) const;
| |ql/legacy/libormarketmodels/lfmcovarparam.hpp|Matrix LfmCovarianceParameterization::integratedCovariance(Time t, const Array & x = { }) const;
| |ql/legacy/libormarketmodels/lfmcovarproxy.hpp|LfmCovarianceProxy::LfmCovarianceProxy(ext::shared_ptr<LmVolatilityModel> volaModel, const ext::shared_ptr<LmCorrelationModel> & corrModel);
|x|ql/legacy/libormarketmodels/lfmcovarproxy.hpp|ext::shared_ptr<LmVolatilityModel> LfmCovarianceProxy::volatilityModel() const;
|x|ql/legacy/libormarketmodels/lfmcovarproxy.hpp|ext::shared_ptr<LmCorrelationModel> LfmCovarianceProxy::correlationModel() const;
| |ql/legacy/libormarketmodels/lfmcovarproxy.hpp|Real LfmCovarianceProxy::integratedCovariance(Size i, Size j, Time t, const Array & x = { }) const;
|v|ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp|LfmHullWhiteParameterization::LfmHullWhiteParameterization(const ext::shared_ptr<LiborForwardModelProcess> & process, const ext::shared_ptr<OptionletVolatilityStructure> & capletVol, const Matrix & correlation = Matrix(), Size factors = 1);
|v|ql/legacy/libormarketmodels/lfmprocess.hpp|LiborForwardModelProcess::LiborForwardModelProcess(Size size, ext::shared_ptr<IborIndex> index);
|v|ql/legacy/libormarketmodels/lfmprocess.hpp|ext::shared_ptr<IborIndex> LiborForwardModelProcess::index() const;
|v|ql/legacy/libormarketmodels/lfmprocess.hpp|Leg LiborForwardModelProcess::cashFlows(Real amount = 1.0) const;
|v|ql/legacy/libormarketmodels/lfmprocess.hpp|void LiborForwardModelProcess::setCovarParam(const ext::shared_ptr<LfmCovarianceParameterization> & param);
|x|ql/legacy/libormarketmodels/lfmprocess.hpp|ext::shared_ptr<LfmCovarianceParameterization> LiborForwardModelProcess::covarParam() const;
|x|ql/legacy/libormarketmodels/lfmprocess.hpp|Size LiborForwardModelProcess::nextIndexReset(Time t) const;
|v|ql/legacy/libormarketmodels/lfmprocess.hpp|const std::vector<Time> & LiborForwardModelProcess::fixingTimes() const;
|v|ql/legacy/libormarketmodels/lfmprocess.hpp|const std::vector<Date> & LiborForwardModelProcess::fixingDates() const;
|v|ql/legacy/libormarketmodels/lfmprocess.hpp|const std::vector<Time> & LiborForwardModelProcess::accrualStartTimes() const;
|v|ql/legacy/libormarketmodels/lfmprocess.hpp|const std::vector<Time> & LiborForwardModelProcess::accrualEndTimes() const;
|v|ql/legacy/libormarketmodels/lfmprocess.hpp|std::vector<DiscountFactor> LiborForwardModelProcess::discountBond(const std::vector<Rate> & rates) const;
|v|ql/legacy/libormarketmodels/lfmswaptionengine.hpp|LfmSwaptionEngine::LfmSwaptionEngine(const ext::shared_ptr<LiborForwardModel> & model, Handle<YieldTermStructure> discountCurve);
|x|ql/legacy/libormarketmodels/lfmswaptionengine.hpp|void LfmSwaptionEngine::calculate() const;
|v|ql/legacy/libormarketmodels/liborforwardmodel.hpp|LiborForwardModel::LiborForwardModel(const ext::shared_ptr<LiborForwardModelProcess> & process, const ext::shared_ptr<LmVolatilityModel> & volaModel, const ext::shared_ptr<LmCorrelationModel> & corrModel);
|v|ql/legacy/libormarketmodels/liborforwardmodel.hpp|Rate LiborForwardModel::S_0(Size alpha, Size beta) const;
|x|ql/legacy/libormarketmodels/liborforwardmodel.hpp|ext::shared_ptr<SwaptionVolatilityMatrix> LiborForwardModel::getSwaptionVolatilityMatrix() const;
|v|ql/legacy/libormarketmodels/lmconstwrappercorrmodel.hpp|LmConstWrapperCorrelationModel::LmConstWrapperCorrelationModel(const ext::shared_ptr<LmCorrelationModel> & corrModel);
|v|ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp|LmConstWrapperVolatilityModel::LmConstWrapperVolatilityModel(const ext::shared_ptr<LmVolatilityModel> & volaModel);
| |ql/legacy/libormarketmodels/lmcorrmodel.hpp|LmCorrelationModel::LmCorrelationModel(Size size, Size nArguments);
|x|ql/legacy/libormarketmodels/lmcorrmodel.hpp|Size LmCorrelationModel::size() const;
|x|ql/legacy/libormarketmodels/lmcorrmodel.hpp|Size LmCorrelationModel::factors() const;
| |ql/legacy/libormarketmodels/lmcorrmodel.hpp|std::vector<Parameter> & LmCorrelationModel::params();
| |ql/legacy/libormarketmodels/lmcorrmodel.hpp|void LmCorrelationModel::setParams(const std::vector<Parameter> & arguments);
| |ql/legacy/libormarketmodels/lmcorrmodel.hpp|Matrix LmCorrelationModel::correlation(Time t, const Array & x = { }) const;
| |ql/legacy/libormarketmodels/lmcorrmodel.hpp|Matrix LmCorrelationModel::pseudoSqrt(Time t, const Array & x = { }) const;
| |ql/legacy/libormarketmodels/lmcorrmodel.hpp|Real LmCorrelationModel::correlation(Size i, Size j, Time t, const Array & x = { }) const;
| |ql/legacy/libormarketmodels/lmcorrmodel.hpp|bool LmCorrelationModel::isTimeIndependent() const;
|v|ql/legacy/libormarketmodels/lmexpcorrmodel.hpp|LmExponentialCorrelationModel::LmExponentialCorrelationModel(Size size, Real rho);
| |ql/legacy/libormarketmodels/lmextlinexpvolmodel.hpp|LmExtLinearExponentialVolModel::LmExtLinearExponentialVolModel(const std::vector<Time> & fixingTimes, Real a, Real b, Real c, Real d);
|?|ql/legacy/libormarketmodels/lmfixedvolmodel.hpp|LmFixedVolatilityModel::LmFixedVolatilityModel(Array volatilities, const std::vector<Time> & startTimes);
|v|ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp|LmLinearExponentialCorrelationModel::LmLinearExponentialCorrelationModel(Size size, Real rho, Real beta, Size factors = Null<Size>());
|?|ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp|LmLinearExponentialVolatilityModel::LmLinearExponentialVolatilityModel(const std::vector<Time> & fixingTimes, Real a, Real b, Real c, Real d);
| |ql/legacy/libormarketmodels/lmvolmodel.hpp|LmVolatilityModel::LmVolatilityModel(Size size, Size nArguments);
|x|ql/legacy/libormarketmodels/lmvolmodel.hpp|Size LmVolatilityModel::size() const;
| |ql/legacy/libormarketmodels/lmvolmodel.hpp|std::vector<Parameter> & LmVolatilityModel::params();
| |ql/legacy/libormarketmodels/lmvolmodel.hpp|void LmVolatilityModel::setParams(const std::vector<Parameter> & arguments);
| |ql/legacy/libormarketmodels/lmvolmodel.hpp|Array LmVolatilityModel::volatility(Time t, const Array & x = { }) const;
| |ql/legacy/libormarketmodels/lmvolmodel.hpp|Volatility LmVolatilityModel::volatility(Size i, Time t, const Array & x = { }) const;
| |ql/legacy/libormarketmodels/lmvolmodel.hpp|Real LmVolatilityModel::integratedVariance(Size i, Size j, Time u, const Array & x = { }) const;
| |ql/math/abcdmathfunction.hpp|AbcdMathFunction::AbcdMathFunction(Real a = 0.002, Real b = 0.001, Real c = 0.16, Real d = 0.0005);
| |ql/math/abcdmathfunction.hpp|AbcdMathFunction::AbcdMathFunction(std::vector<Real> abcd);
| |ql/math/abcdmathfunction.hpp|Real AbcdMathFunction::operator()(Time t) const;
| |ql/math/abcdmathfunction.hpp|Time AbcdMathFunction::maximumLocation() const;
| |ql/math/abcdmathfunction.hpp|Real AbcdMathFunction::maximumValue() const;
| |ql/math/abcdmathfunction.hpp|Real AbcdMathFunction::longTermValue() const;
| |ql/math/abcdmathfunction.hpp|Real AbcdMathFunction::derivative(Time t) const;
| |ql/math/abcdmathfunction.hpp|Real AbcdMathFunction::primitive(Time t) const;
| |ql/math/abcdmathfunction.hpp|Real AbcdMathFunction::definiteIntegral(Time t1, Time t2) const;
| |ql/math/abcdmathfunction.hpp|Real AbcdMathFunction::a() const;
| |ql/math/abcdmathfunction.hpp|Real AbcdMathFunction::b() const;
| |ql/math/abcdmathfunction.hpp|Real AbcdMathFunction::c() const;
| |ql/math/abcdmathfunction.hpp|Real AbcdMathFunction::d() const;
| |ql/math/abcdmathfunction.hpp|const std::vector<Real> & AbcdMathFunction::coefficients();
| |ql/math/abcdmathfunction.hpp|const std::vector<Real> & AbcdMathFunction::derivativeCoefficients();
| |ql/math/abcdmathfunction.hpp|std::vector<Real> AbcdMathFunction::definiteIntegralCoefficients(Time t, Time t2) const;
| |ql/math/abcdmathfunction.hpp|std::vector<Real> AbcdMathFunction::definiteDerivativeCoefficients(Time t, Time t2) const;
| |ql/math/abcdmathfunction.hpp|static void AbcdMathFunction::validate(Real a, Real b, Real c, Real d);
| |ql/math/array.hpp|Array::Array();
| |ql/math/array.hpp|Array::Array(Size size);
| |ql/math/array.hpp|Array::Array(Size size, Real value);
| |ql/math/array.hpp|Array::Array(Size size, Real value, Real increment);
| |ql/math/array.hpp|Array::Array(const Array &);
| |ql/math/array.hpp|Array::Array(Array &&);
| |ql/math/array.hpp|Array::Array(std::initializer_list<Real>);
| |ql/math/array.hpp|Array & Array::operator=(const Array &);
| |ql/math/array.hpp|Array & Array::operator=(Array &&);
| |ql/math/array.hpp|bool Array::operator==(const Array &) const;
| |ql/math/array.hpp|bool Array::operator!=(const Array &) const;
| |ql/math/array.hpp|const Array & Array::operator+=(const Array &);
| |ql/math/array.hpp|const Array & Array::operator+=(Real);
| |ql/math/array.hpp|const Array & Array::operator-=(const Array &);
| |ql/math/array.hpp|const Array & Array::operator-=(Real);
| |ql/math/array.hpp|const Array & Array::operator*=(const Array &);
| |ql/math/array.hpp|const Array & Array::operator*=(Real);
| |ql/math/array.hpp|const Array & Array::operator/=(const Array &);
| |ql/math/array.hpp|const Array & Array::operator/=(Real);
| |ql/math/array.hpp|Real Array::operator[](Size) const;
| |ql/math/array.hpp|Real Array::at(Size) const;
| |ql/math/array.hpp|Real Array::front() const;
| |ql/math/array.hpp|Real Array::back() const;
| |ql/math/array.hpp|Real & Array::operator[](Size);
| |ql/math/array.hpp|Real & Array::at(Size);
| |ql/math/array.hpp|Real & Array::front();
| |ql/math/array.hpp|Real & Array::back();
| |ql/math/array.hpp|Size Array::size() const;
| |ql/math/array.hpp|bool Array::empty() const;
| |ql/math/array.hpp|const_iterator Array::begin() const;
| |ql/math/array.hpp|iterator Array::begin();
| |ql/math/array.hpp|const_iterator Array::end() const;
| |ql/math/array.hpp|iterator Array::end();
| |ql/math/array.hpp|const_reverse_iterator Array::rbegin() const;
| |ql/math/array.hpp|reverse_iterator Array::rbegin();
| |ql/math/array.hpp|const_reverse_iterator Array::rend() const;
| |ql/math/array.hpp|reverse_iterator Array::rend();
| |ql/math/array.hpp|void Array::resize(Size n);
| |ql/math/array.hpp|void Array::swap(Array &);
| |ql/math/array.hpp|Real DotProduct(const Array &, const Array &);
| |ql/math/array.hpp|Real Norm2(const Array &);
| |ql/math/array.hpp|Array operator+(const Array & v);
| |ql/math/array.hpp|Array operator+(Array && v);
| |ql/math/array.hpp|Array operator-(const Array & v);
| |ql/math/array.hpp|Array operator-(Array && v);
| |ql/math/array.hpp|Array operator+(const Array &, const Array &);
| |ql/math/array.hpp|Array operator+(const Array &, Array &&);
| |ql/math/array.hpp|Array operator+(Array &&, const Array &);
| |ql/math/array.hpp|Array operator+(Array &&, Array &&);
| |ql/math/array.hpp|Array operator+(const Array &, Real);
| |ql/math/array.hpp|Array operator+(Array &&, Real);
| |ql/math/array.hpp|Array operator+(Real, const Array &);
| |ql/math/array.hpp|Array operator+(Real, Array &&);
| |ql/math/array.hpp|Array operator-(const Array &, const Array &);
| |ql/math/array.hpp|Array operator-(const Array &, Array &&);
| |ql/math/array.hpp|Array operator-(Array &&, const Array &);
| |ql/math/array.hpp|Array operator-(Array &&, Array &&);
| |ql/math/array.hpp|Array operator-(const Array &, Real);
| |ql/math/array.hpp|Array operator-(Real, const Array &);
| |ql/math/array.hpp|Array operator-(Array &&, Real);
| |ql/math/array.hpp|Array operator-(Real, Array &&);
| |ql/math/array.hpp|Array operator*(const Array &, const Array &);
| |ql/math/array.hpp|Array operator*(const Array &, Array &&);
| |ql/math/array.hpp|Array operator*(Array &&, const Array &);
| |ql/math/array.hpp|Array operator*(Array &&, Array &&);
| |ql/math/array.hpp|Array operator*(const Array &, Real);
| |ql/math/array.hpp|Array operator*(Real, const Array &);
| |ql/math/array.hpp|Array operator*(Array &&, Real);
| |ql/math/array.hpp|Array operator*(Real, Array &&);
| |ql/math/array.hpp|Array operator/(const Array &, const Array &);
| |ql/math/array.hpp|Array operator/(const Array &, Array &&);
| |ql/math/array.hpp|Array operator/(Array &&, const Array &);
| |ql/math/array.hpp|Array operator/(Array &&, Array &&);
| |ql/math/array.hpp|Array operator/(const Array &, Real);
| |ql/math/array.hpp|Array operator/(Real, const Array &);
| |ql/math/array.hpp|Array operator/(Array &&, Real);
| |ql/math/array.hpp|Array operator/(Real, Array &&);
| |ql/math/array.hpp|Array Abs(const Array &);
| |ql/math/array.hpp|Array Abs(Array &&);
| |ql/math/array.hpp|Array Sqrt(const Array &);
| |ql/math/array.hpp|Array Sqrt(Array &&);
| |ql/math/array.hpp|Array Log(const Array &);
| |ql/math/array.hpp|Array Log(Array &&);
| |ql/math/array.hpp|Array Exp(const Array &);
| |ql/math/array.hpp|Array Exp(Array &&);
| |ql/math/array.hpp|Array Pow(const Array &, Real);
| |ql/math/array.hpp|Array Pow(Array &&, Real);
|v|ql/math/array.hpp|void swap(Array &, Array &);
| |ql/math/array.hpp|std::ostream & operator<<(std::ostream &, const Array &);
| |ql/math/array.hpp|Array(const Array & from);
| |ql/math/array.hpp|Array(Array && from);
| |ql/math/array.hpp|Array(std::initializer_list<Real> init);
| |ql/math/array.hpp|Array & operator=(const Array & from);
| |ql/math/array.hpp|Array & operator=(Array && from);
| |ql/math/array.hpp|bool operator==(const Array & to) const;
| |ql/math/array.hpp|bool operator!=(const Array & to) const;
| |ql/math/array.hpp|const Array & operator+=(const Array & v);
| |ql/math/array.hpp|const Array & operator+=(Real x);
| |ql/math/array.hpp|const Array & operator-=(const Array & v);
| |ql/math/array.hpp|const Array & operator-=(Real x);
| |ql/math/array.hpp|const Array & operator*=(const Array & v);
| |ql/math/array.hpp|const Array & operator*=(Real x);
| |ql/math/array.hpp|const Array & operator/=(const Array & v);
| |ql/math/array.hpp|const Array & operator/=(Real x);
| |ql/math/array.hpp|Real operator[](Size i) const;
| |ql/math/array.hpp|Real at(Size i) const;
| |ql/math/array.hpp|Real & operator[](Size i);
| |ql/math/array.hpp|Real & at(Size i);
| |ql/math/array.hpp|Array::const_iterator begin() const;
| |ql/math/array.hpp|Array::iterator begin();
| |ql/math/array.hpp|Array::const_iterator end() const;
| |ql/math/array.hpp|Array::iterator end();
| |ql/math/array.hpp|Array::const_reverse_iterator rbegin() const;
| |ql/math/array.hpp|Array::reverse_iterator rbegin();
| |ql/math/array.hpp|Array::const_reverse_iterator rend() const;
| |ql/math/array.hpp|Array::reverse_iterator rend();
|?|ql/math/array.hpp|void swap(Array & from);
| |ql/math/array.hpp|Real DotProduct(const Array & v1, const Array & v2);
| |ql/math/array.hpp|Real Norm2(const Array & v);
| |ql/math/array.hpp|Array operator+(const Array & v1, const Array & v2);
| |ql/math/array.hpp|Array operator+(const Array & v1, Array && v2);
| |ql/math/array.hpp|Array operator+(Array && v1, const Array & v2);
| |ql/math/array.hpp|Array operator+(Array && v1, Array && v2);
| |ql/math/array.hpp|Array operator+(const Array & v1, Real a);
| |ql/math/array.hpp|Array operator+(Array && v1, Real a);
| |ql/math/array.hpp|Array operator+(Real a, const Array & v2);
| |ql/math/array.hpp|Array operator+(Real a, Array && v2);
| |ql/math/array.hpp|Array operator-(const Array & v1, const Array & v2);
| |ql/math/array.hpp|Array operator-(const Array & v1, Array && v2);
| |ql/math/array.hpp|Array operator-(Array && v1, const Array & v2);
| |ql/math/array.hpp|Array operator-(Array && v1, Array && v2);
| |ql/math/array.hpp|Array operator-(const Array & v1, Real a);
| |ql/math/array.hpp|Array operator-(Array && v1, Real a);
| |ql/math/array.hpp|Array operator-(Real a, const Array & v2);
| |ql/math/array.hpp|Array operator-(Real a, Array && v2);
| |ql/math/array.hpp|Array operator*(const Array & v1, const Array & v2);
| |ql/math/array.hpp|Array operator*(const Array & v1, Array && v2);
| |ql/math/array.hpp|Array operator*(Array && v1, const Array & v2);
| |ql/math/array.hpp|Array operator*(Array && v1, Array && v2);
| |ql/math/array.hpp|Array operator*(const Array & v1, Real a);
| |ql/math/array.hpp|Array operator*(Array && v1, Real a);
| |ql/math/array.hpp|Array operator*(Real a, const Array & v2);
| |ql/math/array.hpp|Array operator*(Real a, Array && v2);
| |ql/math/array.hpp|Array operator/(const Array & v1, const Array & v2);
| |ql/math/array.hpp|Array operator/(const Array & v1, Array && v2);
| |ql/math/array.hpp|Array operator/(Array && v1, const Array & v2);
| |ql/math/array.hpp|Array operator/(Array && v1, Array && v2);
| |ql/math/array.hpp|Array operator/(const Array & v1, Real a);
| |ql/math/array.hpp|Array operator/(Array && v1, Real a);
| |ql/math/array.hpp|Array operator/(Real a, const Array & v2);
| |ql/math/array.hpp|Array operator/(Real a, Array && v2);
| |ql/math/array.hpp|Array Abs(const Array & v);
| |ql/math/array.hpp|Array Abs(Array && v);
| |ql/math/array.hpp|Array Sqrt(const Array & v);
| |ql/math/array.hpp|Array Sqrt(Array && v);
| |ql/math/array.hpp|Array Log(const Array & v);
| |ql/math/array.hpp|Array Log(Array && v);
| |ql/math/array.hpp|Array Exp(const Array & v);
| |ql/math/array.hpp|Array Exp(Array && v);
| |ql/math/array.hpp|Array Pow(const Array & v, Real alpha);
| |ql/math/array.hpp|Array Pow(Array && v, Real alpha);
|v|ql/math/array.hpp|void swap(Array & v, Array & w);
| |ql/math/array.hpp|std::ostream & operator<<(std::ostream & out, const Array & a);
| |ql/math/bernsteinpolynomial.hpp|static Real BernsteinPolynomial::get(Natural i, Natural n, Real x);
| |ql/math/beta.hpp|Real betaFunction(Real z, Real w);
| |ql/math/beta.hpp|Real betaContinuedFraction(Real a, Real b, Real x, Real accuracy = 1e-16, Integer maxIteration = 100);
| |ql/math/beta.hpp|Real incompleteBetaFunction(Real a, Real b, Real x, Real accuracy = 1e-16, Integer maxIteration = 100);
| |ql/math/bspline.hpp|BSpline::BSpline(Natural p, Natural n, const std::vector<Real> & knots);
| |ql/math/bspline.hpp|Real BSpline::operator()(Natural i, Real x) const;
| |ql/math/comparison.hpp|bool close(Real x, Real y);
| |ql/math/comparison.hpp|bool close(Real x, Real y, Size n);
| |ql/math/comparison.hpp|bool close_enough(Real x, Real y);
| |ql/math/comparison.hpp|bool close_enough(Real x, Real y, Size n);
| |ql/math/comparison.hpp|bool operator()(const ext::shared_ptr<T> & x, const ext::shared_ptr<T> & y) const;
| |ql/math/copulas/alimikhailhaqcopula.hpp|AliMikhailHaqCopula::AliMikhailHaqCopula(Real theta);
| |ql/math/copulas/alimikhailhaqcopula.hpp|Real AliMikhailHaqCopula::operator()(Real x, Real y) const;
| |ql/math/copulas/claytoncopula.hpp|ClaytonCopula::ClaytonCopula(Real theta);
| |ql/math/copulas/claytoncopula.hpp|Real ClaytonCopula::operator()(Real x, Real y) const;
| |ql/math/copulas/farliegumbelmorgensterncopula.hpp|FarlieGumbelMorgensternCopula::FarlieGumbelMorgensternCopula(Real theta);
| |ql/math/copulas/farliegumbelmorgensterncopula.hpp|Real FarlieGumbelMorgensternCopula::operator()(Real x, Real y) const;
| |ql/math/copulas/frankcopula.hpp|FrankCopula::FrankCopula(Real theta);
| |ql/math/copulas/frankcopula.hpp|Real FrankCopula::operator()(Real x, Real y) const;
| |ql/math/copulas/galamboscopula.hpp|GalambosCopula::GalambosCopula(Real theta);
| |ql/math/copulas/galamboscopula.hpp|Real GalambosCopula::operator()(Real x, Real y) const;
| |ql/math/copulas/gaussiancopula.hpp|GaussianCopula::GaussianCopula(Real rho);
| |ql/math/copulas/gaussiancopula.hpp|Real GaussianCopula::operator()(Real x, Real y) const;
| |ql/math/copulas/gumbelcopula.hpp|GumbelCopula::GumbelCopula(Real theta);
| |ql/math/copulas/gumbelcopula.hpp|Real GumbelCopula::operator()(Real x, Real y) const;
| |ql/math/copulas/huslerreisscopula.hpp|HuslerReissCopula::HuslerReissCopula(Real theta_);
| |ql/math/copulas/huslerreisscopula.hpp|Real HuslerReissCopula::operator()(Real x, Real y) const;
| |ql/math/copulas/independentcopula.hpp|Real IndependentCopula::operator()(Real x, Real y) const;
| |ql/math/copulas/marshallolkincopula.hpp|MarshallOlkinCopula::MarshallOlkinCopula(Real a1, Real a2);
| |ql/math/copulas/marshallolkincopula.hpp|Real MarshallOlkinCopula::operator()(Real x, Real y) const;
| |ql/math/copulas/maxcopula.hpp|Real MaxCopula::operator()(Real x, Real y) const;
| |ql/math/copulas/mincopula.hpp|Real MinCopula::operator()(Real x, Real y) const;
| |ql/math/copulas/plackettcopula.hpp|PlackettCopula::PlackettCopula(Real theta);
| |ql/math/copulas/plackettcopula.hpp|Real PlackettCopula::operator()(Real x, Real y) const;
| |ql/math/distributions/binomialdistribution.hpp|Real binomialCoefficientLn(BigNatural n, BigNatural k);
| |ql/math/distributions/binomialdistribution.hpp|Real binomialCoefficient(BigNatural n, BigNatural k);
| |ql/math/distributions/binomialdistribution.hpp|BinomialDistribution::BinomialDistribution(Real p, BigNatural n);
| |ql/math/distributions/binomialdistribution.hpp|Real BinomialDistribution::operator()(BigNatural k) const;
| |ql/math/distributions/binomialdistribution.hpp|CumulativeBinomialDistribution::CumulativeBinomialDistribution(Real p, BigNatural n);
| |ql/math/distributions/binomialdistribution.hpp|Real CumulativeBinomialDistribution::operator()(BigNatural k) const;
| |ql/math/distributions/binomialdistribution.hpp|Real PeizerPrattMethod2Inversion(Real z, BigNatural n);
| |ql/math/distributions/bivariatenormaldistribution.hpp|BivariateCumulativeNormalDistributionDr78::BivariateCumulativeNormalDistributionDr78(Real rho);
| |ql/math/distributions/bivariatenormaldistribution.hpp|Real BivariateCumulativeNormalDistributionDr78::operator()(Real a, Real b) const;
| |ql/math/distributions/bivariatenormaldistribution.hpp|BivariateCumulativeNormalDistributionWe04DP::BivariateCumulativeNormalDistributionWe04DP(Real rho);
| |ql/math/distributions/bivariatenormaldistribution.hpp|Real BivariateCumulativeNormalDistributionWe04DP::operator()(Real a, Real b) const;
| |ql/math/distributions/bivariatestudenttdistribution.hpp|BivariateCumulativeStudentDistribution::BivariateCumulativeStudentDistribution(Natural n, Real rho);
| |ql/math/distributions/bivariatestudenttdistribution.hpp|Real BivariateCumulativeStudentDistribution::operator()(Real x, Real y) const;
| |ql/math/distributions/chisquaredistribution.hpp|CumulativeChiSquareDistribution::CumulativeChiSquareDistribution(Real df);
| |ql/math/distributions/chisquaredistribution.hpp|Real CumulativeChiSquareDistribution::operator()(Real x) const;
| |ql/math/distributions/chisquaredistribution.hpp|NonCentralCumulativeChiSquareDistribution::NonCentralCumulativeChiSquareDistribution(Real df, Real ncp);
| |ql/math/distributions/chisquaredistribution.hpp|Real NonCentralCumulativeChiSquareDistribution::operator()(Real x) const;
| |ql/math/distributions/chisquaredistribution.hpp|NonCentralCumulativeChiSquareSankaranApprox::NonCentralCumulativeChiSquareSankaranApprox(Real df, Real ncp);
| |ql/math/distributions/chisquaredistribution.hpp|Real NonCentralCumulativeChiSquareSankaranApprox::operator()(Real x) const;
| |ql/math/distributions/chisquaredistribution.hpp|InverseNonCentralCumulativeChiSquareDistribution::InverseNonCentralCumulativeChiSquareDistribution(Real df, Real ncp, Size maxEvaluations = 10, Real accuracy = 1e-8);
| |ql/math/distributions/chisquaredistribution.hpp|Real InverseNonCentralCumulativeChiSquareDistribution::operator()(Real x) const;
| |ql/math/distributions/gammadistribution.hpp|CumulativeGammaDistribution::CumulativeGammaDistribution(Real a);
| |ql/math/distributions/gammadistribution.hpp|Real CumulativeGammaDistribution::operator()(Real x) const;
| |ql/math/distributions/gammadistribution.hpp|Real GammaFunction::value(Real x) const;
| |ql/math/distributions/gammadistribution.hpp|Real GammaFunction::logValue(Real x) const;
| |ql/math/distributions/normaldistribution.hpp|NormalDistribution::NormalDistribution(Real average = 0.0, Real sigma = 1.0);
| |ql/math/distributions/normaldistribution.hpp|Real NormalDistribution::operator()(Real x) const;
| |ql/math/distributions/normaldistribution.hpp|Real NormalDistribution::derivative(Real x) const;
| |ql/math/distributions/normaldistribution.hpp|CumulativeNormalDistribution::CumulativeNormalDistribution(Real average = 0.0, Real sigma = 1.0);
| |ql/math/distributions/normaldistribution.hpp|Real CumulativeNormalDistribution::operator()(Real x) const;
| |ql/math/distributions/normaldistribution.hpp|Real CumulativeNormalDistribution::derivative(Real x) const;
| |ql/math/distributions/normaldistribution.hpp|InverseCumulativeNormal::InverseCumulativeNormal(Real average = 0.0, Real sigma = 1.0);
| |ql/math/distributions/normaldistribution.hpp|Real InverseCumulativeNormal::operator()(Real x) const;
| |ql/math/distributions/normaldistribution.hpp|static Real InverseCumulativeNormal::standard_value(Real x);
| |ql/math/distributions/normaldistribution.hpp|MoroInverseCumulativeNormal::MoroInverseCumulativeNormal(Real average = 0.0, Real sigma = 1.0);
| |ql/math/distributions/normaldistribution.hpp|Real MoroInverseCumulativeNormal::operator()(Real x) const;
| |ql/math/distributions/normaldistribution.hpp|MaddockInverseCumulativeNormal::MaddockInverseCumulativeNormal(Real average = 0.0, Real sigma = 1.0);
| |ql/math/distributions/normaldistribution.hpp|Real MaddockInverseCumulativeNormal::operator()(Real x) const;
| |ql/math/distributions/normaldistribution.hpp|MaddockCumulativeNormal::MaddockCumulativeNormal(Real average = 0.0, Real sigma = 1.0);
| |ql/math/distributions/normaldistribution.hpp|Real MaddockCumulativeNormal::operator()(Real x) const;
| |ql/math/distributions/normaldistribution.hpp|NormalDistribution(Real average, Real sigma);
| |ql/math/distributions/normaldistribution.hpp|CumulativeNormalDistribution(Real average, Real sigma);
| |ql/math/distributions/normaldistribution.hpp|InverseCumulativeNormal(Real average, Real sigma);
| |ql/math/distributions/normaldistribution.hpp|MoroInverseCumulativeNormal(Real average, Real sigma);
| |ql/math/distributions/poissondistribution.hpp|PoissonDistribution::PoissonDistribution(Real mu);
| |ql/math/distributions/poissondistribution.hpp|Real PoissonDistribution::operator()(BigNatural k) const;
| |ql/math/distributions/poissondistribution.hpp|CumulativePoissonDistribution::CumulativePoissonDistribution(Real mu);
| |ql/math/distributions/poissondistribution.hpp|Real CumulativePoissonDistribution::operator()(BigNatural k) const;
| |ql/math/distributions/poissondistribution.hpp|InverseCumulativePoisson::InverseCumulativePoisson(Real lambda = 1.0);
| |ql/math/distributions/poissondistribution.hpp|Real InverseCumulativePoisson::operator()(Real x) const;
| |ql/math/distributions/poissondistribution.hpp|InverseCumulativePoisson(Real lambda);
| |ql/math/distributions/poissondistribution.hpp|Real calcSummand(BigNatural index) const;
| |ql/math/distributions/studenttdistribution.hpp|StudentDistribution::StudentDistribution(Integer n);
| |ql/math/distributions/studenttdistribution.hpp|Real StudentDistribution::operator()(Real x) const;
| |ql/math/distributions/studenttdistribution.hpp|CumulativeStudentDistribution::CumulativeStudentDistribution(Integer n);
| |ql/math/distributions/studenttdistribution.hpp|Real CumulativeStudentDistribution::operator()(Real x) const;
| |ql/math/distributions/studenttdistribution.hpp|InverseCumulativeStudent::InverseCumulativeStudent(Integer n, Real accuracy = 1e-6, Size maxIterations = 50);
| |ql/math/distributions/studenttdistribution.hpp|Real InverseCumulativeStudent::operator()(Real x) const;
| |ql/math/errorfunction.hpp|ErrorFunction::ErrorFunction();
| |ql/math/errorfunction.hpp|Real ErrorFunction::operator()(Real x) const;
| |ql/math/expm1.hpp|std::complex<Real> expm1(const std::complex<Real> & z);
| |ql/math/expm1.hpp|std::complex<Real> log1p(const std::complex<Real> & z);
| |ql/math/factorial.hpp|static Real Factorial::get(Natural n);
| |ql/math/factorial.hpp|static Real Factorial::ln(Natural n);
| |ql/math/fastfouriertransform.hpp|static std::size_t FastFourierTransform::min_order(std::size_t inputSize);
| |ql/math/fastfouriertransform.hpp|FastFourierTransform::FastFourierTransform(std::size_t order);
| |ql/math/fastfouriertransform.hpp|std::size_t FastFourierTransform::output_size() const;
|u|ql/math/generallinearleastsquares.hpp|const Array & GeneralLinearLeastSquares::coefficients() const;
| |ql/math/generallinearleastsquares.hpp|const Array & GeneralLinearLeastSquares::residuals() const;
| |ql/math/generallinearleastsquares.hpp|const Array & GeneralLinearLeastSquares::standardErrors() const;
| |ql/math/generallinearleastsquares.hpp|const Array & GeneralLinearLeastSquares::error() const;
| |ql/math/generallinearleastsquares.hpp|Size GeneralLinearLeastSquares::size() const;
| |ql/math/generallinearleastsquares.hpp|Size GeneralLinearLeastSquares::dim() const;
| |ql/math/incompletegamma.hpp|Real incompleteGammaFunction(Real a, Real x, Real accuracy = 1.0e-13, Integer maxIteration = 100);
| |ql/math/incompletegamma.hpp|Real incompleteGammaFunctionSeriesRepr(Real a, Real x, Real accuracy = 1.0e-13, Integer maxIteration = 100);
| |ql/math/incompletegamma.hpp|Real incompleteGammaFunctionContinuedFractionRepr(Real a, Real x, Real accuracy = 1.0e-13, Integer maxIteration = 100);
| |ql/math/integrals/discreteintegrals.hpp|Real DiscreteTrapezoidIntegral::operator()(const Array & x, const Array & f) const;
| |ql/math/integrals/discreteintegrals.hpp|Real DiscreteSimpsonIntegral::operator()(const Array & x, const Array & f) const;
| |ql/math/integrals/discreteintegrals.hpp|DiscreteTrapezoidIntegrator::DiscreteTrapezoidIntegrator(Size evaluations);
| |ql/math/integrals/discreteintegrals.hpp|DiscreteSimpsonIntegrator::DiscreteSimpsonIntegrator(Size evaluations);
| |ql/math/integrals/exponentialintegrals.hpp|Real Si(Real x);
| |ql/math/integrals/exponentialintegrals.hpp|Real Ci(Real x);
| |ql/math/integrals/exponentialintegrals.hpp|std::complex<Real> Ci(const std::complex<Real> & z);
| |ql/math/integrals/exponentialintegrals.hpp|std::complex<Real> Si(const std::complex<Real> & z);
| |ql/math/integrals/exponentialintegrals.hpp|std::complex<Real> E1(const std::complex<Real> & z);
| |ql/math/integrals/exponentialintegrals.hpp|std::complex<Real> Ei(const std::complex<Real> & z);
| |ql/math/integrals/expsinhintegral.hpp|ExpSinhIntegral::ExpSinhIntegral(Real relTolerance = std::sqrt(std::numeric_limits<Real>::epsilon()), Size maxRefinements = 9);
| |ql/math/integrals/expsinhintegral.hpp|Real ExpSinhIntegral::integrate(const std::function<Real (Real)> & f) const;
| |ql/math/integrals/filonintegral.hpp|FilonIntegral::FilonIntegral(Type type, Real t, Size intervals);
| |ql/math/integrals/gaussianorthogonalpolynomial.hpp|Real GaussianOrthogonalPolynomial::mu_0() const;
| |ql/math/integrals/gaussianorthogonalpolynomial.hpp|Real GaussianOrthogonalPolynomial::alpha(Size i) const;
| |ql/math/integrals/gaussianorthogonalpolynomial.hpp|Real GaussianOrthogonalPolynomial::beta(Size i) const;
| |ql/math/integrals/gaussianorthogonalpolynomial.hpp|Real GaussianOrthogonalPolynomial::w(Real x) const;
| |ql/math/integrals/gaussianorthogonalpolynomial.hpp|Real GaussianOrthogonalPolynomial::value(Size i, Real x) const;
| |ql/math/integrals/gaussianorthogonalpolynomial.hpp|Real GaussianOrthogonalPolynomial::weightedValue(Size i, Real x) const;
| |ql/math/integrals/gaussianorthogonalpolynomial.hpp|GaussLaguerrePolynomial::GaussLaguerrePolynomial(Real s = 0.0);
| |ql/math/integrals/gaussianorthogonalpolynomial.hpp|GaussHermitePolynomial::GaussHermitePolynomial(Real mu = 0.0);
| |ql/math/integrals/gaussianorthogonalpolynomial.hpp|GaussJacobiPolynomial::GaussJacobiPolynomial(Real alpha, Real beta);
| |ql/math/integrals/gaussianorthogonalpolynomial.hpp|GaussLegendrePolynomial::GaussLegendrePolynomial();
| |ql/math/integrals/gaussianorthogonalpolynomial.hpp|GaussChebyshevPolynomial::GaussChebyshevPolynomial();
| |ql/math/integrals/gaussianorthogonalpolynomial.hpp|GaussChebyshev2ndPolynomial::GaussChebyshev2ndPolynomial();
| |ql/math/integrals/gaussianorthogonalpolynomial.hpp|GaussGegenbauerPolynomial::GaussGegenbauerPolynomial(Real lambda);
| |ql/math/integrals/gaussianquadratures.hpp|GaussianQuadrature::GaussianQuadrature(Size n, const GaussianOrthogonalPolynomial & p);
| |ql/math/integrals/gaussianquadratures.hpp|Size GaussianQuadrature::order() const;
| |ql/math/integrals/gaussianquadratures.hpp|const Array & GaussianQuadrature::weights();
| |ql/math/integrals/gaussianquadratures.hpp|const Array & GaussianQuadrature::x();
| |ql/math/integrals/gaussianquadratures.hpp|MultiDimGaussianIntegration::MultiDimGaussianIntegration(const std::vector<Size> & ns, const std::function<ext::shared_ptr<GaussianQuadrature> (Size)> & genQuad);
| |ql/math/integrals/gaussianquadratures.hpp|Real MultiDimGaussianIntegration::operator()(const std::function<Real (Array)> & f) const;
| |ql/math/integrals/gaussianquadratures.hpp|const Array & MultiDimGaussianIntegration::weights() const;
| |ql/math/integrals/gaussianquadratures.hpp|const std::vector<Array> & MultiDimGaussianIntegration::x() const;
| |ql/math/integrals/gaussianquadratures.hpp|GaussLaguerreIntegration::GaussLaguerreIntegration(Size n, Real s = 0.0);
| |ql/math/integrals/gaussianquadratures.hpp|GaussHermiteIntegration::GaussHermiteIntegration(Size n, Real mu = 0.0);
| |ql/math/integrals/gaussianquadratures.hpp|GaussJacobiIntegration::GaussJacobiIntegration(Size n, Real alpha, Real beta);
| |ql/math/integrals/gaussianquadratures.hpp|GaussHyperbolicIntegration::GaussHyperbolicIntegration(Size n);
| |ql/math/integrals/gaussianquadratures.hpp|GaussLegendreIntegration::GaussLegendreIntegration(Size n);
| |ql/math/integrals/gaussianquadratures.hpp|GaussChebyshevIntegration::GaussChebyshevIntegration(Size n);
| |ql/math/integrals/gaussianquadratures.hpp|GaussChebyshev2ndIntegration::GaussChebyshev2ndIntegration(Size n);
| |ql/math/integrals/gaussianquadratures.hpp|GaussGegenbauerIntegration::GaussGegenbauerIntegration(Size n, Real lambda);
| |ql/math/integrals/gaussianquadratures.hpp|GaussianQuadratureIntegrator::GaussianQuadratureIntegrator<Integration>(Size n);
| |ql/math/integrals/gaussianquadratures.hpp|ext::shared_ptr<Integration> GaussianQuadratureIntegrator::getIntegration() const;
| |ql/math/integrals/gaussianquadratures.hpp|TabulatedGaussLegendre::TabulatedGaussLegendre(Size n = 20);
| |ql/math/integrals/gaussianquadratures.hpp|void TabulatedGaussLegendre::order(Size);
| |ql/math/integrals/gaussianquadratures.hpp|Size TabulatedGaussLegendre::order() const;
| |ql/math/integrals/gausslaguerrecosinepolynomial.hpp|GaussLaguerreTrigonometricBase::GaussLaguerreTrigonometricBase<mp_real>(Real u);
| |ql/math/integrals/gausslaguerrecosinepolynomial.hpp|GaussLaguerreCosinePolynomial::GaussLaguerreCosinePolynomial<mp_real>(Real u);
| |ql/math/integrals/gausslaguerrecosinepolynomial.hpp|GaussLaguerreSinePolynomial::GaussLaguerreSinePolynomial<mp_real>(Real u);
| |ql/math/integrals/gausslobattointegral.hpp|GaussLobattoIntegral::GaussLobattoIntegral(Size maxIterations, Real absAccuracy, Real relAccuracy = Null<Real>(), bool useConvergenceEstimate = true);
| |ql/math/integrals/integral.hpp|Integrator::Integrator(Real absoluteAccuracy, Size maxEvaluations);
| |ql/math/integrals/integral.hpp|Real Integrator::operator()(const std::function<Real (Real)> & f, Real a, Real b) const;
| |ql/math/integrals/integral.hpp|void Integrator::setAbsoluteAccuracy(Real);
| |ql/math/integrals/integral.hpp|void Integrator::setMaxEvaluations(Size);
|x|ql/math/integrals/integral.hpp|Real Integrator::absoluteAccuracy() const;
|x|ql/math/integrals/integral.hpp|Size Integrator::maxEvaluations() const;
| |ql/math/integrals/integral.hpp|Real Integrator::absoluteError() const;
| |ql/math/integrals/integral.hpp|Size Integrator::numberOfEvaluations() const;
| |ql/math/integrals/integral.hpp|bool Integrator::integrationSuccess() const;
| |ql/math/integrals/kronrodintegral.hpp|GaussKronrodNonAdaptive::GaussKronrodNonAdaptive(Real absoluteAccuracy, Size maxEvaluations, Real relativeAccuracy);
| |ql/math/integrals/kronrodintegral.hpp|void GaussKronrodNonAdaptive::setRelativeAccuracy(Real);
|x|ql/math/integrals/kronrodintegral.hpp|Real GaussKronrodNonAdaptive::relativeAccuracy() const;
| |ql/math/integrals/kronrodintegral.hpp|GaussKronrodAdaptive::GaussKronrodAdaptive(Real tolerance, Size maxFunctionEvaluations = Null<Size>());
| |ql/math/integrals/momentbasedgaussianpolynomial.hpp|MomentBasedGaussianPolynomial::MomentBasedGaussianPolynomial<mp_real>();
| |ql/math/integrals/momentbasedgaussianpolynomial.hpp|mp_real MomentBasedGaussianPolynomial::moment(Size i) const;
| |ql/math/integrals/momentbasedgaussianpolynomial.hpp|MomentBasedGaussianPolynomial<mp_real>();
| |ql/math/integrals/momentbasedgaussianpolynomial.hpp|mp_real z(Integer k, Integer i) const;
| |ql/math/integrals/momentbasedgaussianpolynomial.hpp|mp_real alpha_(Size u) const;
| |ql/math/integrals/momentbasedgaussianpolynomial.hpp|mp_real beta_(Size u) const;
| |ql/math/integrals/momentbasedgaussianpolynomial.hpp|Real alpha(Size u) const;
| |ql/math/integrals/momentbasedgaussianpolynomial.hpp|Real beta(Size u) const;
| |ql/math/integrals/momentbasedgaussianpolynomial.hpp|Real mu_0() const;
| |ql/math/integrals/segmentintegral.hpp|SegmentIntegral::SegmentIntegral(Size intervals);
| |ql/math/integrals/segmentintegral.hpp|Real integrate(const std::function<Real (Real)> & f, Real a, Real b) const;
| |ql/math/integrals/simpsonintegral.hpp|SimpsonIntegral::SimpsonIntegral(Real accuracy, Size maxIterations);
| |ql/math/integrals/tanhsinhintegral.hpp|TanhSinhIntegral::TanhSinhIntegral(Real relTolerance = std::sqrt(std::numeric_limits<Real>::epsilon()), Size maxRefinements = 15, Real minComplement = std::numeric_limits<Real>::min() * 4);
| |ql/math/integrals/trapezoidintegral.hpp|TrapezoidIntegral::TrapezoidIntegral<IntegrationPolicy>(Real accuracy, Size maxIterations);
| |ql/math/integrals/trapezoidintegral.hpp|static Real Default::integrate(const std::function<Real (Real)> & f, Real a, Real b, Real I, Size N);
| |ql/math/integrals/trapezoidintegral.hpp|static Size Default::nbEvalutions();
| |ql/math/integrals/trapezoidintegral.hpp|static Real MidPoint::integrate(const std::function<Real (Real)> & f, Real a, Real b, Real I, Size N);
| |ql/math/integrals/trapezoidintegral.hpp|static Size MidPoint::nbEvalutions();
| |ql/math/integrals/twodimensionalintegral.hpp|TwoDimensionalIntegral::TwoDimensionalIntegral(ext::shared_ptr<Integrator> integratorX, ext::shared_ptr<Integrator> integratorY);
| |ql/math/integrals/twodimensionalintegral.hpp|Real TwoDimensionalIntegral::operator()(const std::function<Real (Real, Real)> & f, const std::pair<Real, Real> & a, const std::pair<Real, Real> & b) const;
| |ql/math/interpolation.hpp|void Impl::update();
| |ql/math/interpolation.hpp|Real Impl::xMin() const;
| |ql/math/interpolation.hpp|Real Impl::xMax() const;
| |ql/math/interpolation.hpp|std::vector<Real> Impl::xValues() const;
| |ql/math/interpolation.hpp|std::vector<Real> Impl::yValues() const;
| |ql/math/interpolation.hpp|bool Impl::isInRange(Real) const;
| |ql/math/interpolation.hpp|Real Impl::value(Real) const;
| |ql/math/interpolation.hpp|Real Impl::primitive(Real) const;
| |ql/math/interpolation.hpp|Real Impl::derivative(Real) const;
| |ql/math/interpolation.hpp|Real Impl::secondDerivative(Real) const;
| |ql/math/interpolation.hpp|templateImpl::templateImpl<I1, I2, Base>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin);
| |ql/math/interpolation.hpp|Real templateImpl::xMin() const;
| |ql/math/interpolation.hpp|Real templateImpl::xMax() const;
| |ql/math/interpolation.hpp|std::vector<Real> templateImpl::xValues() const;
| |ql/math/interpolation.hpp|std::vector<Real> templateImpl::yValues() const;
| |ql/math/interpolation.hpp|bool templateImpl::isInRange(Real x) const;
| |ql/math/interpolation.hpp|Interpolation::Interpolation();
| |ql/math/interpolation.hpp|bool Interpolation::empty() const;
| |ql/math/interpolation.hpp|Real Interpolation::operator()(Real x, bool allowExtrapolation = false) const;
| |ql/math/interpolation.hpp|Real Interpolation::primitive(Real x, bool allowExtrapolation = false) const;
| |ql/math/interpolation.hpp|Real Interpolation::derivative(Real x, bool allowExtrapolation = false) const;
| |ql/math/interpolation.hpp|Real Interpolation::secondDerivative(Real x, bool allowExtrapolation = false) const;
| |ql/math/interpolation.hpp|Real Interpolation::xMin() const;
| |ql/math/interpolation.hpp|Real Interpolation::xMax() const;
| |ql/math/interpolation.hpp|std::vector<Real> Interpolation::xValues() const;
| |ql/math/interpolation.hpp|std::vector<Real> Interpolation::yValues() const;
| |ql/math/interpolation.hpp|bool Interpolation::isInRange(Real x) const;
| |ql/math/interpolation.hpp|void Interpolation::update();
| |ql/math/interpolations/abcdinterpolation.hpp|AbcdCoeffHolder::AbcdCoeffHolder(Real a, Real b, Real c, Real d, bool aIsFixed, bool bIsFixed, bool cIsFixed, bool dIsFixed);
| |ql/math/interpolations/abcdinterpolation.hpp|AbcdInterpolationImpl::AbcdInterpolationImpl<I1, I2>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, Real a, Real b, Real c, Real d, bool aIsFixed, bool bIsFixed, bool cIsFixed, bool dIsFixed, bool vegaWeighted, ext::shared_ptr<EndCriteria> endCriteria, ext::shared_ptr<OptimizationMethod> optMethod);
| |ql/math/interpolations/abcdinterpolation.hpp|void AbcdInterpolationImpl::update();
| |ql/math/interpolations/abcdinterpolation.hpp|Real AbcdInterpolationImpl::value(Real x) const;
| |ql/math/interpolations/abcdinterpolation.hpp|Real AbcdInterpolationImpl::primitive(Real) const;
| |ql/math/interpolations/abcdinterpolation.hpp|Real AbcdInterpolationImpl::derivative(Real) const;
| |ql/math/interpolations/abcdinterpolation.hpp|Real AbcdInterpolationImpl::secondDerivative(Real) const;
| |ql/math/interpolations/abcdinterpolation.hpp|Real AbcdInterpolationImpl::k(Time t) const;
| |ql/math/interpolations/abcdinterpolation.hpp|Real AbcdInterpolation::a() const;
| |ql/math/interpolations/abcdinterpolation.hpp|Real AbcdInterpolation::b() const;
| |ql/math/interpolations/abcdinterpolation.hpp|Real AbcdInterpolation::c() const;
| |ql/math/interpolations/abcdinterpolation.hpp|Real AbcdInterpolation::d() const;
| |ql/math/interpolations/abcdinterpolation.hpp|std::vector<Real> AbcdInterpolation::k() const;
| |ql/math/interpolations/abcdinterpolation.hpp|Real AbcdInterpolation::rmsError() const;
| |ql/math/interpolations/abcdinterpolation.hpp|Real AbcdInterpolation::maxError() const;
| |ql/math/interpolations/abcdinterpolation.hpp|EndCriteria::Type AbcdInterpolation::endCriteria();
| |ql/math/interpolations/abcdinterpolation.hpp|Abcd::Abcd(Real a, Real b, Real c, Real d, bool aIsFixed, bool bIsFixed, bool cIsFixed, bool dIsFixed, bool vegaWeighted = false, ext::shared_ptr<EndCriteria> endCriteria = ext::shared_ptr<EndCriteria>(), ext::shared_ptr<OptimizationMethod> optMethod = ext::shared_ptr<OptimizationMethod>());
| |ql/math/interpolations/backwardflatinterpolation.hpp|BackwardFlatInterpolationImpl::BackwardFlatInterpolationImpl<I1, I2>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin);
| |ql/math/interpolations/backwardflatinterpolation.hpp|void BackwardFlatInterpolationImpl::update();
| |ql/math/interpolations/backwardflatinterpolation.hpp|Real BackwardFlatInterpolationImpl::value(Real x) const;
| |ql/math/interpolations/backwardflatinterpolation.hpp|Real BackwardFlatInterpolationImpl::primitive(Real x) const;
| |ql/math/interpolations/backwardflatinterpolation.hpp|Real BackwardFlatInterpolationImpl::derivative(Real) const;
| |ql/math/interpolations/backwardflatinterpolation.hpp|Real BackwardFlatInterpolationImpl::secondDerivative(Real) const;
| |ql/math/interpolations/backwardflatlinearinterpolation.hpp|BackwardflatLinearInterpolationImpl::BackwardflatLinearInterpolationImpl<I1, I2, M>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, const I2 & yEnd, const M & zData);
| |ql/math/interpolations/bicubicsplineinterpolation.hpp|Real BicubicSplineDerivatives::derivativeX(Real x, Real y) const;
| |ql/math/interpolations/bicubicsplineinterpolation.hpp|Real BicubicSplineDerivatives::derivativeY(Real x, Real y) const;
| |ql/math/interpolations/bicubicsplineinterpolation.hpp|Real BicubicSplineDerivatives::derivativeXY(Real x, Real y) const;
| |ql/math/interpolations/bicubicsplineinterpolation.hpp|Real BicubicSplineDerivatives::secondDerivativeX(Real x, Real y) const;
| |ql/math/interpolations/bicubicsplineinterpolation.hpp|Real BicubicSplineDerivatives::secondDerivativeY(Real x, Real y) const;
| |ql/math/interpolations/bicubicsplineinterpolation.hpp|BicubicSplineImpl::BicubicSplineImpl<I1, I2, M>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, const I2 & yEnd, const M & zData);
| |ql/math/interpolations/bicubicsplineinterpolation.hpp|Real BicubicSpline::derivativeX(Real x, Real y) const;
| |ql/math/interpolations/bicubicsplineinterpolation.hpp|Real BicubicSpline::derivativeY(Real x, Real y) const;
| |ql/math/interpolations/bicubicsplineinterpolation.hpp|Real BicubicSpline::secondDerivativeX(Real x, Real y) const;
| |ql/math/interpolations/bicubicsplineinterpolation.hpp|Real BicubicSpline::secondDerivativeY(Real x, Real y) const;
| |ql/math/interpolations/bicubicsplineinterpolation.hpp|Real BicubicSpline::derivativeXY(Real x, Real y) const;
| |ql/math/interpolations/bilinearinterpolation.hpp|BilinearInterpolationImpl::BilinearInterpolationImpl<I1, I2, M>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, const I2 & yEnd, const M & zData);
| |ql/math/interpolations/chebyshevinterpolation.hpp|ChebyshevInterpolation::ChebyshevInterpolation(const Array & y, PointsType pointsType = SecondKind);
| |ql/math/interpolations/chebyshevinterpolation.hpp|ChebyshevInterpolation::ChebyshevInterpolation(Size n, const std::function<Real (Real)> & f, PointsType pointsType = SecondKind);
| |ql/math/interpolations/chebyshevinterpolation.hpp|ChebyshevInterpolation::ChebyshevInterpolation(const ChebyshevInterpolation &);
| |ql/math/interpolations/chebyshevinterpolation.hpp|ChebyshevInterpolation::ChebyshevInterpolation(ChebyshevInterpolation &&);
| |ql/math/interpolations/chebyshevinterpolation.hpp|ChebyshevInterpolation & ChebyshevInterpolation::operator=(const ChebyshevInterpolation &);
| |ql/math/interpolations/chebyshevinterpolation.hpp|ChebyshevInterpolation & ChebyshevInterpolation::operator=(ChebyshevInterpolation &&);
| |ql/math/interpolations/chebyshevinterpolation.hpp|void ChebyshevInterpolation::updateY(const Array & y);
| |ql/math/interpolations/chebyshevinterpolation.hpp|Array ChebyshevInterpolation::nodes() const;
| |ql/math/interpolations/chebyshevinterpolation.hpp|static Array ChebyshevInterpolation::nodes(Size n, PointsType pointsType);
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|ConvexMonotoneInterpolation::ConvexMonotoneInterpolation<I1, I2>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, Real quadraticity, Real monotonicity, bool forcePositive, bool flatFinalPeriod = false, const helper_map & preExistingHelpers = { }, bool update = true);
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|ConvexMonotoneInterpolation::ConvexMonotoneInterpolation<I1, I2>(const Interpolation & interp);
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|std::map<Real, ext::shared_ptr<detail::SectionHelper>> ConvexMonotoneInterpolation::getExistingHelpers();
|u|ql/math/interpolations/convexmonotoneinterpolation.hpp|ConvexMonotone::ConvexMonotone(Real quadraticity = 0.3, Real monotonicity = 0.7, bool forcePositive = true);
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|Real SectionHelper::value(Real x) const;
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|Real SectionHelper::primitive(Real x) const;
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|Real SectionHelper::fNext() const;
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|ConvexMonotoneImpl::ConvexMonotoneImpl<I1, I2>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, Real quadraticity, Real monotonicity, bool forcePositive, bool constantLastPeriod, const helper_map & preExistingHelpers);
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|void ConvexMonotoneImpl::update();
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|Real ConvexMonotoneImpl::value(Real x) const;
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|Real ConvexMonotoneImpl::primitive(Real x) const;
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|Real ConvexMonotoneImpl::derivative(Real) const;
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|Real ConvexMonotoneImpl::secondDerivative(Real) const;
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|helper_map ConvexMonotoneImpl::getExistingHelpers();
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|ComboHelper::ComboHelper(ext::shared_ptr<SectionHelper> & quadraticHelper, ext::shared_ptr<SectionHelper> & convMonoHelper, Real quadraticity);
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|EverywhereConstantHelper::EverywhereConstantHelper(Real value, Real prevPrimitive, Real xPrev);
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|ConvexMonotone2Helper::ConvexMonotone2Helper(Real xPrev, Real xNext, Real gPrev, Real gNext, Real fAverage, Real eta2, Real prevPrimitive);
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|ConvexMonotone3Helper::ConvexMonotone3Helper(Real xPrev, Real xNext, Real gPrev, Real gNext, Real fAverage, Real eta3, Real prevPrimitive);
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|ConvexMonotone4Helper::ConvexMonotone4Helper(Real xPrev, Real xNext, Real gPrev, Real gNext, Real fAverage, Real eta4, Real prevPrimitive);
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|ConvexMonotone4MinHelper::ConvexMonotone4MinHelper(Real xPrev, Real xNext, Real gPrev, Real gNext, Real fAverage, Real eta4, Real prevPrimitive);
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|ConstantGradHelper::ConstantGradHelper(Real fPrev, Real prevPrimitive, Real xPrev, Real xNext, Real fNext);
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|QuadraticHelper::QuadraticHelper(Real xPrev, Real xNext, Real fPrev, Real fNext, Real fAverage, Real prevPrimitive);
| |ql/math/interpolations/convexmonotoneinterpolation.hpp|QuadraticMinHelper::QuadraticMinHelper(Real xPrev, Real xNext, Real fPrev, Real fNext, Real fAverage, Real prevPrimitive);
| |ql/math/interpolations/cubicinterpolation.hpp|CubicInterpolationBaseImpl::CubicInterpolationBaseImpl(Size n, Real leftConditionValue, Real rightConditionValue);
| |ql/math/interpolations/cubicinterpolation.hpp|const std::vector<Real> & CubicInterpolation::primitiveConstants() const;
| |ql/math/interpolations/cubicinterpolation.hpp|const std::vector<Real> & CubicInterpolation::aCoefficients() const;
| |ql/math/interpolations/cubicinterpolation.hpp|const std::vector<Real> & CubicInterpolation::bCoefficients() const;
| |ql/math/interpolations/cubicinterpolation.hpp|const std::vector<Real> & CubicInterpolation::cCoefficients() const;
| |ql/math/interpolations/cubicinterpolation.hpp|const std::vector<bool> & CubicInterpolation::monotonicityAdjustments() const;
| |ql/math/interpolations/cubicinterpolation.hpp|void CubicInterpolation::updateLeftConditionValue(Real value);
| |ql/math/interpolations/cubicinterpolation.hpp|void CubicInterpolation::updateRightConditionValue(Real value);
| |ql/math/interpolations/cubicinterpolation.hpp|Cubic::Cubic(CubicInterpolation::DerivativeApprox da = CubicInterpolation::Kruger, bool monotonic = false, CubicInterpolation::BoundaryCondition leftCondition = CubicInterpolation::SecondDerivative, Real leftConditionValue = 0.0, CubicInterpolation::BoundaryCondition rightCondition = CubicInterpolation::SecondDerivative, Real rightConditionValue = 0.0);
| |ql/math/interpolations/cubicinterpolation.hpp|CubicInterpolationImpl::CubicInterpolationImpl<I1, I2>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, CubicInterpolation::DerivativeApprox da, bool monotonic, CubicInterpolation::BoundaryCondition leftCondition, Real leftConditionValue, CubicInterpolation::BoundaryCondition rightCondition, Real rightConditionValue);
| |ql/math/interpolations/cubicinterpolation.hpp|void CubicInterpolationImpl::update();
| |ql/math/interpolations/cubicinterpolation.hpp|Real CubicInterpolationImpl::value(Real x) const;
| |ql/math/interpolations/cubicinterpolation.hpp|Real CubicInterpolationImpl::primitive(Real x) const;
| |ql/math/interpolations/cubicinterpolation.hpp|Real CubicInterpolationImpl::derivative(Real x) const;
| |ql/math/interpolations/cubicinterpolation.hpp|Real CubicInterpolationImpl::secondDerivative(Real x) const;
| |ql/math/interpolations/extrapolation.hpp|Extrapolator::Extrapolator();
|v|ql/math/interpolations/extrapolation.hpp|void Extrapolator::enableExtrapolation(bool b = true);
|x|ql/math/interpolations/extrapolation.hpp|void Extrapolator::disableExtrapolation(bool b = true);
|v|ql/math/interpolations/extrapolation.hpp|bool Extrapolator::allowsExtrapolation() const;
| |ql/math/interpolations/flatextrapolation.hpp|FlatExtrapolator::FlatExtrapolator(ext::shared_ptr<Interpolation> decoratedInterpolation);
| |ql/math/interpolations/flatextrapolation.hpp|FlatExtrapolatorImpl::FlatExtrapolatorImpl(ext::shared_ptr<Interpolation> decoratedInterpolation);
| |ql/math/interpolations/flatextrapolation2d.hpp|FlatExtrapolator2D::FlatExtrapolator2D(const ext::shared_ptr<Interpolation2D> & decoratedInterpolation);
| |ql/math/interpolations/flatextrapolation2d.hpp|FlatExtrapolator2DImpl::FlatExtrapolator2DImpl(ext::shared_ptr<Interpolation2D> decoratedInterpolation);
| |ql/math/interpolations/forwardflatinterpolation.hpp|ForwardFlatInterpolationImpl::ForwardFlatInterpolationImpl<I1, I2>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin);
| |ql/math/interpolations/forwardflatinterpolation.hpp|void ForwardFlatInterpolationImpl::update();
| |ql/math/interpolations/forwardflatinterpolation.hpp|Real ForwardFlatInterpolationImpl::value(Real x) const;
| |ql/math/interpolations/forwardflatinterpolation.hpp|Real ForwardFlatInterpolationImpl::primitive(Real x) const;
| |ql/math/interpolations/forwardflatinterpolation.hpp|Real ForwardFlatInterpolationImpl::derivative(Real) const;
| |ql/math/interpolations/forwardflatinterpolation.hpp|Real ForwardFlatInterpolationImpl::secondDerivative(Real) const;
| |ql/math/interpolations/interpolation2d.hpp|void Impl::calculate();
| |ql/math/interpolations/interpolation2d.hpp|Real Impl::xMin() const;
| |ql/math/interpolations/interpolation2d.hpp|Real Impl::xMax() const;
| |ql/math/interpolations/interpolation2d.hpp|std::vector<Real> Impl::xValues() const;
| |ql/math/interpolations/interpolation2d.hpp|Size Impl::locateX(Real x) const;
| |ql/math/interpolations/interpolation2d.hpp|Real Impl::yMin() const;
| |ql/math/interpolations/interpolation2d.hpp|Real Impl::yMax() const;
| |ql/math/interpolations/interpolation2d.hpp|std::vector<Real> Impl::yValues() const;
| |ql/math/interpolations/interpolation2d.hpp|Size Impl::locateY(Real y) const;
| |ql/math/interpolations/interpolation2d.hpp|const Matrix & Impl::zData() const;
| |ql/math/interpolations/interpolation2d.hpp|bool Impl::isInRange(Real x, Real y) const;
| |ql/math/interpolations/interpolation2d.hpp|Real Impl::value(Real x, Real y) const;
| |ql/math/interpolations/interpolation2d.hpp|templateImpl::templateImpl<I1, I2, M>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, const I2 & yEnd, const M & zData);
| |ql/math/interpolations/interpolation2d.hpp|Real templateImpl::xMin() const;
| |ql/math/interpolations/interpolation2d.hpp|Real templateImpl::xMax() const;
| |ql/math/interpolations/interpolation2d.hpp|std::vector<Real> templateImpl::xValues() const;
| |ql/math/interpolations/interpolation2d.hpp|std::vector<Real> templateImpl::yValues() const;
| |ql/math/interpolations/interpolation2d.hpp|Interpolation2D::Interpolation2D();
| |ql/math/interpolations/interpolation2d.hpp|Real Interpolation2D::operator()(Real x, Real y, bool allowExtrapolation = false) const;
| |ql/math/interpolations/interpolation2d.hpp|Real Interpolation2D::xMin() const;
| |ql/math/interpolations/interpolation2d.hpp|Real Interpolation2D::xMax() const;
| |ql/math/interpolations/interpolation2d.hpp|std::vector<Real> Interpolation2D::xValues() const;
| |ql/math/interpolations/interpolation2d.hpp|Size Interpolation2D::locateX(Real x) const;
| |ql/math/interpolations/interpolation2d.hpp|Real Interpolation2D::yMin() const;
| |ql/math/interpolations/interpolation2d.hpp|Real Interpolation2D::yMax() const;
| |ql/math/interpolations/interpolation2d.hpp|std::vector<Real> Interpolation2D::yValues() const;
| |ql/math/interpolations/interpolation2d.hpp|Size Interpolation2D::locateY(Real y) const;
| |ql/math/interpolations/interpolation2d.hpp|const Matrix & Interpolation2D::zData() const;
| |ql/math/interpolations/interpolation2d.hpp|bool Interpolation2D::isInRange(Real x, Real y) const;
| |ql/math/interpolations/interpolation2d.hpp|void Interpolation2D::update();
| |ql/math/interpolations/kernelinterpolation.hpp|KernelInterpolationImpl::KernelInterpolationImpl<I1, I2, Kernel>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, Kernel kernel, const Real epsilon);
| |ql/math/interpolations/kernelinterpolation.hpp|void KernelInterpolationImpl::update();
| |ql/math/interpolations/kernelinterpolation.hpp|Real KernelInterpolationImpl::value(Real x) const;
| |ql/math/interpolations/kernelinterpolation.hpp|Real KernelInterpolationImpl::primitive(Real) const;
| |ql/math/interpolations/kernelinterpolation.hpp|Real KernelInterpolationImpl::derivative(Real) const;
| |ql/math/interpolations/kernelinterpolation.hpp|Real KernelInterpolationImpl::secondDerivative(Real) const;
| |ql/math/interpolations/kernelinterpolation2d.hpp|KernelInterpolation2DImpl::KernelInterpolation2DImpl<I1, I2, M, Kernel>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, const I2 & yEnd, const M & zData, Kernel kernel);
| |ql/math/interpolations/kernelinterpolation2d.hpp|void KernelInterpolation2DImpl::setInverseResultPrecision(Real invPrec);
| |ql/math/interpolations/lagrangeinterpolation.hpp|Real UpdatedYInterpolation::updatedValue(const Array & yValues, Real x) const;
| |ql/math/interpolations/lagrangeinterpolation.hpp|LagrangeInterpolationImpl::LagrangeInterpolationImpl<I1, I2>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin);
| |ql/math/interpolations/lagrangeinterpolation.hpp|void LagrangeInterpolationImpl::update();
| |ql/math/interpolations/lagrangeinterpolation.hpp|Real LagrangeInterpolationImpl::value(Real x) const;
| |ql/math/interpolations/lagrangeinterpolation.hpp|Real LagrangeInterpolationImpl::derivative(Real x) const;
| |ql/math/interpolations/lagrangeinterpolation.hpp|Real LagrangeInterpolationImpl::primitive(Real) const;
| |ql/math/interpolations/lagrangeinterpolation.hpp|Real LagrangeInterpolationImpl::secondDerivative(Real) const;
| |ql/math/interpolations/lagrangeinterpolation.hpp|Real LagrangeInterpolationImpl::updatedValue(const Array & y, Real x) const;
| |ql/math/interpolations/lagrangeinterpolation.hpp|Real LagrangeInterpolation::value(const Array & y, Real x) const;
| |ql/math/interpolations/linearinterpolation.hpp|LinearInterpolationImpl::LinearInterpolationImpl<I1, I2>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin);
| |ql/math/interpolations/linearinterpolation.hpp|void LinearInterpolationImpl::update();
| |ql/math/interpolations/linearinterpolation.hpp|Real LinearInterpolationImpl::value(Real x) const;
| |ql/math/interpolations/linearinterpolation.hpp|Real LinearInterpolationImpl::primitive(Real x) const;
| |ql/math/interpolations/linearinterpolation.hpp|Real LinearInterpolationImpl::derivative(Real x) const;
| |ql/math/interpolations/linearinterpolation.hpp|Real LinearInterpolationImpl::secondDerivative(Real) const;
| |ql/math/interpolations/loginterpolation.hpp|LogCubic::LogCubic(CubicInterpolation::DerivativeApprox da, bool monotonic = true, CubicInterpolation::BoundaryCondition leftCondition = CubicInterpolation::SecondDerivative, Real leftConditionValue = 0.0, CubicInterpolation::BoundaryCondition rightCondition = CubicInterpolation::SecondDerivative, Real rightConditionValue = 0.0);
| |ql/math/interpolations/loginterpolation.hpp|DefaultLogCubic::DefaultLogCubic();
| |ql/math/interpolations/loginterpolation.hpp|MonotonicLogCubic::MonotonicLogCubic();
| |ql/math/interpolations/loginterpolation.hpp|KrugerLog::KrugerLog();
| |ql/math/interpolations/loginterpolation.hpp|LogMixedLinearCubic::LogMixedLinearCubic(const Size n, MixedInterpolation::Behavior behavior, CubicInterpolation::DerivativeApprox da, bool monotonic = true, CubicInterpolation::BoundaryCondition leftCondition = CubicInterpolation::SecondDerivative, Real leftConditionValue = 0.0, CubicInterpolation::BoundaryCondition rightCondition = CubicInterpolation::SecondDerivative, Real rightConditionValue = 0.0);
| |ql/math/interpolations/loginterpolation.hpp|DefaultLogMixedLinearCubic::DefaultLogMixedLinearCubic(const Size n, MixedInterpolation::Behavior behavior = MixedInterpolation::ShareRanges);
| |ql/math/interpolations/loginterpolation.hpp|MonotonicLogMixedLinearCubic::MonotonicLogMixedLinearCubic(const Size n, MixedInterpolation::Behavior behavior = MixedInterpolation::ShareRanges);
| |ql/math/interpolations/loginterpolation.hpp|KrugerLogMixedLinearCubic::KrugerLogMixedLinearCubic(const Size n, MixedInterpolation::Behavior behavior = MixedInterpolation::ShareRanges);
| |ql/math/interpolations/loginterpolation.hpp|void LogInterpolationImpl::update();
| |ql/math/interpolations/loginterpolation.hpp|Real LogInterpolationImpl::value(Real x) const;
| |ql/math/interpolations/loginterpolation.hpp|Real LogInterpolationImpl::primitive(Real) const;
| |ql/math/interpolations/loginterpolation.hpp|Real LogInterpolationImpl::derivative(Real x) const;
| |ql/math/interpolations/loginterpolation.hpp|Real LogInterpolationImpl::secondDerivative(Real x) const;
| |ql/math/interpolations/mixedinterpolation.hpp|MixedLinearCubic::MixedLinearCubic(Size n, MixedInterpolation::Behavior behavior, CubicInterpolation::DerivativeApprox da, bool monotonic = true, CubicInterpolation::BoundaryCondition leftCondition = CubicInterpolation::SecondDerivative, Real leftConditionValue = 0.0, CubicInterpolation::BoundaryCondition rightCondition = CubicInterpolation::SecondDerivative, Real rightConditionValue = 0.0);
| |ql/math/interpolations/mixedinterpolation.hpp|void MixedInterpolationImpl::update();
| |ql/math/interpolations/mixedinterpolation.hpp|Real MixedInterpolationImpl::value(Real x) const;
| |ql/math/interpolations/mixedinterpolation.hpp|Real MixedInterpolationImpl::primitive(Real x) const;
| |ql/math/interpolations/mixedinterpolation.hpp|Real MixedInterpolationImpl::derivative(Real x) const;
| |ql/math/interpolations/mixedinterpolation.hpp|Real MixedInterpolationImpl::secondDerivative(Real x) const;
| |ql/math/interpolations/multicubicspline.hpp|DataTable::DataTable<X>(const std::vector<Size>::const_iterator & i);
| |ql/math/interpolations/multicubicspline.hpp|DataTable::DataTable<X>(const SplineGrid::const_iterator & i);
| |ql/math/interpolations/multicubicspline.hpp|Size DataTable::size() const;
| |ql/math/interpolations/multicubicspline.hpp|const X & DataTable::operator[](Size n) const;
| |ql/math/interpolations/multicubicspline.hpp|X & DataTable::operator[](Size n);
| |ql/math/interpolations/multicubicspline.hpp|DataTable::DataTable(Size n);
| |ql/math/interpolations/multicubicspline.hpp|DataTable::DataTable(const std::vector<Size>::const_iterator & i);
| |ql/math/interpolations/multicubicspline.hpp|DataTable::DataTable(const SplineGrid::const_iterator & i);
| |ql/math/interpolations/multicubicspline.hpp|Real DataTable::operator[](Size n) const;
| |ql/math/interpolations/multicubicspline.hpp|Real & DataTable::operator[](Size n);
| |ql/math/interpolations/multicubicspline.hpp|Data::Data<X, Y>();
| |ql/math/interpolations/multicubicspline.hpp|Data::Data<X, Y>(const SplineGrid::const_iterator & i);
| |ql/math/interpolations/multicubicspline.hpp|Data::Data<X, Y>(const SplineGrid & v);
| |ql/math/interpolations/multicubicspline.hpp|void Data::swap(Data<X, Y> & d);
| |ql/math/interpolations/multicubicspline.hpp|Data::Data();
| |ql/math/interpolations/multicubicspline.hpp|Data::Data(const SplineGrid::const_iterator & i);
| |ql/math/interpolations/multicubicspline.hpp|Data::Data(const SplineGrid & v);
| |ql/math/interpolations/multicubicspline.hpp|Data::Data(std::vector<Real> v);
| |ql/math/interpolations/multicubicspline.hpp|void Data::swap(Data<std::vector<Real>, EmptyArg> & d);
| |ql/math/interpolations/multicubicspline.hpp|Real Data::operator[](Size n) const;
| |ql/math/interpolations/multicubicspline.hpp|Real & Data::operator[](Size n);
| |ql/math/interpolations/multicubicspline.hpp|Point::Point<X, Y>();
| |ql/math/interpolations/multicubicspline.hpp|Point::Point<X, Y>(const std::vector<Real>::const_iterator & i);
| |ql/math/interpolations/multicubicspline.hpp|Point::Point<X, Y>(const std::vector<Real> & v);
| |ql/math/interpolations/multicubicspline.hpp|Point::Point<X, Y>(const SplineGrid::const_iterator & i);
| |ql/math/interpolations/multicubicspline.hpp|Point::Point<X, Y>(const SplineGrid & grid);
| |ql/math/interpolations/multicubicspline.hpp|data_type Point::operator[](Size n) const;
| |ql/math/interpolations/multicubicspline.hpp|data_type & Point::operator[](Size n);
| |ql/math/interpolations/multicubicspline.hpp|Point::Point(data_type s);
| |ql/math/interpolations/multicubicspline.hpp|Point::Point(const std::vector<Real>::const_iterator & i);
| |ql/math/interpolations/multicubicspline.hpp|Point::Point(const std::vector<Real> & v);
| |ql/math/interpolations/multicubicspline.hpp|Point::Point();
| |ql/math/interpolations/multicubicspline.hpp|const data_type & Point::operator[](Size n) const;
| |ql/math/interpolations/multicubicspline.hpp|Point::Point(const SplineGrid::const_iterator & i);
| |ql/math/interpolations/multicubicspline.hpp|Point::Point(const SplineGrid & grid);
| |ql/math/interpolations/multicubicspline.hpp|Real Point::operator[](Size n) const;
| |ql/math/interpolations/multicubicspline.hpp|Real & Point::operator[](Size n);
| |ql/math/interpolations/multicubicspline.hpp|base_cubic_spline::base_cubic_spline(const data & d, const data & d2, const data_table & y, data_table & y2, output_data & v);
| |ql/math/interpolations/multicubicspline.hpp|n_cubic_spline::n_cubic_spline<X>(const data & d, const data & d2, const data_table & y, data_table & y2, output_data & v);
| |ql/math/interpolations/multicubicspline.hpp|base_cubic_splint::base_cubic_splint(const return_type & a, const return_type & b, const return_type & a2, const return_type & b2, const dimensions & i, const data &, const data &, const data_table & y, data_table & y2, output_data &, output_data &, output_data &, result_type & res);
| |ql/math/interpolations/multicubicspline.hpp|n_cubic_splint::n_cubic_splint<X>(const return_type & a, const return_type & b, const return_type & a2, const return_type & b2, const dimensions & i, const data & d, const data & d2, const data_table & y, data_table & y2, output_data & v, output_data & v1, output_data & v2, result_type & r);
| |ql/math/interpolations/multicubicspline.hpp|MultiCubicSpline::MultiCubicSpline<i>(const SplineGrid & grid, const data_table & y, std::vector<bool> ae = { });
| |ql/math/interpolations/multicubicspline.hpp|result_type MultiCubicSpline::operator()(const argument_type & x) const;
| |ql/math/interpolations/multicubicspline.hpp|void MultiCubicSpline::set_shared_increments() const;
| |ql/math/interpolations/multicubicspline.hpp|void MultiCubicSpline::set_shared_coefficients(const argument_type & x) const;
| |ql/math/interpolations/multicubicspline.hpp|void set_shared_coefficients(const typename MultiCubicSpline<i>::argument_type & x) const;
| |ql/math/interpolations/sabrinterpolation.hpp|SABRWrapper::SABRWrapper(const Time t, const Real & forward, const std::vector<Real> & params, const std::vector<Real> & addParams);
| |ql/math/interpolations/sabrinterpolation.hpp|Real SABRWrapper::volatility(const Real x, const VolatilityType volatilityType);
| |ql/math/interpolations/sabrinterpolation.hpp|Size SABRSpecs::dimension();
| |ql/math/interpolations/sabrinterpolation.hpp|void SABRSpecs::defaultValues(std::vector<Real> & params, std::vector<bool> &, const Real & forward, const Real expiryTime, const std::vector<Real> & addParams);
| |ql/math/interpolations/sabrinterpolation.hpp|void SABRSpecs::guess(Array & values, const std::vector<bool> & paramIsFixed, const Real & forward, const Real expiryTime, const std::vector<Real> & r, const std::vector<Real> & addParams);
| |ql/math/interpolations/sabrinterpolation.hpp|Real SABRSpecs::eps1();
| |ql/math/interpolations/sabrinterpolation.hpp|Real SABRSpecs::eps2();
| |ql/math/interpolations/sabrinterpolation.hpp|Real SABRSpecs::dilationFactor();
| |ql/math/interpolations/sabrinterpolation.hpp|Array SABRSpecs::inverse(const Array & y, const std::vector<bool> &, const std::vector<Real> &, const Real);
| |ql/math/interpolations/sabrinterpolation.hpp|Array SABRSpecs::direct(const Array & x, const std::vector<bool> &, const std::vector<Real> &, const Real);
| |ql/math/interpolations/sabrinterpolation.hpp|Real SABRSpecs::weight(const Real strike, const Real forward, const Real stdDev, const std::vector<Real> & addParams);
| |ql/math/interpolations/sabrinterpolation.hpp|ext::shared_ptr<type> SABRSpecs::instance(const Time t, const Real & forward, const std::vector<Real> & params, const std::vector<Real> & addParams);
| |ql/math/interpolations/sabrinterpolation.hpp|Real SABRInterpolation::expiry() const;
| |ql/math/interpolations/sabrinterpolation.hpp|Real SABRInterpolation::forward() const;
| |ql/math/interpolations/sabrinterpolation.hpp|Real SABRInterpolation::alpha() const;
| |ql/math/interpolations/sabrinterpolation.hpp|Real SABRInterpolation::beta() const;
| |ql/math/interpolations/sabrinterpolation.hpp|Real SABRInterpolation::nu() const;
| |ql/math/interpolations/sabrinterpolation.hpp|Real SABRInterpolation::rho() const;
| |ql/math/interpolations/sabrinterpolation.hpp|Real SABRInterpolation::rmsError() const;
| |ql/math/interpolations/sabrinterpolation.hpp|Real SABRInterpolation::maxError() const;
| |ql/math/interpolations/sabrinterpolation.hpp|const std::vector<Real> & SABRInterpolation::interpolationWeights() const;
| |ql/math/interpolations/sabrinterpolation.hpp|EndCriteria::Type SABRInterpolation::endCriteria();
| |ql/math/interpolations/sabrinterpolation.hpp|SABR::SABR(Time t, Real forward, Real alpha, Real beta, Real nu, Real rho, bool alphaIsFixed, bool betaIsFixed, bool nuIsFixed, bool rhoIsFixed, bool vegaWeighted = false, ext::shared_ptr<EndCriteria> endCriteria = ext::shared_ptr<EndCriteria>(), ext::shared_ptr<OptimizationMethod> optMethod = ext::shared_ptr<OptimizationMethod>(), const Real errorAccept = 0.0020, const bool useMaxError = false, const Size maxGuesses = 50, const Real shift = 0.0);
| |ql/math/interpolations/xabrinterpolation.hpp|XABRCoeffHolder::XABRCoeffHolder<Model>(const Time t, const Real & forward, const std::vector<Real> & params, const std::vector<bool> & paramIsFixed, std::vector<Real> addParams);
| |ql/math/interpolations/xabrinterpolation.hpp|void XABRCoeffHolder::updateModelInstance();
| |ql/math/interpolations/xabrinterpolation.hpp|XABRInterpolationImpl::XABRInterpolationImpl<I1, I2, Model>(const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, Time t, const Real & forward, const std::vector<Real> & params, const std::vector<bool> & paramIsFixed, bool vegaWeighted, ext::shared_ptr<EndCriteria> endCriteria, ext::shared_ptr<OptimizationMethod> optMethod, const Real errorAccept, const bool useMaxError, const Size maxGuesses, const std::vector<Real> & addParams = std::vector<Real>(), VolatilityType volatilityType = VolatilityType::ShiftedLognormal);
| |ql/math/interpolations/xabrinterpolation.hpp|void XABRInterpolationImpl::update();
| |ql/math/interpolations/xabrinterpolation.hpp|Real XABRInterpolationImpl::value(Real x) const;
| |ql/math/interpolations/xabrinterpolation.hpp|Real XABRInterpolationImpl::primitive(Real) const;
| |ql/math/interpolations/xabrinterpolation.hpp|Real XABRInterpolationImpl::derivative(Real) const;
| |ql/math/interpolations/xabrinterpolation.hpp|Real XABRInterpolationImpl::secondDerivative(Real) const;
| |ql/math/interpolations/xabrinterpolation.hpp|Real XABRInterpolationImpl::interpolationSquaredError() const;
| |ql/math/interpolations/xabrinterpolation.hpp|Array XABRInterpolationImpl::interpolationErrors() const;
| |ql/math/interpolations/xabrinterpolation.hpp|Real XABRInterpolationImpl::interpolationError() const;
| |ql/math/interpolations/xabrinterpolation.hpp|Real XABRInterpolationImpl::interpolationMaxError() const;
| |ql/math/interpolations/xabrinterpolation.hpp|XABRError::XABRError(XABRInterpolationImpl<I1, I2, Model> * xabr);
| |ql/math/interpolations/zabrinterpolation.hpp|Size ZabrSpecs::dimension();
| |ql/math/interpolations/zabrinterpolation.hpp|Real ZabrSpecs::eps();
| |ql/math/interpolations/zabrinterpolation.hpp|void ZabrSpecs::defaultValues(std::vector<Real> & params, std::vector<bool> & paramIsFixed, const Real & forward, const Real expiryTime, const std::vector<Real> & addParams);
| |ql/math/interpolations/zabrinterpolation.hpp|void ZabrSpecs::guess(Array & values, const std::vector<bool> & paramIsFixed, const Real & forward, const Real expiryTime, const std::vector<Real> & r, const std::vector<Real> & addParams);
| |ql/math/interpolations/zabrinterpolation.hpp|Real ZabrSpecs::eps1();
| |ql/math/interpolations/zabrinterpolation.hpp|Real ZabrSpecs::eps2();
| |ql/math/interpolations/zabrinterpolation.hpp|Real ZabrSpecs::dilationFactor();
| |ql/math/interpolations/zabrinterpolation.hpp|Array ZabrSpecs::inverse(const Array & y, const std::vector<bool> &, const std::vector<Real> &, const Real);
| |ql/math/interpolations/zabrinterpolation.hpp|Array ZabrSpecs::direct(const Array & x, const std::vector<bool> &, const std::vector<Real> &, const Real);
| |ql/math/interpolations/zabrinterpolation.hpp|Real ZabrSpecs::weight(const Real strike, const Real forward, const Real stdDev, const std::vector<Real> & addParams);
| |ql/math/interpolations/zabrinterpolation.hpp|ext::shared_ptr<type> ZabrSpecs::instance(const Time t, const Real & forward, const std::vector<Real> & params, const std::vector<Real> & addParams);
| |ql/math/interpolations/zabrinterpolation.hpp|Real ZabrInterpolation::expiry() const;
| |ql/math/interpolations/zabrinterpolation.hpp|Real ZabrInterpolation::forward() const;
| |ql/math/interpolations/zabrinterpolation.hpp|Real ZabrInterpolation::alpha() const;
| |ql/math/interpolations/zabrinterpolation.hpp|Real ZabrInterpolation::beta() const;
| |ql/math/interpolations/zabrinterpolation.hpp|Real ZabrInterpolation::nu() const;
| |ql/math/interpolations/zabrinterpolation.hpp|Real ZabrInterpolation::rho() const;
| |ql/math/interpolations/zabrinterpolation.hpp|Real ZabrInterpolation::gamma() const;
| |ql/math/interpolations/zabrinterpolation.hpp|Real ZabrInterpolation::rmsError() const;
| |ql/math/interpolations/zabrinterpolation.hpp|Real ZabrInterpolation::maxError() const;
| |ql/math/interpolations/zabrinterpolation.hpp|const std::vector<Real> & ZabrInterpolation::interpolationWeights() const;
| |ql/math/interpolations/zabrinterpolation.hpp|EndCriteria::Type ZabrInterpolation::endCriteria();
| |ql/math/interpolations/zabrinterpolation.hpp|Zabr::Zabr<Evaluation>(Time t, Real forward, Real alpha, Real beta, Real nu, Real rho, Real gamma, bool alphaIsFixed, bool betaIsFixed, bool nuIsFixed, bool rhoIsFixed, bool gammaIsFixed, bool vegaWeighted = false, ext::shared_ptr<EndCriteria> endCriteria = ext::shared_ptr<EndCriteria>(), ext::shared_ptr<OptimizationMethod> optMethod = ext::shared_ptr<OptimizationMethod>(), const Real errorAccept = 0.0020, const bool useMaxError = false, const Size maxGuesses = 50);
| |ql/math/kernelfunctions.hpp|Real KernelFunction::operator()(Real x) const;
| |ql/math/kernelfunctions.hpp|GaussianKernel::GaussianKernel(Real average, Real sigma);
| |ql/math/kernelfunctions.hpp|Real GaussianKernel::derivative(Real x) const;
| |ql/math/kernelfunctions.hpp|Real GaussianKernel::primitive(Real x) const;
| |ql/math/linearleastsquaresregression.hpp|LinearFct::LinearFct<Container>(Size i);
| |ql/math/linearleastsquaresregression.hpp|Real LinearFct::operator()(const Container & x) const;
| |ql/math/linearleastsquaresregression.hpp|LinearFcts::LinearFcts<xContainer>(const xContainer & x, Real intercept);
| |ql/math/linearleastsquaresregression.hpp|const std::vector<std::function<Real (ArgumentType)>> & LinearFcts::fcts();
| |ql/math/linearleastsquaresregression.hpp|LinearLeastSquaresRegression::LinearLeastSquaresRegression<ArgumentType>(const std::vector<ArgumentType> & x, const std::vector<Real> & y, const std::vector<std::function<Real (ArgumentType)>> & v);
|?|ql/math/matrix.hpp|Matrix::Matrix();
|?|ql/math/matrix.hpp|Matrix::Matrix(Size rows, Size columns);
|v|ql/math/matrix.hpp|Matrix::Matrix(Size rows, Size columns, Real value);
|?|ql/math/matrix.hpp|Matrix::Matrix(const Matrix &);
|?|ql/math/matrix.hpp|Matrix::Matrix(Matrix &&);
|?|ql/math/matrix.hpp|Matrix::Matrix(std::initializer_list<std::initializer_list<Real>>);
|x|ql/math/matrix.hpp|Matrix & Matrix::operator=(const Matrix &);
|x|ql/math/matrix.hpp|Matrix & Matrix::operator=(Matrix &&);
|x|ql/math/matrix.hpp|bool Matrix::operator==(const Matrix &) const;
|x|ql/math/matrix.hpp|bool Matrix::operator!=(const Matrix &) const;
|x|ql/math/matrix.hpp|const Matrix & Matrix::operator+=(const Matrix &);
|x|ql/math/matrix.hpp|const Matrix & Matrix::operator-=(const Matrix &);
|x|ql/math/matrix.hpp|const Matrix & Matrix::operator*=(Real);
|x|ql/math/matrix.hpp|const Matrix & Matrix::operator/=(Real);
|x|ql/math/matrix.hpp|const_iterator Matrix::begin() const;
|x|ql/math/matrix.hpp|iterator Matrix::begin();
|x|ql/math/matrix.hpp|const_iterator Matrix::end() const;
|x|ql/math/matrix.hpp|iterator Matrix::end();
|x|ql/math/matrix.hpp|const_reverse_iterator Matrix::rbegin() const;
|x|ql/math/matrix.hpp|reverse_iterator Matrix::rbegin();
|x|ql/math/matrix.hpp|const_reverse_iterator Matrix::rend() const;
|x|ql/math/matrix.hpp|reverse_iterator Matrix::rend();
|x|ql/math/matrix.hpp|const_row_iterator Matrix::row_begin(Size i) const;
|x|ql/math/matrix.hpp|row_iterator Matrix::row_begin(Size i);
|x|ql/math/matrix.hpp|const_row_iterator Matrix::row_end(Size i) const;
|x|ql/math/matrix.hpp|row_iterator Matrix::row_end(Size i);
|x|ql/math/matrix.hpp|const_reverse_row_iterator Matrix::row_rbegin(Size i) const;
|x|ql/math/matrix.hpp|reverse_row_iterator Matrix::row_rbegin(Size i);
|x|ql/math/matrix.hpp|const_reverse_row_iterator Matrix::row_rend(Size i) const;
|x|ql/math/matrix.hpp|reverse_row_iterator Matrix::row_rend(Size i);
|x|ql/math/matrix.hpp|const_column_iterator Matrix::column_begin(Size i) const;
|x|ql/math/matrix.hpp|column_iterator Matrix::column_begin(Size i);
|x|ql/math/matrix.hpp|const_column_iterator Matrix::column_end(Size i) const;
|x|ql/math/matrix.hpp|column_iterator Matrix::column_end(Size i);
|x|ql/math/matrix.hpp|const_reverse_column_iterator Matrix::column_rbegin(Size i) const;
|x|ql/math/matrix.hpp|reverse_column_iterator Matrix::column_rbegin(Size i);
|x|ql/math/matrix.hpp|const_reverse_column_iterator Matrix::column_rend(Size i) const;
|x|ql/math/matrix.hpp|reverse_column_iterator Matrix::column_rend(Size i);
|x|ql/math/matrix.hpp|const_row_iterator Matrix::operator[](Size) const;
|x|ql/math/matrix.hpp|const_row_iterator Matrix::at(Size) const;
|x|ql/math/matrix.hpp|row_iterator Matrix::operator[](Size);
|x|ql/math/matrix.hpp|row_iterator Matrix::at(Size);
|x|ql/math/matrix.hpp|Array Matrix::diagonal() const;
|x|ql/math/matrix.hpp|const Real & Matrix::operator()(Size i, Size j) const;
|x|ql/math/matrix.hpp|Real & Matrix::operator()(Size i, Size j);
|x|ql/math/matrix.hpp|Size Matrix::rows() const;
|x|ql/math/matrix.hpp|Size Matrix::columns() const;
|x|ql/math/matrix.hpp|bool Matrix::empty() const;
|x|ql/math/matrix.hpp|Size Matrix::size1() const;
|x|ql/math/matrix.hpp|Size Matrix::size2() const;
|x|ql/math/matrix.hpp|void Matrix::swap(Matrix &);
| |ql/math/matrix.hpp|Matrix operator+(const Matrix &, const Matrix &);
| |ql/math/matrix.hpp|Matrix operator+(const Matrix &, Matrix &&);
| |ql/math/matrix.hpp|Matrix operator+(Matrix &&, const Matrix &);
| |ql/math/matrix.hpp|Matrix operator+(Matrix &&, Matrix &&);
| |ql/math/matrix.hpp|Matrix operator-(const Matrix &);
| |ql/math/matrix.hpp|Matrix operator-(Matrix &&);
| |ql/math/matrix.hpp|Matrix operator-(const Matrix &, const Matrix &);
| |ql/math/matrix.hpp|Matrix operator-(const Matrix &, Matrix &&);
| |ql/math/matrix.hpp|Matrix operator-(Matrix &&, const Matrix &);
| |ql/math/matrix.hpp|Matrix operator-(Matrix &&, Matrix &&);
| |ql/math/matrix.hpp|Matrix operator*(const Matrix &, Real);
| |ql/math/matrix.hpp|Matrix operator*(Matrix &&, Real);
| |ql/math/matrix.hpp|Matrix operator*(Real, const Matrix &);
| |ql/math/matrix.hpp|Matrix operator*(Real, Matrix &&);
| |ql/math/matrix.hpp|Matrix operator/(const Matrix &, Real);
| |ql/math/matrix.hpp|Matrix operator/(Matrix &&, Real);
| |ql/math/matrix.hpp|Array operator*(const Array &, const Matrix &);
| |ql/math/matrix.hpp|Array operator*(const Matrix &, const Array &);
| |ql/math/matrix.hpp|Matrix operator*(const Matrix &, const Matrix &);
| |ql/math/matrix.hpp|Matrix transpose(const Matrix &);
| |ql/math/matrix.hpp|Matrix outerProduct(const Array & v1, const Array & v2);
|v|ql/math/matrix.hpp|void swap(Matrix &, Matrix &);
| |ql/math/matrix.hpp|std::ostream & operator<<(std::ostream &, const Matrix &);
| |ql/math/matrix.hpp|Matrix inverse(const Matrix & m);
| |ql/math/matrix.hpp|Real determinant(const Matrix & m);
|?|ql/math/matrix.hpp|Matrix(const Matrix & from);
|?|ql/math/matrix.hpp|Matrix(Matrix && from);
|?|ql/math/matrix.hpp|Matrix(std::initializer_list<std::initializer_list<Real>> data);
| |ql/math/matrix.hpp|Matrix & operator=(const Matrix & from);
| |ql/math/matrix.hpp|Matrix & operator=(Matrix && from);
| |ql/math/matrix.hpp|bool operator==(const Matrix & to) const;
| |ql/math/matrix.hpp|bool operator!=(const Matrix & to) const;
|?|ql/math/matrix.hpp|void swap(Matrix & from);
| |ql/math/matrix.hpp|const Matrix & operator+=(const Matrix & m);
| |ql/math/matrix.hpp|const Matrix & operator-=(const Matrix & m);
| |ql/math/matrix.hpp|const Matrix & operator*=(Real x);
| |ql/math/matrix.hpp|const Matrix & operator/=(Real x);
| |ql/math/matrix.hpp|Matrix::const_iterator begin() const;
| |ql/math/matrix.hpp|Matrix::iterator begin();
| |ql/math/matrix.hpp|Matrix::const_iterator end() const;
| |ql/math/matrix.hpp|Matrix::iterator end();
| |ql/math/matrix.hpp|Matrix::const_reverse_iterator rbegin() const;
| |ql/math/matrix.hpp|Matrix::reverse_iterator rbegin();
| |ql/math/matrix.hpp|Matrix::const_reverse_iterator rend() const;
| |ql/math/matrix.hpp|Matrix::reverse_iterator rend();
| |ql/math/matrix.hpp|Matrix::const_row_iterator row_begin(Size i) const;
| |ql/math/matrix.hpp|Matrix::row_iterator row_begin(Size i);
| |ql/math/matrix.hpp|Matrix::const_row_iterator row_end(Size i) const;
| |ql/math/matrix.hpp|Matrix::row_iterator row_end(Size i);
| |ql/math/matrix.hpp|Matrix::const_reverse_row_iterator row_rbegin(Size i) const;
| |ql/math/matrix.hpp|Matrix::reverse_row_iterator row_rbegin(Size i);
| |ql/math/matrix.hpp|Matrix::const_reverse_row_iterator row_rend(Size i) const;
| |ql/math/matrix.hpp|Matrix::reverse_row_iterator row_rend(Size i);
| |ql/math/matrix.hpp|Matrix::const_column_iterator column_begin(Size i) const;
| |ql/math/matrix.hpp|Matrix::column_iterator column_begin(Size i);
| |ql/math/matrix.hpp|Matrix::const_column_iterator column_end(Size i) const;
| |ql/math/matrix.hpp|Matrix::column_iterator column_end(Size i);
| |ql/math/matrix.hpp|Matrix::const_reverse_column_iterator column_rbegin(Size i) const;
| |ql/math/matrix.hpp|Matrix::reverse_column_iterator column_rbegin(Size i);
| |ql/math/matrix.hpp|Matrix::const_reverse_column_iterator column_rend(Size i) const;
| |ql/math/matrix.hpp|Matrix::reverse_column_iterator column_rend(Size i);
| |ql/math/matrix.hpp|Matrix::const_row_iterator operator[](Size i) const;
| |ql/math/matrix.hpp|Matrix::const_row_iterator at(Size i) const;
| |ql/math/matrix.hpp|Matrix::row_iterator operator[](Size i);
| |ql/math/matrix.hpp|Matrix::row_iterator at(Size i);
| |ql/math/matrix.hpp|Matrix operator+(const Matrix & m1, const Matrix & m2);
| |ql/math/matrix.hpp|Matrix operator+(const Matrix & m1, Matrix && m2);
| |ql/math/matrix.hpp|Matrix operator+(Matrix && m1, const Matrix & m2);
| |ql/math/matrix.hpp|Matrix operator+(Matrix && m1, Matrix && m2);
| |ql/math/matrix.hpp|Matrix operator-(const Matrix & m1);
| |ql/math/matrix.hpp|Matrix operator-(Matrix && m1);
| |ql/math/matrix.hpp|Matrix operator-(const Matrix & m1, const Matrix & m2);
| |ql/math/matrix.hpp|Matrix operator-(const Matrix & m1, Matrix && m2);
| |ql/math/matrix.hpp|Matrix operator-(Matrix && m1, const Matrix & m2);
| |ql/math/matrix.hpp|Matrix operator-(Matrix && m1, Matrix && m2);
| |ql/math/matrix.hpp|Matrix operator*(const Matrix & m, Real x);
| |ql/math/matrix.hpp|Matrix operator*(Matrix && m, Real x);
| |ql/math/matrix.hpp|Matrix operator*(Real x, const Matrix & m);
| |ql/math/matrix.hpp|Matrix operator*(Real x, Matrix && m);
| |ql/math/matrix.hpp|Matrix operator/(const Matrix & m, Real x);
| |ql/math/matrix.hpp|Matrix operator/(Matrix && m, Real x);
| |ql/math/matrix.hpp|Array operator*(const Array & v, const Matrix & m);
| |ql/math/matrix.hpp|Array operator*(const Matrix & m, const Array & v);
| |ql/math/matrix.hpp|Matrix operator*(const Matrix & m1, const Matrix & m2);
| |ql/math/matrix.hpp|Matrix transpose(const Matrix & m);
|v|ql/math/matrix.hpp|void swap(Matrix & m1, Matrix & m2);
| |ql/math/matrix.hpp|std::ostream & operator<<(std::ostream & out, const Matrix & m);
| |ql/math/matrixutilities/basisincompleteordered.hpp|BasisIncompleteOrdered::BasisIncompleteOrdered(Size euclideanDimension);
| |ql/math/matrixutilities/basisincompleteordered.hpp|bool BasisIncompleteOrdered::addVector(const Array & newVector);
| |ql/math/matrixutilities/basisincompleteordered.hpp|Size BasisIncompleteOrdered::basisSize() const;
|x|ql/math/matrixutilities/basisincompleteordered.hpp|Size BasisIncompleteOrdered::euclideanDimension() const;
| |ql/math/matrixutilities/basisincompleteordered.hpp|Matrix BasisIncompleteOrdered::getBasisAsRowsInMatrix() const;
| |ql/math/matrixutilities/basisincompleteordered.hpp|OrthogonalProjections::OrthogonalProjections(const Matrix & originalVectors, Real multiplierCutOff, Real tolerance);
| |ql/math/matrixutilities/basisincompleteordered.hpp|const std::valarray<bool> & OrthogonalProjections::validVectors() const;
| |ql/math/matrixutilities/basisincompleteordered.hpp|const std::vector<Real> & OrthogonalProjections::GetVector(Size index) const;
| |ql/math/matrixutilities/basisincompleteordered.hpp|Size OrthogonalProjections::numberValidVectors() const;
| |ql/math/matrixutilities/bicgstab.hpp|BiCGstab::BiCGstab(MatrixMult A, Size maxIter, Real relTol, MatrixMult preConditioner = MatrixMult());
| |ql/math/matrixutilities/bicgstab.hpp|BiCGStabResult BiCGstab::solve(const Array & b, const Array & x0 = Array()) const;
|v|ql/math/matrixutilities/choleskydecomposition.hpp|Matrix CholeskyDecomposition(const Matrix & m, bool flexible = false);
|v|ql/math/matrixutilities/choleskydecomposition.hpp|Array CholeskySolveFor(const Matrix & L, const Array & b);
| |ql/math/matrixutilities/expm.hpp|Matrix Expm(const Matrix & M, Real t = 1.0, Real tol = QL_EPSILON);
| |ql/math/matrixutilities/factorreduction.hpp|std::vector<Real> factorReduction(Matrix mtrx, Size maxIters = 25);
| |ql/math/matrixutilities/getcovariance.hpp|CovarianceDecomposition::CovarianceDecomposition(const Matrix & covarianceMatrix, Real tolerance = 1.0e-12);
| |ql/math/matrixutilities/getcovariance.hpp|const Array & CovarianceDecomposition::variances() const;
| |ql/math/matrixutilities/getcovariance.hpp|const Array & CovarianceDecomposition::standardDeviations() const;
| |ql/math/matrixutilities/getcovariance.hpp|const Matrix & CovarianceDecomposition::correlationMatrix() const;
| |ql/math/matrixutilities/gmres.hpp|GMRES::GMRES(MatrixMult A, Size maxIter, Real relTol, MatrixMult preConditioner = MatrixMult());
| |ql/math/matrixutilities/gmres.hpp|GMRESResult GMRES::solve(const Array & b, const Array & x0 = Array()) const;
| |ql/math/matrixutilities/gmres.hpp|GMRESResult GMRES::solveWithRestart(Size restart, const Array & b, const Array & x0 = Array()) const;
| |ql/math/matrixutilities/householder.hpp|HouseholderTransformation::HouseholderTransformation(Array v);
| |ql/math/matrixutilities/householder.hpp|Matrix HouseholderTransformation::getMatrix() const;
| |ql/math/matrixutilities/householder.hpp|Array HouseholderTransformation::operator()(const Array & x) const;
| |ql/math/matrixutilities/householder.hpp|HouseholderReflection::HouseholderReflection(Array e);
| |ql/math/matrixutilities/householder.hpp|Array HouseholderReflection::operator()(const Array & a) const;
| |ql/math/matrixutilities/householder.hpp|Array HouseholderReflection::reflectionVector(const Array & a) const;
|v|ql/math/matrixutilities/pseudosqrt.hpp|Matrix pseudoSqrt(const Matrix &, SalvagingAlgorithm::Type = SalvagingAlgorithm::None);
|v|ql/math/matrixutilities/pseudosqrt.hpp|Matrix rankReducedSqrt(const Matrix &, Size maxRank, Real componentRetainedPercentage, SalvagingAlgorithm::Type);
| |ql/math/matrixutilities/qrdecomposition.hpp|std::vector<Size> qrDecomposition(const Matrix & A, Matrix & q, Matrix & r, bool pivot = true);
| |ql/math/matrixutilities/qrdecomposition.hpp|Array qrSolve(const Matrix & a, const Array & b, bool pivot = true, const Array & d = Array());
| |ql/math/matrixutilities/sparseilupreconditioner.hpp|SparseILUPreconditioner::SparseILUPreconditioner(const SparseMatrix & A, Integer lfil = 1);
| |ql/math/matrixutilities/sparseilupreconditioner.hpp|const SparseMatrix & SparseILUPreconditioner::L() const;
| |ql/math/matrixutilities/sparseilupreconditioner.hpp|const SparseMatrix & SparseILUPreconditioner::U() const;
| |ql/math/matrixutilities/sparseilupreconditioner.hpp|Array SparseILUPreconditioner::apply(const Array & b) const;
| |ql/math/matrixutilities/sparsematrix.hpp|Array prod(const SparseMatrix & A, const Array & x);
| |ql/math/matrixutilities/svd.hpp|SVD::SVD(const Matrix &);
| |ql/math/matrixutilities/svd.hpp|const Matrix & SVD::U() const;
| |ql/math/matrixutilities/svd.hpp|const Matrix & SVD::V() const;
| |ql/math/matrixutilities/svd.hpp|const Array & SVD::singularValues() const;
| |ql/math/matrixutilities/svd.hpp|Matrix SVD::S() const;
| |ql/math/matrixutilities/svd.hpp|Real SVD::norm2() const;
| |ql/math/matrixutilities/svd.hpp|Real SVD::cond() const;
| |ql/math/matrixutilities/svd.hpp|Size SVD::rank() const;
| |ql/math/matrixutilities/svd.hpp|Array SVD::solveFor(const Array &) const;
|v|ql/math/matrixutilities/symmetricschurdecomposition.hpp|SymmetricSchurDecomposition::SymmetricSchurDecomposition(const Matrix & s);
|v|ql/math/matrixutilities/symmetricschurdecomposition.hpp|const Array & SymmetricSchurDecomposition::eigenvalues() const;
|v|ql/math/matrixutilities/symmetricschurdecomposition.hpp|const Matrix & SymmetricSchurDecomposition::eigenvectors() const;
| |ql/math/matrixutilities/symmetricschurdecomposition.hpp|void jacobiRotate_(Matrix & m, Real rot, Real dil, Size j1, Size k1, Size j2, Size k2) const;
| |ql/math/matrixutilities/tapcorrelations.hpp|Matrix triangularAnglesParametrization(const Array & angles, Size matrixSize, Size rank);
| |ql/math/matrixutilities/tapcorrelations.hpp|Matrix lmmTriangularAnglesParametrization(const Array & angles, Size matrixSize, Size rank);
| |ql/math/matrixutilities/tapcorrelations.hpp|Matrix triangularAnglesParametrizationUnconstrained(const Array & x, Size matrixSize, Size rank);
| |ql/math/matrixutilities/tapcorrelations.hpp|Matrix lmmTriangularAnglesParametrizationUnconstrained(const Array & x, Size matrixSize, Size rank);
| |ql/math/matrixutilities/tapcorrelations.hpp|Matrix triangularAnglesParametrizationRankThree(Real alpha, Real t0, Real epsilon, Size nbRows);
| |ql/math/matrixutilities/tapcorrelations.hpp|Matrix triangularAnglesParametrizationRankThreeVectorial(const Array & parameters, Size nbRows);
| |ql/math/matrixutilities/tapcorrelations.hpp|FrobeniusCostFunction::FrobeniusCostFunction(Matrix target, std::function<Matrix (const Array &, Size, Size)> f, Size matrixSize, Size rank);
| |ql/math/matrixutilities/tqreigendecomposition.hpp|TqrEigenDecomposition::TqrEigenDecomposition(const Array & diag, const Array & sub, EigenVectorCalculation calc = WithEigenVector, ShiftStrategy strategy = CloseEigenValue);
|x|ql/math/matrixutilities/tqreigendecomposition.hpp|const Array & TqrEigenDecomposition::eigenvalues() const;
| |ql/math/matrixutilities/tqreigendecomposition.hpp|const Matrix & TqrEigenDecomposition::eigenvectors() const;
| |ql/math/matrixutilities/tqreigendecomposition.hpp|Size TqrEigenDecomposition::iterations() const;
| |ql/math/modifiedbessel.hpp|Real modifiedBesselFunction_i(Real nu, Real x);
| |ql/math/modifiedbessel.hpp|Real modifiedBesselFunction_k(Real nu, Real x);
| |ql/math/modifiedbessel.hpp|Real modifiedBesselFunction_i_exponentiallyWeighted(Real nu, Real x);
| |ql/math/modifiedbessel.hpp|Real modifiedBesselFunction_k_exponentiallyWeighted(Real nu, Real x);
| |ql/math/modifiedbessel.hpp|std::complex<Real> modifiedBesselFunction_i(Real nu, const std::complex<Real> & z);
| |ql/math/modifiedbessel.hpp|std::complex<Real> modifiedBesselFunction_k(Real nu, const std::complex<Real> & z);
| |ql/math/modifiedbessel.hpp|std::complex<Real> modifiedBesselFunction_i_exponentiallyWeighted(Real nu, const std::complex<Real> & z);
| |ql/math/modifiedbessel.hpp|std::complex<Real> modifiedBesselFunction_k_exponentiallyWeighted(Real nu, const std::complex<Real> & z);
| |ql/math/ode/adaptiverungekutta.hpp|AdaptiveRungeKutta::AdaptiveRungeKutta<T>(const Real eps = 1.0e-6, const Real h1 = 1.0e-4, const Real hmin = 0.0);
| |ql/math/ode/adaptiverungekutta.hpp|std::vector<T> AdaptiveRungeKutta::operator()(const OdeFct & ode, const std::vector<T> & y1, Real x1, Real x2);
| |ql/math/ode/adaptiverungekutta.hpp|T AdaptiveRungeKutta::operator()(const OdeFct1d & ode, T y1, Real x1, Real x2);
| |ql/math/ode/adaptiverungekutta.hpp|std::vector<T> operator()(const OdeFct & ode, const std::vector<T> & y1, const Real x1, const Real x2);
| |ql/math/ode/adaptiverungekutta.hpp|OdeFctWrapper::OdeFctWrapper<T>(const OdeFct1d & ode1d);
| |ql/math/ode/adaptiverungekutta.hpp|std::vector<T> OdeFctWrapper::operator()(const Real x, const std::vector<T> & y);
| |ql/math/ode/adaptiverungekutta.hpp|T operator()(const OdeFct1d & ode, const T y1, const Real x1, const Real x2);
| |ql/math/ode/adaptiverungekutta.hpp|void rkqs(std::vector<T> & y, const std::vector<T> & dydx, Real & x, const Real htry, const Real eps, const std::vector<Real> & yScale, Real & hdid, Real & hnext, const OdeFct & derivs);
| |ql/math/ode/adaptiverungekutta.hpp|void rkck(const std::vector<T> & y, const std::vector<T> & dydx, Real x, const Real h, std::vector<T> & yout, std::vector<T> & yerr, const OdeFct & derivs);
| |ql/math/optimization/armijo.hpp|ArmijoLineSearch::ArmijoLineSearch(Real eps = 1e-8, Real alpha = 0.05, Real beta = 0.65);
| |ql/math/optimization/bfgs.hpp|BFGS::BFGS(const ext::shared_ptr<LineSearch> & lineSearch = ext::shared_ptr<LineSearch>());
| |ql/math/optimization/conjugategradient.hpp|ConjugateGradient::ConjugateGradient(const ext::shared_ptr<LineSearch> & lineSearch = ext::shared_ptr<LineSearch>());
| |ql/math/optimization/constraint.hpp|bool Impl::test(const Array & params) const;
| |ql/math/optimization/constraint.hpp|Array Impl::upperBound(const Array & params) const;
| |ql/math/optimization/constraint.hpp|Array Impl::lowerBound(const Array & params) const;
| |ql/math/optimization/constraint.hpp|bool Constraint::empty() const;
| |ql/math/optimization/constraint.hpp|bool Constraint::test(const Array & p) const;
| |ql/math/optimization/constraint.hpp|Array Constraint::upperBound(const Array & params) const;
| |ql/math/optimization/constraint.hpp|Array Constraint::lowerBound(const Array & params) const;
| |ql/math/optimization/constraint.hpp|Real Constraint::update(Array & p, const Array & direction, Real beta) const;
| |ql/math/optimization/constraint.hpp|Constraint::Constraint(ext::shared_ptr<Impl> impl = ext::shared_ptr<Impl>());
|v|ql/math/optimization/constraint.hpp|NoConstraint::NoConstraint();
|v|ql/math/optimization/constraint.hpp|PositiveConstraint::PositiveConstraint();
| |ql/math/optimization/constraint.hpp|Impl::Impl(Real low, Real high);
|v|ql/math/optimization/constraint.hpp|BoundaryConstraint::BoundaryConstraint(Real low, Real high);
| |ql/math/optimization/constraint.hpp|Impl::Impl(Constraint c1, Constraint c2);
|v|ql/math/optimization/constraint.hpp|CompositeConstraint::CompositeConstraint(const Constraint & c1, const Constraint & c2);
| |ql/math/optimization/constraint.hpp|Impl::Impl(Array low, Array high);
| |ql/math/optimization/constraint.hpp|NonhomogeneousBoundaryConstraint::NonhomogeneousBoundaryConstraint(const Array & low, const Array & high);
|u|ql/math/optimization/costfunction.hpp|Real CostFunction::value(const Array & x) const;
| |ql/math/optimization/costfunction.hpp|Array CostFunction::values(const Array & x) const;
| |ql/math/optimization/costfunction.hpp|void CostFunction::gradient(Array & grad, const Array & x) const;
| |ql/math/optimization/costfunction.hpp|Real CostFunction::valueAndGradient(Array & grad, const Array & x) const;
| |ql/math/optimization/costfunction.hpp|void CostFunction::jacobian(Matrix & jac, const Array & x) const;
| |ql/math/optimization/costfunction.hpp|Array CostFunction::valuesAndJacobian(Matrix & jac, const Array & x) const;
| |ql/math/optimization/costfunction.hpp|Real CostFunction::finiteDifferenceEpsilon() const;
| |ql/math/optimization/costfunction.hpp|SimpleCostFunction::SimpleCostFunction<ValuesFn>(ValuesFn values);
| |ql/math/optimization/costfunction.hpp|Array ParametersTransformation::direct(const Array & x) const;
| |ql/math/optimization/costfunction.hpp|Array ParametersTransformation::inverse(const Array & x) const;
| |ql/math/optimization/differentialevolution.hpp|Candidate::Candidate(Size size = 0);
| |ql/math/optimization/differentialevolution.hpp|Configuration::Configuration();
| |ql/math/optimization/differentialevolution.hpp|Configuration & Configuration::withBounds(bool b = true);
| |ql/math/optimization/differentialevolution.hpp|Configuration & Configuration::withCrossoverProbability(Real p);
| |ql/math/optimization/differentialevolution.hpp|Configuration & Configuration::withPopulationMembers(Size n);
| |ql/math/optimization/differentialevolution.hpp|Configuration & Configuration::withInitialPopulation(const std::vector<Array> & c);
| |ql/math/optimization/differentialevolution.hpp|Configuration & Configuration::withUpperBound(const Array & u);
| |ql/math/optimization/differentialevolution.hpp|Configuration & Configuration::withLowerBound(const Array & l);
| |ql/math/optimization/differentialevolution.hpp|Configuration & Configuration::withSeed(unsigned long s);
| |ql/math/optimization/differentialevolution.hpp|Configuration & Configuration::withAdaptiveCrossover(bool b = true);
| |ql/math/optimization/differentialevolution.hpp|Configuration & Configuration::withStepsizeWeight(Real w);
| |ql/math/optimization/differentialevolution.hpp|Configuration & Configuration::withCrossoverType(CrossoverType t);
| |ql/math/optimization/differentialevolution.hpp|Configuration & Configuration::withStrategy(Strategy s);
| |ql/math/optimization/differentialevolution.hpp|DifferentialEvolution::DifferentialEvolution(const Configuration & configuration = Configuration());
|x|ql/math/optimization/differentialevolution.hpp|const Configuration & DifferentialEvolution::configuration() const;
|v|ql/math/optimization/endcriteria.hpp|EndCriteria::EndCriteria(Size maxIterations, Size maxStationaryStateIterations, Real rootEpsilon, Real functionEpsilon, Real gradientNormEpsilon);
|x|ql/math/optimization/endcriteria.hpp|Size EndCriteria::maxIterations() const;
|x|ql/math/optimization/endcriteria.hpp|Size EndCriteria::maxStationaryStateIterations() const;
|x|ql/math/optimization/endcriteria.hpp|Real EndCriteria::rootEpsilon() const;
|x|ql/math/optimization/endcriteria.hpp|Real EndCriteria::functionEpsilon() const;
|x|ql/math/optimization/endcriteria.hpp|Real EndCriteria::gradientNormEpsilon() const;
|x|ql/math/optimization/endcriteria.hpp|bool EndCriteria::operator()(Size iteration, Size & statState, bool positiveOptimization, Real fold, Real normgold, Real fnew, Real normgnew, EndCriteria::Type & ecType) const;
|x|ql/math/optimization/endcriteria.hpp|bool EndCriteria::checkMaxIterations(Size iteration, EndCriteria::Type & ecType) const;
|x|ql/math/optimization/endcriteria.hpp|bool EndCriteria::checkStationaryPoint(Real xOld, Real xNew, Size & statStateIterations, EndCriteria::Type & ecType) const;
|x|ql/math/optimization/endcriteria.hpp|bool EndCriteria::checkStationaryFunctionValue(Real fxOld, Real fxNew, Size & statStateIterations, EndCriteria::Type & ecType) const;
|x|ql/math/optimization/endcriteria.hpp|bool EndCriteria::checkStationaryFunctionAccuracy(Real f, bool positiveOptimization, EndCriteria::Type & ecType) const;
|x|ql/math/optimization/endcriteria.hpp|bool EndCriteria::checkZeroGradientNorm(Real gNorm, EndCriteria::Type & ecType) const;
|x|ql/math/optimization/endcriteria.hpp|static bool EndCriteria::succeeded(EndCriteria::Type ecType);
|x|ql/math/optimization/endcriteria.hpp|std::ostream & operator<<(std::ostream & out, EndCriteria::Type ecType);
| |ql/math/optimization/goldstein.hpp|GoldsteinLineSearch::GoldsteinLineSearch(Real eps = 1e-8, Real alpha = 0.05, Real beta = 0.65, Real extrapolation = 1.5);
| |ql/math/optimization/lbfgsb.hpp|LBFGSB::LBFGSB(Size memory = 10, Real pgTol = 1e-8, Real fTol = 1e7 * QL_EPSILON);
| |ql/math/optimization/lbfgsb.hpp|LBFGSB::LBFGSB(Array lowerBound, Array upperBound, Size memory = 10, Real pgTol = 1e-8, Real fTol = 1e7 * QL_EPSILON);
| |ql/math/optimization/leastsquare.hpp|Size LeastSquareProblem::size();
| |ql/math/optimization/leastsquare.hpp|void LeastSquareProblem::targetAndValue(const Array & x, Array & target, Array & fct2fit);
| |ql/math/optimization/leastsquare.hpp|void LeastSquareProblem::targetValueAndGradient(const Array & x, Matrix & grad_fct2fit, Array & target, Array & fct2fit);
| |ql/math/optimization/leastsquare.hpp|LeastSquareFunction::LeastSquareFunction(LeastSquareProblem & lsp);
| |ql/math/optimization/leastsquare.hpp|NonLinearLeastSquare::NonLinearLeastSquare(Constraint & c, Real accuracy = 1e-4, Size maxiter = 100);
| |ql/math/optimization/leastsquare.hpp|NonLinearLeastSquare::NonLinearLeastSquare(Constraint & c, Real accuracy, Size maxiter, ext::shared_ptr<OptimizationMethod> om);
| |ql/math/optimization/leastsquare.hpp|Array & NonLinearLeastSquare::perform(LeastSquareProblem & lsProblem);
| |ql/math/optimization/leastsquare.hpp|void NonLinearLeastSquare::setInitialValue(const Array & initialValue);
| |ql/math/optimization/leastsquare.hpp|Array & NonLinearLeastSquare::results();
| |ql/math/optimization/leastsquare.hpp|Real NonLinearLeastSquare::residualNorm() const;
| |ql/math/optimization/leastsquare.hpp|Real NonLinearLeastSquare::lastValue() const;
| |ql/math/optimization/leastsquare.hpp|Integer NonLinearLeastSquare::exitFlag() const;
| |ql/math/optimization/leastsquare.hpp|Integer NonLinearLeastSquare::iterationsNumber() const;
|v|ql/math/optimization/levenbergmarquardt.hpp|LevenbergMarquardt::LevenbergMarquardt(Real epsfcn = 1.0e-8, Real xtol = 1.0e-8, Real gtol = 1.0e-8, bool useCostFunctionsJacobian = false);
| |ql/math/optimization/linesearch.hpp|LineSearch::LineSearch(Real = 0.0);
| |ql/math/optimization/linesearch.hpp|const Array & LineSearch::lastX();
| |ql/math/optimization/linesearch.hpp|Real LineSearch::lastFunctionValue() const;
| |ql/math/optimization/linesearch.hpp|const Array & LineSearch::lastGradient();
| |ql/math/optimization/linesearch.hpp|Real LineSearch::lastGradientNorm2() const;
| |ql/math/optimization/linesearch.hpp|bool LineSearch::succeed() const;
| |ql/math/optimization/linesearch.hpp|Real LineSearch::operator()(Problem & P, EndCriteria::Type & ecType, const EndCriteria &, Real t_ini);
| |ql/math/optimization/linesearch.hpp|Real LineSearch::update(Array & params, const Array & direction, Real beta, const Constraint & constraint);
| |ql/math/optimization/linesearch.hpp|const Array & LineSearch::searchDirection() const;
| |ql/math/optimization/linesearch.hpp|Array & LineSearch::searchDirection();
| |ql/math/optimization/linesearchbasedmethod.hpp|LineSearchBasedMethod::LineSearchBasedMethod(ext::shared_ptr<LineSearch> lSearch = ext::shared_ptr<LineSearch>());
| |ql/math/optimization/lmdif.hpp|void lmdif(int m, int n, Real * x, Real * fvec, Real ftol, Real xtol, Real gtol, int maxfev, Real epsfcn, Real * diag, int mode, Real factor, int nprint, int * info, int * nfev, Real * fjac, int ldfjac, int * ipvt, Real * qtf, Real * wa1, Real * wa2, Real * wa3, Real * wa4, const LmdifCostFunction & fcn, const LmdifCostFunction & jacFcn);
| |ql/math/optimization/lmdif.hpp|void qrsolv(int n, Real * r, int ldr, const int * ipvt, const Real * diag, const Real * qtb, Real * x, Real * sdiag, Real * wa);
| |ql/math/optimization/lmdif.hpp|void qrfac(int m, int n, Real * a, int, int pivot, int * ipvt, int, Real * rdiag, Real * acnorm, Real * wa);
|v|ql/math/optimization/method.hpp|EndCriteria::Type OptimizationMethod::minimize(Problem & P, const EndCriteria & endCriteria);
|v|ql/math/optimization/problem.hpp|Problem::Problem(CostFunction & costFunction, Constraint & constraint, Array initialValue = Array());
|x|ql/math/optimization/problem.hpp|void Problem::reset();
|x|ql/math/optimization/problem.hpp|Real Problem::value(const Array & x);
|x|ql/math/optimization/problem.hpp|Array Problem::values(const Array & x);
|x|ql/math/optimization/problem.hpp|void Problem::gradient(Array & grad_f, const Array & x);
|x|ql/math/optimization/problem.hpp|Real Problem::valueAndGradient(Array & grad_f, const Array & x);
|x|ql/math/optimization/problem.hpp|Constraint & Problem::constraint() const;
|x|ql/math/optimization/problem.hpp|CostFunction & Problem::costFunction() const;
|x|ql/math/optimization/problem.hpp|void Problem::setCurrentValue(Array currentValue);
|x|ql/math/optimization/problem.hpp|const Array & Problem::currentValue() const;
|x|ql/math/optimization/problem.hpp|void Problem::setFunctionValue(Real functionValue);
|x|ql/math/optimization/problem.hpp|Real Problem::functionValue() const;
|x|ql/math/optimization/problem.hpp|void Problem::setGradientNormValue(Real squaredNorm);
|x|ql/math/optimization/problem.hpp|Real Problem::gradientNormValue() const;
|x|ql/math/optimization/problem.hpp|Integer Problem::functionEvaluation() const;
|x|ql/math/optimization/problem.hpp|Integer Problem::gradientEvaluation() const;
| |ql/math/optimization/projectedconstraint.hpp|Impl::Impl(Constraint constraint, const Array & parameterValues, const std::vector<bool> & fixParameters);
| |ql/math/optimization/projectedconstraint.hpp|Impl::Impl(Constraint constraint, const Projection & projection);
| |ql/math/optimization/projectedconstraint.hpp|bool Impl::test(const Array & params) const;
| |ql/math/optimization/projectedconstraint.hpp|Array Impl::upperBound(const Array & params) const;
| |ql/math/optimization/projectedconstraint.hpp|Array Impl::lowerBound(const Array & params) const;
| |ql/math/optimization/projectedconstraint.hpp|ProjectedConstraint::ProjectedConstraint(const Constraint & constraint, const Array & parameterValues, const std::vector<bool> & fixParameters);
| |ql/math/optimization/projectedconstraint.hpp|ProjectedConstraint::ProjectedConstraint(const Constraint & constraint, const Projection & projection);
| |ql/math/optimization/projectedcostfunction.hpp|ProjectedCostFunction::ProjectedCostFunction(const CostFunction & costFunction, const Array & parameterValues, const std::vector<bool> & fixParameters);
| |ql/math/optimization/projectedcostfunction.hpp|ProjectedCostFunction::ProjectedCostFunction(const CostFunction & costFunction, const Projection & projection);
| |ql/math/optimization/projection.hpp|Projection::Projection(const Array & parameterValues, std::vector<bool> fixParameters = std::vector<bool>());
| |ql/math/optimization/projection.hpp|Array Projection::project(const Array & parameters) const;
| |ql/math/optimization/projection.hpp|Array Projection::include(const Array & projectedParameters) const;
|v|ql/math/optimization/simplex.hpp|Simplex::Simplex(Real lambda);
|x|ql/math/optimization/simplex.hpp|Real Simplex::lambda() const;
| |ql/math/optimization/simulatedannealing.hpp|SimulatedAnnealing::SimulatedAnnealing<RNG>(const Real lambda, const Real T0, const Real epsilon, const Size m, const RNG & rng = RNG());
| |ql/math/optimization/simulatedannealing.hpp|SimulatedAnnealing::SimulatedAnnealing<RNG>(const Real lambda, const Real T0, const Size K, const Real alpha, const RNG & rng = RNG());
| |ql/math/optimization/simulatedannealing.hpp|Real simplexSize();
| |ql/math/optimization/simulatedannealing.hpp|void amotsa(Problem & P, Real fac);
| |ql/math/optimization/simulatedannealing.hpp|EndCriteria::Type minimize(Problem & P, const EndCriteria & ec);
| |ql/math/optimization/spherecylinder.hpp|SphereCylinderOptimizer::SphereCylinderOptimizer(Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Real zweight = 1.0);
| |ql/math/optimization/spherecylinder.hpp|bool SphereCylinderOptimizer::isIntersectionNonEmpty() const;
| |ql/math/optimization/spherecylinder.hpp|void SphereCylinderOptimizer::findClosest(Size maxIterations, Real tolerance, Real & y1, Real & y2, Real & y3) const;
| |ql/math/optimization/spherecylinder.hpp|bool SphereCylinderOptimizer::findByProjection(Real & y1, Real & y2, Real & y3) const;
| |ql/math/optimization/spherecylinder.hpp|std::vector<Real> sphereCylinderOptimizerClosest(Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Natural maxIterations, Real tolerance, Real finalWeight = 1.0);
| |ql/math/optimization/steepestdescent.hpp|SteepestDescent::SteepestDescent(const ext::shared_ptr<LineSearch> & lineSearch = ext::shared_ptr<LineSearch>());
| |ql/math/pascaltriangle.hpp|static const std::vector<BigNatural> & PascalTriangle::get(Size order);
| |ql/math/polynomialmathfunction.hpp|PolynomialFunction::PolynomialFunction(const std::vector<Real> & coeff);
| |ql/math/polynomialmathfunction.hpp|Real PolynomialFunction::operator()(Time t) const;
| |ql/math/polynomialmathfunction.hpp|Real PolynomialFunction::derivative(Time t) const;
| |ql/math/polynomialmathfunction.hpp|Real PolynomialFunction::primitive(Time t) const;
| |ql/math/polynomialmathfunction.hpp|Real PolynomialFunction::definiteIntegral(Time t1, Time t2) const;
| |ql/math/polynomialmathfunction.hpp|Size PolynomialFunction::order() const;
| |ql/math/polynomialmathfunction.hpp|const std::vector<Real> & PolynomialFunction::coefficients();
| |ql/math/polynomialmathfunction.hpp|const std::vector<Real> & PolynomialFunction::derivativeCoefficients();
| |ql/math/polynomialmathfunction.hpp|const std::vector<Real> & PolynomialFunction::primitiveCoefficients();
| |ql/math/polynomialmathfunction.hpp|std::vector<Real> PolynomialFunction::definiteIntegralCoefficients(Time t, Time t2) const;
| |ql/math/polynomialmathfunction.hpp|std::vector<Real> PolynomialFunction::definiteDerivativeCoefficients(Time t, Time t2) const;
| |ql/math/primenumbers.hpp|static BigNatural PrimeNumbers::get(Size absoluteIndex);
| |ql/math/quadratic.hpp|quadratic::quadratic(Real a, Real b, Real c);
| |ql/math/quadratic.hpp|Real quadratic::turningPoint() const;
| |ql/math/quadratic.hpp|Real quadratic::valueAtTurningPoint() const;
| |ql/math/quadratic.hpp|Real quadratic::operator()(Real x) const;
| |ql/math/quadratic.hpp|Real quadratic::discriminant() const;
| |ql/math/quadratic.hpp|bool quadratic::roots(Real & x, Real & y) const;
| |ql/math/randomnumbers/boxmullergaussianrng.hpp|BoxMullerGaussianRng::BoxMullerGaussianRng<RNG>(const RNG & uniformGenerator);
| |ql/math/randomnumbers/boxmullergaussianrng.hpp|sample_type BoxMullerGaussianRng::next() const;
| |ql/math/randomnumbers/boxmullergaussianrng.hpp|BoxMullerGaussianRng<RNG>(const RNG & uniformGenerator);
| |ql/math/randomnumbers/boxmullergaussianrng.hpp|typename BoxMullerGaussianRng<RNG>::sample_type next() const;
| |ql/math/randomnumbers/burley2020sobolrsg.hpp|Burley2020SobolRsg::Burley2020SobolRsg(Size dimensionality, unsigned long seed = 42, SobolRsg::DirectionIntegers directionIntegers = SobolRsg::Jaeckel, unsigned long scrambleSeed = 43);
| |ql/math/randomnumbers/burley2020sobolrsg.hpp|const std::vector<std::uint32_t> & Burley2020SobolRsg::skipTo(std::uint32_t n) const;
| |ql/math/randomnumbers/burley2020sobolrsg.hpp|const std::vector<std::uint32_t> & Burley2020SobolRsg::nextInt32Sequence() const;
| |ql/math/randomnumbers/burley2020sobolrsg.hpp|const SobolRsg::sample_type & Burley2020SobolRsg::nextSequence() const;
| |ql/math/randomnumbers/burley2020sobolrsg.hpp|const sample_type & Burley2020SobolRsg::lastSequence() const;
|x|ql/math/randomnumbers/burley2020sobolrsg.hpp|Size Burley2020SobolRsg::dimension() const;
| |ql/math/randomnumbers/centrallimitgaussianrng.hpp|CLGaussianRng::CLGaussianRng<RNG>(const RNG & uniformGenerator);
| |ql/math/randomnumbers/centrallimitgaussianrng.hpp|sample_type CLGaussianRng::next() const;
| |ql/math/randomnumbers/centrallimitgaussianrng.hpp|CLGaussianRng<RNG>(const RNG & uniformGenerator);
| |ql/math/randomnumbers/centrallimitgaussianrng.hpp|typename CLGaussianRng<RNG>::sample_type next() const;
| |ql/math/randomnumbers/faurersg.hpp|FaureRsg::FaureRsg(Size dimensionality);
| |ql/math/randomnumbers/faurersg.hpp|const std::vector<long> & FaureRsg::nextIntSequence() const;
| |ql/math/randomnumbers/faurersg.hpp|const std::vector<long> & FaureRsg::lastIntSequence() const;
| |ql/math/randomnumbers/faurersg.hpp|const sample_type & FaureRsg::nextSequence() const;
| |ql/math/randomnumbers/faurersg.hpp|const sample_type & FaureRsg::lastSequence() const;
|x|ql/math/randomnumbers/faurersg.hpp|Size FaureRsg::dimension() const;
| |ql/math/randomnumbers/haltonrsg.hpp|HaltonRsg::HaltonRsg(Size dimensionality, unsigned long seed = 0, bool randomStart = true, bool randomShift = false);
| |ql/math/randomnumbers/haltonrsg.hpp|const sample_type & HaltonRsg::nextSequence() const;
| |ql/math/randomnumbers/haltonrsg.hpp|const sample_type & HaltonRsg::lastSequence() const;
|x|ql/math/randomnumbers/haltonrsg.hpp|Size HaltonRsg::dimension() const;
| |ql/math/randomnumbers/inversecumulativerng.hpp|InverseCumulativeRng::InverseCumulativeRng<RNG, IC>(const RNG & uniformGenerator);
| |ql/math/randomnumbers/inversecumulativerng.hpp|sample_type InverseCumulativeRng::next() const;
| |ql/math/randomnumbers/inversecumulativerng.hpp|InverseCumulativeRng<RNG, IC>(const RNG & ug);
| |ql/math/randomnumbers/inversecumulativerng.hpp|typename InverseCumulativeRng<RNG, IC>::sample_type next() const;
|u|ql/math/randomnumbers/inversecumulativersg.hpp|InverseCumulativeRsg::InverseCumulativeRsg<USG, IC>(USG uniformSequenceGenerator);
|x|ql/math/randomnumbers/inversecumulativersg.hpp|InverseCumulativeRsg::InverseCumulativeRsg<USG, IC>(USG uniformSequenceGenerator, const IC & inverseCumulative);
|v|ql/math/randomnumbers/inversecumulativersg.hpp|const sample_type & InverseCumulativeRsg::nextSequence() const;
|v|ql/math/randomnumbers/inversecumulativersg.hpp|const sample_type & InverseCumulativeRsg::lastSequence() const;
|v|ql/math/randomnumbers/inversecumulativersg.hpp|Size InverseCumulativeRsg::dimension() const;
| |ql/math/randomnumbers/inversecumulativersg.hpp|InverseCumulativeRsg<USG, IC>(USG usg);
| |ql/math/randomnumbers/inversecumulativersg.hpp|InverseCumulativeRsg<USG, IC>(USG usg, const IC & inverseCum);
| |ql/math/randomnumbers/inversecumulativersg.hpp|const typename InverseCumulativeRsg<USG, IC>::sample_type & nextSequence() const;
| |ql/math/randomnumbers/knuthuniformrng.hpp|KnuthUniformRng::KnuthUniformRng(long seed = 0);
| |ql/math/randomnumbers/knuthuniformrng.hpp|sample_type KnuthUniformRng::next() const;
| |ql/math/randomnumbers/knuthuniformrng.hpp|KnuthUniformRng::sample_type next() const;
| |ql/math/randomnumbers/knuthuniformrng.hpp|double mod_sum(double x, double y) const;
| |ql/math/randomnumbers/knuthuniformrng.hpp|bool is_odd(int s) const;
| |ql/math/randomnumbers/latticersg.hpp|LatticeRsg::LatticeRsg(Size dimensionality, std::vector<Real> z, Size N);
| |ql/math/randomnumbers/latticersg.hpp|void LatticeRsg::skipTo(unsigned long n);
| |ql/math/randomnumbers/latticersg.hpp|const LatticeRsg::sample_type & LatticeRsg::nextSequence();
|x|ql/math/randomnumbers/latticersg.hpp|Size LatticeRsg::dimension() const;
| |ql/math/randomnumbers/latticersg.hpp|const sample_type & LatticeRsg::lastSequence() const;
| |ql/math/randomnumbers/latticerules.hpp|static void LatticeRule::getRule(type name, std::vector<Real> & Z, Integer N);
| |ql/math/randomnumbers/lecuyeruniformrng.hpp|LecuyerUniformRng::LecuyerUniformRng(long seed = 0);
| |ql/math/randomnumbers/lecuyeruniformrng.hpp|sample_type LecuyerUniformRng::next() const;
| |ql/math/randomnumbers/mt19937uniformrng.hpp|MersenneTwisterUniformRng::MersenneTwisterUniformRng(unsigned long seed = 0);
| |ql/math/randomnumbers/mt19937uniformrng.hpp|MersenneTwisterUniformRng::MersenneTwisterUniformRng(const std::vector<unsigned long> & seeds);
| |ql/math/randomnumbers/mt19937uniformrng.hpp|sample_type MersenneTwisterUniformRng::next() const;
| |ql/math/randomnumbers/mt19937uniformrng.hpp|Real MersenneTwisterUniformRng::nextReal() const;
| |ql/math/randomnumbers/mt19937uniformrng.hpp|unsigned long MersenneTwisterUniformRng::nextInt32() const;
| |ql/math/randomnumbers/randomizedlds.hpp|RandomizedLDS::RandomizedLDS<LDS, PRS>(const LDS & ldsg, PRS prsg);
| |ql/math/randomnumbers/randomizedlds.hpp|RandomizedLDS::RandomizedLDS<LDS, PRS>(const LDS & ldsg);
| |ql/math/randomnumbers/randomizedlds.hpp|RandomizedLDS::RandomizedLDS<LDS, PRS>(Size dimensionality, BigNatural ldsSeed = 0, BigNatural prsSeed = 0);
| |ql/math/randomnumbers/randomizedlds.hpp|const sample_type & RandomizedLDS::nextSequence() const;
| |ql/math/randomnumbers/randomizedlds.hpp|const sample_type & RandomizedLDS::lastSequence() const;
| |ql/math/randomnumbers/randomizedlds.hpp|void RandomizedLDS::nextRandomizer();
| |ql/math/randomnumbers/randomizedlds.hpp|Size RandomizedLDS::dimension() const;
| |ql/math/randomnumbers/randomizedlds.hpp|RandomizedLDS<LDS, PRS>(const LDS & ldsg, PRS prsg);
| |ql/math/randomnumbers/randomizedlds.hpp|RandomizedLDS<LDS, PRS>(const LDS & ldsg);
| |ql/math/randomnumbers/randomizedlds.hpp|RandomizedLDS<LDS, PRS>(Size dimensionality, BigNatural ldsSeed, BigNatural prsSeed);
| |ql/math/randomnumbers/randomizedlds.hpp|const typename RandomizedLDS<LDS, PRS>::sample_type & nextSequence() const;
|v|ql/math/randomnumbers/randomsequencegenerator.hpp|RandomSequenceGenerator::RandomSequenceGenerator<RNG>(Size dimensionality, const RNG & rng);
|x|ql/math/randomnumbers/randomsequencegenerator.hpp|RandomSequenceGenerator::RandomSequenceGenerator<RNG>(Size dimensionality, BigNatural seed = 0);
|v|ql/math/randomnumbers/randomsequencegenerator.hpp|const sample_type & RandomSequenceGenerator::nextSequence() const;
|x|ql/math/randomnumbers/randomsequencegenerator.hpp|std::vector<BigNatural> RandomSequenceGenerator::nextInt32Sequence() const;
|v|ql/math/randomnumbers/randomsequencegenerator.hpp|const sample_type & RandomSequenceGenerator::lastSequence() const;
|x|ql/math/randomnumbers/randomsequencegenerator.hpp|Size RandomSequenceGenerator::dimension() const;
| |ql/math/randomnumbers/ranluxuniformrng.hpp|Ranlux64UniformRng::Ranlux64UniformRng<P, R>(std::uint_fast64_t seed = 19780503U);
| |ql/math/randomnumbers/ranluxuniformrng.hpp|sample_type Ranlux64UniformRng::next() const;
| |ql/math/randomnumbers/rngtraits.hpp|static rsg_type GenericPseudoRandom::make_sequence_generator(Size dimension, BigNatural seed);
| |ql/math/randomnumbers/rngtraits.hpp|static rsg_type GenericLowDiscrepancy::make_sequence_generator(Size dimension, BigNatural seed);
| |ql/math/randomnumbers/seedgenerator.hpp|unsigned long SeedGenerator::get();
| |ql/math/randomnumbers/sobolbrownianbridgersg.hpp|SobolBrownianBridgeRsg::SobolBrownianBridgeRsg(Size factors, Size steps, SobolBrownianGenerator::Ordering ordering = SobolBrownianGenerator::Diagonal, unsigned long seed = 0, SobolRsg::DirectionIntegers directionIntegers = SobolRsg::JoeKuoD7);
| |ql/math/randomnumbers/sobolbrownianbridgersg.hpp|const sample_type & SobolBrownianBridgeRsg::nextSequence() const;
| |ql/math/randomnumbers/sobolbrownianbridgersg.hpp|const sample_type & SobolBrownianBridgeRsg::lastSequence() const;
| |ql/math/randomnumbers/sobolbrownianbridgersg.hpp|Size SobolBrownianBridgeRsg::dimension() const;
| |ql/math/randomnumbers/sobolbrownianbridgersg.hpp|Burley2020SobolBrownianBridgeRsg::Burley2020SobolBrownianBridgeRsg(Size factors, Size steps, SobolBrownianGenerator::Ordering ordering = SobolBrownianGenerator::Diagonal, unsigned long seed = 42, SobolRsg::DirectionIntegers directionIntegers = SobolRsg::JoeKuoD7, unsigned long scrambleSeed = 43);
| |ql/math/randomnumbers/sobolbrownianbridgersg.hpp|const sample_type & Burley2020SobolBrownianBridgeRsg::nextSequence() const;
| |ql/math/randomnumbers/sobolbrownianbridgersg.hpp|const sample_type & Burley2020SobolBrownianBridgeRsg::lastSequence() const;
| |ql/math/randomnumbers/sobolbrownianbridgersg.hpp|Size Burley2020SobolBrownianBridgeRsg::dimension() const;
|u|ql/math/randomnumbers/sobolrsg.hpp|SobolRsg::SobolRsg(Size dimensionality, unsigned long seed = 0, DirectionIntegers directionIntegers = Jaeckel, bool useGrayCode = true);
|x|ql/math/randomnumbers/sobolrsg.hpp|const std::vector<std::uint32_t> & SobolRsg::skipTo(std::uint32_t n) const;
|x|ql/math/randomnumbers/sobolrsg.hpp|const std::vector<std::uint32_t> & SobolRsg::nextInt32Sequence() const;
|v|ql/math/randomnumbers/sobolrsg.hpp|const SobolRsg::sample_type & SobolRsg::nextSequence() const;
|v|ql/math/randomnumbers/sobolrsg.hpp|const sample_type & SobolRsg::lastSequence() const;
|v|ql/math/randomnumbers/sobolrsg.hpp|Size SobolRsg::dimension() const;
| |ql/math/randomnumbers/stochasticcollocationinvcdf.hpp|StochasticCollocationInvCDF::StochasticCollocationInvCDF(const std::function<Real (Real)> & invCDF, Size lagrangeOrder, Real pMax = Null<Real>(), Real pMin = Null<Real>());
| |ql/math/randomnumbers/stochasticcollocationinvcdf.hpp|Real StochasticCollocationInvCDF::value(Real x) const;
| |ql/math/randomnumbers/stochasticcollocationinvcdf.hpp|Real StochasticCollocationInvCDF::operator()(Real u) const;
| |ql/math/randomnumbers/xoshiro256starstaruniformrng.hpp|Xoshiro256StarStarUniformRng::Xoshiro256StarStarUniformRng(std::uint64_t seed = 0);
| |ql/math/randomnumbers/xoshiro256starstaruniformrng.hpp|Xoshiro256StarStarUniformRng::Xoshiro256StarStarUniformRng(std::uint64_t s0, std::uint64_t s1, std::uint64_t s2, std::uint64_t s3);
| |ql/math/randomnumbers/xoshiro256starstaruniformrng.hpp|sample_type Xoshiro256StarStarUniformRng::next() const;
| |ql/math/randomnumbers/xoshiro256starstaruniformrng.hpp|Real Xoshiro256StarStarUniformRng::nextReal() const;
| |ql/math/randomnumbers/xoshiro256starstaruniformrng.hpp|std::uint64_t Xoshiro256StarStarUniformRng::nextInt64() const;
| |ql/math/randomnumbers/zigguratgaussianrng.hpp|ZigguratGaussianRng::ZigguratGaussianRng<RNG>(const RNG & uint64Generator);
| |ql/math/randomnumbers/zigguratgaussianrng.hpp|sample_type ZigguratGaussianRng::next() const;
| |ql/math/randomnumbers/zigguratgaussianrng.hpp|Real ZigguratGaussianRng::nextReal() const;
| |ql/math/randomnumbers/zigguratgaussianrng.hpp|Real zeroCase(Real u) const;
| |ql/math/randomnumbers/zigguratgaussianrng.hpp|Real pdf(Real x) const;
| |ql/math/randomnumbers/zigguratgaussianrng.hpp|Real normR() const;
| |ql/math/randomnumbers/zigguratgaussianrng.hpp|Real normX(int i) const;
| |ql/math/randomnumbers/zigguratgaussianrng.hpp|Real normF(int i) const;
| |ql/math/richardsonextrapolation.hpp|RichardsonExtrapolation::RichardsonExtrapolation(const std::function<Real (Real)> & f, Real delta_h, Real n = Null<Real>());
| |ql/math/richardsonextrapolation.hpp|Real RichardsonExtrapolation::operator()(Real t = 2.0) const;
| |ql/math/richardsonextrapolation.hpp|Real RichardsonExtrapolation::operator()(Real t, Real s) const;
|v|ql/math/rounding.hpp|Rounding::Rounding();
|v|ql/math/rounding.hpp|Rounding::Rounding(Integer precision, Type type = Closest, Integer digit = 5);
|x|ql/math/rounding.hpp|Decimal Rounding::operator()(Decimal value) const;
|x|ql/math/rounding.hpp|Integer Rounding::precision() const;
|x|ql/math/rounding.hpp|Type Rounding::type() const;
|x|ql/math/rounding.hpp|Integer Rounding::roundingDigit() const;
| |ql/math/rounding.hpp|UpRounding::UpRounding(Integer precision, Integer digit = 5);
| |ql/math/rounding.hpp|DownRounding::DownRounding(Integer precision, Integer digit = 5);
| |ql/math/rounding.hpp|ClosestRounding::ClosestRounding(Integer precision, Integer digit = 5);
| |ql/math/rounding.hpp|CeilingTruncation::CeilingTruncation(Integer precision, Integer digit = 5);
| |ql/math/rounding.hpp|FloorTruncation::FloorTruncation(Integer precision, Integer digit = 5);
| |ql/math/solver1d.hpp|Solver1D::Solver1D<Impl>();
| |ql/math/solver1d.hpp|void Solver1D::setMaxEvaluations(Size evaluations);
| |ql/math/solver1d.hpp|void Solver1D::setLowerBound(Real lowerBound);
| |ql/math/solver1d.hpp|void Solver1D::setUpperBound(Real upperBound);
| |ql/math/solver1d.hpp|Real enforceBounds_(Real x) const;
| |ql/math/statistics/convergencestatistics.hpp|Size DoublingConvergenceSteps::initialSamples() const;
| |ql/math/statistics/convergencestatistics.hpp|Size DoublingConvergenceSteps::nextSamples(Size current);
| |ql/math/statistics/convergencestatistics.hpp|ConvergenceStatistics::ConvergenceStatistics<T, U>(const T & stats, const U & rule = U());
| |ql/math/statistics/convergencestatistics.hpp|ConvergenceStatistics::ConvergenceStatistics<T, U>(const U & rule = U());
| |ql/math/statistics/convergencestatistics.hpp|void ConvergenceStatistics::add(const value_type & value, Real weight = 1.0);
| |ql/math/statistics/convergencestatistics.hpp|void ConvergenceStatistics::reset();
| |ql/math/statistics/convergencestatistics.hpp|const std::vector<std::pair<Size, value_type>> & ConvergenceStatistics::convergenceTable() const;
| |ql/math/statistics/convergencestatistics.hpp|ConvergenceStatistics<T, U>(const T & stats, const U & rule);
| |ql/math/statistics/convergencestatistics.hpp|ConvergenceStatistics<T, U>(const U & rule);
| |ql/math/statistics/convergencestatistics.hpp|void add(const typename ConvergenceStatistics<T, U>::value_type & value, Real weight);
| |ql/math/statistics/convergencestatistics.hpp|const typename ConvergenceStatistics<T, U>::table_type & convergenceTable() const;
| |ql/math/statistics/discrepancystatistics.hpp|DiscrepancyStatistics::DiscrepancyStatistics(Size dimension);
| |ql/math/statistics/discrepancystatistics.hpp|Real DiscrepancyStatistics::discrepancy() const;
| |ql/math/statistics/discrepancystatistics.hpp|void DiscrepancyStatistics::reset(Size dimension = 0);
| |ql/math/statistics/discrepancystatistics.hpp|void reset(Size dimension);
| |ql/math/statistics/gaussianstatistics.hpp|GenericGaussianStatistics::GenericGaussianStatistics<Stat>();
| |ql/math/statistics/gaussianstatistics.hpp|GenericGaussianStatistics::GenericGaussianStatistics<Stat>(const Stat & s);
| |ql/math/statistics/gaussianstatistics.hpp|Real GenericGaussianStatistics::gaussianDownsideVariance() const;
| |ql/math/statistics/gaussianstatistics.hpp|Real GenericGaussianStatistics::gaussianDownsideDeviation() const;
| |ql/math/statistics/gaussianstatistics.hpp|Real GenericGaussianStatistics::gaussianRegret(Real target) const;
|v|ql/math/statistics/gaussianstatistics.hpp|Real GenericGaussianStatistics::gaussianPercentile(Real percentile) const;
| |ql/math/statistics/gaussianstatistics.hpp|Real GenericGaussianStatistics::gaussianTopPercentile(Real percentile) const;
|v|ql/math/statistics/gaussianstatistics.hpp|Real GenericGaussianStatistics::gaussianPotentialUpside(Real percentile) const;
|v|ql/math/statistics/gaussianstatistics.hpp|Real GenericGaussianStatistics::gaussianValueAtRisk(Real percentile) const;
|v|ql/math/statistics/gaussianstatistics.hpp|Real GenericGaussianStatistics::gaussianExpectedShortfall(Real percentile) const;
| |ql/math/statistics/gaussianstatistics.hpp|Real GenericGaussianStatistics::gaussianShortfall(Real target) const;
| |ql/math/statistics/gaussianstatistics.hpp|Real GenericGaussianStatistics::gaussianAverageShortfall(Real target) const;
| |ql/math/statistics/gaussianstatistics.hpp|StatsHolder::StatsHolder(Real mean, Real standardDeviation);
|x|ql/math/statistics/gaussianstatistics.hpp|Real StatsHolder::mean() const;
|x|ql/math/statistics/gaussianstatistics.hpp|Real StatsHolder::standardDeviation() const;
| |ql/math/statistics/generalstatistics.hpp|GeneralStatistics::GeneralStatistics();
| |ql/math/statistics/generalstatistics.hpp|Size GeneralStatistics::samples() const;
| |ql/math/statistics/generalstatistics.hpp|const std::vector<std::pair<Real, Real>> & GeneralStatistics::data() const;
| |ql/math/statistics/generalstatistics.hpp|Real GeneralStatistics::weightSum() const;
|v|ql/math/statistics/generalstatistics.hpp|Real GeneralStatistics::mean() const;
|v|ql/math/statistics/generalstatistics.hpp|Real GeneralStatistics::variance() const;
|v|ql/math/statistics/generalstatistics.hpp|Real GeneralStatistics::standardDeviation() const;
| |ql/math/statistics/generalstatistics.hpp|Real GeneralStatistics::errorEstimate() const;
|v|ql/math/statistics/generalstatistics.hpp|Real GeneralStatistics::skewness() const;
|v|ql/math/statistics/generalstatistics.hpp|Real GeneralStatistics::kurtosis() const;
|v|ql/math/statistics/generalstatistics.hpp|Real GeneralStatistics::min() const;
|v|ql/math/statistics/generalstatistics.hpp|Real GeneralStatistics::max() const;
|v|ql/math/statistics/generalstatistics.hpp|Real GeneralStatistics::percentile(Real y) const;
| |ql/math/statistics/generalstatistics.hpp|Real GeneralStatistics::topPercentile(Real y) const;
| |ql/math/statistics/generalstatistics.hpp|void GeneralStatistics::add(Real value, Real weight = 1.0);
| |ql/math/statistics/generalstatistics.hpp|void GeneralStatistics::reset();
| |ql/math/statistics/generalstatistics.hpp|void GeneralStatistics::reserve(Size n) const;
| |ql/math/statistics/generalstatistics.hpp|void GeneralStatistics::sort() const;
| |ql/math/statistics/generalstatistics.hpp|void add(Real value, Real weight);
| |ql/math/statistics/histogram.hpp|Histogram::Histogram();
| |ql/math/statistics/histogram.hpp|Size Histogram::bins() const;
| |ql/math/statistics/histogram.hpp|const std::vector<Real> & Histogram::breaks() const;
| |ql/math/statistics/histogram.hpp|Algorithm Histogram::algorithm() const;
| |ql/math/statistics/histogram.hpp|bool Histogram::empty() const;
| |ql/math/statistics/histogram.hpp|Size Histogram::counts(Size i) const;
| |ql/math/statistics/histogram.hpp|Real Histogram::frequency(Size i) const;
| |ql/math/statistics/incrementalstatistics.hpp|IncrementalStatistics::IncrementalStatistics();
| |ql/math/statistics/incrementalstatistics.hpp|Size IncrementalStatistics::samples() const;
| |ql/math/statistics/incrementalstatistics.hpp|Real IncrementalStatistics::weightSum() const;
| |ql/math/statistics/incrementalstatistics.hpp|Real IncrementalStatistics::mean() const;
| |ql/math/statistics/incrementalstatistics.hpp|Real IncrementalStatistics::variance() const;
| |ql/math/statistics/incrementalstatistics.hpp|Real IncrementalStatistics::standardDeviation() const;
| |ql/math/statistics/incrementalstatistics.hpp|Real IncrementalStatistics::errorEstimate() const;
| |ql/math/statistics/incrementalstatistics.hpp|Real IncrementalStatistics::skewness() const;
| |ql/math/statistics/incrementalstatistics.hpp|Real IncrementalStatistics::kurtosis() const;
| |ql/math/statistics/incrementalstatistics.hpp|Real IncrementalStatistics::min() const;
| |ql/math/statistics/incrementalstatistics.hpp|Real IncrementalStatistics::max() const;
| |ql/math/statistics/incrementalstatistics.hpp|Size IncrementalStatistics::downsideSamples() const;
| |ql/math/statistics/incrementalstatistics.hpp|Real IncrementalStatistics::downsideWeightSum() const;
| |ql/math/statistics/incrementalstatistics.hpp|Real IncrementalStatistics::downsideVariance() const;
| |ql/math/statistics/incrementalstatistics.hpp|Real IncrementalStatistics::downsideDeviation() const;
| |ql/math/statistics/incrementalstatistics.hpp|void IncrementalStatistics::add(Real value, Real weight = 1.0);
| |ql/math/statistics/incrementalstatistics.hpp|void IncrementalStatistics::reset();
|v|ql/math/statistics/riskstatistics.hpp|Real GenericRiskStatistics::semiVariance() const;
|v|ql/math/statistics/riskstatistics.hpp|Real GenericRiskStatistics::semiDeviation() const;
|v|ql/math/statistics/riskstatistics.hpp|Real GenericRiskStatistics::downsideVariance() const;
|v|ql/math/statistics/riskstatistics.hpp|Real GenericRiskStatistics::downsideDeviation() const;
|v|ql/math/statistics/riskstatistics.hpp|Real GenericRiskStatistics::regret(Real target) const;
|v|ql/math/statistics/riskstatistics.hpp|Real GenericRiskStatistics::potentialUpside(Real percentile) const;
|v|ql/math/statistics/riskstatistics.hpp|Real GenericRiskStatistics::valueAtRisk(Real percentile) const;
|v|ql/math/statistics/riskstatistics.hpp|Real GenericRiskStatistics::expectedShortfall(Real percentile) const;
|v|ql/math/statistics/riskstatistics.hpp|Real GenericRiskStatistics::shortfall(Real target) const;
|v|ql/math/statistics/riskstatistics.hpp|Real GenericRiskStatistics::averageShortfall(Real target) const;
|v|ql/math/statistics/riskstatistics.hpp|Real potentialUpside(Real centile) const;
|v|ql/math/statistics/riskstatistics.hpp|Real valueAtRisk(Real centile) const;
|v|ql/math/statistics/riskstatistics.hpp|Real expectedShortfall(Real centile) const;
|u|ql/math/statistics/sequencestatistics.hpp|GenericSequenceStatistics::GenericSequenceStatistics<StatisticsType>(Size dimension = 0);
|x|ql/math/statistics/sequencestatistics.hpp|Size GenericSequenceStatistics::size() const;
|v|ql/math/statistics/sequencestatistics.hpp|Matrix GenericSequenceStatistics::covariance() const;
|v|ql/math/statistics/sequencestatistics.hpp|Matrix GenericSequenceStatistics::correlation() const;
|x|ql/math/statistics/sequencestatistics.hpp|Size GenericSequenceStatistics::samples() const;
|x|ql/math/statistics/sequencestatistics.hpp|Real GenericSequenceStatistics::weightSum() const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::mean() const;
|x|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::variance() const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::standardDeviation() const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::downsideVariance() const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::downsideDeviation() const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::semiVariance() const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::semiDeviation() const;
|x|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::errorEstimate() const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::skewness() const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::kurtosis() const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::min() const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::max() const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::gaussianPercentile(Real y) const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::percentile(Real y) const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::gaussianPotentialUpside(Real percentile) const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::potentialUpside(Real percentile) const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::gaussianValueAtRisk(Real percentile) const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::valueAtRisk(Real percentile) const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::gaussianExpectedShortfall(Real percentile) const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::expectedShortfall(Real percentile) const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::regret(Real target) const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::gaussianShortfall(Real target) const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::shortfall(Real target) const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::gaussianAverageShortfall(Real target) const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> GenericSequenceStatistics::averageShortfall(Real target) const;
|x|ql/math/statistics/sequencestatistics.hpp|void GenericSequenceStatistics::reset(Size dimension = 0);
|u|ql/math/statistics/sequencestatistics.hpp|GenericSequenceStatistics<StatisticsType>(Size dimension);
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> gaussianPercentile(Real x = 0; i<dimension_; i ++) results_ [ i ] = stats_ [ i ].METHOD(x); return results_; } DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPercentile)) const;
| |ql/math/statistics/sequencestatistics.hpp|std::vector<Real> gaussianPotentialUpside(Real x = 0; i<dimension_; i ++) results_ [ i ] = stats_ [ i ].METHOD(x); return results_; } DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPercentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPotentialUpside)) const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> gaussianValueAtRisk(Real x = 0; i<dimension_; i ++) results_ [ i ] = stats_ [ i ].METHOD(x); return results_; } DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPercentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPotentialUpside) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianValueAtRisk)) const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> gaussianExpectedShortfall(Real x = 0; i<dimension_; i ++) results_ [ i ] = stats_ [ i ].METHOD(x); return results_; } DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPercentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPotentialUpside) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianValueAtRisk) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianExpectedShortfall)) const;
| |ql/math/statistics/sequencestatistics.hpp|std::vector<Real> gaussianShortfall(Real x = 0; i<dimension_; i ++) results_ [ i ] = stats_ [ i ].METHOD(x); return results_; } DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPercentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPotentialUpside) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianValueAtRisk) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianExpectedShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianShortfall)) const;
| |ql/math/statistics/sequencestatistics.hpp|std::vector<Real> gaussianAverageShortfall(Real x = 0; i<dimension_; i ++) results_ [ i ] = stats_ [ i ].METHOD(x); return results_; } DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPercentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPotentialUpside) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianValueAtRisk) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianExpectedShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianAverageShortfall)) const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> percentile(Real x = 0; i<dimension_; i ++) results_ [ i ] = stats_ [ i ].METHOD(x); return results_; } DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPercentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPotentialUpside) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianValueAtRisk) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianExpectedShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianAverageShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(percentile)) const;
| |ql/math/statistics/sequencestatistics.hpp|std::vector<Real> potentialUpside(Real x = 0; i<dimension_; i ++) results_ [ i ] = stats_ [ i ].METHOD(x); return results_; } DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPercentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPotentialUpside) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianValueAtRisk) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianExpectedShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianAverageShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(percentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(potentialUpside)) const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> valueAtRisk(Real x = 0; i<dimension_; i ++) results_ [ i ] = stats_ [ i ].METHOD(x); return results_; } DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPercentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPotentialUpside) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianValueAtRisk) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianExpectedShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianAverageShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(percentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(potentialUpside) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(valueAtRisk)) const;
|v|ql/math/statistics/sequencestatistics.hpp|std::vector<Real> expectedShortfall(Real x = 0; i<dimension_; i ++) results_ [ i ] = stats_ [ i ].METHOD(x); return results_; } DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPercentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPotentialUpside) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianValueAtRisk) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianExpectedShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianAverageShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(percentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(potentialUpside) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(valueAtRisk) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(expectedShortfall)) const;
| |ql/math/statistics/sequencestatistics.hpp|std::vector<Real> regret(Real x = 0; i<dimension_; i ++) results_ [ i ] = stats_ [ i ].METHOD(x); return results_; } DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPercentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPotentialUpside) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianValueAtRisk) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianExpectedShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianAverageShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(percentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(potentialUpside) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(valueAtRisk) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(expectedShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(regret)) const;
| |ql/math/statistics/sequencestatistics.hpp|std::vector<Real> shortfall(Real x = 0; i<dimension_; i ++) results_ [ i ] = stats_ [ i ].METHOD(x); return results_; } DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPercentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPotentialUpside) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianValueAtRisk) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianExpectedShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianAverageShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(percentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(potentialUpside) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(valueAtRisk) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(expectedShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(regret) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(shortfall)) const;
| |ql/math/statistics/sequencestatistics.hpp|std::vector<Real> averageShortfall(Real x = 0; i<dimension_; i ++) results_ [ i ] = stats_ [ i ].METHOD(x); return results_; } DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPercentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianPotentialUpside) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianValueAtRisk) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianExpectedShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(gaussianAverageShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(percentile) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(potentialUpside) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(valueAtRisk) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(expectedShortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(regret) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(shortfall) DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(averageShortfall)) const;
| |ql/math/statistics/sequencestatistics.hpp|void reset(Size dimension);
| |ql/methods/finitedifferences/boundarycondition.hpp|void BoundaryCondition::applyBeforeApplying(operator_type &) const;
| |ql/methods/finitedifferences/boundarycondition.hpp|void BoundaryCondition::applyAfterApplying(array_type &) const;
| |ql/methods/finitedifferences/boundarycondition.hpp|void BoundaryCondition::applyBeforeSolving(operator_type &, array_type & rhs) const;
| |ql/methods/finitedifferences/boundarycondition.hpp|void BoundaryCondition::applyAfterSolving(array_type &) const;
| |ql/methods/finitedifferences/boundarycondition.hpp|void BoundaryCondition::setTime(Time t);
| |ql/methods/finitedifferences/boundarycondition.hpp|NeumannBC::NeumannBC(Real value, Side side);
| |ql/methods/finitedifferences/boundarycondition.hpp|void NeumannBC::applyBeforeApplying(TridiagonalOperator &) const;
| |ql/methods/finitedifferences/boundarycondition.hpp|void NeumannBC::applyAfterApplying(Array &) const;
| |ql/methods/finitedifferences/boundarycondition.hpp|void NeumannBC::applyBeforeSolving(TridiagonalOperator &, Array & rhs) const;
| |ql/methods/finitedifferences/boundarycondition.hpp|void NeumannBC::applyAfterSolving(Array &) const;
| |ql/methods/finitedifferences/boundarycondition.hpp|void NeumannBC::setTime(Time);
| |ql/methods/finitedifferences/boundarycondition.hpp|DirichletBC::DirichletBC(Real value, Side side);
| |ql/methods/finitedifferences/boundarycondition.hpp|void DirichletBC::applyBeforeApplying(TridiagonalOperator &) const;
| |ql/methods/finitedifferences/boundarycondition.hpp|void DirichletBC::applyAfterApplying(Array &) const;
| |ql/methods/finitedifferences/boundarycondition.hpp|void DirichletBC::applyBeforeSolving(TridiagonalOperator &, Array & rhs) const;
| |ql/methods/finitedifferences/boundarycondition.hpp|void DirichletBC::applyAfterSolving(Array &) const;
| |ql/methods/finitedifferences/boundarycondition.hpp|void DirichletBC::setTime(Time);
| |ql/methods/finitedifferences/cranknicolson.hpp|CrankNicolson::CrankNicolson<Operator>(const operator_type & L, const bc_set & bcs);
| |ql/methods/finitedifferences/dminus.hpp|DMinus::DMinus(Size gridPoints, Real h);
| |ql/methods/finitedifferences/dplus.hpp|DPlus::DPlus(Size gridPoints, Real h);
| |ql/methods/finitedifferences/dplusdminus.hpp|DPlusDMinus::DPlusDMinus(Size gridPoints, Real h);
| |ql/methods/finitedifferences/dzero.hpp|DZero::DZero(Size gridPoints, Real h);
| |ql/methods/finitedifferences/expliciteuler.hpp|ExplicitEuler::ExplicitEuler<Operator>(const operator_type & L, const std::vector<ext::shared_ptr<bc_type>> & bcs);
| |ql/methods/finitedifferences/finitedifferencemodel.hpp|FiniteDifferenceModel::FiniteDifferenceModel<Evolver>(const operator_type & L, const bc_set & bcs, std::vector<Time> stoppingTimes = std::vector<Time>());
| |ql/methods/finitedifferences/finitedifferencemodel.hpp|FiniteDifferenceModel::FiniteDifferenceModel<Evolver>(Evolver evolver, std::vector<Time> stoppingTimes = std::vector<Time>());
| |ql/methods/finitedifferences/finitedifferencemodel.hpp|const Evolver & FiniteDifferenceModel::evolver() const;
| |ql/methods/finitedifferences/finitedifferencemodel.hpp|void FiniteDifferenceModel::rollback(array_type & a, Time from, Time to, Size steps);
| |ql/methods/finitedifferences/finitedifferencemodel.hpp|void FiniteDifferenceModel::rollback(array_type & a, Time from, Time to, Size steps, const condition_type & condition);
| |ql/methods/finitedifferences/impliciteuler.hpp|ImplicitEuler::ImplicitEuler<Operator>(const operator_type & L, const bc_set & bcs);
|v|ql/methods/finitedifferences/meshers/concentrating1dmesher.hpp|Concentrating1dMesher::Concentrating1dMesher(Real start, Real end, Size size, const std::pair<Real, Real> & cPoints = (std::pair<Real, Real>(Null<Real>(), Null<Real>())), bool requireCPoint = false);
|v|ql/methods/finitedifferences/meshers/concentrating1dmesher.hpp|Concentrating1dMesher::Concentrating1dMesher(Real start, Real end, Size size, const std::vector<std::tuple<Real, Real, bool>> & cPoints, Real tol = 1e-8);
|v|ql/methods/finitedifferences/meshers/exponentialjump1dmesher.hpp|ExponentialJump1dMesher::ExponentialJump1dMesher(Size steps, Real beta, Real jumpIntensity, Real eta, Real eps = 1e-3);
| |ql/methods/finitedifferences/meshers/exponentialjump1dmesher.hpp|Real ExponentialJump1dMesher::jumpSizeDensity(Real x) const;
| |ql/methods/finitedifferences/meshers/exponentialjump1dmesher.hpp|Real ExponentialJump1dMesher::jumpSizeDensity(Real x, Time t) const;
| |ql/methods/finitedifferences/meshers/exponentialjump1dmesher.hpp|Real ExponentialJump1dMesher::jumpSizeDistribution(Real x) const;
| |ql/methods/finitedifferences/meshers/exponentialjump1dmesher.hpp|Real ExponentialJump1dMesher::jumpSizeDistribution(Real x, Time t) const;
| |ql/methods/finitedifferences/meshers/fdm1dmesher.hpp|Fdm1dMesher::Fdm1dMesher(Size size);
| |ql/methods/finitedifferences/meshers/fdm1dmesher.hpp|Size Fdm1dMesher::size() const;
| |ql/methods/finitedifferences/meshers/fdm1dmesher.hpp|Real Fdm1dMesher::dplus(Size index) const;
| |ql/methods/finitedifferences/meshers/fdm1dmesher.hpp|Real Fdm1dMesher::dminus(Size index) const;
| |ql/methods/finitedifferences/meshers/fdm1dmesher.hpp|Real Fdm1dMesher::location(Size index) const;
| |ql/methods/finitedifferences/meshers/fdm1dmesher.hpp|const std::vector<Real> & Fdm1dMesher::locations() const;
|v|ql/methods/finitedifferences/meshers/fdmblackscholesmesher.hpp|FdmBlackScholesMesher::FdmBlackScholesMesher(Size size, const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, Time maturity, Real strike, Real xMinConstraint = Null<Real>(), Real xMaxConstraint = Null<Real>(), Real eps = 0.0001, Real scaleFactor = 1.5, const std::pair<Real, Real> & cPoint = { Null<Real>(), Null<Real>() }, const DividendSchedule & dividendSchedule = { }, const ext::shared_ptr<FdmQuantoHelper> & fdmQuantoHelper = { }, Real spotAdjustment = 0.0);
|x|ql/methods/finitedifferences/meshers/fdmblackscholesmesher.hpp|static ext::shared_ptr<GeneralizedBlackScholesProcess> FdmBlackScholesMesher::processHelper(const Handle<Quote> & s0, const Handle<YieldTermStructure> & rTS, const Handle<YieldTermStructure> & qTS, Volatility vol);
| |ql/methods/finitedifferences/meshers/fdmblackscholesmultistrikemesher.hpp|FdmBlackScholesMultiStrikeMesher::FdmBlackScholesMultiStrikeMesher(Size size, const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, Time maturity, const std::vector<Real> & strikes, Real eps = 0.0001, Real scaleFactor = 1.5, const std::pair<Real, Real> & cPoint = (std::pair<Real, Real>(Null<Real>(), Null<Real>())));
|v|ql/methods/finitedifferences/meshers/fdmcev1dmesher.hpp|FdmCEV1dMesher::FdmCEV1dMesher(Size size, Real f0, Real alpha, Real beta, Time maturity, Real eps = 0.0001, Real scaleFactor = 1.5, const std::pair<Real, Real> & cPoint = (std::pair<Real, Real>(Null<Real>(), Null<Real>())));
|v|ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.hpp|FdmHestonVarianceMesher::FdmHestonVarianceMesher(Size size, const ext::shared_ptr<HestonProcess> & process, Time maturity, Size tAvgSteps = 10, Real epsilon = 0.0001, Real mixingFactor = 1.0);
|x|ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.hpp|Real FdmHestonVarianceMesher::volaEstimate() const;
|v|ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.hpp|FdmHestonLocalVolatilityVarianceMesher::FdmHestonLocalVolatilityVarianceMesher(Size size, const ext::shared_ptr<HestonProcess> & process, const ext::shared_ptr<LocalVolTermStructure> & leverageFct, Time maturity, Size tAvgSteps = 10, Real epsilon = 0.0001, Real mixingFactor = 1.0);
|x|ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.hpp|Real FdmHestonLocalVolatilityVarianceMesher::volaEstimate() const;
| |ql/methods/finitedifferences/meshers/fdmmesher.hpp|FdmMesher::FdmMesher(ext::shared_ptr<FdmLinearOpLayout> layout);
| |ql/methods/finitedifferences/meshers/fdmmesher.hpp|Real FdmMesher::dplus(const FdmLinearOpIterator & iter, Size direction) const;
| |ql/methods/finitedifferences/meshers/fdmmesher.hpp|Real FdmMesher::dminus(const FdmLinearOpIterator & iter, Size direction) const;
| |ql/methods/finitedifferences/meshers/fdmmesher.hpp|Real FdmMesher::location(const FdmLinearOpIterator & iter, Size direction) const;
|v|ql/methods/finitedifferences/meshers/fdmmesher.hpp|Array FdmMesher::locations(Size direction) const;
|x|ql/methods/finitedifferences/meshers/fdmmesher.hpp|const ext::shared_ptr<FdmLinearOpLayout> & FdmMesher::layout() const;
|x|ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp|FdmMesherComposite::FdmMesherComposite(const ext::shared_ptr<FdmLinearOpLayout> & layout, const std::vector<ext::shared_ptr<Fdm1dMesher>> & mesher);
|v|ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp|FdmMesherComposite::FdmMesherComposite(const std::vector<ext::shared_ptr<Fdm1dMesher>> & mesher);
|x|ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp|FdmMesherComposite::FdmMesherComposite(const ext::shared_ptr<Fdm1dMesher> & mesher);
|x|ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp|FdmMesherComposite::FdmMesherComposite(const ext::shared_ptr<Fdm1dMesher> & m1, const ext::shared_ptr<Fdm1dMesher> & m2);
|x|ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp|FdmMesherComposite::FdmMesherComposite(const ext::shared_ptr<Fdm1dMesher> & m1, const ext::shared_ptr<Fdm1dMesher> & m2, const ext::shared_ptr<Fdm1dMesher> & m3);
|x|ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp|FdmMesherComposite::FdmMesherComposite(const ext::shared_ptr<Fdm1dMesher> & m1, const ext::shared_ptr<Fdm1dMesher> & m2, const ext::shared_ptr<Fdm1dMesher> & m3, const ext::shared_ptr<Fdm1dMesher> & m4);
|x|ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp|const std::vector<ext::shared_ptr<Fdm1dMesher>> & FdmMesherComposite::getFdm1dMeshers() const;
|v|ql/methods/finitedifferences/meshers/fdmsimpleprocess1dmesher.hpp|FdmSimpleProcess1dMesher::FdmSimpleProcess1dMesher(Size size, const ext::shared_ptr<StochasticProcess1D> & process, Time maturity, Size tAvgSteps = 10, Real epsilon = 0.0001, Real mandatoryPoint = Null<Real>());
|v|ql/methods/finitedifferences/meshers/predefined1dmesher.hpp|Predefined1dMesher::Predefined1dMesher(const std::vector<Real> & x);
|v|ql/methods/finitedifferences/meshers/uniform1dmesher.hpp|Uniform1dMesher::Uniform1dMesher(Real start, Real end, Size size);
| |ql/methods/finitedifferences/meshers/uniformgridmesher.hpp|UniformGridMesher::UniformGridMesher(const ext::shared_ptr<FdmLinearOpLayout> & index, const std::vector<std::pair<Real, Real>> & boundaries);
| |ql/methods/finitedifferences/mixedscheme.hpp|MixedScheme::MixedScheme<Operator>(const operator_type & L, Real theta, bc_set bcs);
| |ql/methods/finitedifferences/mixedscheme.hpp|void MixedScheme::step(array_type & a, Time t);
| |ql/methods/finitedifferences/mixedscheme.hpp|void MixedScheme::setStep(Time dt);
| |ql/methods/finitedifferences/operators/fdm2dblackscholesop.hpp|Fdm2dBlackScholesOp::Fdm2dBlackScholesOp(const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<GeneralizedBlackScholesProcess> & p1, const ext::shared_ptr<GeneralizedBlackScholesProcess> & p2, Real correlation, Time maturity, bool localVol = false, Real illegalLocalVolOverwrite = - Null<Real>());
| |ql/methods/finitedifferences/operators/fdm2dblackscholesop.hpp|Array Fdm2dBlackScholesOp::apply(const Array & x) const;
| |ql/methods/finitedifferences/operators/fdmbatesop.hpp|FdmBatesOp::FdmBatesOp(const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<BatesProcess> & batesProcess, FdmBoundaryConditionSet bcSet, Size integroIntegrationOrder, const ext::shared_ptr<FdmQuantoHelper> & quantoHelper = ext::shared_ptr<FdmQuantoHelper>());
| |ql/methods/finitedifferences/operators/fdmbatesop.hpp|Array FdmBatesOp::apply(const Array & r) const;
| |ql/methods/finitedifferences/operators/fdmbatesop.hpp|IntegroIntegrand::IntegroIntegrand(const ext::shared_ptr<LinearInterpolation> & i, const FdmBoundaryConditionSet & bcSet, Real x, Real delta, Real nu);
| |ql/methods/finitedifferences/operators/fdmbatesop.hpp|Real IntegroIntegrand::operator()(Real y) const;
| |ql/methods/finitedifferences/operators/fdmbatesop.hpp|Size size() const;
| |ql/methods/finitedifferences/operators/fdmbatesop.hpp|void setTime(Time t1, Time t2);
| |ql/methods/finitedifferences/operators/fdmbatesop.hpp|Array apply_mixed(const Array & r) const;
| |ql/methods/finitedifferences/operators/fdmbatesop.hpp|Array apply_direction(Size direction, const Array & r) const;
| |ql/methods/finitedifferences/operators/fdmbatesop.hpp|Array solve_splitting(Size direction, const Array & r, Real s) const;
| |ql/methods/finitedifferences/operators/fdmbatesop.hpp|Array preconditioner(const Array & r, Real s) const;
| |ql/methods/finitedifferences/operators/fdmblackscholesfwdop.hpp|FdmBlackScholesFwdOp::FdmBlackScholesFwdOp(const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, Real strike, bool localVol = false, Real illegalLocalVolOverwrite = - Null<Real>(), Size direction = 0);
| |ql/methods/finitedifferences/operators/fdmblackscholesfwdop.hpp|Array FdmBlackScholesFwdOp::apply(const Array & r) const;
| |ql/methods/finitedifferences/operators/fdmblackscholesop.hpp|FdmBlackScholesOp::FdmBlackScholesOp(const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, Real strike, bool localVol = false, Real illegalLocalVolOverwrite = - Null<Real>(), Size direction = 0, ext::shared_ptr<FdmQuantoHelper> quantoHelper = ext::shared_ptr<FdmQuantoHelper>());
| |ql/methods/finitedifferences/operators/fdmblackscholesop.hpp|Array FdmBlackScholesOp::apply(const Array & r) const;
| |ql/methods/finitedifferences/operators/fdmcevop.hpp|FdmCEVOp::FdmCEVOp(const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<YieldTermStructure> & rTS, Real f0, Real alpha, Real beta, Size direction);
| |ql/methods/finitedifferences/operators/fdmcevop.hpp|Array FdmCEVOp::apply(const Array & r) const;
| |ql/methods/finitedifferences/operators/fdmcirop.hpp|FdmCIREquityPart::FdmCIREquityPart(const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<GeneralizedBlackScholesProcess> & bsProcess, Real strike);
| |ql/methods/finitedifferences/operators/fdmcirop.hpp|void FdmCIREquityPart::setTime(Time t1, Time t2);
| |ql/methods/finitedifferences/operators/fdmcirop.hpp|const TripleBandLinearOp & FdmCIREquityPart::getMap() const;
| |ql/methods/finitedifferences/operators/fdmcirop.hpp|FdmCIRRatesPart::FdmCIRRatesPart(const ext::shared_ptr<FdmMesher> & mesher, Real sigma, Real kappa, Real theta);
| |ql/methods/finitedifferences/operators/fdmcirop.hpp|void FdmCIRRatesPart::setTime(Time t1, Time t2);
| |ql/methods/finitedifferences/operators/fdmcirop.hpp|const TripleBandLinearOp & FdmCIRRatesPart::getMap() const;
| |ql/methods/finitedifferences/operators/fdmcirop.hpp|FdmCIRMixedPart::FdmCIRMixedPart(const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<CoxIngersollRossProcess> & cirProcess, const ext::shared_ptr<GeneralizedBlackScholesProcess> & bsProcess, Real rho, Real strike);
| |ql/methods/finitedifferences/operators/fdmcirop.hpp|void FdmCIRMixedPart::setTime(Time t1, Time t2);
| |ql/methods/finitedifferences/operators/fdmcirop.hpp|const NinePointLinearOp & FdmCIRMixedPart::getMap() const;
| |ql/methods/finitedifferences/operators/fdmcirop.hpp|FdmCIROp::FdmCIROp(const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<CoxIngersollRossProcess> & cirProcess, const ext::shared_ptr<GeneralizedBlackScholesProcess> & bsProcess, Real rho, Real strike);
| |ql/methods/finitedifferences/operators/fdmcirop.hpp|Array FdmCIROp::apply(const Array & r) const;
| |ql/methods/finitedifferences/operators/fdmg2op.hpp|FdmG2Op::FdmG2Op(const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<G2> & model, Size direction1, Size direction2);
| |ql/methods/finitedifferences/operators/fdmg2op.hpp|Array FdmG2Op::apply(const Array & r) const;
| |ql/methods/finitedifferences/operators/fdmhestonfwdop.hpp|FdmHestonFwdOp::FdmHestonFwdOp(const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<HestonProcess> & process, FdmSquareRootFwdOp::TransformationType type = FdmSquareRootFwdOp::Plain, ext::shared_ptr<LocalVolTermStructure> leverageFct = ext::shared_ptr<LocalVolTermStructure>(), Real mixingFactor = 1.0);
| |ql/methods/finitedifferences/operators/fdmhestonfwdop.hpp|Array FdmHestonFwdOp::apply(const Array & r) const;
| |ql/methods/finitedifferences/operators/fdmhestonhullwhiteop.hpp|FdmHestonHullWhiteEquityPart::FdmHestonHullWhiteEquityPart(const ext::shared_ptr<FdmMesher> & mesher, ext::shared_ptr<HullWhite> hwModel, ext::shared_ptr<YieldTermStructure> qTS);
| |ql/methods/finitedifferences/operators/fdmhestonhullwhiteop.hpp|void FdmHestonHullWhiteEquityPart::setTime(Time t1, Time t2);
| |ql/methods/finitedifferences/operators/fdmhestonhullwhiteop.hpp|const TripleBandLinearOp & FdmHestonHullWhiteEquityPart::getMap() const;
| |ql/methods/finitedifferences/operators/fdmhestonhullwhiteop.hpp|FdmHestonHullWhiteOp::FdmHestonHullWhiteOp(const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<HestonProcess> & hestonProcess, const ext::shared_ptr<HullWhiteProcess> & hwProcess, Real equityShortRateCorrelation);
| |ql/methods/finitedifferences/operators/fdmhestonhullwhiteop.hpp|Array FdmHestonHullWhiteOp::apply(const Array & r) const;
| |ql/methods/finitedifferences/operators/fdmhestonop.hpp|FdmHestonEquityPart::FdmHestonEquityPart(const ext::shared_ptr<FdmMesher> & mesher, ext::shared_ptr<YieldTermStructure> rTS, ext::shared_ptr<YieldTermStructure> qTS, ext::shared_ptr<FdmQuantoHelper> quantoHelper, ext::shared_ptr<LocalVolTermStructure> leverageFct = ext::shared_ptr<LocalVolTermStructure>());
| |ql/methods/finitedifferences/operators/fdmhestonop.hpp|void FdmHestonEquityPart::setTime(Time t1, Time t2);
| |ql/methods/finitedifferences/operators/fdmhestonop.hpp|const TripleBandLinearOp & FdmHestonEquityPart::getMap() const;
| |ql/methods/finitedifferences/operators/fdmhestonop.hpp|const Array & FdmHestonEquityPart::getL() const;
| |ql/methods/finitedifferences/operators/fdmhestonop.hpp|FdmHestonVariancePart::FdmHestonVariancePart(const ext::shared_ptr<FdmMesher> & mesher, ext::shared_ptr<YieldTermStructure> rTS, Real mixedSigma, Real kappa, Real theta);
| |ql/methods/finitedifferences/operators/fdmhestonop.hpp|void FdmHestonVariancePart::setTime(Time t1, Time t2);
| |ql/methods/finitedifferences/operators/fdmhestonop.hpp|const TripleBandLinearOp & FdmHestonVariancePart::getMap() const;
| |ql/methods/finitedifferences/operators/fdmhestonop.hpp|FdmHestonOp::FdmHestonOp(const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<HestonProcess> & hestonProcess, const ext::shared_ptr<FdmQuantoHelper> & quantoHelper = ext::shared_ptr<FdmQuantoHelper>(), const ext::shared_ptr<LocalVolTermStructure> & leverageFct = ext::shared_ptr<LocalVolTermStructure>(), Real mixingFactor = 1.0);
| |ql/methods/finitedifferences/operators/fdmhestonop.hpp|Array FdmHestonOp::apply(const Array & r) const;
| |ql/methods/finitedifferences/operators/fdmhullwhiteop.hpp|FdmHullWhiteOp::FdmHullWhiteOp(const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<HullWhite> & model, Size direction);
| |ql/methods/finitedifferences/operators/fdmhullwhiteop.hpp|Array FdmHullWhiteOp::apply(const Array & r) const;
|u|ql/methods/finitedifferences/operators/fdmlinearop.hpp|array_type FdmLinearOp::apply(const array_type & r) const;
| |ql/methods/finitedifferences/operators/fdmlinearop.hpp|SparseMatrix FdmLinearOp::toMatrix() const;
|u|ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp|Size FdmLinearOpComposite::size() const;
|u|ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp|void FdmLinearOpComposite::setTime(Time t1, Time t2);
| |ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp|Array FdmLinearOpComposite::apply_mixed(const Array & r) const;
|u|ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp|Array FdmLinearOpComposite::apply_direction(Size direction, const Array & r) const;
|u|ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp|Array FdmLinearOpComposite::solve_splitting(Size direction, const Array & r, Real s) const;
| |ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp|Array FdmLinearOpComposite::preconditioner(const Array & r, Real s) const;
| |ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp|std::vector<SparseMatrix> FdmLinearOpComposite::toMatrixDecomp() const;
| |ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp|FdmLinearOpIterator::FdmLinearOpIterator(Size index = 0);
| |ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp|FdmLinearOpIterator::FdmLinearOpIterator(std::vector<Size> dim);
| |ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp|FdmLinearOpIterator::FdmLinearOpIterator(std::vector<Size> dim, std::vector<Size> coordinates, Size index);
| |ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp|void FdmLinearOpIterator::operator++();
| |ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp|const FdmLinearOpIterator & FdmLinearOpIterator::operator*() const;
| |ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp|bool FdmLinearOpIterator::operator==(const FdmLinearOpIterator & iterator) const;
| |ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp|bool FdmLinearOpIterator::operator!=(const FdmLinearOpIterator & iterator) const;
| |ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp|Size FdmLinearOpIterator::index() const;
| |ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp|const std::vector<Size> & FdmLinearOpIterator::coordinates() const;
| |ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp|void FdmLinearOpIterator::swap(FdmLinearOpIterator & iter);
| |ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp|FdmLinearOpLayout::FdmLinearOpLayout(std::vector<Size> dim);
| |ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp|FdmLinearOpIterator FdmLinearOpLayout::begin() const;
| |ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp|FdmLinearOpIterator FdmLinearOpLayout::end() const;
|x|ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp|const std::vector<Size> & FdmLinearOpLayout::dim() const;
| |ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp|const std::vector<Size> & FdmLinearOpLayout::spacing() const;
| |ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp|Size FdmLinearOpLayout::size() const;
| |ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp|Size FdmLinearOpLayout::index(const std::vector<Size> & coordinates) const;
| |ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp|Size FdmLinearOpLayout::neighbourhood(const FdmLinearOpIterator & iterator, Size i, Integer offset) const;
| |ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp|Size FdmLinearOpLayout::neighbourhood(const FdmLinearOpIterator & iterator, Size i1, Integer offset1, Size i2, Integer offset2) const;
| |ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp|FdmLinearOpIterator FdmLinearOpLayout::iter_neighbourhood(const FdmLinearOpIterator & iterator, Size i, Integer offset) const;
| |ql/methods/finitedifferences/operators/fdmlocalvolfwdop.hpp|FdmLocalVolFwdOp::FdmLocalVolFwdOp(const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<Quote> & spot, ext::shared_ptr<YieldTermStructure> rTS, ext::shared_ptr<YieldTermStructure> qTS, const ext::shared_ptr<LocalVolTermStructure> & localVol, Size direction = 0);
| |ql/methods/finitedifferences/operators/fdmlocalvolfwdop.hpp|Array FdmLocalVolFwdOp::apply(const Array & r) const;
| |ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.hpp|FdmOrnsteinUhlenbeckOp::FdmOrnsteinUhlenbeckOp(const ext::shared_ptr<FdmMesher> & mesher, ext::shared_ptr<OrnsteinUhlenbeckProcess> p, ext::shared_ptr<YieldTermStructure> rTS, Size direction = 0);
| |ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.hpp|Array FdmOrnsteinUhlenbeckOp::apply(const Array & r) const;
| |ql/methods/finitedifferences/operators/fdmsabrop.hpp|FdmSabrOp::FdmSabrOp(const ext::shared_ptr<FdmMesher> & mesher, ext::shared_ptr<YieldTermStructure> rTS, Real f0, Real alpha, Real beta, Real nu, Real rho);
| |ql/methods/finitedifferences/operators/fdmsabrop.hpp|Array FdmSabrOp::apply(const Array & r) const;
| |ql/methods/finitedifferences/operators/fdmsquarerootfwdop.hpp|FdmSquareRootFwdOp::FdmSquareRootFwdOp(const ext::shared_ptr<FdmMesher> & mesher, Real kappa, Real theta, Real sigma, Size direction, TransformationType type = Plain);
| |ql/methods/finitedifferences/operators/fdmsquarerootfwdop.hpp|Array FdmSquareRootFwdOp::apply(const Array & r) const;
| |ql/methods/finitedifferences/operators/fdmsquarerootfwdop.hpp|Real FdmSquareRootFwdOp::lowerBoundaryFactor(TransformationType type = Plain) const;
| |ql/methods/finitedifferences/operators/fdmsquarerootfwdop.hpp|Real FdmSquareRootFwdOp::upperBoundaryFactor(TransformationType type = Plain) const;
| |ql/methods/finitedifferences/operators/fdmsquarerootfwdop.hpp|Real FdmSquareRootFwdOp::v(Size i) const;
| |ql/methods/finitedifferences/operators/fdmwienerop.hpp|FdmWienerOp::FdmWienerOp(const ext::shared_ptr<FdmMesher> & mesher, ext::shared_ptr<YieldTermStructure> rTS, const Array & lambdas);
| |ql/methods/finitedifferences/operators/fdmwienerop.hpp|Array FdmWienerOp::apply(const Array & x) const;
| |ql/methods/finitedifferences/operators/firstderivativeop.hpp|FirstDerivativeOp::FirstDerivativeOp(Size direction, const ext::shared_ptr<FdmMesher> & mesher);
| |ql/methods/finitedifferences/operators/modtriplebandlinearop.hpp|ModTripleBandLinearOp::ModTripleBandLinearOp(Size direction, const ext::shared_ptr<FdmMesher> & mesher);
| |ql/methods/finitedifferences/operators/modtriplebandlinearop.hpp|ModTripleBandLinearOp::ModTripleBandLinearOp(const TripleBandLinearOp & m);
| |ql/methods/finitedifferences/operators/modtriplebandlinearop.hpp|Real ModTripleBandLinearOp::lower(Size i) const;
| |ql/methods/finitedifferences/operators/modtriplebandlinearop.hpp|Real & ModTripleBandLinearOp::lower(Size i);
| |ql/methods/finitedifferences/operators/modtriplebandlinearop.hpp|Real ModTripleBandLinearOp::diag(Size i) const;
| |ql/methods/finitedifferences/operators/modtriplebandlinearop.hpp|Real & ModTripleBandLinearOp::diag(Size i);
| |ql/methods/finitedifferences/operators/modtriplebandlinearop.hpp|Real ModTripleBandLinearOp::upper(Size i) const;
| |ql/methods/finitedifferences/operators/modtriplebandlinearop.hpp|Real & ModTripleBandLinearOp::upper(Size i);
| |ql/methods/finitedifferences/operators/ninepointlinearop.hpp|NinePointLinearOp::NinePointLinearOp(Size d0, Size d1, const ext::shared_ptr<FdmMesher> & mesher);
| |ql/methods/finitedifferences/operators/ninepointlinearop.hpp|NinePointLinearOp::NinePointLinearOp(const NinePointLinearOp & m);
| |ql/methods/finitedifferences/operators/ninepointlinearop.hpp|NinePointLinearOp::NinePointLinearOp(NinePointLinearOp && m);
| |ql/methods/finitedifferences/operators/ninepointlinearop.hpp|NinePointLinearOp & NinePointLinearOp::operator=(const NinePointLinearOp & m);
| |ql/methods/finitedifferences/operators/ninepointlinearop.hpp|NinePointLinearOp & NinePointLinearOp::operator=(NinePointLinearOp && m);
| |ql/methods/finitedifferences/operators/ninepointlinearop.hpp|Array NinePointLinearOp::apply(const Array & r) const;
| |ql/methods/finitedifferences/operators/ninepointlinearop.hpp|NinePointLinearOp NinePointLinearOp::mult(const Array & u) const;
| |ql/methods/finitedifferences/operators/ninepointlinearop.hpp|void NinePointLinearOp::swap(NinePointLinearOp & m);
| |ql/methods/finitedifferences/operators/ninepointlinearop.hpp|NinePointLinearOp & operator=(const NinePointLinearOp & m);
| |ql/methods/finitedifferences/operators/ninepointlinearop.hpp|NinePointLinearOp & operator=(NinePointLinearOp && m);
| |ql/methods/finitedifferences/operators/nthorderderivativeop.hpp|NthOrderDerivativeOp::NthOrderDerivativeOp(Size direction, Size order, Integer nPoints, const ext::shared_ptr<FdmMesher> & mesher);
| |ql/methods/finitedifferences/operators/numericaldifferentiation.hpp|NumericalDifferentiation::NumericalDifferentiation(std::function<Real (Real)> f, Size orderOfDerivative, Array x_offsets);
| |ql/methods/finitedifferences/operators/numericaldifferentiation.hpp|NumericalDifferentiation::NumericalDifferentiation(std::function<Real (Real)> f, Size orderOfDerivative, Real stepSize, Size steps, Scheme scheme);
| |ql/methods/finitedifferences/operators/numericaldifferentiation.hpp|Real NumericalDifferentiation::operator()(Real x) const;
| |ql/methods/finitedifferences/operators/numericaldifferentiation.hpp|const Array & NumericalDifferentiation::offsets() const;
| |ql/methods/finitedifferences/operators/numericaldifferentiation.hpp|const Array & NumericalDifferentiation::weights() const;
| |ql/methods/finitedifferences/operators/secondderivativeop.hpp|SecondDerivativeOp::SecondDerivativeOp(Size direction, const ext::shared_ptr<FdmMesher> & mesher);
| |ql/methods/finitedifferences/operators/secondordermixedderivativeop.hpp|SecondOrderMixedDerivativeOp::SecondOrderMixedDerivativeOp(Size d0, Size d1, const ext::shared_ptr<FdmMesher> & mesher);
| |ql/methods/finitedifferences/operators/triplebandlinearop.hpp|TripleBandLinearOp::TripleBandLinearOp(Size direction, const ext::shared_ptr<FdmMesher> & mesher);
| |ql/methods/finitedifferences/operators/triplebandlinearop.hpp|TripleBandLinearOp::TripleBandLinearOp(const TripleBandLinearOp & m);
| |ql/methods/finitedifferences/operators/triplebandlinearop.hpp|TripleBandLinearOp::TripleBandLinearOp(TripleBandLinearOp && m);
| |ql/methods/finitedifferences/operators/triplebandlinearop.hpp|TripleBandLinearOp & TripleBandLinearOp::operator=(const TripleBandLinearOp & m);
| |ql/methods/finitedifferences/operators/triplebandlinearop.hpp|TripleBandLinearOp & TripleBandLinearOp::operator=(TripleBandLinearOp && m);
| |ql/methods/finitedifferences/operators/triplebandlinearop.hpp|Array TripleBandLinearOp::apply(const Array & r) const;
| |ql/methods/finitedifferences/operators/triplebandlinearop.hpp|Array TripleBandLinearOp::solve_splitting(const Array & r, Real a, Real b = 1.0) const;
| |ql/methods/finitedifferences/operators/triplebandlinearop.hpp|TripleBandLinearOp TripleBandLinearOp::mult(const Array & u) const;
| |ql/methods/finitedifferences/operators/triplebandlinearop.hpp|TripleBandLinearOp TripleBandLinearOp::multR(const Array & u) const;
| |ql/methods/finitedifferences/operators/triplebandlinearop.hpp|TripleBandLinearOp TripleBandLinearOp::add(const TripleBandLinearOp & m) const;
| |ql/methods/finitedifferences/operators/triplebandlinearop.hpp|TripleBandLinearOp TripleBandLinearOp::add(const Array & u) const;
| |ql/methods/finitedifferences/operators/triplebandlinearop.hpp|void TripleBandLinearOp::axpyb(const Array & a, const TripleBandLinearOp & x, const TripleBandLinearOp & y, const Array & b);
| |ql/methods/finitedifferences/operators/triplebandlinearop.hpp|void TripleBandLinearOp::swap(TripleBandLinearOp & m);
| |ql/methods/finitedifferences/operators/triplebandlinearop.hpp|TripleBandLinearOp & operator=(const TripleBandLinearOp & m);
| |ql/methods/finitedifferences/operators/triplebandlinearop.hpp|TripleBandLinearOp & operator=(TripleBandLinearOp && m);
| |ql/methods/finitedifferences/schemes/boundaryconditionschemehelper.hpp|BoundaryConditionSchemeHelper::BoundaryConditionSchemeHelper(OperatorTraits<FdmLinearOp>::bc_set bcSet);
| |ql/methods/finitedifferences/schemes/boundaryconditionschemehelper.hpp|void BoundaryConditionSchemeHelper::applyBeforeApplying(operator_type & op) const;
| |ql/methods/finitedifferences/schemes/boundaryconditionschemehelper.hpp|void BoundaryConditionSchemeHelper::applyBeforeSolving(operator_type & op, array_type & a) const;
| |ql/methods/finitedifferences/schemes/boundaryconditionschemehelper.hpp|void BoundaryConditionSchemeHelper::applyAfterApplying(array_type & a) const;
| |ql/methods/finitedifferences/schemes/boundaryconditionschemehelper.hpp|void BoundaryConditionSchemeHelper::applyAfterSolving(array_type & a) const;
| |ql/methods/finitedifferences/schemes/boundaryconditionschemehelper.hpp|void BoundaryConditionSchemeHelper::setTime(Time t) const;
| |ql/methods/finitedifferences/schemes/craigsneydscheme.hpp|CraigSneydScheme::CraigSneydScheme(Real theta, Real mu, ext::shared_ptr<FdmLinearOpComposite> map, const bc_set & bcSet = bc_set());
| |ql/methods/finitedifferences/schemes/craigsneydscheme.hpp|void CraigSneydScheme::step(array_type & a, Time t);
| |ql/methods/finitedifferences/schemes/craigsneydscheme.hpp|void CraigSneydScheme::setStep(Time dt);
| |ql/methods/finitedifferences/schemes/cranknicolsonscheme.hpp|CrankNicolsonScheme::CrankNicolsonScheme(Real theta, const ext::shared_ptr<FdmLinearOpComposite> & map, const bc_set & bcSet = bc_set(), Real relTol = 1e-8, ImplicitEulerScheme::SolverType solverType = ImplicitEulerScheme::BiCGstab);
| |ql/methods/finitedifferences/schemes/cranknicolsonscheme.hpp|void CrankNicolsonScheme::step(array_type & a, Time t);
| |ql/methods/finitedifferences/schemes/cranknicolsonscheme.hpp|void CrankNicolsonScheme::setStep(Time dt);
| |ql/methods/finitedifferences/schemes/cranknicolsonscheme.hpp|Size CrankNicolsonScheme::numberOfIterations() const;
| |ql/methods/finitedifferences/schemes/douglasscheme.hpp|DouglasScheme::DouglasScheme(Real theta, ext::shared_ptr<FdmLinearOpComposite> map, const bc_set & bcSet = bc_set());
| |ql/methods/finitedifferences/schemes/douglasscheme.hpp|void DouglasScheme::step(array_type & a, Time t);
| |ql/methods/finitedifferences/schemes/douglasscheme.hpp|void DouglasScheme::setStep(Time dt);
| |ql/methods/finitedifferences/schemes/expliciteulerscheme.hpp|ExplicitEulerScheme::ExplicitEulerScheme(ext::shared_ptr<FdmLinearOpComposite> map, const bc_set & bcSet = bc_set());
| |ql/methods/finitedifferences/schemes/expliciteulerscheme.hpp|void ExplicitEulerScheme::step(array_type & a, Time t);
| |ql/methods/finitedifferences/schemes/expliciteulerscheme.hpp|void ExplicitEulerScheme::setStep(Time dt);
| |ql/methods/finitedifferences/schemes/hundsdorferscheme.hpp|HundsdorferScheme::HundsdorferScheme(Real theta, Real mu, ext::shared_ptr<FdmLinearOpComposite> map, const bc_set & bcSet = bc_set());
| |ql/methods/finitedifferences/schemes/hundsdorferscheme.hpp|void HundsdorferScheme::step(array_type & a, Time t);
| |ql/methods/finitedifferences/schemes/hundsdorferscheme.hpp|void HundsdorferScheme::setStep(Time dt);
| |ql/methods/finitedifferences/schemes/impliciteulerscheme.hpp|ImplicitEulerScheme::ImplicitEulerScheme(ext::shared_ptr<FdmLinearOpComposite> map, const bc_set & bcSet = bc_set(), Real relTol = 1e-8, SolverType solverType = BiCGstab);
| |ql/methods/finitedifferences/schemes/impliciteulerscheme.hpp|void ImplicitEulerScheme::step(array_type & a, Time t);
| |ql/methods/finitedifferences/schemes/impliciteulerscheme.hpp|void ImplicitEulerScheme::setStep(Time dt);
| |ql/methods/finitedifferences/schemes/impliciteulerscheme.hpp|Size ImplicitEulerScheme::numberOfIterations() const;
| |ql/methods/finitedifferences/schemes/methodoflinesscheme.hpp|MethodOfLinesScheme::MethodOfLinesScheme(Real eps, Real relInitStepSize, ext::shared_ptr<FdmLinearOpComposite> map, const bc_set & bcSet = bc_set());
| |ql/methods/finitedifferences/schemes/methodoflinesscheme.hpp|void MethodOfLinesScheme::step(array_type & a, Time t);
| |ql/methods/finitedifferences/schemes/methodoflinesscheme.hpp|void MethodOfLinesScheme::setStep(Time dt);
| |ql/methods/finitedifferences/schemes/modifiedcraigsneydscheme.hpp|ModifiedCraigSneydScheme::ModifiedCraigSneydScheme(Real theta, Real mu, ext::shared_ptr<FdmLinearOpComposite> map, const bc_set & bcSet = bc_set());
| |ql/methods/finitedifferences/schemes/modifiedcraigsneydscheme.hpp|void ModifiedCraigSneydScheme::step(array_type & a, Time t);
| |ql/methods/finitedifferences/schemes/modifiedcraigsneydscheme.hpp|void ModifiedCraigSneydScheme::setStep(Time dt);
| |ql/methods/finitedifferences/schemes/trbdf2scheme.hpp|TrBDF2Scheme::TrBDF2Scheme<TrapezoidalScheme>(Real alpha, ext::shared_ptr<FdmLinearOpComposite> map, const ext::shared_ptr<TrapezoidalScheme> & trapezoidalScheme, const bc_set & bcSet = bc_set(), Real relTol = 1e-8, SolverType solverType = BiCGstab);
| |ql/methods/finitedifferences/schemes/trbdf2scheme.hpp|void TrBDF2Scheme::step(array_type & a, Time t);
| |ql/methods/finitedifferences/schemes/trbdf2scheme.hpp|void TrBDF2Scheme::setStep(Time dt);
| |ql/methods/finitedifferences/schemes/trbdf2scheme.hpp|Size TrBDF2Scheme::numberOfIterations() const;
| |ql/methods/finitedifferences/schemes/trbdf2scheme.hpp|TrBDF2Scheme<TrapezoidalScheme>(Real alpha, ext::shared_ptr<FdmLinearOpComposite> map, const ext::shared_ptr<TrapezoidalScheme> & trapezoidalScheme, const bc_set & bcSet, Real relTol, SolverType solverType);
| |ql/methods/finitedifferences/schemes/trbdf2scheme.hpp|Array apply(const Array & r) const;
| |ql/methods/finitedifferences/schemes/trbdf2scheme.hpp|void step(array_type & fn, Time t);
| |ql/methods/finitedifferences/solvers/fdm1dimsolver.hpp|Fdm1DimSolver::Fdm1DimSolver(const FdmSolverDesc & solverDesc, const FdmSchemeDesc & schemeDesc, ext::shared_ptr<FdmLinearOpComposite> op);
| |ql/methods/finitedifferences/solvers/fdm1dimsolver.hpp|Real Fdm1DimSolver::interpolateAt(Real x) const;
| |ql/methods/finitedifferences/solvers/fdm1dimsolver.hpp|Real Fdm1DimSolver::thetaAt(Real x) const;
| |ql/methods/finitedifferences/solvers/fdm1dimsolver.hpp|Real Fdm1DimSolver::derivativeX(Real x) const;
| |ql/methods/finitedifferences/solvers/fdm1dimsolver.hpp|Real Fdm1DimSolver::derivativeXX(Real x) const;
| |ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp|Fdm2dBlackScholesSolver::Fdm2dBlackScholesSolver(Handle<GeneralizedBlackScholesProcess> p1, Handle<GeneralizedBlackScholesProcess> p2, Real correlation, FdmSolverDesc solverDesc, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer(), bool localVol = false, Real illegalLocalVolOverwrite = - Null<Real>());
| |ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp|Real Fdm2dBlackScholesSolver::valueAt(Real x, Real y) const;
| |ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp|Real Fdm2dBlackScholesSolver::thetaAt(Real x, Real y) const;
| |ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp|Real Fdm2dBlackScholesSolver::deltaXat(Real x, Real y) const;
| |ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp|Real Fdm2dBlackScholesSolver::deltaYat(Real x, Real y) const;
| |ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp|Real Fdm2dBlackScholesSolver::gammaXat(Real x, Real y) const;
| |ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp|Real Fdm2dBlackScholesSolver::gammaYat(Real x, Real y) const;
| |ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp|Real Fdm2dBlackScholesSolver::gammaXYat(Real x, Real y) const;
| |ql/methods/finitedifferences/solvers/fdm2dimsolver.hpp|Fdm2DimSolver::Fdm2DimSolver(const FdmSolverDesc & solverDesc, const FdmSchemeDesc & schemeDesc, ext::shared_ptr<FdmLinearOpComposite> op);
| |ql/methods/finitedifferences/solvers/fdm2dimsolver.hpp|Real Fdm2DimSolver::interpolateAt(Real x, Real y) const;
| |ql/methods/finitedifferences/solvers/fdm2dimsolver.hpp|Real Fdm2DimSolver::thetaAt(Real x, Real y) const;
| |ql/methods/finitedifferences/solvers/fdm2dimsolver.hpp|Real Fdm2DimSolver::derivativeX(Real x, Real y) const;
| |ql/methods/finitedifferences/solvers/fdm2dimsolver.hpp|Real Fdm2DimSolver::derivativeY(Real x, Real y) const;
| |ql/methods/finitedifferences/solvers/fdm2dimsolver.hpp|Real Fdm2DimSolver::derivativeXX(Real x, Real y) const;
| |ql/methods/finitedifferences/solvers/fdm2dimsolver.hpp|Real Fdm2DimSolver::derivativeYY(Real x, Real y) const;
| |ql/methods/finitedifferences/solvers/fdm2dimsolver.hpp|Real Fdm2DimSolver::derivativeXY(Real x, Real y) const;
| |ql/methods/finitedifferences/solvers/fdm3dimsolver.hpp|Fdm3DimSolver::Fdm3DimSolver(const FdmSolverDesc & solverDesc, const FdmSchemeDesc & schemeDesc, ext::shared_ptr<FdmLinearOpComposite> op);
| |ql/methods/finitedifferences/solvers/fdm3dimsolver.hpp|Real Fdm3DimSolver::interpolateAt(Real x, Real y, Rate z) const;
| |ql/methods/finitedifferences/solvers/fdm3dimsolver.hpp|Real Fdm3DimSolver::thetaAt(Real x, Real y, Rate z) const;
|v|ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp|FdmSchemeDesc::FdmSchemeDesc(FdmSchemeType type, Real theta, Real mu);
|v|ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp|static FdmSchemeDesc FdmSchemeDesc::Douglas();
|x|ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp|static FdmSchemeDesc FdmSchemeDesc::CrankNicolson();
|v|ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp|static FdmSchemeDesc FdmSchemeDesc::ImplicitEuler();
|v|ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp|static FdmSchemeDesc FdmSchemeDesc::ExplicitEuler();
|v|ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp|static FdmSchemeDesc FdmSchemeDesc::CraigSneyd();
|v|ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp|static FdmSchemeDesc FdmSchemeDesc::ModifiedCraigSneyd();
|v|ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp|static FdmSchemeDesc FdmSchemeDesc::Hundsdorfer();
|v|ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp|static FdmSchemeDesc FdmSchemeDesc::ModifiedHundsdorfer();
|v|ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp|static FdmSchemeDesc FdmSchemeDesc::MethodOfLines(Real eps = 0.001, Real relInitStepSize = 0.01);
|x|ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp|static FdmSchemeDesc FdmSchemeDesc::TrBDF2();
|u|ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp|FdmBackwardSolver::FdmBackwardSolver(ext::shared_ptr<FdmLinearOpComposite> map, FdmBoundaryConditionSet bcSet, const ext::shared_ptr<FdmStepConditionComposite> & condition, const FdmSchemeDesc & schemeDesc);
|v|ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp|void FdmBackwardSolver::rollback(array_type & a, Time from, Time to, Size steps, Size dampingSteps);
| |ql/methods/finitedifferences/solvers/fdmbatessolver.hpp|FdmBatesSolver::FdmBatesSolver(Handle<BatesProcess> process, FdmSolverDesc solverDesc, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer(), Size integroIntegrationOrder = 12, Handle<FdmQuantoHelper> quantoHelper = Handle<FdmQuantoHelper>());
| |ql/methods/finitedifferences/solvers/fdmbatessolver.hpp|Real FdmBatesSolver::valueAt(Real s, Real v) const;
| |ql/methods/finitedifferences/solvers/fdmbatessolver.hpp|Real FdmBatesSolver::thetaAt(Real s, Real v) const;
| |ql/methods/finitedifferences/solvers/fdmbatessolver.hpp|Real FdmBatesSolver::deltaAt(Real s, Real v) const;
| |ql/methods/finitedifferences/solvers/fdmbatessolver.hpp|Real FdmBatesSolver::gammaAt(Real s, Real v) const;
| |ql/methods/finitedifferences/solvers/fdmblackscholessolver.hpp|FdmBlackScholesSolver::FdmBlackScholesSolver(Handle<GeneralizedBlackScholesProcess> process, Real strike, FdmSolverDesc solverDesc, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas(), bool localVol = false, Real illegalLocalVolOverwrite = - Null<Real>(), Handle<FdmQuantoHelper> quantoHelper = Handle<FdmQuantoHelper>());
| |ql/methods/finitedifferences/solvers/fdmblackscholessolver.hpp|Real FdmBlackScholesSolver::valueAt(Real s) const;
| |ql/methods/finitedifferences/solvers/fdmblackscholessolver.hpp|Real FdmBlackScholesSolver::deltaAt(Real s) const;
| |ql/methods/finitedifferences/solvers/fdmblackscholessolver.hpp|Real FdmBlackScholesSolver::gammaAt(Real s) const;
| |ql/methods/finitedifferences/solvers/fdmblackscholessolver.hpp|Real FdmBlackScholesSolver::thetaAt(Real s) const;
| |ql/methods/finitedifferences/solvers/fdmcirsolver.hpp|FdmCIRSolver::FdmCIRSolver(Handle<CoxIngersollRossProcess> process, Handle<GeneralizedBlackScholesProcess> bsProcess, FdmSolverDesc solverDesc, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer(), Real rho = 1.0, Real strike = 1.0);
| |ql/methods/finitedifferences/solvers/fdmcirsolver.hpp|Real FdmCIRSolver::valueAt(Real s, Real v) const;
| |ql/methods/finitedifferences/solvers/fdmcirsolver.hpp|Real FdmCIRSolver::deltaAt(Real s, Real v) const;
| |ql/methods/finitedifferences/solvers/fdmcirsolver.hpp|Real FdmCIRSolver::gammaAt(Real s, Real v) const;
| |ql/methods/finitedifferences/solvers/fdmcirsolver.hpp|Real FdmCIRSolver::thetaAt(Real s, Real v) const;
| |ql/methods/finitedifferences/solvers/fdmg2solver.hpp|FdmG2Solver::FdmG2Solver(Handle<G2> model, FdmSolverDesc solverDesc, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer());
| |ql/methods/finitedifferences/solvers/fdmg2solver.hpp|Real FdmG2Solver::valueAt(Real x, Real y) const;
| |ql/methods/finitedifferences/solvers/fdmhestonhullwhitesolver.hpp|FdmHestonHullWhiteSolver::FdmHestonHullWhiteSolver(const Handle<HestonProcess> & hestonProcess, const Handle<HullWhiteProcess> & hwProcess, Rate corrEquityShortRate, FdmSolverDesc solverDesc, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer());
| |ql/methods/finitedifferences/solvers/fdmhestonhullwhitesolver.hpp|Real FdmHestonHullWhiteSolver::valueAt(Real s, Real v, Rate r) const;
| |ql/methods/finitedifferences/solvers/fdmhestonhullwhitesolver.hpp|Real FdmHestonHullWhiteSolver::thetaAt(Real s, Real v, Rate r) const;
| |ql/methods/finitedifferences/solvers/fdmhestonhullwhitesolver.hpp|Real FdmHestonHullWhiteSolver::deltaAt(Real s, Real v, Rate r, Real eps) const;
| |ql/methods/finitedifferences/solvers/fdmhestonhullwhitesolver.hpp|Real FdmHestonHullWhiteSolver::gammaAt(Real s, Real v, Rate r, Real eps) const;
| |ql/methods/finitedifferences/solvers/fdmhestonsolver.hpp|FdmHestonSolver::FdmHestonSolver(Handle<HestonProcess> process, FdmSolverDesc solverDesc, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer(), Handle<FdmQuantoHelper> quantoHelper = Handle<FdmQuantoHelper>(), ext::shared_ptr<LocalVolTermStructure> leverageFct = ext::shared_ptr<LocalVolTermStructure>(), Real mixingFactor = 1.0);
| |ql/methods/finitedifferences/solvers/fdmhestonsolver.hpp|Real FdmHestonSolver::valueAt(Real s, Real v) const;
| |ql/methods/finitedifferences/solvers/fdmhestonsolver.hpp|Real FdmHestonSolver::thetaAt(Real s, Real v) const;
| |ql/methods/finitedifferences/solvers/fdmhestonsolver.hpp|Real FdmHestonSolver::deltaAt(Real s, Real v) const;
| |ql/methods/finitedifferences/solvers/fdmhestonsolver.hpp|Real FdmHestonSolver::gammaAt(Real s, Real v) const;
| |ql/methods/finitedifferences/solvers/fdmhestonsolver.hpp|Real FdmHestonSolver::meanVarianceDeltaAt(Real s, Real v) const;
| |ql/methods/finitedifferences/solvers/fdmhestonsolver.hpp|Real FdmHestonSolver::meanVarianceGammaAt(Real s, Real v) const;
| |ql/methods/finitedifferences/solvers/fdmhullwhitesolver.hpp|FdmHullWhiteSolver::FdmHullWhiteSolver(Handle<HullWhite> model, FdmSolverDesc solverDesc, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer());
| |ql/methods/finitedifferences/solvers/fdmhullwhitesolver.hpp|Real FdmHullWhiteSolver::valueAt(Real r) const;
| |ql/methods/finitedifferences/solvers/fdmndimsolver.hpp|FdmNdimSolver::FdmNdimSolver<N>(const FdmSolverDesc & solverDesc, const FdmSchemeDesc & schemeDesc, ext::shared_ptr<FdmLinearOpComposite> op);
| |ql/methods/finitedifferences/solvers/fdmndimsolver.hpp|Real FdmNdimSolver::interpolateAt(const std::vector<Real> & x) const;
| |ql/methods/finitedifferences/solvers/fdmndimsolver.hpp|Real FdmNdimSolver::thetaAt(const std::vector<Real> & x) const;
| |ql/methods/finitedifferences/solvers/fdmndimsolver.hpp|static void FdmNdimSolver::setValue(data_table & f, const std::vector<Size> & x, Real value);
| |ql/methods/finitedifferences/solvers/fdmndimsolver.hpp|FdmNdimSolver<N>(const FdmSolverDesc & solverDesc, const FdmSchemeDesc & schemeDesc, ext::shared_ptr<FdmLinearOpComposite> op);
| |ql/methods/finitedifferences/solvers/fdmndimsolver.hpp|void performCalculations() const;
| |ql/methods/finitedifferences/solvers/fdmsimple2dbssolver.hpp|FdmSimple2dBSSolver::FdmSimple2dBSSolver(Handle<GeneralizedBlackScholesProcess> process, Real strike, FdmSolverDesc desc, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas());
| |ql/methods/finitedifferences/solvers/fdmsimple2dbssolver.hpp|Real FdmSimple2dBSSolver::valueAt(Real s, Real a) const;
| |ql/methods/finitedifferences/solvers/fdmsimple2dbssolver.hpp|Real FdmSimple2dBSSolver::deltaAt(Real s, Real a, Real eps) const;
| |ql/methods/finitedifferences/solvers/fdmsimple2dbssolver.hpp|Real FdmSimple2dBSSolver::gammaAt(Real s, Real a, Real eps) const;
| |ql/methods/finitedifferences/solvers/fdmsimple2dbssolver.hpp|Real FdmSimple2dBSSolver::thetaAt(Real s, Real a) const;
|u|ql/methods/finitedifferences/stepcondition.hpp|void StepCondition::applyTo(array_type & a, Time t) const;
| |ql/methods/finitedifferences/stepconditions/fdmamericanstepcondition.hpp|FdmAmericanStepCondition::FdmAmericanStepCondition(ext::shared_ptr<FdmMesher> mesher, ext::shared_ptr<FdmInnerValueCalculator> calculator, Time exerciseStart = 0.0);
| |ql/methods/finitedifferences/stepconditions/fdmamericanstepcondition.hpp|void FdmAmericanStepCondition::applyTo(Array & a, Time t) const;
| |ql/methods/finitedifferences/stepconditions/fdmarithmeticaveragecondition.hpp|FdmArithmeticAverageCondition::FdmArithmeticAverageCondition(std::vector<Time> averageTimes, Real, Size pastFixings, const ext::shared_ptr<FdmMesher> & mesher, Size equityDirection);
| |ql/methods/finitedifferences/stepconditions/fdmarithmeticaveragecondition.hpp|void FdmArithmeticAverageCondition::applyTo(Array & a, Time t) const;
| |ql/methods/finitedifferences/stepconditions/fdmbermudanstepcondition.hpp|FdmBermudanStepCondition::FdmBermudanStepCondition(const std::vector<Date> & exerciseDates, const Date & referenceDate, const DayCounter & dayCounter, ext::shared_ptr<FdmMesher> mesher, ext::shared_ptr<FdmInnerValueCalculator> calculator);
| |ql/methods/finitedifferences/stepconditions/fdmbermudanstepcondition.hpp|void FdmBermudanStepCondition::applyTo(Array & a, Time t) const;
| |ql/methods/finitedifferences/stepconditions/fdmbermudanstepcondition.hpp|const std::vector<Time> & FdmBermudanStepCondition::exerciseTimes() const;
| |ql/methods/finitedifferences/stepconditions/fdmsimplestoragecondition.hpp|FdmSimpleStorageCondition::FdmSimpleStorageCondition(std::vector<Time> exerciseTimes, ext::shared_ptr<FdmMesher> mesher, ext::shared_ptr<FdmInnerValueCalculator> calculator, Real changeRate);
| |ql/methods/finitedifferences/stepconditions/fdmsimplestoragecondition.hpp|void FdmSimpleStorageCondition::applyTo(Array & a, Time t) const;
| |ql/methods/finitedifferences/stepconditions/fdmsimpleswingcondition.hpp|FdmSimpleSwingCondition::FdmSimpleSwingCondition(std::vector<Time> exerciseTimes, ext::shared_ptr<FdmMesher> mesher, ext::shared_ptr<FdmInnerValueCalculator> calculator, Size swingDirection, Size minExercises = 0);
| |ql/methods/finitedifferences/stepconditions/fdmsimpleswingcondition.hpp|void FdmSimpleSwingCondition::applyTo(Array & a, Time t) const;
| |ql/methods/finitedifferences/stepconditions/fdmsnapshotcondition.hpp|FdmSnapshotCondition::FdmSnapshotCondition(Time t);
| |ql/methods/finitedifferences/stepconditions/fdmsnapshotcondition.hpp|void FdmSnapshotCondition::applyTo(Array & a, Time t) const;
|x|ql/methods/finitedifferences/stepconditions/fdmsnapshotcondition.hpp|Time FdmSnapshotCondition::getTime() const;
| |ql/methods/finitedifferences/stepconditions/fdmsnapshotcondition.hpp|const Array & FdmSnapshotCondition::getValues() const;
|u|ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.hpp|FdmStepConditionComposite::FdmStepConditionComposite(const std::list<std::vector<Time>> & stoppingTimes, Conditions conditions);
|x|ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.hpp|void FdmStepConditionComposite::applyTo(Array & a, Time t) const;
|x|ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.hpp|const std::vector<Time> & FdmStepConditionComposite::stoppingTimes() const;
|x|ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.hpp|const Conditions & FdmStepConditionComposite::conditions() const;
|x|ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.hpp|static ext::shared_ptr<FdmStepConditionComposite> FdmStepConditionComposite::joinConditions(const ext::shared_ptr<FdmSnapshotCondition> & c1, const ext::shared_ptr<FdmStepConditionComposite> & c2);
|x|ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.hpp|static ext::shared_ptr<FdmStepConditionComposite> FdmStepConditionComposite::vanillaComposite(const DividendSchedule & schedule, const ext::shared_ptr<Exercise> & exercise, const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<FdmInnerValueCalculator> & calculator, const Date & refDate, const DayCounter & dayCounter);
| |ql/methods/finitedifferences/trbdf2.hpp|TRBDF2::TRBDF2<Operator>(const operator_type & L, const bc_set & bcs);
| |ql/methods/finitedifferences/trbdf2.hpp|void TRBDF2::step(array_type & a, Time t);
| |ql/methods/finitedifferences/trbdf2.hpp|void TRBDF2::setStep(Time dt);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator TridiagonalOperator::operator+(const TridiagonalOperator &);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator TridiagonalOperator::operator-(const TridiagonalOperator &);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator TridiagonalOperator::operator+(const TridiagonalOperator &, const TridiagonalOperator &);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator TridiagonalOperator::operator-(const TridiagonalOperator &, const TridiagonalOperator &);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator TridiagonalOperator::operator*(Real, const TridiagonalOperator &);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator TridiagonalOperator::operator*(const TridiagonalOperator &, Real);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator TridiagonalOperator::operator/(const TridiagonalOperator &, Real);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator::TridiagonalOperator(Size size = 0);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator::TridiagonalOperator(const Array & low, const Array & mid, const Array & high);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator::TridiagonalOperator(const TridiagonalOperator &);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator::TridiagonalOperator(TridiagonalOperator &&);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator & TridiagonalOperator::operator=(const TridiagonalOperator &);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator & TridiagonalOperator::operator=(TridiagonalOperator &&);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|Array TridiagonalOperator::applyTo(const Array & v) const;
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|Array TridiagonalOperator::solveFor(const Array & rhs) const;
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|void TridiagonalOperator::solveFor(const Array & rhs, Array & result) const;
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|Array TridiagonalOperator::SOR(const Array & rhs, Real tol) const;
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|static TridiagonalOperator TridiagonalOperator::identity(Size size);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|Size TridiagonalOperator::size() const;
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|bool TridiagonalOperator::isTimeDependent() const;
|x|ql/methods/finitedifferences/tridiagonaloperator.hpp|const Array & TridiagonalOperator::lowerDiagonal() const;
|x|ql/methods/finitedifferences/tridiagonaloperator.hpp|const Array & TridiagonalOperator::diagonal() const;
|x|ql/methods/finitedifferences/tridiagonaloperator.hpp|const Array & TridiagonalOperator::upperDiagonal() const;
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|void TridiagonalOperator::setFirstRow(Real, Real);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|void TridiagonalOperator::setMidRow(Size, Real, Real, Real);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|void TridiagonalOperator::setMidRows(Real, Real, Real);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|void TridiagonalOperator::setLastRow(Real, Real);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|void TridiagonalOperator::setTime(Time t);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|void TridiagonalOperator::swap(TridiagonalOperator &);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|void TimeSetter::setTime(Time t, TridiagonalOperator & L) const;
|v|ql/methods/finitedifferences/tridiagonaloperator.hpp|void swap(TridiagonalOperator &, TridiagonalOperator &);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator(TridiagonalOperator && from);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator & operator=(const TridiagonalOperator & from);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator & operator=(TridiagonalOperator && from);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|void setFirstRow(Real valB, Real valC);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|void setMidRow(Size i, Real valA, Real valB, Real valC);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|void setMidRows(Real valA, Real valB, Real valC);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|void setLastRow(Real valA, Real valB);
|?|ql/methods/finitedifferences/tridiagonaloperator.hpp|void swap(TridiagonalOperator & from);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator operator+(const TridiagonalOperator & D);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator operator-(const TridiagonalOperator & D);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator operator+(const TridiagonalOperator & D1, const TridiagonalOperator & D2);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator operator-(const TridiagonalOperator & D1, const TridiagonalOperator & D2);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator operator*(Real a, const TridiagonalOperator & D);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator operator*(const TridiagonalOperator & D, Real a);
| |ql/methods/finitedifferences/tridiagonaloperator.hpp|TridiagonalOperator operator/(const TridiagonalOperator & D, Real a);
|v|ql/methods/finitedifferences/tridiagonaloperator.hpp|void swap(TridiagonalOperator & L1, TridiagonalOperator & L2);
| |ql/methods/finitedifferences/utilities/bsmrndcalculator.hpp|BSMRNDCalculator::BSMRNDCalculator(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/methods/finitedifferences/utilities/cevrndcalculator.hpp|CEVRNDCalculator::CEVRNDCalculator(Real f0, Real alpha, Real beta);
| |ql/methods/finitedifferences/utilities/cevrndcalculator.hpp|Real CEVRNDCalculator::massAtZero(Time t) const;
| |ql/methods/finitedifferences/utilities/escroweddividendadjustment.hpp|EscrowedDividendAdjustment::EscrowedDividendAdjustment(DividendSchedule dividendSchedule, Handle<YieldTermStructure> rTS, Handle<YieldTermStructure> qTS, std::function<Real (Date)> toTime, Time maturity);
| |ql/methods/finitedifferences/utilities/escroweddividendadjustment.hpp|Real EscrowedDividendAdjustment::dividendAdjustment(Time t) const;
|x|ql/methods/finitedifferences/utilities/escroweddividendadjustment.hpp|const Handle<YieldTermStructure> & EscrowedDividendAdjustment::riskFreeRate() const;
|x|ql/methods/finitedifferences/utilities/escroweddividendadjustment.hpp|const Handle<YieldTermStructure> & EscrowedDividendAdjustment::dividendYield() const;
|v|ql/methods/finitedifferences/utilities/fdmaffinemodelswapinnervalue.hpp|FdmAffineModelSwapInnerValue::FdmAffineModelSwapInnerValue<ModelType>(ext::shared_ptr<ModelType> disModel, ext::shared_ptr<ModelType> fwdModel, const ext::shared_ptr<FixedVsFloatingSwap> & swap, std::map<Time, Date> exerciseDates, ext::shared_ptr<FdmMesher> mesher, Size direction);
|v|ql/methods/finitedifferences/utilities/fdmaffinemodelswapinnervalue.hpp|FdmAffineModelSwapInnerValue<ModelType>(ext::shared_ptr<ModelType> disModel, ext::shared_ptr<ModelType> fwdModel, const ext::shared_ptr<FixedVsFloatingSwap> & swap, std::map<Time, Date> exerciseDates, ext::shared_ptr<FdmMesher> mesher, Size direction);
| |ql/methods/finitedifferences/utilities/fdmaffinemodelswapinnervalue.hpp|Real innerValue(const FdmLinearOpIterator & iter, Time t);
| |ql/methods/finitedifferences/utilities/fdmaffinemodelswapinnervalue.hpp|Real avgInnerValue(const FdmLinearOpIterator & iter, Time t);
| |ql/methods/finitedifferences/utilities/fdmaffinemodeltermstructure.hpp|FdmAffineModelTermStructure::FdmAffineModelTermStructure(Array r, const Calendar & cal, const DayCounter & dayCounter, const Date & referenceDate, const Date & modelReferenceDate, ext::shared_ptr<AffineModel> model);
| |ql/methods/finitedifferences/utilities/fdmaffinemodeltermstructure.hpp|void FdmAffineModelTermStructure::setVariable(const Array & r);
| |ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp|FdmDirichletBoundary::FdmDirichletBoundary(const ext::shared_ptr<FdmMesher> & mesher, Real valueOnBoundary, Size direction, Side side);
| |ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp|void FdmDirichletBoundary::applyBeforeApplying(operator_type &) const;
| |ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp|void FdmDirichletBoundary::applyBeforeSolving(operator_type &, array_type &) const;
| |ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp|void FdmDirichletBoundary::applyAfterApplying(array_type &) const;
| |ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp|void FdmDirichletBoundary::applyAfterSolving(array_type &) const;
| |ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp|void FdmDirichletBoundary::setTime(Time);
| |ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp|Real FdmDirichletBoundary::applyAfterApplying(Real x, Real value) const;
| |ql/methods/finitedifferences/utilities/fdmdiscountdirichletboundary.hpp|FdmDiscountDirichletBoundary::FdmDiscountDirichletBoundary(const ext::shared_ptr<FdmMesher> & mesher, const ext::shared_ptr<YieldTermStructure> & rTS, Time maturityTime, Real valueOnBoundary, Size direction, Side side);
| |ql/methods/finitedifferences/utilities/fdmdiscountdirichletboundary.hpp|void FdmDiscountDirichletBoundary::setTime(Time);
| |ql/methods/finitedifferences/utilities/fdmdiscountdirichletboundary.hpp|void FdmDiscountDirichletBoundary::applyBeforeApplying(operator_type &) const;
| |ql/methods/finitedifferences/utilities/fdmdiscountdirichletboundary.hpp|void FdmDiscountDirichletBoundary::applyBeforeSolving(operator_type &, array_type &) const;
| |ql/methods/finitedifferences/utilities/fdmdiscountdirichletboundary.hpp|void FdmDiscountDirichletBoundary::applyAfterApplying(array_type &) const;
| |ql/methods/finitedifferences/utilities/fdmdiscountdirichletboundary.hpp|void FdmDiscountDirichletBoundary::applyAfterSolving(array_type &) const;
| |ql/methods/finitedifferences/utilities/fdmdividendhandler.hpp|FdmDividendHandler::FdmDividendHandler(const DividendSchedule & schedule, const ext::shared_ptr<FdmMesher> & mesher, const Date & referenceDate, const DayCounter & dayCounter, Size equityDirection);
| |ql/methods/finitedifferences/utilities/fdmdividendhandler.hpp|void FdmDividendHandler::applyTo(Array & a, Time t) const;
| |ql/methods/finitedifferences/utilities/fdmdividendhandler.hpp|const std::vector<Time> & FdmDividendHandler::dividendTimes() const;
| |ql/methods/finitedifferences/utilities/fdmdividendhandler.hpp|const std::vector<Date> & FdmDividendHandler::dividendDates() const;
| |ql/methods/finitedifferences/utilities/fdmdividendhandler.hpp|const std::vector<Real> & FdmDividendHandler::dividends() const;
| |ql/methods/finitedifferences/utilities/fdmescrowedloginnervaluecalculator.hpp|FdmEscrowedLogInnerValueCalculator::FdmEscrowedLogInnerValueCalculator(ext::shared_ptr<EscrowedDividendAdjustment> escrowedDividendAdj, ext::shared_ptr<Payoff> payoff, ext::shared_ptr<FdmMesher> mesher, Size direction);
| |ql/methods/finitedifferences/utilities/fdmhestongreensfct.hpp|FdmHestonGreensFct::FdmHestonGreensFct(ext::shared_ptr<FdmMesher> mesher, ext::shared_ptr<HestonProcess> process, FdmSquareRootFwdOp::TransformationType trafoType_, Real l0 = 1.0);
| |ql/methods/finitedifferences/utilities/fdmhestongreensfct.hpp|Array FdmHestonGreensFct::get(Time t, Algorithm algorithm) const;
| |ql/methods/finitedifferences/utilities/fdmindicesonboundary.hpp|FdmIndicesOnBoundary::FdmIndicesOnBoundary(const ext::shared_ptr<FdmLinearOpLayout> & l, Size direction, FdmDirichletBoundary::Side side);
| |ql/methods/finitedifferences/utilities/fdmindicesonboundary.hpp|const std::vector<Size> & FdmIndicesOnBoundary::getIndices() const;
|v|ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp|Real FdmInnerValueCalculator::innerValue(const FdmLinearOpIterator & iter, Time t);
|v|ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp|Real FdmInnerValueCalculator::avgInnerValue(const FdmLinearOpIterator & iter, Time t);
|v|ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp|FdmCellAveragingInnerValue::FdmCellAveragingInnerValue(ext::shared_ptr<Payoff> payoff, ext::shared_ptr<FdmMesher> mesher, Size direction, std::function<Real (Real)> gridMapping = [ ](Real x) { return x; });
|v|ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp|FdmLogInnerValue::FdmLogInnerValue(const ext::shared_ptr<Payoff> & payoff, const ext::shared_ptr<FdmMesher> & mesher, Size direction);
|v|ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp|FdmLogBasketInnerValue::FdmLogBasketInnerValue(ext::shared_ptr<BasketPayoff> payoff, ext::shared_ptr<FdmMesher> mesher);
| |ql/methods/finitedifferences/utilities/fdmmesherintegral.hpp|FdmMesherIntegral::FdmMesherIntegral(const ext::shared_ptr<FdmMesherComposite> & mesher, const std::function<Real (const Array &, const Array &)> & integrator1d);
| |ql/methods/finitedifferences/utilities/fdmmesherintegral.hpp|Real FdmMesherIntegral::integrate(const Array & f) const;
|v|ql/methods/finitedifferences/utilities/fdmquantohelper.hpp|FdmQuantoHelper::FdmQuantoHelper(ext::shared_ptr<YieldTermStructure> rTS, ext::shared_ptr<YieldTermStructure> fTS, ext::shared_ptr<BlackVolTermStructure> fxVolTS, Real equityFxCorrelation, Real exchRateATMlevel);
|v|ql/methods/finitedifferences/utilities/fdmquantohelper.hpp|Rate FdmQuantoHelper::quantoAdjustment(Volatility equityVol, Time t1, Time t2) const;
|v|ql/methods/finitedifferences/utilities/fdmquantohelper.hpp|Array FdmQuantoHelper::quantoAdjustment(const Array & equityVol, Time t1, Time t2) const;
| |ql/methods/finitedifferences/utilities/fdmshoutloginnervaluecalculator.hpp|FdmShoutLogInnerValueCalculator::FdmShoutLogInnerValueCalculator(Handle<BlackVolTermStructure> blackVolatility, ext::shared_ptr<EscrowedDividendAdjustment> escrowedDividendAdj, Time maturity, ext::shared_ptr<PlainVanillaPayoff> payoff, ext::shared_ptr<FdmMesher> mesher, Size direction);
| |ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.hpp|FdmTimeDepDirichletBoundary::FdmTimeDepDirichletBoundary(const ext::shared_ptr<FdmMesher> & mesher, std::function<Real (Real)> valueOnBoundary, Size direction, Side side);
| |ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.hpp|FdmTimeDepDirichletBoundary::FdmTimeDepDirichletBoundary(const ext::shared_ptr<FdmMesher> & mesher, std::function<Array (Real)> valueOnBoundary, Size direction, Side side);
| |ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.hpp|void FdmTimeDepDirichletBoundary::setTime(Time);
| |ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.hpp|void FdmTimeDepDirichletBoundary::applyBeforeApplying(operator_type &) const;
| |ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.hpp|void FdmTimeDepDirichletBoundary::applyBeforeSolving(operator_type &, array_type &) const;
| |ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.hpp|void FdmTimeDepDirichletBoundary::applyAfterApplying(array_type &) const;
| |ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.hpp|void FdmTimeDepDirichletBoundary::applyAfterSolving(array_type &) const;
| |ql/methods/finitedifferences/utilities/gbsmrndcalculator.hpp|GBSMRNDCalculator::GBSMRNDCalculator(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/methods/finitedifferences/utilities/hestonrndcalculator.hpp|HestonRNDCalculator::HestonRNDCalculator(ext::shared_ptr<HestonProcess> hestonProcess, Real integrationEps = 1e-6, Size maxIntegrationIterations = 10000UL);
| |ql/methods/finitedifferences/utilities/localvolrndcalculator.hpp|LocalVolRNDCalculator::LocalVolRNDCalculator(ext::shared_ptr<Quote> spot, ext::shared_ptr<YieldTermStructure> rTS, ext::shared_ptr<YieldTermStructure> qTS, const ext::shared_ptr<LocalVolTermStructure> & localVol, Size xGrid = 101, Size tGrid = 51, Real x0Density = 0.1, Real localVolProbEps = 1e-6, Size maxIter = 10000, Time gaussianStepSize = - Null<Time>());
| |ql/methods/finitedifferences/utilities/localvolrndcalculator.hpp|LocalVolRNDCalculator::LocalVolRNDCalculator(ext::shared_ptr<Quote> spot, ext::shared_ptr<YieldTermStructure> rTS, ext::shared_ptr<YieldTermStructure> qTS, ext::shared_ptr<LocalVolTermStructure> localVol, const ext::shared_ptr<TimeGrid> & timeGrid, Size xGrid = 101, Real x0Density = 0.1, Real eps = 1e-6, Size maxIter = 10000, Time gaussianStepSize = - Null<Time>());
| |ql/methods/finitedifferences/utilities/localvolrndcalculator.hpp|ext::shared_ptr<TimeGrid> LocalVolRNDCalculator::timeGrid() const;
| |ql/methods/finitedifferences/utilities/localvolrndcalculator.hpp|ext::shared_ptr<Fdm1dMesher> LocalVolRNDCalculator::mesher(Time t) const;
| |ql/methods/finitedifferences/utilities/localvolrndcalculator.hpp|std::vector<Size> LocalVolRNDCalculator::rescaleTimeSteps() const;
| |ql/methods/finitedifferences/utilities/riskneutraldensitycalculator.hpp|Real RiskNeutralDensityCalculator::pdf(Real x, Time t) const;
| |ql/methods/finitedifferences/utilities/riskneutraldensitycalculator.hpp|Real RiskNeutralDensityCalculator::cdf(Real x, Time t) const;
| |ql/methods/finitedifferences/utilities/riskneutraldensitycalculator.hpp|Real RiskNeutralDensityCalculator::invcdf(Real p, Time t) const;
| |ql/methods/finitedifferences/utilities/riskneutraldensitycalculator.hpp|InvCDFHelper::InvCDFHelper(const RiskNeutralDensityCalculator * calculator, Real guess, Real accuracy, Size maxEvaluations, Real stepSize = 0.01);
| |ql/methods/finitedifferences/utilities/riskneutraldensitycalculator.hpp|Real InvCDFHelper::inverseCDF(Real p, Time t) const;
| |ql/methods/finitedifferences/utilities/smilesectionrndcalculator.hpp|SmileSectionRNDCalculator::SmileSectionRNDCalculator(ext::shared_ptr<SmileSection> smile, Size nStrikes = 200, Real nStd = 5.0);
| |ql/methods/finitedifferences/utilities/smilesectionrndcalculator.hpp|Real SmileSectionRNDCalculator::pdf(Real x) const;
| |ql/methods/finitedifferences/utilities/smilesectionrndcalculator.hpp|Real SmileSectionRNDCalculator::cdf(Real x) const;
| |ql/methods/finitedifferences/utilities/smilesectionrndcalculator.hpp|Real SmileSectionRNDCalculator::invcdf(Real p) const;
| |ql/methods/finitedifferences/utilities/squarerootprocessrndcalculator.hpp|SquareRootProcessRNDCalculator::SquareRootProcessRNDCalculator(Real v0, Real kappa, Real theta, Real sigma);
| |ql/methods/finitedifferences/utilities/squarerootprocessrndcalculator.hpp|Real SquareRootProcessRNDCalculator::stationary_pdf(Real v) const;
| |ql/methods/finitedifferences/utilities/squarerootprocessrndcalculator.hpp|Real SquareRootProcessRNDCalculator::stationary_cdf(Real v) const;
| |ql/methods/finitedifferences/utilities/squarerootprocessrndcalculator.hpp|Real SquareRootProcessRNDCalculator::stationary_invcdf(Real q) const;
| |ql/methods/lattices/binomialtree.hpp|BinomialTree::BinomialTree<T>(const ext::shared_ptr<StochasticProcess1D> & process, Time end, Size steps);
| |ql/methods/lattices/binomialtree.hpp|Size BinomialTree::size(Size i) const;
| |ql/methods/lattices/binomialtree.hpp|Size BinomialTree::descendant(Size, Size index, Size branch) const;
| |ql/methods/lattices/binomialtree.hpp|EqualProbabilitiesBinomialTree::EqualProbabilitiesBinomialTree<T>(const ext::shared_ptr<StochasticProcess1D> & process, Time end, Size steps);
| |ql/methods/lattices/binomialtree.hpp|Real EqualProbabilitiesBinomialTree::underlying(Size i, Size index) const;
| |ql/methods/lattices/binomialtree.hpp|Real EqualProbabilitiesBinomialTree::probability(Size, Size, Size) const;
| |ql/methods/lattices/binomialtree.hpp|EqualJumpsBinomialTree::EqualJumpsBinomialTree<T>(const ext::shared_ptr<StochasticProcess1D> & process, Time end, Size steps);
| |ql/methods/lattices/binomialtree.hpp|Real EqualJumpsBinomialTree::underlying(Size i, Size index) const;
| |ql/methods/lattices/binomialtree.hpp|Real EqualJumpsBinomialTree::probability(Size, Size, Size branch) const;
| |ql/methods/lattices/binomialtree.hpp|JarrowRudd::JarrowRudd(const ext::shared_ptr<StochasticProcess1D> &, Time end, Size steps, Real strike);
| |ql/methods/lattices/binomialtree.hpp|CoxRossRubinstein::CoxRossRubinstein(const ext::shared_ptr<StochasticProcess1D> &, Time end, Size steps, Real strike);
| |ql/methods/lattices/binomialtree.hpp|AdditiveEQPBinomialTree::AdditiveEQPBinomialTree(const ext::shared_ptr<StochasticProcess1D> &, Time end, Size steps, Real strike);
| |ql/methods/lattices/binomialtree.hpp|Trigeorgis::Trigeorgis(const ext::shared_ptr<StochasticProcess1D> &, Time end, Size steps, Real strike);
| |ql/methods/lattices/binomialtree.hpp|Tian::Tian(const ext::shared_ptr<StochasticProcess1D> &, Time end, Size steps, Real strike);
| |ql/methods/lattices/binomialtree.hpp|Real Tian::underlying(Size i, Size index) const;
| |ql/methods/lattices/binomialtree.hpp|Real Tian::probability(Size, Size, Size branch) const;
| |ql/methods/lattices/binomialtree.hpp|LeisenReimer::LeisenReimer(const ext::shared_ptr<StochasticProcess1D> &, Time end, Size steps, Real strike);
| |ql/methods/lattices/binomialtree.hpp|Real LeisenReimer::underlying(Size i, Size index) const;
| |ql/methods/lattices/binomialtree.hpp|Real LeisenReimer::probability(Size, Size, Size branch) const;
| |ql/methods/lattices/binomialtree.hpp|Joshi4::Joshi4(const ext::shared_ptr<StochasticProcess1D> &, Time end, Size steps, Real strike);
| |ql/methods/lattices/binomialtree.hpp|Real Joshi4::underlying(Size i, Size index) const;
| |ql/methods/lattices/binomialtree.hpp|Real Joshi4::probability(Size, Size, Size branch) const;
| |ql/methods/lattices/bsmlattice.hpp|BlackScholesLattice::BlackScholesLattice<T>(const ext::shared_ptr<T> & tree, Rate riskFreeRate, Time end, Size steps);
|x|ql/methods/lattices/bsmlattice.hpp|Rate BlackScholesLattice::riskFreeRate() const;
| |ql/methods/lattices/bsmlattice.hpp|Time BlackScholesLattice::dt() const;
| |ql/methods/lattices/bsmlattice.hpp|Size BlackScholesLattice::size(Size i) const;
| |ql/methods/lattices/bsmlattice.hpp|DiscountFactor BlackScholesLattice::discount(Size, Size) const;
| |ql/methods/lattices/bsmlattice.hpp|Size BlackScholesLattice::descendant(Size i, Size index, Size branch) const;
| |ql/methods/lattices/bsmlattice.hpp|Real BlackScholesLattice::probability(Size i, Size index, Size branch) const;
| |ql/methods/lattices/bsmlattice.hpp|BlackScholesLattice<T>(const ext::shared_ptr<T> & tree, Rate riskFreeRate, Time end, Size steps);
| |ql/methods/lattices/bsmlattice.hpp|void stepback(Size i, const Array & values, Array & newValues) const;
| |ql/methods/lattices/lattice.hpp|TreeLattice::TreeLattice<Impl>(const TimeGrid & timeGrid, Size n);
| |ql/methods/lattices/lattice.hpp|const Array & TreeLattice::statePrices(Size i) const;
| |ql/methods/lattices/lattice.hpp|void TreeLattice::stepback(Size i, const Array & values, Array & newValues) const;
| |ql/methods/lattices/lattice.hpp|void computeStatePrices(Size until) const;
| |ql/methods/lattices/lattice.hpp|Real presentValue(DiscretizedAsset & asset) const;
| |ql/methods/lattices/lattice.hpp|void initialize(DiscretizedAsset & asset, Time t) const;
| |ql/methods/lattices/lattice.hpp|void rollback(DiscretizedAsset & asset, Time to) const;
| |ql/methods/lattices/lattice.hpp|void partialRollback(DiscretizedAsset & asset, Time to) const;
| |ql/methods/lattices/lattice1d.hpp|TreeLattice1D::TreeLattice1D<Impl>(const TimeGrid & timeGrid, Size n);
| |ql/methods/lattices/lattice1d.hpp|Real TreeLattice1D::underlying(Size i, Size index) const;
| |ql/methods/lattices/lattice2d.hpp|TreeLattice2D::TreeLattice2D<Impl, T>(const ext::shared_ptr<T> & tree1, ext::shared_ptr<T> tree2, Real correlation);
| |ql/methods/lattices/lattice2d.hpp|Size TreeLattice2D::size(Size i) const;
| |ql/methods/lattices/lattice2d.hpp|Size TreeLattice2D::descendant(Size i, Size index, Size branch) const;
| |ql/methods/lattices/lattice2d.hpp|Real TreeLattice2D::probability(Size i, Size index, Size branch) const;
| |ql/methods/lattices/lattice2d.hpp|TreeLattice2D<Impl, T>(const ext::shared_ptr<T> & tree1, ext::shared_ptr<T> tree2, Real correlation);
| |ql/methods/lattices/tflattice.hpp|TsiveriotisFernandesLattice::TsiveriotisFernandesLattice<T>(const ext::shared_ptr<T> & tree, Rate riskFreeRate, Time end, Size steps, Spread creditSpread, Volatility volatility, Spread divYield);
|x|ql/methods/lattices/tflattice.hpp|Spread TsiveriotisFernandesLattice::creditSpread() const;
| |ql/methods/lattices/tflattice.hpp|TsiveriotisFernandesLattice<T>(const ext::shared_ptr<T> & tree, Rate riskFreeRate, Time end, Size steps, Spread creditSpread, Volatility sigma, Spread divYield);
| |ql/methods/lattices/tflattice.hpp|void stepback(Size i, const Array & values, const Array & conversionProbability, const Array & spreadAdjustedRate, Array & newValues, Array & newConversionProbability, Array & newSpreadAdjustedRate) const;
| |ql/methods/lattices/tflattice.hpp|void rollback(DiscretizedAsset & asset, Time to) const;
| |ql/methods/lattices/tflattice.hpp|void partialRollback(DiscretizedAsset & asset, Time to) const;
| |ql/methods/lattices/tree.hpp|Tree::Tree<T>(Size columns);
|x|ql/methods/lattices/tree.hpp|Size Tree::columns() const;
| |ql/methods/lattices/trinomialtree.hpp|TrinomialTree::TrinomialTree(const ext::shared_ptr<StochasticProcess1D> & process, const TimeGrid & timeGrid, bool isPositive = false);
| |ql/methods/lattices/trinomialtree.hpp|Real TrinomialTree::dx(Size i) const;
|x|ql/methods/lattices/trinomialtree.hpp|const TimeGrid & TrinomialTree::timeGrid() const;
| |ql/methods/lattices/trinomialtree.hpp|Size TrinomialTree::size(Size i) const;
| |ql/methods/lattices/trinomialtree.hpp|Real TrinomialTree::underlying(Size i, Size index) const;
| |ql/methods/lattices/trinomialtree.hpp|Size TrinomialTree::descendant(Size i, Size index, Size branch) const;
| |ql/methods/lattices/trinomialtree.hpp|Real TrinomialTree::probability(Size i, Size index, Size branch) const;
| |ql/methods/lattices/trinomialtree.hpp|Branching::Branching();
| |ql/methods/lattices/trinomialtree.hpp|Size Branching::descendant(Size index, Size branch) const;
| |ql/methods/lattices/trinomialtree.hpp|Real Branching::probability(Size index, Size branch) const;
| |ql/methods/lattices/trinomialtree.hpp|Size Branching::size() const;
| |ql/methods/lattices/trinomialtree.hpp|Integer Branching::jMin() const;
| |ql/methods/lattices/trinomialtree.hpp|Integer Branching::jMax() const;
| |ql/methods/lattices/trinomialtree.hpp|void Branching::add(Integer k, Real p1, Real p2, Real p3);
| |ql/methods/lattices/trinomialtree.hpp|Real probability(Size i, Size j, Size b) const;
| |ql/methods/montecarlo/brownianbridge.hpp|BrownianBridge::BrownianBridge(Size steps);
| |ql/methods/montecarlo/brownianbridge.hpp|BrownianBridge::BrownianBridge(const std::vector<Time> & times);
| |ql/methods/montecarlo/brownianbridge.hpp|BrownianBridge::BrownianBridge(const TimeGrid & timeGrid);
| |ql/methods/montecarlo/brownianbridge.hpp|Size BrownianBridge::size() const;
| |ql/methods/montecarlo/brownianbridge.hpp|const std::vector<Time> & BrownianBridge::times() const;
| |ql/methods/montecarlo/brownianbridge.hpp|const std::vector<Size> & BrownianBridge::bridgeIndex() const;
| |ql/methods/montecarlo/brownianbridge.hpp|const std::vector<Size> & BrownianBridge::leftIndex() const;
| |ql/methods/montecarlo/brownianbridge.hpp|const std::vector<Size> & BrownianBridge::rightIndex() const;
| |ql/methods/montecarlo/brownianbridge.hpp|const std::vector<Real> & BrownianBridge::leftWeight() const;
| |ql/methods/montecarlo/brownianbridge.hpp|const std::vector<Real> & BrownianBridge::rightWeight() const;
| |ql/methods/montecarlo/brownianbridge.hpp|const std::vector<Real> & BrownianBridge::stdDeviation() const;
| |ql/methods/montecarlo/earlyexercisepathpricer.hpp|static Size EarlyExerciseTraits::pathLength(const Path & path);
| |ql/methods/montecarlo/earlyexercisepathpricer.hpp|static Size EarlyExerciseTraits::pathLength(const MultiPath & path);
| |ql/methods/montecarlo/earlyexercisepathpricer.hpp|ValueType EarlyExercisePathPricer::operator()(const PathType & path, TimeType t) const;
| |ql/methods/montecarlo/earlyexercisepathpricer.hpp|StateType EarlyExercisePathPricer::state(const PathType & path, TimeType t) const;
| |ql/methods/montecarlo/earlyexercisepathpricer.hpp|std::vector<std::function<ValueType (StateType)>> EarlyExercisePathPricer::basisSystem() const;
| |ql/methods/montecarlo/exercisestrategy.hpp|std::vector<Time> ExerciseStrategy::exerciseTimes() const;
| |ql/methods/montecarlo/exercisestrategy.hpp|std::vector<Time> ExerciseStrategy::relevantTimes() const;
| |ql/methods/montecarlo/exercisestrategy.hpp|void ExerciseStrategy::reset();
| |ql/methods/montecarlo/exercisestrategy.hpp|bool ExerciseStrategy::exercise(const State & currentState) const;
| |ql/methods/montecarlo/exercisestrategy.hpp|void ExerciseStrategy::nextStep(const State & currentState);
| |ql/methods/montecarlo/exercisestrategy.hpp|std::unique_ptr<ExerciseStrategy<State>> ExerciseStrategy::clone() const;
| |ql/methods/montecarlo/genericlsregression.hpp|Real genericLongstaffSchwartzRegression(std::vector<std::vector<NodeData>> & simulationData, std::vector<std::vector<Real>> & basisCoefficients);
| |ql/methods/montecarlo/longstaffschwartzpathpricer.hpp|LongstaffSchwartzPathPricer::LongstaffSchwartzPathPricer<PathType>(const TimeGrid & times, ext::shared_ptr<EarlyExercisePathPricer<PathType>>, const ext::shared_ptr<YieldTermStructure> & termStructure);
| |ql/methods/montecarlo/longstaffschwartzpathpricer.hpp|void LongstaffSchwartzPathPricer::calibrate();
| |ql/methods/montecarlo/longstaffschwartzpathpricer.hpp|Real LongstaffSchwartzPathPricer::exerciseProbability() const;
| |ql/methods/montecarlo/longstaffschwartzpathpricer.hpp|LongstaffSchwartzPathPricer<PathType>(const TimeGrid & times, ext::shared_ptr<EarlyExercisePathPricer<PathType>> pathPricer, const ext::shared_ptr<YieldTermStructure> & termStructure);
| |ql/methods/montecarlo/longstaffschwartzpathpricer.hpp|Real operator()(const PathType & path) const;
|u|ql/methods/montecarlo/lsmbasissystem.hpp|static std::vector<std::function<Real (Real)>> LsmBasisSystem::pathBasisSystem(Size order, PolynomialType type);
|u|ql/methods/montecarlo/lsmbasissystem.hpp|static std::vector<std::function<Real (Array)>> LsmBasisSystem::multiPathBasisSystem(Size dim, Size order, PolynomialType type);
| |ql/methods/montecarlo/montecarlomodel.hpp|MonteCarloModel::MonteCarloModel<MC, RNG, S>(ext::shared_ptr<path_generator_type> pathGenerator, ext::shared_ptr<path_pricer_type> pathPricer, stats_type sampleAccumulator, bool antitheticVariate, ext::shared_ptr<path_pricer_type> cvPathPricer = ext::shared_ptr<path_pricer_type>(), result_type cvOptionValue = result_type(), ext::shared_ptr<path_generator_type> cvPathGenerator = ext::shared_ptr<path_generator_type>());
| |ql/methods/montecarlo/montecarlomodel.hpp|void MonteCarloModel::addSamples(Size samples);
|x|ql/methods/montecarlo/montecarlomodel.hpp|const stats_type & MonteCarloModel::sampleAccumulator() const;
| |ql/methods/montecarlo/montecarlomodel.hpp|const typename MonteCarloModel<MC, RNG, S>::stats_type & sampleAccumulator() const;
| |ql/methods/montecarlo/multipath.hpp|MultiPath::MultiPath();
| |ql/methods/montecarlo/multipath.hpp|MultiPath::MultiPath(Size nAsset, const TimeGrid & timeGrid);
| |ql/methods/montecarlo/multipath.hpp|MultiPath::MultiPath(std::vector<Path> multiPath);
| |ql/methods/montecarlo/multipath.hpp|Size MultiPath::assetNumber() const;
| |ql/methods/montecarlo/multipath.hpp|Size MultiPath::pathSize() const;
| |ql/methods/montecarlo/multipath.hpp|const Path & MultiPath::operator[](Size j) const;
| |ql/methods/montecarlo/multipath.hpp|const Path & MultiPath::at(Size j) const;
| |ql/methods/montecarlo/multipath.hpp|Path & MultiPath::operator[](Size j);
| |ql/methods/montecarlo/multipath.hpp|Path & MultiPath::at(Size j);
| |ql/methods/montecarlo/multipathgenerator.hpp|MultiPathGenerator::MultiPathGenerator<GSG>(const ext::shared_ptr<StochasticProcess> &, const TimeGrid &, GSG generator, bool brownianBridge = false);
| |ql/methods/montecarlo/multipathgenerator.hpp|const sample_type & MultiPathGenerator::next() const;
| |ql/methods/montecarlo/multipathgenerator.hpp|const sample_type & MultiPathGenerator::antithetic() const;
| |ql/methods/montecarlo/multipathgenerator.hpp|MultiPathGenerator<GSG>(const ext::shared_ptr<StochasticProcess> & process, const TimeGrid & times, GSG generator, bool brownianBridge);
| |ql/methods/montecarlo/multipathgenerator.hpp|const typename MultiPathGenerator<GSG>::sample_type & next() const;
| |ql/methods/montecarlo/multipathgenerator.hpp|const typename MultiPathGenerator<GSG>::sample_type & antithetic() const;
| |ql/methods/montecarlo/multipathgenerator.hpp|const typename MultiPathGenerator<GSG>::sample_type & next(bool antithetic) const;
| |ql/methods/montecarlo/parametricexercise.hpp|std::vector<Size> ParametricExercise::numberOfVariables() const;
| |ql/methods/montecarlo/parametricexercise.hpp|std::vector<Size> ParametricExercise::numberOfParameters() const;
| |ql/methods/montecarlo/parametricexercise.hpp|bool ParametricExercise::exercise(Size exerciseNumber, const std::vector<Real> & parameters, const std::vector<Real> & variables) const;
| |ql/methods/montecarlo/parametricexercise.hpp|void ParametricExercise::guess(Size exerciseNumber, std::vector<Real> & parameters) const;
| |ql/methods/montecarlo/parametricexercise.hpp|Real genericEarlyExerciseOptimization(std::vector<std::vector<NodeData>> & simulationData, const ParametricExercise & exercise, std::vector<std::vector<Real>> & parameters, const EndCriteria & endCriteria, OptimizationMethod & method);
| |ql/methods/montecarlo/path.hpp|Path::Path(TimeGrid timeGrid, Array values = Array());
| |ql/methods/montecarlo/path.hpp|bool Path::empty() const;
| |ql/methods/montecarlo/path.hpp|Size Path::length() const;
|x|ql/methods/montecarlo/path.hpp|Real Path::operator[](Size i) const;
| |ql/methods/montecarlo/path.hpp|Real Path::at(Size i) const;
|x|ql/methods/montecarlo/path.hpp|Real & Path::operator[](Size i);
| |ql/methods/montecarlo/path.hpp|Real & Path::at(Size i);
|x|ql/methods/montecarlo/path.hpp|Real Path::value(Size i) const;
|x|ql/methods/montecarlo/path.hpp|Real & Path::value(Size i);
|x|ql/methods/montecarlo/path.hpp|Time Path::time(Size i) const;
| |ql/methods/montecarlo/path.hpp|Real Path::front() const;
| |ql/methods/montecarlo/path.hpp|Real & Path::front();
| |ql/methods/montecarlo/path.hpp|Real Path::back() const;
| |ql/methods/montecarlo/path.hpp|Real & Path::back();
|x|ql/methods/montecarlo/path.hpp|const TimeGrid & Path::timeGrid() const;
| |ql/methods/montecarlo/path.hpp|iterator Path::begin() const;
| |ql/methods/montecarlo/path.hpp|iterator Path::end() const;
| |ql/methods/montecarlo/path.hpp|reverse_iterator Path::rbegin() const;
| |ql/methods/montecarlo/path.hpp|reverse_iterator Path::rend() const;
| |ql/methods/montecarlo/path.hpp|Path(TimeGrid timeGrid, Array values);
| |ql/methods/montecarlo/path.hpp|Real operator[](Size i) const;
| |ql/methods/montecarlo/path.hpp|Real & operator[](Size i);
| |ql/methods/montecarlo/path.hpp|Path::iterator begin() const;
| |ql/methods/montecarlo/path.hpp|Path::iterator end() const;
| |ql/methods/montecarlo/path.hpp|Path::reverse_iterator rbegin() const;
| |ql/methods/montecarlo/path.hpp|Path::reverse_iterator rend() const;
|?|ql/methods/montecarlo/pathgenerator.hpp|PathGenerator::PathGenerator<GSG>(const ext::shared_ptr<StochasticProcess> &, Time length, Size timeSteps, GSG generator, bool brownianBridge);
|?|ql/methods/montecarlo/pathgenerator.hpp|PathGenerator::PathGenerator<GSG>(const ext::shared_ptr<StochasticProcess> &, TimeGrid timeGrid, GSG generator, bool brownianBridge);
|v|ql/methods/montecarlo/pathgenerator.hpp|const sample_type & PathGenerator::next() const;
|v|ql/methods/montecarlo/pathgenerator.hpp|const sample_type & PathGenerator::antithetic() const;
| |ql/methods/montecarlo/pathgenerator.hpp|Size PathGenerator::size() const;
| |ql/methods/montecarlo/pathgenerator.hpp|const TimeGrid & PathGenerator::timeGrid() const;
|?|ql/methods/montecarlo/pathgenerator.hpp|PathGenerator<GSG>(const ext::shared_ptr<StochasticProcess> & process, Time length, Size timeSteps, GSG generator, bool brownianBridge);
|?|ql/methods/montecarlo/pathgenerator.hpp|PathGenerator<GSG>(const ext::shared_ptr<StochasticProcess> & process, TimeGrid timeGrid, GSG generator, bool brownianBridge);
| |ql/methods/montecarlo/pathgenerator.hpp|const typename PathGenerator<GSG>::sample_type & next() const;
| |ql/methods/montecarlo/pathgenerator.hpp|const typename PathGenerator<GSG>::sample_type & antithetic() const;
| |ql/methods/montecarlo/pathgenerator.hpp|const typename PathGenerator<GSG>::sample_type & next(bool antithetic) const;
| |ql/methods/montecarlo/pathpricer.hpp|ValueType PathPricer::operator()(const PathType & path) const;
| |ql/methods/montecarlo/sample.hpp|Sample::Sample<T>(T value, Real weight);
| |ql/models/calibrationhelper.hpp|Real CalibrationHelper::calibrationError();
| |ql/models/calibrationhelper.hpp|BlackCalibrationHelper::BlackCalibrationHelper(Handle<Quote> volatility, CalibrationErrorType calibrationErrorType = RelativePriceError, const VolatilityType type = ShiftedLognormal, const Real shift = 0.0);
|v|ql/models/calibrationhelper.hpp|Handle<Quote> BlackCalibrationHelper::volatility() const;
|x|ql/models/calibrationhelper.hpp|VolatilityType BlackCalibrationHelper::volatilityType() const;
|v|ql/models/calibrationhelper.hpp|Real BlackCalibrationHelper::marketValue() const;
|v|ql/models/calibrationhelper.hpp|Real BlackCalibrationHelper::modelValue() const;
| |ql/models/calibrationhelper.hpp|void BlackCalibrationHelper::addTimesTo(std::list<Time> & times) const;
|v|ql/models/calibrationhelper.hpp|Volatility BlackCalibrationHelper::impliedVolatility(Real targetValue, Real accuracy, Size maxEvaluations, Volatility minVol, Volatility maxVol) const;
|v|ql/models/calibrationhelper.hpp|Real BlackCalibrationHelper::blackPrice(Volatility volatility) const;
|v|ql/models/calibrationhelper.hpp|void BlackCalibrationHelper::setPricingEngine(const ext::shared_ptr<PricingEngine> & engine);
|v|ql/models/equity/batesmodel.hpp|BatesModel::BatesModel(const ext::shared_ptr<BatesProcess> & process);
|x|ql/models/equity/batesmodel.hpp|Real BatesModel::nu() const;
|x|ql/models/equity/batesmodel.hpp|Real BatesModel::delta() const;
|x|ql/models/equity/batesmodel.hpp|Real BatesModel::lambda() const;
| |ql/models/equity/batesmodel.hpp|BatesDetJumpModel::BatesDetJumpModel(const ext::shared_ptr<BatesProcess> & process, Real kappaLambda = 1.0, Real thetaLambda = 0.1);
| |ql/models/equity/batesmodel.hpp|Real BatesDetJumpModel::kappaLambda() const;
| |ql/models/equity/batesmodel.hpp|Real BatesDetJumpModel::thetaLambda() const;
| |ql/models/equity/batesmodel.hpp|BatesDoubleExpModel::BatesDoubleExpModel(const ext::shared_ptr<HestonProcess> & process, Real lambda = 0.1, Real nuUp = 0.1, Real nuDown = 0.1, Real p = 0.5);
| |ql/models/equity/batesmodel.hpp|Real BatesDoubleExpModel::p() const;
| |ql/models/equity/batesmodel.hpp|Real BatesDoubleExpModel::nuDown() const;
| |ql/models/equity/batesmodel.hpp|Real BatesDoubleExpModel::nuUp() const;
| |ql/models/equity/batesmodel.hpp|Real BatesDoubleExpModel::lambda() const;
| |ql/models/equity/batesmodel.hpp|BatesDoubleExpDetJumpModel::BatesDoubleExpDetJumpModel(const ext::shared_ptr<HestonProcess> & process, Real lambda = 0.1, Real nuUp = 0.1, Real nuDown = 0.1, Real p = 0.5, Real kappaLambda = 1.0, Real thetaLambda = 0.1);
| |ql/models/equity/batesmodel.hpp|Real BatesDoubleExpDetJumpModel::kappaLambda() const;
| |ql/models/equity/batesmodel.hpp|Real BatesDoubleExpDetJumpModel::thetaLambda() const;
|v|ql/models/equity/gjrgarchmodel.hpp|GJRGARCHModel::GJRGARCHModel(const ext::shared_ptr<GJRGARCHProcess> & process);
|x|ql/models/equity/gjrgarchmodel.hpp|Real GJRGARCHModel::omega() const;
|x|ql/models/equity/gjrgarchmodel.hpp|Real GJRGARCHModel::alpha() const;
|x|ql/models/equity/gjrgarchmodel.hpp|Real GJRGARCHModel::beta() const;
|x|ql/models/equity/gjrgarchmodel.hpp|Real GJRGARCHModel::gamma() const;
|x|ql/models/equity/gjrgarchmodel.hpp|Real GJRGARCHModel::lambda() const;
|x|ql/models/equity/gjrgarchmodel.hpp|Real GJRGARCHModel::v0() const;
|x|ql/models/equity/gjrgarchmodel.hpp|ext::shared_ptr<GJRGARCHProcess> GJRGARCHModel::process() const;
|v|ql/models/equity/hestonmodel.hpp|HestonModel::HestonModel(const ext::shared_ptr<HestonProcess> & process);
|x|ql/models/equity/hestonmodel.hpp|Real HestonModel::theta() const;
|x|ql/models/equity/hestonmodel.hpp|Real HestonModel::kappa() const;
|x|ql/models/equity/hestonmodel.hpp|Real HestonModel::sigma() const;
|x|ql/models/equity/hestonmodel.hpp|Real HestonModel::rho() const;
|x|ql/models/equity/hestonmodel.hpp|Real HestonModel::v0() const;
|x|ql/models/equity/hestonmodel.hpp|ext::shared_ptr<HestonProcess> HestonModel::process() const;
| |ql/models/equity/hestonmodel.hpp|bool Impl::test(const Array & params) const;
| |ql/models/equity/hestonmodel.hpp|FellerConstraint::FellerConstraint();
|x|ql/models/equity/hestonmodelhelper.hpp|HestonModelHelper::HestonModelHelper(const Period & maturity, Calendar calendar, Real s0, Real strikePrice, const Handle<Quote> & volatility, const Handle<YieldTermStructure> & riskFreeRate, const Handle<YieldTermStructure> & dividendYield, BlackCalibrationHelper::CalibrationErrorType errorType = BlackCalibrationHelper::RelativePriceError);
|v|ql/models/equity/hestonmodelhelper.hpp|HestonModelHelper::HestonModelHelper(const Period & maturity, Calendar calendar, const Handle<Quote> & s0, Real strikePrice, const Handle<Quote> & volatility, const Handle<YieldTermStructure> & riskFreeRate, const Handle<YieldTermStructure> & dividendYield, BlackCalibrationHelper::CalibrationErrorType errorType = BlackCalibrationHelper::RelativePriceError);
|v|ql/models/equity/hestonmodelhelper.hpp|Real HestonModelHelper::blackPrice(Real volatility) const;
|x|ql/models/equity/hestonmodelhelper.hpp|Time HestonModelHelper::maturity() const;
|v|ql/models/equity/hestonslvfdmmodel.hpp|HestonSLVFDMModel::HestonSLVFDMModel(Handle<LocalVolTermStructure> localVol, Handle<HestonModel> hestonModel, const Date & endDate, HestonSLVFokkerPlanckFdmParams params, bool logging = false, std::vector<Date> mandatoryDates = std::vector<Date>(), Real mixingFactor = 1.0);
|x|ql/models/equity/hestonslvfdmmodel.hpp|ext::shared_ptr<HestonProcess> HestonSLVFDMModel::hestonProcess() const;
|x|ql/models/equity/hestonslvfdmmodel.hpp|ext::shared_ptr<LocalVolTermStructure> HestonSLVFDMModel::localVol() const;
|v|ql/models/equity/hestonslvfdmmodel.hpp|ext::shared_ptr<LocalVolTermStructure> HestonSLVFDMModel::leverageFunction() const;
|v|ql/models/equity/hestonslvfdmmodel.hpp|const std::list<LogEntry> & HestonSLVFDMModel::logEntries() const;
|x|ql/models/equity/hestonslvmcmodel.hpp|ext::shared_ptr<HestonProcess> HestonSLVMCModel::hestonProcess() const;
|x|ql/models/equity/hestonslvmcmodel.hpp|ext::shared_ptr<LocalVolTermStructure> HestonSLVMCModel::localVol() const;
|v|ql/models/equity/hestonslvmcmodel.hpp|ext::shared_ptr<LocalVolTermStructure> HestonSLVMCModel::leverageFunction() const;
| |ql/models/equity/piecewisetimedependenthestonmodel.hpp|PiecewiseTimeDependentHestonModel::PiecewiseTimeDependentHestonModel(const Handle<YieldTermStructure> & riskFreeRate, const Handle<YieldTermStructure> & dividendYield, const Handle<Quote> & s0, Real v0, const Parameter & theta, const Parameter & kappa, const Parameter & sigma, const Parameter & rho, TimeGrid timeGrid);
| |ql/models/equity/piecewisetimedependenthestonmodel.hpp|Real PiecewiseTimeDependentHestonModel::theta(Time t) const;
| |ql/models/equity/piecewisetimedependenthestonmodel.hpp|Real PiecewiseTimeDependentHestonModel::kappa(Time t) const;
| |ql/models/equity/piecewisetimedependenthestonmodel.hpp|Real PiecewiseTimeDependentHestonModel::sigma(Time t) const;
| |ql/models/equity/piecewisetimedependenthestonmodel.hpp|Real PiecewiseTimeDependentHestonModel::rho(Time t) const;
| |ql/models/equity/piecewisetimedependenthestonmodel.hpp|Real PiecewiseTimeDependentHestonModel::v0() const;
| |ql/models/equity/piecewisetimedependenthestonmodel.hpp|Real PiecewiseTimeDependentHestonModel::s0() const;
|x|ql/models/equity/piecewisetimedependenthestonmodel.hpp|const TimeGrid & PiecewiseTimeDependentHestonModel::timeGrid() const;
|x|ql/models/equity/piecewisetimedependenthestonmodel.hpp|const Handle<YieldTermStructure> & PiecewiseTimeDependentHestonModel::dividendYield() const;
|x|ql/models/equity/piecewisetimedependenthestonmodel.hpp|const Handle<YieldTermStructure> & PiecewiseTimeDependentHestonModel::riskFreeRate() const;
| |ql/models/marketmodels/accountingengine.hpp|AccountingEngine::AccountingEngine(ext::shared_ptr<MarketModelEvolver> evolver, const Clone<MarketModelMultiProduct> & product, Real initialNumeraireValue);
| |ql/models/marketmodels/accountingengine.hpp|void AccountingEngine::multiplePathValues(SequenceStatisticsInc & stats, Size numberOfPaths);
| |ql/models/marketmodels/browniangenerator.hpp|Real BrownianGenerator::nextStep(std::vector<Real> &);
| |ql/models/marketmodels/browniangenerator.hpp|Real BrownianGenerator::nextPath();
| |ql/models/marketmodels/browniangenerator.hpp|Size BrownianGenerator::numberOfFactors() const;
| |ql/models/marketmodels/browniangenerator.hpp|Size BrownianGenerator::numberOfSteps() const;
| |ql/models/marketmodels/browniangenerator.hpp|ext::shared_ptr<BrownianGenerator> BrownianGeneratorFactory::create(Size factors, Size steps) const;
| |ql/models/marketmodels/browniangenerators/mtbrowniangenerator.hpp|MTBrownianGenerator::MTBrownianGenerator(Size factors, Size steps, unsigned long seed = 0);
|v|ql/models/marketmodels/browniangenerators/mtbrowniangenerator.hpp|MTBrownianGeneratorFactory::MTBrownianGeneratorFactory(unsigned long seed = 0);
| |ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp|SobolBrownianGeneratorBase::SobolBrownianGeneratorBase(Size factors, Size steps, Ordering ordering);
| |ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp|const std::vector<std::vector<Size>> & SobolBrownianGeneratorBase::orderedIndices() const;
| |ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp|std::vector<std::vector<Real>> SobolBrownianGeneratorBase::transform(const std::vector<std::vector<Real>> & variates);
| |ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp|SobolBrownianGenerator::SobolBrownianGenerator(Size factors, Size steps, Ordering ordering, unsigned long seed = 0, SobolRsg::DirectionIntegers directionIntegers = SobolRsg::Jaeckel);
|v|ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp|SobolBrownianGeneratorFactory::SobolBrownianGeneratorFactory(SobolBrownianGenerator::Ordering ordering, unsigned long seed = 0, SobolRsg::DirectionIntegers directionIntegers = SobolRsg::Jaeckel);
| |ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp|Burley2020SobolBrownianGenerator::Burley2020SobolBrownianGenerator(Size factors, Size steps, Ordering ordering, unsigned long seed = 42, SobolRsg::DirectionIntegers directionIntegers = SobolRsg::Jaeckel, unsigned long scrambleSeed = 43);
| |ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp|Burley2020SobolBrownianGeneratorFactory::Burley2020SobolBrownianGeneratorFactory(SobolBrownianGenerator::Ordering ordering, unsigned long seed = 42, SobolRsg::DirectionIntegers directionIntegers = SobolRsg::Jaeckel, unsigned long scrambleSeed = 43);
| |ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp|BermudanSwaptionExerciseValue::BermudanSwaptionExerciseValue(const std::vector<Time> & rateTimes, std::vector<ext::shared_ptr<Payoff>>);
| |ql/models/marketmodels/callability/collectnodedata.hpp|void collectNodeData(MarketModelEvolver & evolver, MarketModelMultiProduct & product, MarketModelNodeDataProvider & dataProvider, MarketModelExerciseValue & rebate, MarketModelExerciseValue & control, Size numberOfPaths, std::vector<std::vector<NodeData>> & collectedData);
| |ql/models/marketmodels/callability/exercisevalue.hpp|Size MarketModelExerciseValue::numberOfExercises() const;
| |ql/models/marketmodels/callability/exercisevalue.hpp|const EvolutionDescription & MarketModelExerciseValue::evolution() const;
| |ql/models/marketmodels/callability/exercisevalue.hpp|std::vector<Time> MarketModelExerciseValue::possibleCashFlowTimes() const;
| |ql/models/marketmodels/callability/exercisevalue.hpp|void MarketModelExerciseValue::nextStep(const CurveState &);
| |ql/models/marketmodels/callability/exercisevalue.hpp|void MarketModelExerciseValue::reset();
| |ql/models/marketmodels/callability/exercisevalue.hpp|std::valarray<bool> MarketModelExerciseValue::isExerciseTime() const;
| |ql/models/marketmodels/callability/exercisevalue.hpp|MarketModelMultiProduct::CashFlow MarketModelExerciseValue::value(const CurveState &) const;
| |ql/models/marketmodels/callability/exercisevalue.hpp|std::unique_ptr<MarketModelExerciseValue> MarketModelExerciseValue::clone() const;
| |ql/models/marketmodels/callability/lsstrategy.hpp|LongstaffSchwartzExerciseStrategy::LongstaffSchwartzExerciseStrategy(Clone<MarketModelBasisSystem> basisSystem, std::vector<std::vector<Real>> basisCoefficients, const EvolutionDescription & evolution, const std::vector<Size> & numeraires, Clone<MarketModelExerciseValue> exercise, Clone<MarketModelExerciseValue> control);
| |ql/models/marketmodels/callability/lsstrategy.hpp|std::vector<Time> LongstaffSchwartzExerciseStrategy::exerciseTimes() const;
| |ql/models/marketmodels/callability/lsstrategy.hpp|std::vector<Time> LongstaffSchwartzExerciseStrategy::relevantTimes() const;
| |ql/models/marketmodels/callability/lsstrategy.hpp|void LongstaffSchwartzExerciseStrategy::reset();
| |ql/models/marketmodels/callability/lsstrategy.hpp|bool LongstaffSchwartzExerciseStrategy::exercise(const CurveState & currentState) const;
| |ql/models/marketmodels/callability/lsstrategy.hpp|void LongstaffSchwartzExerciseStrategy::nextStep(const CurveState & currentState);
| |ql/models/marketmodels/callability/lsstrategy.hpp|std::unique_ptr<ExerciseStrategy<CurveState>> LongstaffSchwartzExerciseStrategy::clone() const;
| |ql/models/marketmodels/callability/marketmodelbasissystem.hpp|std::vector<Size> MarketModelBasisSystem::numberOfFunctions() const;
| |ql/models/marketmodels/callability/marketmodelbasissystem.hpp|std::unique_ptr<MarketModelBasisSystem> MarketModelBasisSystem::clone() const;
| |ql/models/marketmodels/callability/marketmodelparametricexercise.hpp|std::unique_ptr<MarketModelParametricExercise> MarketModelParametricExercise::clone() const;
| |ql/models/marketmodels/callability/nodedataprovider.hpp|Size MarketModelNodeDataProvider::numberOfExercises() const;
| |ql/models/marketmodels/callability/nodedataprovider.hpp|std::vector<Size> MarketModelNodeDataProvider::numberOfData() const;
| |ql/models/marketmodels/callability/nodedataprovider.hpp|const EvolutionDescription & MarketModelNodeDataProvider::evolution() const;
| |ql/models/marketmodels/callability/nodedataprovider.hpp|void MarketModelNodeDataProvider::nextStep(const CurveState &);
| |ql/models/marketmodels/callability/nodedataprovider.hpp|void MarketModelNodeDataProvider::reset();
| |ql/models/marketmodels/callability/nodedataprovider.hpp|std::valarray<bool> MarketModelNodeDataProvider::isExerciseTime() const;
| |ql/models/marketmodels/callability/nodedataprovider.hpp|void MarketModelNodeDataProvider::values(const CurveState &, std::vector<Real> & results) const;
| |ql/models/marketmodels/callability/nothingexercisevalue.hpp|NothingExerciseValue::NothingExerciseValue(const std::vector<Time> & rateTimes, std::valarray<bool> isExerciseTime = std::valarray<bool>());
| |ql/models/marketmodels/callability/parametricexerciseadapter.hpp|ParametricExerciseAdapter::ParametricExerciseAdapter(const MarketModelParametricExercise & exercise, std::vector<std::vector<Real>> parameters);
| |ql/models/marketmodels/callability/parametricexerciseadapter.hpp|std::vector<Time> ParametricExerciseAdapter::exerciseTimes() const;
| |ql/models/marketmodels/callability/parametricexerciseadapter.hpp|std::vector<Time> ParametricExerciseAdapter::relevantTimes() const;
| |ql/models/marketmodels/callability/parametricexerciseadapter.hpp|void ParametricExerciseAdapter::reset();
| |ql/models/marketmodels/callability/parametricexerciseadapter.hpp|void ParametricExerciseAdapter::nextStep(const CurveState & currentState);
| |ql/models/marketmodels/callability/parametricexerciseadapter.hpp|bool ParametricExerciseAdapter::exercise(const CurveState & currentState) const;
| |ql/models/marketmodels/callability/parametricexerciseadapter.hpp|std::unique_ptr<ExerciseStrategy<CurveState>> ParametricExerciseAdapter::clone() const;
| |ql/models/marketmodels/callability/swapbasissystem.hpp|SwapBasisSystem::SwapBasisSystem(const std::vector<Time> & rateTimes, const std::vector<Time> & exerciseTimes);
| |ql/models/marketmodels/callability/swapforwardbasissystem.hpp|SwapForwardBasisSystem::SwapForwardBasisSystem(const std::vector<Time> & rateTimes, const std::vector<Time> & exerciseTimes);
| |ql/models/marketmodels/callability/swapratetrigger.hpp|SwapRateTrigger::SwapRateTrigger(const std::vector<Time> & rateTimes, std::vector<Rate> swapTriggers, const std::vector<Time> & exerciseTimes);
|x|ql/models/marketmodels/callability/swapratetrigger.hpp|std::vector<Time> SwapRateTrigger::exerciseTimes() const;
|x|ql/models/marketmodels/callability/swapratetrigger.hpp|std::vector<Time> SwapRateTrigger::relevantTimes() const;
| |ql/models/marketmodels/callability/swapratetrigger.hpp|void SwapRateTrigger::reset();
| |ql/models/marketmodels/callability/swapratetrigger.hpp|bool SwapRateTrigger::exercise(const CurveState & currentState) const;
| |ql/models/marketmodels/callability/swapratetrigger.hpp|void SwapRateTrigger::nextStep(const CurveState & currentState);
| |ql/models/marketmodels/callability/swapratetrigger.hpp|std::unique_ptr<ExerciseStrategy<CurveState>> SwapRateTrigger::clone() const;
| |ql/models/marketmodels/callability/triggeredswapexercise.hpp|TriggeredSwapExercise::TriggeredSwapExercise(const std::vector<Time> & rateTimes, const std::vector<Time> & exerciseTimes, std::vector<Rate> strikes);
| |ql/models/marketmodels/callability/upperboundengine.hpp|UpperBoundEngine::UpperBoundEngine(ext::shared_ptr<MarketModelEvolver> evolver, std::vector<ext::shared_ptr<MarketModelEvolver>> innerEvolvers, const MarketModelMultiProduct & underlying, const MarketModelExerciseValue & rebate, const MarketModelMultiProduct & hedge, const MarketModelExerciseValue & hedgeRebate, const ExerciseStrategy<CurveState> & hedgeStrategy, Real initialNumeraireValue);
| |ql/models/marketmodels/callability/upperboundengine.hpp|void UpperBoundEngine::multiplePathValues(Statistics & stats, Size outerPaths, Size innerPaths);
| |ql/models/marketmodels/callability/upperboundengine.hpp|std::pair<Real, Real> UpperBoundEngine::singlePathValue(Size innerPaths);
| |ql/models/marketmodels/constrainedevolver.hpp|void ConstrainedEvolver::setConstraintType(const std::vector<Size> & startIndexOfSwapRate, const std::vector<Size> & EndIndexOfSwapRate);
| |ql/models/marketmodels/constrainedevolver.hpp|void ConstrainedEvolver::setThisConstraint(const std::vector<Rate> & rateConstraints, const std::valarray<bool> & isConstraintActive);
| |ql/models/marketmodels/correlations/cotswapfromfwdcorrelation.hpp|CotSwapFromFwdCorrelation::CotSwapFromFwdCorrelation(const ext::shared_ptr<PiecewiseConstantCorrelation> & fwdCorr, const CurveState & curveState, Spread displacement);
| |ql/models/marketmodels/correlations/expcorrelations.hpp|Matrix exponentialCorrelations(const std::vector<Time> & rateTimes, Real longTermCorr = 0.5, Real beta = 0.2, Real gamma = 1.0, Time t = 0.0);
| |ql/models/marketmodels/correlations/expcorrelations.hpp|ExponentialForwardCorrelation::ExponentialForwardCorrelation(const std::vector<Time> & rateTimes, Real longTermCorr = 0.5, Real beta = 0.2, Real gamma = 1.0, std::vector<Time> times = std::vector<Time>());
| |ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.hpp|TimeHomogeneousForwardCorrelation::TimeHomogeneousForwardCorrelation(const Matrix & fwdCorrelation, const std::vector<Time> & rateTimes);
| |ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.hpp|static std::vector<Matrix> TimeHomogeneousForwardCorrelation::evolvedMatrices(const Matrix & fwdCorrelation);
| |ql/models/marketmodels/curvestate.hpp|CurveState::CurveState(const std::vector<Time> & rateTimes);
| |ql/models/marketmodels/curvestate.hpp|Size CurveState::numberOfRates() const;
|x|ql/models/marketmodels/curvestate.hpp|const std::vector<Time> & CurveState::rateTimes() const;
| |ql/models/marketmodels/curvestate.hpp|const std::vector<Time> & CurveState::rateTaus() const;
| |ql/models/marketmodels/curvestate.hpp|Real CurveState::discountRatio(Size i, Size j) const;
| |ql/models/marketmodels/curvestate.hpp|Rate CurveState::forwardRate(Size i) const;
| |ql/models/marketmodels/curvestate.hpp|Rate CurveState::coterminalSwapAnnuity(Size numeraire, Size i) const;
| |ql/models/marketmodels/curvestate.hpp|Rate CurveState::coterminalSwapRate(Size i) const;
| |ql/models/marketmodels/curvestate.hpp|Rate CurveState::cmSwapAnnuity(Size numeraire, Size i, Size spanningForwards) const;
| |ql/models/marketmodels/curvestate.hpp|Rate CurveState::cmSwapRate(Size i, Size spanningForwards) const;
| |ql/models/marketmodels/curvestate.hpp|const std::vector<Rate> & CurveState::forwardRates() const;
| |ql/models/marketmodels/curvestate.hpp|const std::vector<Rate> & CurveState::coterminalSwapRates() const;
| |ql/models/marketmodels/curvestate.hpp|const std::vector<Rate> & CurveState::cmSwapRates(Size spanningForwards) const;
| |ql/models/marketmodels/curvestate.hpp|Rate CurveState::swapRate(Size begin, Size end) const;
| |ql/models/marketmodels/curvestate.hpp|std::unique_ptr<CurveState> CurveState::clone() const;
| |ql/models/marketmodels/curvestate.hpp|void forwardsFromDiscountRatios(Size firstValidIndex, const std::vector<DiscountFactor> & ds, const std::vector<Time> & taus, std::vector<Rate> & fwds);
| |ql/models/marketmodels/curvestate.hpp|void coterminalFromDiscountRatios(Size firstValidIndex, const std::vector<DiscountFactor> & ds, const std::vector<Time> & taus, std::vector<Rate> & cotSwapRates, std::vector<Real> & cotSwapAnnuities);
| |ql/models/marketmodels/curvestate.hpp|void constantMaturityFromDiscountRatios(Size spanningForwards, Size firstValidIndex, const std::vector<DiscountFactor> & ds, const std::vector<Time> & taus, std::vector<Rate> & cotSwapRates, std::vector<Real> & cotSwapAnnuities);
| |ql/models/marketmodels/curvestates/cmswapcurvestate.hpp|CMSwapCurveState::CMSwapCurveState(const std::vector<Time> & rateTimes, Size spanningForwards);
| |ql/models/marketmodels/curvestates/cmswapcurvestate.hpp|void CMSwapCurveState::setOnCMSwapRates(const std::vector<Rate> & cmSwapRates, Size firstValidIndex = 0);
| |ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp|CoterminalSwapCurveState::CoterminalSwapCurveState(const std::vector<Time> & rateTimes);
| |ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp|void CoterminalSwapCurveState::setOnCoterminalSwapRates(const std::vector<Rate> & swapRates, Size firstValidIndex = 0);
| |ql/models/marketmodels/curvestates/lmmcurvestate.hpp|LMMCurveState::LMMCurveState(const std::vector<Time> & rateTimes);
| |ql/models/marketmodels/curvestates/lmmcurvestate.hpp|void LMMCurveState::setOnForwardRates(const std::vector<Rate> & fwdRates, Size firstValidIndex = 0);
| |ql/models/marketmodels/curvestates/lmmcurvestate.hpp|void LMMCurveState::setOnDiscountRatios(const std::vector<DiscountFactor> & discRatios, Size firstValidIndex = 0);
| |ql/models/marketmodels/discounter.hpp|MarketModelDiscounter::MarketModelDiscounter(Time paymentTime, const std::vector<Time> & rateTimes);
| |ql/models/marketmodels/discounter.hpp|Real MarketModelDiscounter::numeraireBonds(const CurveState &, Size numeraire) const;
| |ql/models/marketmodels/driftcomputation/cmsmmdriftcalculator.hpp|CMSMMDriftCalculator::CMSMMDriftCalculator(const Matrix & pseudo, const std::vector<Spread> & displacements, const std::vector<Time> & taus, Size numeraire, Size alive, Size spanningFwds);
| |ql/models/marketmodels/driftcomputation/cmsmmdriftcalculator.hpp|void CMSMMDriftCalculator::compute(const CMSwapCurveState & cs, std::vector<Real> & drifts) const;
| |ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp|LMMDriftCalculator::LMMDriftCalculator(const Matrix & pseudo, const std::vector<Spread> & displacements, const std::vector<Time> & taus, Size numeraire, Size alive);
| |ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp|void LMMDriftCalculator::compute(const LMMCurveState & cs, std::vector<Real> & drifts) const;
| |ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp|void LMMDriftCalculator::compute(const std::vector<Rate> & fwds, std::vector<Real> & drifts) const;
| |ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp|void LMMDriftCalculator::computePlain(const LMMCurveState & cs, std::vector<Real> & drifts) const;
| |ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp|void LMMDriftCalculator::computePlain(const std::vector<Rate> & fwds, std::vector<Real> & drifts) const;
| |ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp|void LMMDriftCalculator::computeReduced(const LMMCurveState & cs, std::vector<Real> & drifts) const;
| |ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp|void LMMDriftCalculator::computeReduced(const std::vector<Rate> & fwds, std::vector<Real> & drifts) const;
| |ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp|LMMNormalDriftCalculator::LMMNormalDriftCalculator(const Matrix & pseudo, const std::vector<Time> & taus, Size numeraire, Size alive);
| |ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp|void LMMNormalDriftCalculator::compute(const LMMCurveState & cs, std::vector<Real> & drifts) const;
| |ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp|void LMMNormalDriftCalculator::compute(const std::vector<Rate> & fwds, std::vector<Real> & drifts) const;
| |ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp|void LMMNormalDriftCalculator::computePlain(const LMMCurveState & cs, std::vector<Real> & drifts) const;
| |ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp|void LMMNormalDriftCalculator::computePlain(const std::vector<Rate> & fwds, std::vector<Real> & drifts) const;
| |ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp|void LMMNormalDriftCalculator::computeReduced(const LMMCurveState & cs, std::vector<Real> & drifts) const;
| |ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp|void LMMNormalDriftCalculator::computeReduced(const std::vector<Rate> & fwds, std::vector<Real> & drifts) const;
| |ql/models/marketmodels/driftcomputation/smmdriftcalculator.hpp|SMMDriftCalculator::SMMDriftCalculator(const Matrix & pseudo, const std::vector<Spread> & displacements, const std::vector<Time> & taus, Size numeraire, Size alive);
| |ql/models/marketmodels/driftcomputation/smmdriftcalculator.hpp|void SMMDriftCalculator::compute(const CoterminalSwapCurveState & cs, std::vector<Real> & drifts) const;
| |ql/models/marketmodels/evolutiondescription.hpp|EvolutionDescription::EvolutionDescription();
| |ql/models/marketmodels/evolutiondescription.hpp|EvolutionDescription::EvolutionDescription(const std::vector<Time> & rateTimes, const std::vector<Time> & evolutionTimes = std::vector<Time>(), const std::vector<std::pair<Size, Size>> & relevanceRates = std::vector<range>());
|x|ql/models/marketmodels/evolutiondescription.hpp|const std::vector<Time> & EvolutionDescription::rateTimes() const;
| |ql/models/marketmodels/evolutiondescription.hpp|const std::vector<Time> & EvolutionDescription::rateTaus() const;
| |ql/models/marketmodels/evolutiondescription.hpp|const std::vector<Time> & EvolutionDescription::evolutionTimes() const;
| |ql/models/marketmodels/evolutiondescription.hpp|const std::vector<Size> & EvolutionDescription::firstAliveRate() const;
|x|ql/models/marketmodels/evolutiondescription.hpp|const std::vector<std::pair<Size, Size>> & EvolutionDescription::relevanceRates() const;
| |ql/models/marketmodels/evolutiondescription.hpp|Size EvolutionDescription::numberOfRates() const;
| |ql/models/marketmodels/evolutiondescription.hpp|Size EvolutionDescription::numberOfSteps() const;
| |ql/models/marketmodels/evolutiondescription.hpp|void checkCompatibility(const EvolutionDescription & evolution, const std::vector<Size> & numeraires);
| |ql/models/marketmodels/evolutiondescription.hpp|bool isInTerminalMeasure(const EvolutionDescription & evolution, const std::vector<Size> & numeraires);
| |ql/models/marketmodels/evolutiondescription.hpp|bool isInMoneyMarketPlusMeasure(const EvolutionDescription & evolution, const std::vector<Size> & numeraires, Size offset = 1);
| |ql/models/marketmodels/evolutiondescription.hpp|bool isInMoneyMarketMeasure(const EvolutionDescription & evolution, const std::vector<Size> & numeraires);
| |ql/models/marketmodels/evolutiondescription.hpp|std::vector<Size> terminalMeasure(const EvolutionDescription & evolution);
| |ql/models/marketmodels/evolutiondescription.hpp|std::vector<Size> moneyMarketPlusMeasure(const EvolutionDescription &, Size offset = 1);
| |ql/models/marketmodels/evolutiondescription.hpp|std::vector<Size> moneyMarketMeasure(const EvolutionDescription &);
| |ql/models/marketmodels/evolver.hpp|const std::vector<Size> & MarketModelEvolver::numeraires() const;
| |ql/models/marketmodels/evolver.hpp|Real MarketModelEvolver::startNewPath();
| |ql/models/marketmodels/evolver.hpp|Real MarketModelEvolver::advanceStep();
| |ql/models/marketmodels/evolver.hpp|Size MarketModelEvolver::currentStep() const;
| |ql/models/marketmodels/evolver.hpp|const CurveState & MarketModelEvolver::currentState() const;
| |ql/models/marketmodels/evolver.hpp|void MarketModelEvolver::setInitialState(const CurveState &);
| |ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp|LogNormalCmSwapRatePc::LogNormalCmSwapRatePc(Size spanningForwards, const ext::shared_ptr<MarketModel> &, const BrownianGeneratorFactory &, const std::vector<Size> & numeraires, Size initialStep = 0);
| |ql/models/marketmodels/evolvers/lognormalcotswapratepc.hpp|LogNormalCotSwapRatePc::LogNormalCotSwapRatePc(const ext::shared_ptr<MarketModel> &, const BrownianGeneratorFactory &, const std::vector<Size> & numeraires, Size initialStep = 0);
| |ql/models/marketmodels/evolvers/lognormalfwdrateballand.hpp|LogNormalFwdRateBalland::LogNormalFwdRateBalland(const ext::shared_ptr<MarketModel> &, const BrownianGeneratorFactory &, const std::vector<Size> & numeraires, Size initialStep = 0);
| |ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp|LogNormalFwdRateEuler::LogNormalFwdRateEuler(const ext::shared_ptr<MarketModel> &, const BrownianGeneratorFactory &, const std::vector<Size> & numeraires, Size initialStep = 0);
| |ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp|const std::vector<Real> & LogNormalFwdRateEuler::browniansThisStep() const;
| |ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.hpp|LogNormalFwdRateEulerConstrained::LogNormalFwdRateEulerConstrained(const ext::shared_ptr<MarketModel> &, const BrownianGeneratorFactory &, const std::vector<Size> & numeraires, Size initialStep = 0);
| |ql/models/marketmodels/evolvers/lognormalfwdrateiballand.hpp|LogNormalFwdRateiBalland::LogNormalFwdRateiBalland(const ext::shared_ptr<MarketModel> &, const BrownianGeneratorFactory &, const std::vector<Size> & numeraires, Size initialStep = 0);
| |ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp|LogNormalFwdRateIpc::LogNormalFwdRateIpc(const ext::shared_ptr<MarketModel> &, const BrownianGeneratorFactory &, const std::vector<Size> & numeraires, Size initialStep = 0);
| |ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp|LogNormalFwdRatePc::LogNormalFwdRatePc(const ext::shared_ptr<MarketModel> &, const BrownianGeneratorFactory &, const std::vector<Size> & numeraires, Size initialStep = 0);
| |ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp|MarketModelVolProcess::MarketModelVolProcess();
| |ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp|Size MarketModelVolProcess::variatesPerStep();
| |ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp|Size MarketModelVolProcess::numberSteps();
| |ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp|void MarketModelVolProcess::nextPath();
| |ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp|Real MarketModelVolProcess::nextstep(const std::vector<Real> & variates);
| |ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp|Real MarketModelVolProcess::stepSd() const;
| |ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp|const std::vector<Real> & MarketModelVolProcess::stateVariables() const;
| |ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp|Size MarketModelVolProcess::numberStateVariables() const;
| |ql/models/marketmodels/evolvers/normalfwdratepc.hpp|NormalFwdRatePc::NormalFwdRatePc(const ext::shared_ptr<MarketModel> &, const BrownianGeneratorFactory &, const std::vector<Size> & numeraires, Size initialStep = 0);
| |ql/models/marketmodels/evolvers/svddfwdratepc.hpp|SVDDFwdRatePc::SVDDFwdRatePc(const ext::shared_ptr<MarketModel> &, const BrownianGeneratorFactory &, const ext::shared_ptr<MarketModelVolProcess> & volProcess, Size firstVolatilityFactor, Size volatilityFactorStep, const std::vector<Size> & numeraires, Size initialStep = 0);
| |ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.hpp|SquareRootAndersen::SquareRootAndersen(Real meanLevel, Real reversionSpeed, Real volVar, Real v0, const std::vector<Real> & evolutionTimes, Size numberSubSteps_, Real w1, Real w2, Real cutPoint = 1.5);
| |ql/models/marketmodels/forwardforwardmappings.hpp|Matrix ForwardForwardJacobian(const CurveState & cs, Size multiplier, Size offset);
| |ql/models/marketmodels/forwardforwardmappings.hpp|Matrix YMatrix(const CurveState & cs, const std::vector<Spread> & shortDisplacements, const std::vector<Spread> & longDisplacements, Size Multiplier, Size offset);
| |ql/models/marketmodels/forwardforwardmappings.hpp|LMMCurveState RestrictCurveState(const CurveState & cs, Size multiplier, Size offSet);
| |ql/models/marketmodels/historicalforwardratesanalysis.hpp|const std::vector<Date> & HistoricalForwardRatesAnalysis::skippedDates() const;
| |ql/models/marketmodels/historicalforwardratesanalysis.hpp|const std::vector<std::string> & HistoricalForwardRatesAnalysis::skippedDatesErrorMessage() const;
| |ql/models/marketmodels/historicalforwardratesanalysis.hpp|const std::vector<Date> & HistoricalForwardRatesAnalysis::failedDates() const;
| |ql/models/marketmodels/historicalforwardratesanalysis.hpp|const std::vector<std::string> & HistoricalForwardRatesAnalysis::failedDatesErrorMessage() const;
| |ql/models/marketmodels/historicalforwardratesanalysis.hpp|const std::vector<Period> & HistoricalForwardRatesAnalysis::fixingPeriods() const;
| |ql/models/marketmodels/historicalforwardratesanalysis.hpp|HistoricalForwardRatesAnalysisImpl::HistoricalForwardRatesAnalysisImpl<Traits, Interpolator>(ext::shared_ptr<SequenceStatistics> stats, const Date & startDate, const Date & endDate, const Period & step, const ext::shared_ptr<InterestRateIndex> & fwdIndex, const Period & initialGap, const Period & horizon, const std::vector<ext::shared_ptr<IborIndex>> & iborIndexes, const std::vector<ext::shared_ptr<SwapIndex>> & swapIndexes, const DayCounter & yieldCurveDayCounter, Real yieldCurveAccuracy);
| |ql/models/marketmodels/historicalforwardratesanalysis.hpp|HistoricalForwardRatesAnalysisImpl::HistoricalForwardRatesAnalysisImpl<Traits, Interpolator>();
| |ql/models/marketmodels/historicalforwardratesanalysis.hpp|HistoricalForwardRatesAnalysisImpl<Traits, Interpolator>(ext::shared_ptr<SequenceStatistics> stats, const Date & startDate, const Date & endDate, const Period & step, const ext::shared_ptr<InterestRateIndex> & fwdIndex, const Period & initialGap, const Period & horizon, const std::vector<ext::shared_ptr<IborIndex>> & iborIndexes, const std::vector<ext::shared_ptr<SwapIndex>> & swapIndexes, const DayCounter & yieldCurveDayCounter, Real yieldCurveAccuracy);
| |ql/models/marketmodels/historicalratesanalysis.hpp|void historicalRatesAnalysis(SequenceStatistics & statistics, std::vector<Date> & skippedDates, std::vector<std::string> & skippedDatesErrorMessage, const Date & startDate, const Date & endDate, const Period & step, const std::vector<ext::shared_ptr<InterestRateIndex>> & indexes);
|u|ql/models/marketmodels/historicalratesanalysis.hpp|HistoricalRatesAnalysis::HistoricalRatesAnalysis(ext::shared_ptr<SequenceStatistics> stats, const Date & startDate, const Date & endDate, const Period & step, const std::vector<ext::shared_ptr<InterestRateIndex>> & indexes);
|v|ql/models/marketmodels/historicalratesanalysis.hpp|const std::vector<Date> & HistoricalRatesAnalysis::skippedDates() const;
|v|ql/models/marketmodels/historicalratesanalysis.hpp|const std::vector<std::string> & HistoricalRatesAnalysis::skippedDatesErrorMessage() const;
|x|ql/models/marketmodels/historicalratesanalysis.hpp|const ext::shared_ptr<SequenceStatistics> & HistoricalRatesAnalysis::stats() const;
| |ql/models/marketmodels/marketmodel.hpp|const std::vector<Rate> & MarketModel::initialRates() const;
| |ql/models/marketmodels/marketmodel.hpp|const std::vector<Spread> & MarketModel::displacements() const;
| |ql/models/marketmodels/marketmodel.hpp|const EvolutionDescription & MarketModel::evolution() const;
| |ql/models/marketmodels/marketmodel.hpp|Size MarketModel::numberOfRates() const;
| |ql/models/marketmodels/marketmodel.hpp|Size MarketModel::numberOfFactors() const;
| |ql/models/marketmodels/marketmodel.hpp|Size MarketModel::numberOfSteps() const;
| |ql/models/marketmodels/marketmodel.hpp|const Matrix & MarketModel::pseudoRoot(Size i) const;
| |ql/models/marketmodels/marketmodel.hpp|const Matrix & MarketModel::covariance(Size i) const;
| |ql/models/marketmodels/marketmodel.hpp|const Matrix & MarketModel::totalCovariance(Size endIndex) const;
| |ql/models/marketmodels/marketmodel.hpp|std::vector<Volatility> MarketModel::timeDependentVolatility(Size i) const;
| |ql/models/marketmodels/marketmodel.hpp|ext::shared_ptr<MarketModel> MarketModelFactory::create(const EvolutionDescription &, Size numberOfFactors) const;
| |ql/models/marketmodels/marketmodeldifferences.hpp|std::vector<Volatility> rateVolDifferences(const MarketModel & marketModel1, const MarketModel & marketModel2);
| |ql/models/marketmodels/marketmodeldifferences.hpp|std::vector<Spread> rateInstVolDifferences(const MarketModel & marketModel1, const MarketModel & marketModel2, Size index);
| |ql/models/marketmodels/marketmodeldifferences.hpp|std::vector<Real> coterminalSwapPseudoRoots(const PiecewiseConstantCorrelation &, const std::vector<ext::shared_ptr<PiecewiseConstantVariance>> &, const std::vector<Time> &);
| |ql/models/marketmodels/models/abcdvol.hpp|AbcdVol::AbcdVol(Real a, Real b, Real c, Real d, const std::vector<Real> & ks, const ext::shared_ptr<PiecewiseConstantCorrelation> & corr, const EvolutionDescription & evolution, Size numberOfFactors, const std::vector<Rate> & initialRates, const std::vector<Spread> & displacements);
| |ql/models/marketmodels/models/abcdvol.hpp|const std::vector<Rate> & initialRates() const;
| |ql/models/marketmodels/models/abcdvol.hpp|const std::vector<Spread> & displacements() const;
| |ql/models/marketmodels/models/abcdvol.hpp|const EvolutionDescription & evolution() const;
| |ql/models/marketmodels/models/abcdvol.hpp|Size numberOfRates() const;
| |ql/models/marketmodels/models/abcdvol.hpp|Size numberOfFactors() const;
| |ql/models/marketmodels/models/abcdvol.hpp|Size numberOfSteps() const;
| |ql/models/marketmodels/models/abcdvol.hpp|const Matrix & pseudoRoot(Size i) const;
| |ql/models/marketmodels/models/alphafinder.hpp|AlphaFinder::AlphaFinder(ext::shared_ptr<AlphaForm> parametricform);
| |ql/models/marketmodels/models/alphafinder.hpp|bool AlphaFinder::solve(Real alpha0, Integer stepindex, const std::vector<Volatility> & rateonevols, const std::vector<Volatility> & ratetwohomogeneousvols, const std::vector<Real> & correlations, Real w0, Real w1, Real targetVariance, Real tolerance, Real alphaMax, Real alphaMin, Integer steps, Real & alpha, Real & a, Real & b, std::vector<Volatility> & ratetwovols);
| |ql/models/marketmodels/models/alphafinder.hpp|bool AlphaFinder::solveWithMaxHomogeneity(Real alpha0, Integer stepindex, const std::vector<Volatility> & rateonevols, const std::vector<Volatility> & ratetwohomogeneousvols, const std::vector<Real> & correlations, Real w0, Real w1, Real targetVariance, Real tolerance, Real alphaMax, Real alphaMin, Integer steps, Real & alpha, Real & a, Real & b, std::vector<Volatility> & ratetwovols);
| |ql/models/marketmodels/models/alphaform.hpp|Real AlphaForm::operator()(Integer i) const;
| |ql/models/marketmodels/models/alphaform.hpp|void AlphaForm::setAlpha(Real alpha);
| |ql/models/marketmodels/models/alphaformconcrete.hpp|AlphaFormInverseLinear::AlphaFormInverseLinear(std::vector<Time> times, Real alpha = 0.0);
| |ql/models/marketmodels/models/alphaformconcrete.hpp|AlphaFormLinearHyperbolic::AlphaFormLinearHyperbolic(std::vector<Time> times, Real alpha = 0.0);
| |ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp|CTSMMCapletAlphaFormCalibration::CTSMMCapletAlphaFormCalibration(const EvolutionDescription & evolution, const ext::shared_ptr<PiecewiseConstantCorrelation> & corr, const std::vector<ext::shared_ptr<PiecewiseConstantVariance>> & displacedSwapVariances, const std::vector<Volatility> & capletVols, const ext::shared_ptr<CurveState> & cs, Spread displacement, const std::vector<Real> & alphaInitial, const std::vector<Real> & alphaMax, const std::vector<Real> & alphaMin, bool maximizeHomogeneity, ext::shared_ptr<AlphaForm> parametricForm = ext::shared_ptr<AlphaForm>());
| |ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp|const std::vector<Real> & CTSMMCapletAlphaFormCalibration::alpha() const;
| |ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp|static Natural CTSMMCapletAlphaFormCalibration::capletAlphaFormCalibration(const EvolutionDescription & evolution, const PiecewiseConstantCorrelation & corr, const std::vector<ext::shared_ptr<PiecewiseConstantVariance>> & displacedSwapVariances, const std::vector<Volatility> & capletVols, const CurveState & cs, Spread displacement, const std::vector<Real> & alphaInitial, const std::vector<Real> & alphaMax, const std::vector<Real> & alphaMin, bool maximizeHomogeneity, const ext::shared_ptr<AlphaForm> & parametricForm, Size numberOfFactors, Integer steps, Real toleranceForAlphaSolving, std::vector<Real> & alpha, std::vector<Real> & a, std::vector<Real> & b, std::vector<Matrix> & swapCovariancePseudoRoots);
| |ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp|CTSMMCapletMaxHomogeneityCalibration::CTSMMCapletMaxHomogeneityCalibration(const EvolutionDescription & evolution, const ext::shared_ptr<PiecewiseConstantCorrelation> & corr, const std::vector<ext::shared_ptr<PiecewiseConstantVariance>> & displacedSwapVariances, const std::vector<Volatility> & capletVols, const ext::shared_ptr<CurveState> & cs, Spread displacement, Real caplet0Swaption1Priority = 1.0);
| |ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp|static Natural CTSMMCapletMaxHomogeneityCalibration::capletMaxHomogeneityCalibration(const EvolutionDescription & evolution, const PiecewiseConstantCorrelation & corr, const std::vector<ext::shared_ptr<PiecewiseConstantVariance>> & displacedSwapVariances, const std::vector<Volatility> & capletVols, const CurveState & cs, Spread displacement, Real caplet0Swaption1Priority, Size numberOfFactors, Size maxIterations, Real tolerance, Real & deformationSize, Real & totalSwaptionError, std::vector<Matrix> & swapCovariancePseudoRoots);
| |ql/models/marketmodels/models/capletcoterminalperiodic.hpp|Integer capletSwaptionPeriodicCalibration(const EvolutionDescription & evolution, const ext::shared_ptr<PiecewiseConstantCorrelation> & corr, VolatilityInterpolationSpecifier & displacedSwapVariances, const std::vector<Volatility> & capletVols, const ext::shared_ptr<CurveState> & cs, Spread displacement, Real caplet0Swaption1Priority, Size numberOfFactors, Size period, Size max1dIterations, Real tolerance1d, Size maxUnperiodicIterations, Real toleranceUnperiodic, Size maxPeriodIterations, Real periodTolerance, Real & deformationSize, Real & totalSwaptionError, std::vector<Matrix> & swapCovariancePseudoRoots, std::vector<Real> & finalScales, Size & iterationsDone, Real & errorImprovement, Matrix & modelSwaptionVolsMatrix);
| |ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp|CTSMMCapletOriginalCalibration::CTSMMCapletOriginalCalibration(const EvolutionDescription & evolution, const ext::shared_ptr<PiecewiseConstantCorrelation> & corr, const std::vector<ext::shared_ptr<PiecewiseConstantVariance>> & displacedSwapVariances, const std::vector<Volatility> & capletVols, const ext::shared_ptr<CurveState> & cs, Spread displacement, const std::vector<Real> & alpha, bool lowestRoot, bool useFullApprox);
| |ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp|static Natural CTSMMCapletOriginalCalibration::calibrationFunction(const EvolutionDescription & evolution, const PiecewiseConstantCorrelation & corr, const std::vector<ext::shared_ptr<PiecewiseConstantVariance>> & displacedSwapVariances, const std::vector<Volatility> & capletVols, const CurveState & cs, Spread displacement, const std::vector<Real> & alpha, bool lowestRoot, bool useFullApprox, Size numberOfFactors, std::vector<Matrix> & swapCovariancePseudoRoots);
| |ql/models/marketmodels/models/cotswaptofwdadapter.hpp|CotSwapToFwdAdapter::CotSwapToFwdAdapter(const ext::shared_ptr<MarketModel> & coterminalModel);
| |ql/models/marketmodels/models/cotswaptofwdadapter.hpp|CotSwapToFwdAdapterFactory::CotSwapToFwdAdapterFactory(const ext::shared_ptr<MarketModelFactory> & coterminalFactory);
| |ql/models/marketmodels/models/cotswaptofwdadapter.hpp|const std::vector<Rate> & initialRates() const;
| |ql/models/marketmodels/models/cotswaptofwdadapter.hpp|const std::vector<Spread> & displacements() const;
| |ql/models/marketmodels/models/cotswaptofwdadapter.hpp|const EvolutionDescription & evolution() const;
| |ql/models/marketmodels/models/cotswaptofwdadapter.hpp|Size numberOfRates() const;
| |ql/models/marketmodels/models/cotswaptofwdadapter.hpp|Size numberOfFactors() const;
| |ql/models/marketmodels/models/cotswaptofwdadapter.hpp|Size numberOfSteps() const;
| |ql/models/marketmodels/models/cotswaptofwdadapter.hpp|const Matrix & pseudoRoot(Size i) const;
| |ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|CTSMMCapletCalibration::CTSMMCapletCalibration(EvolutionDescription evolution, ext::shared_ptr<PiecewiseConstantCorrelation> corr, std::vector<ext::shared_ptr<PiecewiseConstantVariance>> displacedSwapVariances, std::vector<Volatility> mktCapletVols, ext::shared_ptr<CurveState> cs, Spread displacement);
| |ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|bool CTSMMCapletCalibration::calibrate(Natural numberOfFactors, Natural maxIterations, Real tolerance, Natural innerMaxIterations = 100, Real innerTolerance = 1e-8);
| |ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|Natural CTSMMCapletCalibration::failures() const;
| |ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|Real CTSMMCapletCalibration::deformationSize() const;
| |ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|Real CTSMMCapletCalibration::capletRmsError() const;
| |ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|Real CTSMMCapletCalibration::capletMaxError() const;
| |ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|Real CTSMMCapletCalibration::swaptionRmsError() const;
| |ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|Real CTSMMCapletCalibration::swaptionMaxError() const;
| |ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|const std::vector<Matrix> & CTSMMCapletCalibration::swapPseudoRoots() const;
| |ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|const Matrix & CTSMMCapletCalibration::swapPseudoRoot(Size i) const;
|x|ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|const std::vector<Volatility> & CTSMMCapletCalibration::mktCapletVols() const;
| |ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|const std::vector<Volatility> & CTSMMCapletCalibration::mdlCapletVols() const;
| |ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|const std::vector<Volatility> & CTSMMCapletCalibration::mktSwaptionVols() const;
| |ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|const std::vector<Volatility> & CTSMMCapletCalibration::mdlSwaptionVols() const;
| |ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|const std::vector<Volatility> & CTSMMCapletCalibration::timeDependentCalibratedSwaptionVols(Size i) const;
| |ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|const std::vector<Volatility> & CTSMMCapletCalibration::timeDependentUnCalibratedSwaptionVols(Size i) const;
| |ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|static void CTSMMCapletCalibration::performChecks(const EvolutionDescription & evolution, const PiecewiseConstantCorrelation & corr, const std::vector<ext::shared_ptr<PiecewiseConstantVariance>> & displacedSwapVariances, const std::vector<Volatility> & mktCapletVols, const CurveState & cs);
|x|ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|const ext::shared_ptr<CurveState> & CTSMMCapletCalibration::curveState() const;
| |ql/models/marketmodels/models/ctsmmcapletcalibration.hpp|std::vector<Spread> CTSMMCapletCalibration::displacements() const;
| |ql/models/marketmodels/models/flatvol.hpp|FlatVol::FlatVol(const std::vector<Volatility> & volatilities, const ext::shared_ptr<PiecewiseConstantCorrelation> & corr, const EvolutionDescription & evolution, Size numberOfFactors, const std::vector<Rate> & initialRates, const std::vector<Spread> & displacements);
| |ql/models/marketmodels/models/flatvol.hpp|FlatVolFactory::FlatVolFactory(Real longTermCorrelation, Real beta, std::vector<Time> times, std::vector<Volatility> vols, Handle<YieldTermStructure> yieldCurve, Spread displacement);
| |ql/models/marketmodels/models/flatvol.hpp|const std::vector<Rate> & initialRates() const;
| |ql/models/marketmodels/models/flatvol.hpp|const std::vector<Spread> & displacements() const;
| |ql/models/marketmodels/models/flatvol.hpp|const EvolutionDescription & evolution() const;
| |ql/models/marketmodels/models/flatvol.hpp|Size numberOfRates() const;
| |ql/models/marketmodels/models/flatvol.hpp|Size numberOfFactors() const;
| |ql/models/marketmodels/models/flatvol.hpp|Size numberOfSteps() const;
| |ql/models/marketmodels/models/flatvol.hpp|const Matrix & pseudoRoot(Size i) const;
| |ql/models/marketmodels/models/fwdperiodadapter.hpp|FwdPeriodAdapter::FwdPeriodAdapter(const ext::shared_ptr<MarketModel> & largeModel, Size period, Size offset, std::vector<Spread> newDisplacements_);
| |ql/models/marketmodels/models/fwdperiodadapter.hpp|const std::vector<Rate> & initialRates() const;
| |ql/models/marketmodels/models/fwdperiodadapter.hpp|const std::vector<Spread> & displacements() const;
| |ql/models/marketmodels/models/fwdperiodadapter.hpp|const EvolutionDescription & evolution() const;
| |ql/models/marketmodels/models/fwdperiodadapter.hpp|Size numberOfRates() const;
| |ql/models/marketmodels/models/fwdperiodadapter.hpp|Size numberOfFactors() const;
| |ql/models/marketmodels/models/fwdperiodadapter.hpp|Size numberOfSteps() const;
| |ql/models/marketmodels/models/fwdperiodadapter.hpp|const Matrix & pseudoRoot(Size i) const;
| |ql/models/marketmodels/models/fwdtocotswapadapter.hpp|FwdToCotSwapAdapter::FwdToCotSwapAdapter(const ext::shared_ptr<MarketModel> & forwardModel);
| |ql/models/marketmodels/models/fwdtocotswapadapter.hpp|FwdToCotSwapAdapterFactory::FwdToCotSwapAdapterFactory(const ext::shared_ptr<MarketModelFactory> & forwardFactory);
| |ql/models/marketmodels/models/fwdtocotswapadapter.hpp|const std::vector<Rate> & initialRates() const;
| |ql/models/marketmodels/models/fwdtocotswapadapter.hpp|const std::vector<Spread> & displacements() const;
| |ql/models/marketmodels/models/fwdtocotswapadapter.hpp|const EvolutionDescription & evolution() const;
| |ql/models/marketmodels/models/fwdtocotswapadapter.hpp|Size numberOfRates() const;
| |ql/models/marketmodels/models/fwdtocotswapadapter.hpp|Size numberOfFactors() const;
| |ql/models/marketmodels/models/fwdtocotswapadapter.hpp|Size numberOfSteps() const;
| |ql/models/marketmodels/models/fwdtocotswapadapter.hpp|const Matrix & pseudoRoot(Size i) const;
| |ql/models/marketmodels/models/piecewiseconstantabcdvariance.hpp|PiecewiseConstantAbcdVariance::PiecewiseConstantAbcdVariance(Real a, Real b, Real c, Real d, Size resetIndex, const std::vector<Time> & rateTimes);
| |ql/models/marketmodels/models/piecewiseconstantabcdvariance.hpp|void PiecewiseConstantAbcdVariance::getABCD(Real & a, Real & b, Real & c, Real & d) const;
| |ql/models/marketmodels/models/piecewiseconstantvariance.hpp|const std::vector<Real> & PiecewiseConstantVariance::variances() const;
| |ql/models/marketmodels/models/piecewiseconstantvariance.hpp|const std::vector<Volatility> & PiecewiseConstantVariance::volatilities() const;
| |ql/models/marketmodels/models/piecewiseconstantvariance.hpp|const std::vector<Time> & PiecewiseConstantVariance::rateTimes() const;
| |ql/models/marketmodels/models/piecewiseconstantvariance.hpp|Real PiecewiseConstantVariance::variance(Size i) const;
| |ql/models/marketmodels/models/piecewiseconstantvariance.hpp|Volatility PiecewiseConstantVariance::volatility(Size i) const;
| |ql/models/marketmodels/models/piecewiseconstantvariance.hpp|Real PiecewiseConstantVariance::totalVariance(Size i) const;
| |ql/models/marketmodels/models/piecewiseconstantvariance.hpp|Volatility PiecewiseConstantVariance::totalVolatility(Size i) const;
| |ql/models/marketmodels/models/pseudorootfacade.hpp|PseudoRootFacade::PseudoRootFacade(const ext::shared_ptr<CTSMMCapletCalibration> & calibrator);
| |ql/models/marketmodels/models/pseudorootfacade.hpp|PseudoRootFacade::PseudoRootFacade(const std::vector<Matrix> & covariancePseudoRoots, const std::vector<Rate> & rateTimes, std::vector<Rate> initialRates, const std::vector<Spread> & displacements);
| |ql/models/marketmodels/models/pseudorootfacade.hpp|const std::vector<Rate> & initialRates() const;
| |ql/models/marketmodels/models/pseudorootfacade.hpp|const std::vector<Spread> & displacements() const;
| |ql/models/marketmodels/models/pseudorootfacade.hpp|const EvolutionDescription & evolution() const;
| |ql/models/marketmodels/models/pseudorootfacade.hpp|Size numberOfRates() const;
| |ql/models/marketmodels/models/pseudorootfacade.hpp|Size numberOfFactors() const;
| |ql/models/marketmodels/models/pseudorootfacade.hpp|Size numberOfSteps() const;
| |ql/models/marketmodels/models/pseudorootfacade.hpp|const Matrix & pseudoRoot(Size i) const;
| |ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp|VolatilityInterpolationSpecifier::VolatilityInterpolationSpecifier();
| |ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp|void VolatilityInterpolationSpecifier::setScalingFactors(const std::vector<Real> & scales);
| |ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp|void VolatilityInterpolationSpecifier::setLastCapletVol(Real vol);
| |ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp|const std::vector<ext::shared_ptr<PiecewiseConstantVariance>> & VolatilityInterpolationSpecifier::interpolatedVariances() const;
| |ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp|const std::vector<ext::shared_ptr<PiecewiseConstantVariance>> & VolatilityInterpolationSpecifier::originalVariances() const;
| |ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp|Size VolatilityInterpolationSpecifier::getPeriod() const;
| |ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp|Size VolatilityInterpolationSpecifier::getOffset() const;
| |ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp|Size VolatilityInterpolationSpecifier::getNoBigRates() const;
| |ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp|Size VolatilityInterpolationSpecifier::getNoSmallRates() const;
| |ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.hpp|VolatilityInterpolationSpecifierabcd::VolatilityInterpolationSpecifierabcd(Size period, Size offset, const std::vector<PiecewiseConstantAbcdVariance> & originalVariances, const std::vector<Time> & timesForSmallRates, Real lastCapletVol = 0.0);
| |ql/models/marketmodels/multiproduct.hpp|std::vector<Size> MarketModelMultiProduct::suggestedNumeraires() const;
| |ql/models/marketmodels/multiproduct.hpp|const EvolutionDescription & MarketModelMultiProduct::evolution() const;
| |ql/models/marketmodels/multiproduct.hpp|std::vector<Time> MarketModelMultiProduct::possibleCashFlowTimes() const;
| |ql/models/marketmodels/multiproduct.hpp|Size MarketModelMultiProduct::numberOfProducts() const;
| |ql/models/marketmodels/multiproduct.hpp|Size MarketModelMultiProduct::maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/multiproduct.hpp|void MarketModelMultiProduct::reset();
| |ql/models/marketmodels/multiproduct.hpp|bool MarketModelMultiProduct::nextTimeStep(const CurveState & currentState, std::vector<Size> & numberCashFlowsThisStep, std::vector<std::vector<CashFlow>> & cashFlowsGenerated);
| |ql/models/marketmodels/multiproduct.hpp|std::unique_ptr<MarketModelMultiProduct> MarketModelMultiProduct::clone() const;
| |ql/models/marketmodels/pathwiseaccountingengine.hpp|PathwiseAccountingEngine::PathwiseAccountingEngine(ext::shared_ptr<LogNormalFwdRateEuler> evolver, const Clone<MarketModelPathwiseMultiProduct> & product, ext::shared_ptr<MarketModel> pseudoRootStructure, Real initialNumeraireValue);
| |ql/models/marketmodels/pathwiseaccountingengine.hpp|void PathwiseAccountingEngine::multiplePathValues(SequenceStatisticsInc & stats, Size numberOfPaths);
| |ql/models/marketmodels/pathwiseaccountingengine.hpp|PathwiseVegasAccountingEngine::PathwiseVegasAccountingEngine(ext::shared_ptr<LogNormalFwdRateEuler> evolver, const Clone<MarketModelPathwiseMultiProduct> & product, ext::shared_ptr<MarketModel> pseudoRootStructure, const std::vector<std::vector<Matrix>> & VegaBumps, Real initialNumeraireValue);
| |ql/models/marketmodels/pathwiseaccountingengine.hpp|void PathwiseVegasAccountingEngine::multiplePathValues(std::vector<Real> & means, std::vector<Real> & errors, Size numberOfPaths);
| |ql/models/marketmodels/pathwiseaccountingengine.hpp|PathwiseVegasOuterAccountingEngine::PathwiseVegasOuterAccountingEngine(ext::shared_ptr<LogNormalFwdRateEuler> evolver, const Clone<MarketModelPathwiseMultiProduct> & product, ext::shared_ptr<MarketModel> pseudoRootStructure, const std::vector<std::vector<Matrix>> & VegaBumps, Real initialNumeraireValue);
| |ql/models/marketmodels/pathwiseaccountingengine.hpp|void PathwiseVegasOuterAccountingEngine::multiplePathValues(std::vector<Real> & means, std::vector<Real> & errors, Size numberOfPaths);
| |ql/models/marketmodels/pathwiseaccountingengine.hpp|void PathwiseVegasOuterAccountingEngine::multiplePathValuesElementary(std::vector<Real> & means, std::vector<Real> & errors, Size numberOfPaths);
| |ql/models/marketmodels/pathwisediscounter.hpp|MarketModelPathwiseDiscounter::MarketModelPathwiseDiscounter(Time paymentTime, const std::vector<Time> & rateTimes);
| |ql/models/marketmodels/pathwisediscounter.hpp|void MarketModelPathwiseDiscounter::getFactors(const Matrix & LIBORRates, const Matrix & Discounts, Size currentStep, std::vector<Real> & factors) const;
| |ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp|VolatilityBumpInstrumentJacobian::VolatilityBumpInstrumentJacobian(const VegaBumpCollection & bumps, const std::vector<Swaption> & swaptions, const std::vector<Cap> & caps);
|x|ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp|const VegaBumpCollection & VolatilityBumpInstrumentJacobian::getInputBumps() const;
| |ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp|std::vector<Real> VolatilityBumpInstrumentJacobian::derivativesVolatility(Size j) const;
| |ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp|std::vector<Real> VolatilityBumpInstrumentJacobian::onePercentBump(Size j) const;
| |ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp|const Matrix & VolatilityBumpInstrumentJacobian::getAllOnePercentBumps() const;
| |ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp|OrthogonalizedBumpFinder::OrthogonalizedBumpFinder(const VegaBumpCollection & bumps, const std::vector<VolatilityBumpInstrumentJacobian::Swaption> & swaptions, const std::vector<VolatilityBumpInstrumentJacobian::Cap> & caps, Real multiplierCutOff, Real tolerance);
| |ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp|void OrthogonalizedBumpFinder::GetVegaBumps(std::vector<std::vector<Matrix>> & theBumps) const;
| |ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.hpp|RatePseudoRootJacobianNumerical::RatePseudoRootJacobianNumerical(const Matrix & pseudoRoot, Size aliveIndex, Size numeraire, const std::vector<Time> & taus, const std::vector<Matrix> & pseudoBumps, const std::vector<Spread> & displacements);
| |ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.hpp|void RatePseudoRootJacobianNumerical::getBumps(const std::vector<Rate> & oldRates, const std::vector<Real> & oneStepDFs, const std::vector<Rate> & newRates, const std::vector<Real> & gaussians, Matrix & B);
| |ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.hpp|RatePseudoRootJacobian::RatePseudoRootJacobian(const Matrix & pseudoRoot, Size aliveIndex, Size numeraire, const std::vector<Time> & taus, const std::vector<Matrix> & pseudoBumps, std::vector<Spread> displacements);
| |ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.hpp|void RatePseudoRootJacobian::getBumps(const std::vector<Rate> & oldRates, const std::vector<Real> & oneStepDFs, const std::vector<Rate> & newRates, const std::vector<Real> & gaussians, Matrix & B);
| |ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.hpp|RatePseudoRootJacobianAllElements::RatePseudoRootJacobianAllElements(const Matrix & pseudoRoot, Size aliveIndex, Size numeraire, const std::vector<Time> & taus, std::vector<Spread> displacements);
| |ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.hpp|void RatePseudoRootJacobianAllElements::getBumps(const std::vector<Rate> & oldRates, const std::vector<Real> & oneStepDFs, const std::vector<Rate> & newRates, const std::vector<Real> & gaussians, std::vector<Matrix> & B);
| |ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp|SwaptionPseudoDerivative::SwaptionPseudoDerivative(const ext::shared_ptr<MarketModel> & inputModel, Size startIndex, Size endIndex);
| |ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp|const Matrix & SwaptionPseudoDerivative::varianceDerivative(Size i) const;
| |ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp|const Matrix & SwaptionPseudoDerivative::volatilityDerivative(Size i) const;
| |ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp|Real SwaptionPseudoDerivative::impliedVolatility() const;
| |ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp|Real SwaptionPseudoDerivative::variance() const;
| |ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp|Real SwaptionPseudoDerivative::expiry() const;
| |ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp|CapPseudoDerivative::CapPseudoDerivative(const ext::shared_ptr<MarketModel> & inputModel, Real strike, Size startIndex, Size endIndex, Real firstDF);
| |ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp|const Matrix & CapPseudoDerivative::volatilityDerivative(Size i) const;
| |ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp|const Matrix & CapPseudoDerivative::priceDerivative(Size i) const;
| |ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp|Real CapPseudoDerivative::impliedVolatility() const;
| |ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp|VegaBumpCluster::VegaBumpCluster(Size factorBegin, Size factorEnd, Size rateBegin, Size rateEnd, Size stepBegin, Size stepEnd);
| |ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp|bool VegaBumpCluster::doesIntersect(const VegaBumpCluster & comparee) const;
| |ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp|bool VegaBumpCluster::isCompatible(const ext::shared_ptr<MarketModel> & volStructure) const;
|x|ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp|Size VegaBumpCluster::factorBegin() const;
|x|ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp|Size VegaBumpCluster::factorEnd() const;
|x|ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp|Size VegaBumpCluster::rateBegin() const;
|x|ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp|Size VegaBumpCluster::rateEnd() const;
|x|ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp|Size VegaBumpCluster::stepBegin() const;
|x|ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp|Size VegaBumpCluster::stepEnd() const;
| |ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp|VegaBumpCollection::VegaBumpCollection(const ext::shared_ptr<MarketModel> & volStructure, bool allowFactorwiseBumping = true);
| |ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp|VegaBumpCollection::VegaBumpCollection(std::vector<VegaBumpCluster> allBumps, ext::shared_ptr<MarketModel> volStructure);
| |ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp|Size VegaBumpCollection::numberBumps() const;
|x|ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp|const ext::shared_ptr<MarketModel> & VegaBumpCollection::associatedModel() const;
|x|ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp|const std::vector<VegaBumpCluster> & VegaBumpCollection::allBumps() const;
| |ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp|bool VegaBumpCollection::isFull() const;
| |ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp|bool VegaBumpCollection::isNonOverlapping() const;
| |ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp|bool VegaBumpCollection::isSensible() const;
| |ql/models/marketmodels/pathwisemultiproduct.hpp|std::vector<Size> MarketModelPathwiseMultiProduct::suggestedNumeraires() const;
| |ql/models/marketmodels/pathwisemultiproduct.hpp|const EvolutionDescription & MarketModelPathwiseMultiProduct::evolution() const;
| |ql/models/marketmodels/pathwisemultiproduct.hpp|std::vector<Time> MarketModelPathwiseMultiProduct::possibleCashFlowTimes() const;
| |ql/models/marketmodels/pathwisemultiproduct.hpp|Size MarketModelPathwiseMultiProduct::numberOfProducts() const;
| |ql/models/marketmodels/pathwisemultiproduct.hpp|Size MarketModelPathwiseMultiProduct::maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/pathwisemultiproduct.hpp|bool MarketModelPathwiseMultiProduct::alreadyDeflated() const;
| |ql/models/marketmodels/pathwisemultiproduct.hpp|void MarketModelPathwiseMultiProduct::reset();
| |ql/models/marketmodels/pathwisemultiproduct.hpp|bool MarketModelPathwiseMultiProduct::nextTimeStep(const CurveState & currentState, std::vector<Size> & numberCashFlowsThisStep, std::vector<std::vector<MarketModelPathwiseMultiProduct::CashFlow>> & cashFlowsGenerated);
| |ql/models/marketmodels/pathwisemultiproduct.hpp|std::unique_ptr<MarketModelPathwiseMultiProduct> MarketModelPathwiseMultiProduct::clone() const;
| |ql/models/marketmodels/piecewiseconstantcorrelation.hpp|const std::vector<Time> & PiecewiseConstantCorrelation::times() const;
| |ql/models/marketmodels/piecewiseconstantcorrelation.hpp|const std::vector<Time> & PiecewiseConstantCorrelation::rateTimes() const;
| |ql/models/marketmodels/piecewiseconstantcorrelation.hpp|const std::vector<Matrix> & PiecewiseConstantCorrelation::correlations() const;
| |ql/models/marketmodels/piecewiseconstantcorrelation.hpp|const Matrix & PiecewiseConstantCorrelation::correlation(Size i) const;
| |ql/models/marketmodels/piecewiseconstantcorrelation.hpp|Size PiecewiseConstantCorrelation::numberOfRates() const;
| |ql/models/marketmodels/products/compositeproduct.hpp|MarketModelComposite::MarketModelComposite();
| |ql/models/marketmodels/products/compositeproduct.hpp|void MarketModelComposite::add(const Clone<MarketModelMultiProduct> &, Real multiplier = 1.0);
| |ql/models/marketmodels/products/compositeproduct.hpp|void MarketModelComposite::subtract(const Clone<MarketModelMultiProduct> &, Real multiplier = 1.0);
| |ql/models/marketmodels/products/compositeproduct.hpp|void MarketModelComposite::finalize();
| |ql/models/marketmodels/products/compositeproduct.hpp|Size MarketModelComposite::size() const;
| |ql/models/marketmodels/products/compositeproduct.hpp|const MarketModelMultiProduct & MarketModelComposite::item(Size i) const;
| |ql/models/marketmodels/products/compositeproduct.hpp|MarketModelMultiProduct & MarketModelComposite::item(Size i);
| |ql/models/marketmodels/products/compositeproduct.hpp|Real MarketModelComposite::multiplier(Size i) const;
| |ql/models/marketmodels/products/multiproductmultistep.hpp|MultiProductMultiStep::MultiProductMultiStep(std::vector<Time> rateTimes);
| |ql/models/marketmodels/products/multiproductonestep.hpp|MultiProductOneStep::MultiProductOneStep(std::vector<Time> rateTimes);
| |ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp|CallSpecifiedMultiProduct::CallSpecifiedMultiProduct(const Clone<MarketModelMultiProduct> & underlying, const Clone<ExerciseStrategy<CurveState>> &, Clone<MarketModelMultiProduct> rebate = Clone<MarketModelMultiProduct>());
| |ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp|const MarketModelMultiProduct & CallSpecifiedMultiProduct::underlying() const;
| |ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp|const ExerciseStrategy<CurveState> & CallSpecifiedMultiProduct::strategy() const;
| |ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp|const MarketModelMultiProduct & CallSpecifiedMultiProduct::rebate() const;
| |ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp|void CallSpecifiedMultiProduct::enableCallability();
| |ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp|void CallSpecifiedMultiProduct::disableCallability();
| |ql/models/marketmodels/products/multistep/cashrebate.hpp|MarketModelCashRebate::MarketModelCashRebate(EvolutionDescription evolution, const std::vector<Time> & paymentTimes, Matrix amounts, Size numberOfProducts);
| |ql/models/marketmodels/products/multistep/exerciseadapter.hpp|ExerciseAdapter::ExerciseAdapter(const Clone<MarketModelExerciseValue> & exercise, Size numberOfProducts = 1);
| |ql/models/marketmodels/products/multistep/exerciseadapter.hpp|const MarketModelExerciseValue & ExerciseAdapter::exerciseValue() const;
| |ql/models/marketmodels/products/multistep/exerciseadapter.hpp|std::vector<Time> possibleCashFlowTimes() const;
| |ql/models/marketmodels/products/multistep/exerciseadapter.hpp|Size numberOfProducts() const;
| |ql/models/marketmodels/products/multistep/exerciseadapter.hpp|const EvolutionDescription & evolution() const;
| |ql/models/marketmodels/products/multistep/exerciseadapter.hpp|Size maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/products/multistep/exerciseadapter.hpp|void reset();
| |ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp|MultiStepCoinitialSwaps::MultiStepCoinitialSwaps(const std::vector<Time> & rateTimes, std::vector<Real> fixedAccruals, std::vector<Real> floatingAccruals, const std::vector<Time> & paymentTimes, Real fixedRate);
| |ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp|std::vector<Time> possibleCashFlowTimes() const;
| |ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp|Size numberOfProducts() const;
| |ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp|Size maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp|void reset();
| |ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp|MultiStepCoterminalSwaps::MultiStepCoterminalSwaps(const std::vector<Time> & rateTimes, std::vector<Real> fixedAccruals, std::vector<Real> floatingAccruals, const std::vector<Time> & paymentTimes, Real fixedRate);
| |ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp|std::vector<Time> possibleCashFlowTimes() const;
| |ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp|Size numberOfProducts() const;
| |ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp|Size maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp|void reset();
| |ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp|MultiStepCoterminalSwaptions::MultiStepCoterminalSwaptions(const std::vector<Time> & rateTimes, const std::vector<Time> & paymentTimes, std::vector<ext::shared_ptr<StrikedTypePayoff>>);
| |ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp|std::vector<Time> possibleCashFlowTimes() const;
| |ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp|Size numberOfProducts() const;
| |ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp|Size maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp|void reset();
| |ql/models/marketmodels/products/multistep/multistepforwards.hpp|MultiStepForwards::MultiStepForwards(const std::vector<Time> & rateTimes, std::vector<Real> accruals, const std::vector<Time> & paymentTimes, std::vector<Rate> strikes);
| |ql/models/marketmodels/products/multistep/multistepforwards.hpp|std::vector<Time> possibleCashFlowTimes() const;
| |ql/models/marketmodels/products/multistep/multistepforwards.hpp|Size numberOfProducts() const;
| |ql/models/marketmodels/products/multistep/multistepforwards.hpp|Size maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/products/multistep/multistepforwards.hpp|void reset();
| |ql/models/marketmodels/products/multistep/multistepinversefloater.hpp|MultiStepInverseFloater::MultiStepInverseFloater(const std::vector<Time> & rateTimes, std::vector<Real> fixedAccruals, const std::vector<Real> & floatingAccruals, const std::vector<Real> & fixedStrikes, const std::vector<Real> & fixedMultipliers, const std::vector<Real> & floatingSpreads, const std::vector<Time> & paymentTimes, bool payer = true);
| |ql/models/marketmodels/products/multistep/multistepinversefloater.hpp|std::vector<Time> possibleCashFlowTimes() const;
| |ql/models/marketmodels/products/multistep/multistepinversefloater.hpp|Size numberOfProducts() const;
| |ql/models/marketmodels/products/multistep/multistepinversefloater.hpp|Size maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/products/multistep/multistepinversefloater.hpp|void reset();
| |ql/models/marketmodels/products/multistep/multistepnothing.hpp|MultiStepNothing::MultiStepNothing(const EvolutionDescription & evolution, Size numberOfProducts = 1, Size doneIndex = 0);
| |ql/models/marketmodels/products/multistep/multistepnothing.hpp|std::vector<Time> possibleCashFlowTimes() const;
| |ql/models/marketmodels/products/multistep/multistepnothing.hpp|Size numberOfProducts() const;
| |ql/models/marketmodels/products/multistep/multistepnothing.hpp|Size maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/products/multistep/multistepnothing.hpp|void reset();
| |ql/models/marketmodels/products/multistep/multistepoptionlets.hpp|MultiStepOptionlets::MultiStepOptionlets(const std::vector<Time> & rateTimes, std::vector<Real> accruals, const std::vector<Time> & paymentTimes, std::vector<ext::shared_ptr<Payoff>>);
| |ql/models/marketmodels/products/multistep/multistepoptionlets.hpp|std::vector<Time> possibleCashFlowTimes() const;
| |ql/models/marketmodels/products/multistep/multistepoptionlets.hpp|Size numberOfProducts() const;
| |ql/models/marketmodels/products/multistep/multistepoptionlets.hpp|Size maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/products/multistep/multistepoptionlets.hpp|void reset();
| |ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp|MultiProductPathwiseWrapper::MultiProductPathwiseWrapper(const MarketModelPathwiseMultiProduct & innerProduct_);
| |ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp|MultiStepPeriodCapletSwaptions::MultiStepPeriodCapletSwaptions(const std::vector<Time> & rateTimes, const std::vector<Time> & forwardOptionPaymentTimes, const std::vector<Time> & swaptionPaymentTimes, std::vector<ext::shared_ptr<StrikedTypePayoff>> forwardPayOffs, std::vector<ext::shared_ptr<StrikedTypePayoff>> swapPayOffs, Size period, Size offset);
| |ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp|std::vector<Time> possibleCashFlowTimes() const;
| |ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp|Size numberOfProducts() const;
| |ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp|Size maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp|void reset();
| |ql/models/marketmodels/products/multistep/multistepratchet.hpp|MultiStepRatchet::MultiStepRatchet(const std::vector<Time> & rateTimes, std::vector<Real> accruals, const std::vector<Time> & paymentTimes, Real gearingOfFloor, Real gearingOfFixing, Rate spreadOfFloor, Rate spreadOfFixing, Real initialFloor, bool payer = true);
| |ql/models/marketmodels/products/multistep/multistepratchet.hpp|std::vector<Time> possibleCashFlowTimes() const;
| |ql/models/marketmodels/products/multistep/multistepratchet.hpp|Size numberOfProducts() const;
| |ql/models/marketmodels/products/multistep/multistepratchet.hpp|Size maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/products/multistep/multistepratchet.hpp|void reset();
| |ql/models/marketmodels/products/multistep/multistepswap.hpp|MultiStepSwap::MultiStepSwap(const std::vector<Time> & rateTimes, std::vector<Real> fixedAccruals, std::vector<Real> floatingAccruals, const std::vector<Time> & paymentTimes, Rate fixedRate, bool payer = true);
| |ql/models/marketmodels/products/multistep/multistepswap.hpp|std::vector<Time> possibleCashFlowTimes() const;
| |ql/models/marketmodels/products/multistep/multistepswap.hpp|Size numberOfProducts() const;
| |ql/models/marketmodels/products/multistep/multistepswap.hpp|Size maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/products/multistep/multistepswap.hpp|void reset();
| |ql/models/marketmodels/products/multistep/multistepswaption.hpp|MultiStepSwaption::MultiStepSwaption(const std::vector<Time> & rateTimes, Size startIndex, Size endIndex, ext::shared_ptr<StrikedTypePayoff> &);
| |ql/models/marketmodels/products/multistep/multistepswaption.hpp|std::vector<Time> possibleCashFlowTimes() const;
| |ql/models/marketmodels/products/multistep/multistepswaption.hpp|Size numberOfProducts() const;
| |ql/models/marketmodels/products/multistep/multistepswaption.hpp|Size maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/products/multistep/multistepswaption.hpp|void reset();
| |ql/models/marketmodels/products/multistep/multisteptarn.hpp|MultiStepTarn::MultiStepTarn(const std::vector<Time> & rateTimes, const std::vector<Real> & accruals, const std::vector<Real> & accrualsFloating, const std::vector<Time> & paymentTimes, const std::vector<Time> & paymentTimesFloating, Real totalCoupon, const std::vector<Real> & strikes, std::vector<Real> multipliers, const std::vector<Real> & floatingSpreads);
| |ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp|OneStepCoinitialSwaps::OneStepCoinitialSwaps(const std::vector<Time> & rateTimes, std::vector<Real> fixedAccruals, std::vector<Real> floatingAccruals, const std::vector<Time> & paymentTimes, Real fixedRate);
| |ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp|std::vector<Time> possibleCashFlowTimes() const;
| |ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp|Size numberOfProducts() const;
| |ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp|Size maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp|void reset();
| |ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp|OneStepCoterminalSwaps::OneStepCoterminalSwaps(const std::vector<Time> & rateTimes, std::vector<Real> fixedAccruals, std::vector<Real> floatingAccruals, const std::vector<Time> & paymentTimes, Real fixedRate);
| |ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp|std::vector<Time> possibleCashFlowTimes() const;
| |ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp|Size numberOfProducts() const;
| |ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp|Size maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp|void reset();
| |ql/models/marketmodels/products/onestep/onestepforwards.hpp|OneStepForwards::OneStepForwards(const std::vector<Time> & rateTimes, std::vector<Real> accruals, const std::vector<Time> & paymentTimes, std::vector<Rate> strikes);
| |ql/models/marketmodels/products/onestep/onestepforwards.hpp|std::vector<Time> possibleCashFlowTimes() const;
| |ql/models/marketmodels/products/onestep/onestepforwards.hpp|Size numberOfProducts() const;
| |ql/models/marketmodels/products/onestep/onestepforwards.hpp|Size maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/products/onestep/onestepforwards.hpp|void reset();
| |ql/models/marketmodels/products/onestep/onestepoptionlets.hpp|OneStepOptionlets::OneStepOptionlets(const std::vector<Time> & rateTimes, std::vector<Real> accruals, const std::vector<Time> & paymentTimes, std::vector<ext::shared_ptr<Payoff>>);
| |ql/models/marketmodels/products/onestep/onestepoptionlets.hpp|std::vector<Time> possibleCashFlowTimes() const;
| |ql/models/marketmodels/products/onestep/onestepoptionlets.hpp|Size numberOfProducts() const;
| |ql/models/marketmodels/products/onestep/onestepoptionlets.hpp|Size maxNumberOfCashFlowsPerProductPerStep() const;
| |ql/models/marketmodels/products/onestep/onestepoptionlets.hpp|void reset();
| |ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp|CallSpecifiedPathwiseMultiProduct::CallSpecifiedPathwiseMultiProduct(const Clone<MarketModelPathwiseMultiProduct> & underlying, const Clone<ExerciseStrategy<CurveState>> &, Clone<MarketModelPathwiseMultiProduct> rebate = Clone<MarketModelPathwiseMultiProduct>());
| |ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp|const MarketModelPathwiseMultiProduct & CallSpecifiedPathwiseMultiProduct::underlying() const;
| |ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp|const ExerciseStrategy<CurveState> & CallSpecifiedPathwiseMultiProduct::strategy() const;
| |ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp|const MarketModelPathwiseMultiProduct & CallSpecifiedPathwiseMultiProduct::rebate() const;
| |ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp|void CallSpecifiedPathwiseMultiProduct::enableCallability();
| |ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp|void CallSpecifiedPathwiseMultiProduct::disableCallability();
| |ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp|MarketModelPathwiseMultiCaplet::MarketModelPathwiseMultiCaplet(const std::vector<Time> & rateTimes, const std::vector<Real> & accruals, const std::vector<Time> & paymentTimes, const std::vector<Rate> & strikes);
| |ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp|MarketModelPathwiseMultiDeflatedCaplet::MarketModelPathwiseMultiDeflatedCaplet(const std::vector<Time> & rateTimes, const std::vector<Real> & accruals, const std::vector<Time> & paymentTimes, const std::vector<Rate> & strikes);
| |ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp|MarketModelPathwiseMultiDeflatedCaplet::MarketModelPathwiseMultiDeflatedCaplet(const std::vector<Time> & rateTimes, const std::vector<Real> & accruals, const std::vector<Time> & paymentTimes, Rate strike);
| |ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp|MarketModelPathwiseMultiDeflatedCap::MarketModelPathwiseMultiDeflatedCap(const std::vector<Time> & rateTimes, const std::vector<Real> & accruals, const std::vector<Time> & paymentTimes, Rate strike, std::vector<std::pair<Size, Size>> startsAndEnds);
| |ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp|MarketModelPathwiseCashRebate::MarketModelPathwiseCashRebate(EvolutionDescription evolution, const std::vector<Time> & paymentTimes, Matrix amounts, Size numberOfProducts);
| |ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.hpp|MarketModelPathwiseInverseFloater::MarketModelPathwiseInverseFloater(const std::vector<Time> & rateTimes, std::vector<Real> fixedAccruals, const std::vector<Real> & floatingAccruals, const std::vector<Real> & fixedStrikes, const std::vector<Real> & fixedMultipliers, const std::vector<Real> & floatingSpreads, const std::vector<Time> & paymentTimes, bool payer = true);
| |ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp|MarketModelPathwiseSwap::MarketModelPathwiseSwap(const std::vector<Time> & rateTimes, const std::vector<Time> & accruals, const std::vector<Rate> & strikes, Real multiplier = 1.0);
| |ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp|MarketModelPathwiseCoterminalSwaptionsDeflated::MarketModelPathwiseCoterminalSwaptionsDeflated(const std::vector<Time> & rateTimes, const std::vector<Rate> & strikes);
| |ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp|MarketModelPathwiseCoterminalSwaptionsNumericalDeflated::MarketModelPathwiseCoterminalSwaptionsNumericalDeflated(const std::vector<Time> & rateTimes, const std::vector<Rate> & strikes, Real bumpSize_);
| |ql/models/marketmodels/proxygreekengine.hpp|ProxyGreekEngine::ProxyGreekEngine(ext::shared_ptr<MarketModelEvolver> evolver, std::vector<std::vector<ext::shared_ptr<ConstrainedEvolver>>> constrainedEvolvers, std::vector<std::vector<std::vector<Real>>> diffWeights, std::vector<Size> startIndexOfConstraint, std::vector<Size> endIndexOfConstraint, const Clone<MarketModelMultiProduct> & product, Real initialNumeraireValue);
| |ql/models/marketmodels/proxygreekengine.hpp|void ProxyGreekEngine::multiplePathValues(SequenceStatisticsInc & stats, std::vector<std::vector<SequenceStatisticsInc>> & modifiedStats, Size numberOfPaths);
| |ql/models/marketmodels/proxygreekengine.hpp|void ProxyGreekEngine::singlePathValues(std::vector<Real> & values, std::vector<std::vector<std::vector<Real>>> & modifiedValues);
| |ql/models/marketmodels/swapforwardmappings.hpp|static Real SwapForwardMappings::annuity(const CurveState & cs, Size startIndex, Size endIndex, Size numeraireIndex);
| |ql/models/marketmodels/swapforwardmappings.hpp|static Real SwapForwardMappings::swapDerivative(const CurveState & cs, Size startIndex, Size endIndex, Size forwardIndex);
| |ql/models/marketmodels/swapforwardmappings.hpp|static Matrix SwapForwardMappings::coterminalSwapForwardJacobian(const CurveState & cs);
| |ql/models/marketmodels/swapforwardmappings.hpp|static Matrix SwapForwardMappings::coterminalSwapZedMatrix(const CurveState & cs, Spread displacement);
| |ql/models/marketmodels/swapforwardmappings.hpp|static Matrix SwapForwardMappings::coinitialSwapForwardJacobian(const CurveState & cs);
| |ql/models/marketmodels/swapforwardmappings.hpp|static Matrix SwapForwardMappings::coinitialSwapZedMatrix(const CurveState & cs, Spread displacement);
| |ql/models/marketmodels/swapforwardmappings.hpp|static Matrix SwapForwardMappings::cmSwapForwardJacobian(const CurveState & cs, Size spanningForwards);
| |ql/models/marketmodels/swapforwardmappings.hpp|static Matrix SwapForwardMappings::cmSwapZedMatrix(const CurveState & cs, Size spanningForwards, Spread displacement);
| |ql/models/marketmodels/swapforwardmappings.hpp|static Real SwapForwardMappings::swaptionImpliedVolatility(const MarketModel & volStructure, Size startIndex, Size endIndex);
| |ql/models/marketmodels/utilities.hpp|void mergeTimes(const std::vector<std::vector<Time>> & times, std::vector<Time> & mergedTimes, std::vector<std::valarray<bool>> & isPresent);
| |ql/models/marketmodels/utilities.hpp|std::valarray<bool> isInSubset(const std::vector<Time> & set, const std::vector<Time> & subset);
| |ql/models/marketmodels/utilities.hpp|void checkIncreasingTimes(const std::vector<Time> & times);
| |ql/models/marketmodels/utilities.hpp|void checkIncreasingTimesAndCalculateTaus(const std::vector<Time> & times, std::vector<Time> & taus);
|v|ql/models/model.hpp|DiscountFactor AffineModel::discount(Time t) const;
|v|ql/models/model.hpp|Real AffineModel::discountBond(Time now, Time maturity, Array factors) const;
|v|ql/models/model.hpp|Real AffineModel::discountBondOption(Option::Type type, Real strike, Time maturity, Time bondMaturity) const;
|v|ql/models/model.hpp|Real AffineModel::discountBondOption(Option::Type type, Real strike, Time maturity, Time bondStart, Time bondMaturity) const;
| |ql/models/model.hpp|TermStructureConsistentModel::TermStructureConsistentModel(Handle<YieldTermStructure> termStructure);
|x|ql/models/model.hpp|const Handle<YieldTermStructure> & TermStructureConsistentModel::termStructure() const;
| |ql/models/model.hpp|CalibratedModel::CalibratedModel(Size nArguments);
|v|ql/models/model.hpp|void CalibratedModel::calibrate(const std::vector<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>());
|v|ql/models/model.hpp|Real CalibratedModel::value(const Array & params, const std::vector<ext::shared_ptr<CalibrationHelper>> &);
| |ql/models/model.hpp|const ext::shared_ptr<Constraint> & CalibratedModel::constraint() const;
| |ql/models/model.hpp|EndCriteria::Type CalibratedModel::endCriteria() const;
| |ql/models/model.hpp|const Array & CalibratedModel::problemValues() const;
|v|ql/models/model.hpp|Array CalibratedModel::params() const;
| |ql/models/model.hpp|void CalibratedModel::setParams(const Array & params);
| |ql/models/model.hpp|Integer CalibratedModel::functionEvaluation() const;
| |ql/models/model.hpp|ShortRateModel::ShortRateModel(Size nArguments);
| |ql/models/model.hpp|ext::shared_ptr<Lattice> ShortRateModel::tree(const TimeGrid &) const;
| |ql/models/model.hpp|Real discountBondOption(Option::Type type, Real strike, Time maturity, Time, Time bondMaturity) const;
| |ql/models/model.hpp|Impl::Impl(const std::vector<Parameter> & arguments);
| |ql/models/model.hpp|bool Impl::test(const Array & params) const;
| |ql/models/model.hpp|Array Impl::upperBound(const Array & params) const;
| |ql/models/model.hpp|Array Impl::lowerBound(const Array & params) const;
| |ql/models/model.hpp|PrivateConstraint::PrivateConstraint(const std::vector<Parameter> & arguments);
| |ql/models/parameter.hpp|Real Impl::value(const Array & params, Time t) const;
| |ql/models/parameter.hpp|Parameter::Parameter();
| |ql/models/parameter.hpp|const Array & Parameter::params() const;
| |ql/models/parameter.hpp|void Parameter::setParam(Size i, Real x);
| |ql/models/parameter.hpp|bool Parameter::testParams(const Array & params) const;
| |ql/models/parameter.hpp|Size Parameter::size() const;
| |ql/models/parameter.hpp|Real Parameter::operator()(Time t) const;
|x|ql/models/parameter.hpp|const ext::shared_ptr<Impl> & Parameter::implementation() const;
| |ql/models/parameter.hpp|const Constraint & Parameter::constraint() const;
| |ql/models/parameter.hpp|ConstantParameter::ConstantParameter(const Constraint & constraint);
| |ql/models/parameter.hpp|ConstantParameter::ConstantParameter(Real value, const Constraint & constraint);
| |ql/models/parameter.hpp|NullParameter::NullParameter();
| |ql/models/parameter.hpp|Impl::Impl(std::vector<Time> times);
| |ql/models/parameter.hpp|PiecewiseConstantParameter::PiecewiseConstantParameter(const std::vector<Time> & times, const Constraint & constraint = NoConstraint());
| |ql/models/parameter.hpp|NumericalImpl::NumericalImpl(Handle<YieldTermStructure> termStructure);
| |ql/models/parameter.hpp|void NumericalImpl::set(Time t, Real x);
| |ql/models/parameter.hpp|void NumericalImpl::change(Real x);
| |ql/models/parameter.hpp|void NumericalImpl::reset();
|x|ql/models/parameter.hpp|const Handle<YieldTermStructure> & NumericalImpl::termStructure() const;
| |ql/models/parameter.hpp|TermStructureFittingParameter::TermStructureFittingParameter(const ext::shared_ptr<Parameter::Impl> & impl);
| |ql/models/parameter.hpp|TermStructureFittingParameter::TermStructureFittingParameter(const Handle<YieldTermStructure> & term);
|v|ql/models/shortrate/calibrationhelpers/caphelper.hpp|CapHelper::CapHelper(const Period & length, const Handle<Quote> & volatility, ext::shared_ptr<IborIndex> index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, bool includeFirstSwaplet, Handle<YieldTermStructure> termStructure, BlackCalibrationHelper::CalibrationErrorType errorType = BlackCalibrationHelper::RelativePriceError, VolatilityType type = ShiftedLognormal, Real shift = 0.0);
|v|ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp|SwaptionHelper::SwaptionHelper(const Period & maturity, const Period & length, const Handle<Quote> & volatility, ext::shared_ptr<IborIndex> index, const Period & fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, Handle<YieldTermStructure> termStructure, CalibrationErrorType errorType = RelativePriceError, Real strike = Null<Real>(), Real nominal = 1.0, VolatilityType type = ShiftedLognormal, Real shift = 0.0, Natural settlementDays = Null<Size>(), RateAveraging::Type averagingMethod = RateAveraging::Compound);
|v|ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp|SwaptionHelper::SwaptionHelper(const Date & exerciseDate, const Period & length, const Handle<Quote> & volatility, ext::shared_ptr<IborIndex> index, const Period & fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, Handle<YieldTermStructure> termStructure, CalibrationErrorType errorType = RelativePriceError, Real strike = Null<Real>(), Real nominal = 1.0, VolatilityType type = ShiftedLognormal, Real shift = 0.0, Natural settlementDays = Null<Size>(), RateAveraging::Type averagingMethod = RateAveraging::Compound);
|v|ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp|SwaptionHelper::SwaptionHelper(const Date & exerciseDate, const Date & endDate, const Handle<Quote> & volatility, ext::shared_ptr<IborIndex> index, const Period & fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, Handle<YieldTermStructure> termStructure, CalibrationErrorType errorType = RelativePriceError, Real strike = Null<Real>(), Real nominal = 1.0, VolatilityType type = ShiftedLognormal, Real shift = 0.0, Natural settlementDays = Null<Size>(), RateAveraging::Type averagingMethod = RateAveraging::Compound);
|v|ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp|const ext::shared_ptr<FixedVsFloatingSwap> & SwaptionHelper::underlying() const;
|v|ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp|ext::shared_ptr<Swaption> SwaptionHelper::swaption() const;
| |ql/models/shortrate/onefactormodel.hpp|OneFactorModel::OneFactorModel(Size nArguments);
| |ql/models/shortrate/onefactormodel.hpp|ext::shared_ptr<ShortRateDynamics> OneFactorModel::dynamics() const;
| |ql/models/shortrate/onefactormodel.hpp|ShortRateDynamics::ShortRateDynamics(ext::shared_ptr<StochasticProcess1D> process);
| |ql/models/shortrate/onefactormodel.hpp|Real ShortRateDynamics::variable(Time t, Rate r) const;
| |ql/models/shortrate/onefactormodel.hpp|Rate ShortRateDynamics::shortRate(Time t, Real variable) const;
|x|ql/models/shortrate/onefactormodel.hpp|const ext::shared_ptr<StochasticProcess1D> & ShortRateDynamics::process();
| |ql/models/shortrate/onefactormodel.hpp|ShortRateTree::ShortRateTree(const ext::shared_ptr<TrinomialTree> & tree, ext::shared_ptr<ShortRateDynamics> dynamics, const TimeGrid & timeGrid);
| |ql/models/shortrate/onefactormodel.hpp|ShortRateTree::ShortRateTree(const ext::shared_ptr<TrinomialTree> & tree, ext::shared_ptr<ShortRateDynamics> dynamics, const ext::shared_ptr<TermStructureFittingParameter::NumericalImpl> & phi, const TimeGrid & timeGrid);
| |ql/models/shortrate/onefactormodel.hpp|Size ShortRateTree::size(Size i) const;
| |ql/models/shortrate/onefactormodel.hpp|DiscountFactor ShortRateTree::discount(Size i, Size index) const;
| |ql/models/shortrate/onefactormodel.hpp|Real ShortRateTree::underlying(Size i, Size index) const;
| |ql/models/shortrate/onefactormodel.hpp|Size ShortRateTree::descendant(Size i, Size index, Size branch) const;
| |ql/models/shortrate/onefactormodel.hpp|Real ShortRateTree::probability(Size i, Size index, Size branch) const;
| |ql/models/shortrate/onefactormodel.hpp|void ShortRateTree::setSpread(Spread spread);
| |ql/models/shortrate/onefactormodel.hpp|OneFactorAffineModel::OneFactorAffineModel(Size nArguments);
|v|ql/models/shortrate/onefactormodel.hpp|Real OneFactorAffineModel::discountBond(Time now, Time maturity, Rate rate) const; -- exposed through AffineModel::discountBond(Array) with one factor
|v|ql/models/shortrate/onefactormodels/blackkarasinski.hpp|BlackKarasinski::BlackKarasinski(const Handle<YieldTermStructure> & termStructure, Real a = 0.1, Real sigma = 0.1);
| |ql/models/shortrate/onefactormodels/blackkarasinski.hpp|Dynamics::Dynamics(Parameter fitting, Real alpha, Real sigma);
|v|ql/models/shortrate/onefactormodels/coxingersollross.hpp|CoxIngersollRoss::CoxIngersollRoss(Rate r0 = 0.05, Real theta = 0.1, Real k = 0.1, Real sigma = 0.1, bool withFellerConstraint = true);
| |ql/models/shortrate/onefactormodels/coxingersollross.hpp|Dynamics::Dynamics(Real theta, Real k, Real sigma, Real x0);
|v|ql/models/shortrate/onefactormodels/extendedcoxingersollross.hpp|ExtendedCoxIngersollRoss::ExtendedCoxIngersollRoss(const Handle<YieldTermStructure> & termStructure, Real theta = 0.1, Real k = 0.1, Real sigma = 0.1, Real x0 = 0.05, bool withFellerConstraint = true);
| |ql/models/shortrate/onefactormodels/extendedcoxingersollross.hpp|Dynamics::Dynamics(Parameter phi, Real theta, Real k, Real sigma, Real x0);
| |ql/models/shortrate/onefactormodels/extendedcoxingersollross.hpp|Impl::Impl(Handle<YieldTermStructure> termStructure, Real theta, Real k, Real sigma, Real x0);
| |ql/models/shortrate/onefactormodels/extendedcoxingersollross.hpp|FittingParameter::FittingParameter(const Handle<YieldTermStructure> & termStructure, Real theta, Real k, Real sigma, Real x0);
| |ql/models/shortrate/onefactormodels/extendedcoxingersollross.hpp|ext::shared_ptr<OneFactorModel::ShortRateDynamics> dynamics() const;
| |ql/models/shortrate/onefactormodels/extendedcoxingersollross.hpp|void generateArguments();
|v|ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|ext::shared_ptr<StochasticProcess1D> Gaussian1dModel::stateProcess() const;
|x|ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|Real Gaussian1dModel::numeraire(Time t, Real y = 0.0, const Handle<YieldTermStructure> & yts = Handle<YieldTermStructure>()) const;
|x|ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|Real Gaussian1dModel::zerobond(Time T, Time t = 0.0, Real y = 0.0, const Handle<YieldTermStructure> & yts = Handle<YieldTermStructure>()) const;
|v|ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|Real Gaussian1dModel::numeraire(const Date & referenceDate, Real y = 0.0, const Handle<YieldTermStructure> & yts = Handle<YieldTermStructure>()) const;
|v|ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|Real Gaussian1dModel::zerobond(const Date & maturity, const Date & referenceDate = Date(), Real y = 0.0, const Handle<YieldTermStructure> & yts = Handle<YieldTermStructure>()) const;
|v|ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|Real Gaussian1dModel::zerobondOption(const Option::Type & type, const Date & expiry, const Date & valueDate, const Date & maturity, Rate strike, const Date & referenceDate = Date(), Real y = 0.0, const Handle<YieldTermStructure> & yts = Handle<YieldTermStructure>(), Real yStdDevs = 7.0, Size yGridPoints = 64, bool extrapolatePayoff = true, bool flatPayoffExtrapolation = false) const;
|v|ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|Real Gaussian1dModel::forwardRate(const Date & fixing, const Date & referenceDate = Date(), Real y = 0.0, const ext::shared_ptr<IborIndex> & iborIdx = ext::shared_ptr<IborIndex>()) const;
|v|ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|Real Gaussian1dModel::swapRate(const Date & fixing, const Period & tenor, const Date & referenceDate = Date(), Real y = 0.0, const ext::shared_ptr<SwapIndex> & swapIdx = ext::shared_ptr<SwapIndex>()) const;
|v|ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|Real Gaussian1dModel::swapAnnuity(const Date & fixing, const Period & tenor, const Date & referenceDate = Date(), Real y = 0.0, const ext::shared_ptr<SwapIndex> & swapIdx = ext::shared_ptr<SwapIndex>()) const;
| |ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|static Real Gaussian1dModel::gaussianPolynomialIntegral(Real a, Real b, Real c, Real d, Real e, Real x0, Real x1);
| |ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|static Real Gaussian1dModel::gaussianShiftedPolynomialIntegral(Real a, Real b, Real c, Real d, Real e, Real h, Real x0, Real x1);
|v|ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|Array Gaussian1dModel::yGrid(Real yStdDevs, int gridPoints, Real T = 1.0, Real t = 0, Real y = 0) const;
| |ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|bool CachedSwapKey::operator==(const CachedSwapKey & o) const;
| |ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|std::size_t CachedSwapKeyHasher::operator()(const CachedSwapKey & x) const;
|x|ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|Real numeraire(const Time t, const Real y, const Handle<YieldTermStructure> & yts) const;
|x|ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|Real zerobond(const Time T, const Time t, const Real y, const Handle<YieldTermStructure> & yts) const;
|v|ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|Real numeraire(const Date & referenceDate, const Real y, const Handle<YieldTermStructure> & yts) const;
|v|ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp|Real zerobond(const Date & maturity, const Date & referenceDate, const Real y, const Handle<YieldTermStructure> & yts) const;
|x|ql/models/shortrate/onefactormodels/gsr.hpp|Gsr::Gsr(const Handle<YieldTermStructure> & termStructure, std::vector<Date> volstepdates, const std::vector<Real> & volatilities, Real reversion, Real T = 60.0);
|x|ql/models/shortrate/onefactormodels/gsr.hpp|Gsr::Gsr(const Handle<YieldTermStructure> & termStructure, std::vector<Date> volstepdates, const std::vector<Real> & volatilities, const std::vector<Real> & reversions, Real T = 60.0);
|v|ql/models/shortrate/onefactormodels/gsr.hpp|Gsr::Gsr(const Handle<YieldTermStructure> & termStructure, std::vector<Date> volstepdates, std::vector<Handle<Quote>> volatilities, const Handle<Quote> & reversion, Real T = 60.0);
|x|ql/models/shortrate/onefactormodels/gsr.hpp|Gsr::Gsr(const Handle<YieldTermStructure> & termStructure, std::vector<Date> volstepdates, std::vector<Handle<Quote>> volatilities, std::vector<Handle<Quote>> reversions, Real T = 60.0);
|x|ql/models/shortrate/onefactormodels/gsr.hpp|Real Gsr::numeraireTime() const;
|x|ql/models/shortrate/onefactormodels/gsr.hpp|void Gsr::numeraireTime(Real T);
|x|ql/models/shortrate/onefactormodels/gsr.hpp|const Array & Gsr::reversion() const;
|v|ql/models/shortrate/onefactormodels/gsr.hpp|const Array & Gsr::volatility() const;
|x|ql/models/shortrate/onefactormodels/gsr.hpp|std::vector<bool> Gsr::FixedReversions();
|x|ql/models/shortrate/onefactormodels/gsr.hpp|std::vector<bool> Gsr::FixedVolatilities();
|v|ql/models/shortrate/onefactormodels/gsr.hpp|std::vector<bool> Gsr::MoveVolatility(Size i);
|v|ql/models/shortrate/onefactormodels/gsr.hpp|std::vector<bool> Gsr::MoveReversion(Size i);
|v|ql/models/shortrate/onefactormodels/gsr.hpp|void Gsr::calibrateVolatilitiesIterative(const std::vector<ext::shared_ptr<BlackCalibrationHelper>> & helpers, OptimizationMethod & method, const EndCriteria & endCriteria, const Constraint & constraint = Constraint(), const std::vector<Real> & weights = std::vector<Real>());
|x|ql/models/shortrate/onefactormodels/gsr.hpp|void Gsr::calibrateReversionsIterative(const std::vector<ext::shared_ptr<BlackCalibrationHelper>> & helpers, OptimizationMethod & method, const EndCriteria & endCriteria, const Constraint & constraint = Constraint(), const std::vector<Real> & weights = std::vector<Real>());
| |ql/models/shortrate/onefactormodels/gsr.hpp|VolatilityObserver::VolatilityObserver(Gsr * p);
| |ql/models/shortrate/onefactormodels/gsr.hpp|ReversionObserver::ReversionObserver(Gsr * p);
| |ql/models/shortrate/onefactormodels/gsr.hpp|void numeraireTime(const Real T);
|v|ql/models/shortrate/onefactormodels/hullwhite.hpp|HullWhite::HullWhite(const Handle<YieldTermStructure> & termStructure, Real a = 0.1, Real sigma = 0.01);
|v|ql/models/shortrate/onefactormodels/hullwhite.hpp|static Rate HullWhite::convexityBias(Real futurePrice, Time t, Time T, Real sigma, Real a);
|v|ql/models/shortrate/onefactormodels/hullwhite.hpp|static std::vector<bool> HullWhite::FixedReversion();
| |ql/models/shortrate/onefactormodels/hullwhite.hpp|Dynamics::Dynamics(Parameter fitting, Real a, Real sigma);
| |ql/models/shortrate/onefactormodels/hullwhite.hpp|Impl::Impl(Handle<YieldTermStructure> termStructure, Real a, Real sigma);
| |ql/models/shortrate/onefactormodels/hullwhite.hpp|FittingParameter::FittingParameter(const Handle<YieldTermStructure> & termStructure, Real a, Real sigma);
| |ql/models/shortrate/onefactormodels/hullwhite.hpp|ext::shared_ptr<OneFactorModel::ShortRateDynamics> dynamics() const;
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|Real CustomSmileSection::inverseDigitalCall(Real price, Real discount = 1.0) const;
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|ext::shared_ptr<CustomSmileSection> CustomSmileFactory::smileSection(const ext::shared_ptr<SmileSection> & source, Real atm) const;
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|ModelSettings::ModelSettings();
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|ModelSettings::ModelSettings(Size yGridPoints, Real yStdDevs, Size gaussHermitePoints, Real digitalGap, Real marketRateAccuracy, Real lowerRateBound, Real upperRateBound, int adjustments, std::vector<Real> smileMoneyCheckpoints = std::vector<Real>(), ext::shared_ptr<CustomSmileFactory> customSmileFactory = ext::shared_ptr<CustomSmileFactory>());
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|void ModelSettings::validate();
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|ModelSettings & ModelSettings::withYGridPoints(Size n);
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|ModelSettings & ModelSettings::withYStdDevs(Real s);
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|ModelSettings & ModelSettings::withGaussHermitePoints(Size n);
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|ModelSettings & ModelSettings::withDigitalGap(Real d);
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|ModelSettings & ModelSettings::withMarketRateAccuracy(Real a);
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|ModelSettings & ModelSettings::withUpperRateBound(Real u);
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|ModelSettings & ModelSettings::withLowerRateBound(Real l);
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|ModelSettings & ModelSettings::withAdjustments(int a);
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|ModelSettings & ModelSettings::addAdjustment(int a);
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|ModelSettings & ModelSettings::removeAdjustment(int a);
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|ModelSettings & ModelSettings::withSmileMoneynessCheckpoints(const std::vector<Real> & m);
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|ModelSettings & ModelSettings::withCustomSmileFactory(const ext::shared_ptr<CustomSmileFactory> & f);
|u|ql/models/shortrate/onefactormodels/markovfunctional.hpp|MarkovFunctional::MarkovFunctional(const Handle<YieldTermStructure> & termStructure, Real reversion, std::vector<Date> volstepdates, std::vector<Real> volatilities, const Handle<SwaptionVolatilityStructure> & swaptionVol, const std::vector<Date> & swaptionExpiries, const std::vector<Period> & swaptionTenors, const ext::shared_ptr<SwapIndex> & swapIndexBase, MarkovFunctional::ModelSettings modelSettings = ModelSettings());
|u|ql/models/shortrate/onefactormodels/markovfunctional.hpp|MarkovFunctional::MarkovFunctional(const Handle<YieldTermStructure> & termStructure, Real reversion, std::vector<Date> volstepdates, std::vector<Real> volatilities, const Handle<OptionletVolatilityStructure> & capletVol, const std::vector<Date> & capletExpiries, ext::shared_ptr<IborIndex> iborIndex, MarkovFunctional::ModelSettings modelSettings = ModelSettings());
|x|ql/models/shortrate/onefactormodels/markovfunctional.hpp|const ModelSettings & MarkovFunctional::modelSettings() const;
|x|ql/models/shortrate/onefactormodels/markovfunctional.hpp|const ModelOutputs & MarkovFunctional::modelOutputs() const;
|x|ql/models/shortrate/onefactormodels/markovfunctional.hpp|const Date & MarkovFunctional::numeraireDate() const;
|x|ql/models/shortrate/onefactormodels/markovfunctional.hpp|const Time & MarkovFunctional::numeraireTime() const;
|v|ql/models/shortrate/onefactormodels/markovfunctional.hpp|const Array & MarkovFunctional::volatility() const;
|v|ql/models/shortrate/onefactormodels/markovfunctional.hpp|void MarkovFunctional::calibrate(const std::vector<ext::shared_ptr<BlackCalibrationHelper>> & helpers, 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>());
|x|ql/models/shortrate/onefactormodels/markovfunctional.hpp|std::vector<std::pair<Size, Size>> MarkovFunctional::arbitrageIndices() const;
|x|ql/models/shortrate/onefactormodels/markovfunctional.hpp|void MarkovFunctional::forceArbitrageIndices(const std::vector<std::pair<Size, Size>> & indices);
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|ZeroHelper::ZeroHelper(const MarkovFunctional * model, const Date & expiry, const CalibrationPoint & p, const Real marketPrice);
| |ql/models/shortrate/onefactormodels/markovfunctional.hpp|Real ZeroHelper::operator()(Real strike) const;
|x|ql/models/shortrate/onefactormodels/markovfunctional.hpp|std::ostream & operator<<(std::ostream & out, const MarkovFunctional::ModelOutputs & m);
|v|ql/models/shortrate/onefactormodels/vasicek.hpp|Vasicek::Vasicek(Rate r0 = 0.05, Real a = 0.1, Real b = 0.05, Real sigma = 0.01, Real lambda = 0.0);
|x|ql/models/shortrate/onefactormodels/vasicek.hpp|Real Vasicek::a() const;
|x|ql/models/shortrate/onefactormodels/vasicek.hpp|Real Vasicek::b() const;
|x|ql/models/shortrate/onefactormodels/vasicek.hpp|Real Vasicek::lambda() const;
|x|ql/models/shortrate/onefactormodels/vasicek.hpp|Real Vasicek::sigma() const;
|x|ql/models/shortrate/onefactormodels/vasicek.hpp|Real Vasicek::r0() const;
| |ql/models/shortrate/onefactormodels/vasicek.hpp|Dynamics::Dynamics(Real a, Real b, Real sigma, Real r0);
| |ql/models/shortrate/onefactormodels/vasicek.hpp|ext::shared_ptr<OneFactorModel::ShortRateDynamics> dynamics() const;
| |ql/models/shortrate/twofactormodel.hpp|TwoFactorModel::TwoFactorModel(Size nParams);
|v|ql/models/shortrate/twofactormodel.hpp|ext::shared_ptr<ShortRateDynamics> TwoFactorModel::dynamics() const;
| |ql/models/shortrate/twofactormodel.hpp|ShortRateDynamics::ShortRateDynamics(ext::shared_ptr<StochasticProcess1D> xProcess, ext::shared_ptr<StochasticProcess1D> yProcess, Real correlation);
|v|ql/models/shortrate/twofactormodel.hpp|Rate ShortRateDynamics::shortRate(Time t, Real x, Real y) const;
|x|ql/models/shortrate/twofactormodel.hpp|const ext::shared_ptr<StochasticProcess1D> & ShortRateDynamics::xProcess() const;
|x|ql/models/shortrate/twofactormodel.hpp|const ext::shared_ptr<StochasticProcess1D> & ShortRateDynamics::yProcess() const;
|x|ql/models/shortrate/twofactormodel.hpp|Real ShortRateDynamics::correlation() const;
| |ql/models/shortrate/twofactormodel.hpp|ext::shared_ptr<StochasticProcess> ShortRateDynamics::process() const;
| |ql/models/shortrate/twofactormodel.hpp|ShortRateTree::ShortRateTree(const ext::shared_ptr<TrinomialTree> & tree1, const ext::shared_ptr<TrinomialTree> & tree2, const ext::shared_ptr<ShortRateDynamics> & dynamics);
| |ql/models/shortrate/twofactormodel.hpp|DiscountFactor ShortRateTree::discount(Size i, Size index) const;
| |ql/models/shortrate/twofactormodels/g2.hpp|G2::G2(const Handle<YieldTermStructure> & termStructure, Real a = 0.1, Real sigma = 0.01, Real b = 0.1, Real eta = 0.01, Real rho = - 0.75);
| |ql/models/shortrate/twofactormodels/g2.hpp|Real G2::discountBond(Time, Time, Rate, Rate) const;
| |ql/models/shortrate/twofactormodels/g2.hpp|Real G2::swaption(const Swaption::arguments & arguments, Rate fixedRate, Real range, Size intervals) const;
| |ql/models/shortrate/twofactormodels/g2.hpp|Real G2::a() const;
| |ql/models/shortrate/twofactormodels/g2.hpp|Real G2::sigma() const;
| |ql/models/shortrate/twofactormodels/g2.hpp|Real G2::b() const;
| |ql/models/shortrate/twofactormodels/g2.hpp|Real G2::eta() const;
| |ql/models/shortrate/twofactormodels/g2.hpp|Real G2::rho() const;
| |ql/models/shortrate/twofactormodels/g2.hpp|Dynamics::Dynamics(Parameter fitting, Real a, Real sigma, Real b, Real eta, Real rho);
| |ql/models/shortrate/twofactormodels/g2.hpp|Impl::Impl(Handle<YieldTermStructure> termStructure, Real a, Real sigma, Real b, Real eta, Real rho);
| |ql/models/shortrate/twofactormodels/g2.hpp|FittingParameter::FittingParameter(const Handle<YieldTermStructure> & termStructure, Real a, Real sigma, Real b, Real eta, Real rho);
|v|ql/models/volatility/constantestimator.hpp|ConstantEstimator::ConstantEstimator(Size size);
|v|ql/models/volatility/constantestimator.hpp|TimeSeries<Volatility> ConstantEstimator::calculate(const TimeSeries<Volatility> &);
|x|ql/models/volatility/constantestimator.hpp|void ConstantEstimator::calibrate(const TimeSeries<Volatility> &);
|v|ql/models/volatility/garch.hpp|Garch11::Garch11(Real a, Real b, Real vl);
|v|ql/models/volatility/garch.hpp|Garch11::Garch11(const time_series & qs, Mode mode = BestOfTwo);
|v|ql/models/volatility/garch.hpp|Real Garch11::alpha() const;
|v|ql/models/volatility/garch.hpp|Real Garch11::beta() const;
|v|ql/models/volatility/garch.hpp|Real Garch11::omega() const;
|v|ql/models/volatility/garch.hpp|Real Garch11::ltVol() const;
|v|ql/models/volatility/garch.hpp|Real Garch11::logLikelihood() const;
|x|ql/models/volatility/garch.hpp|Mode Garch11::mode() const;
|x|ql/models/volatility/garch.hpp|static time_series Garch11::calculate(const time_series & quoteSeries, Real alpha, Real beta, Real omega);
|x|ql/models/volatility/garch.hpp|void Garch11::calibrate(const time_series & quoteSeries, OptimizationMethod & method, const EndCriteria & endCriteria);
|x|ql/models/volatility/garch.hpp|void Garch11::calibrate(const time_series & quoteSeries, OptimizationMethod & method, const EndCriteria & endCriteria, const Array & initialGuess);
|v|ql/models/volatility/garch.hpp|Real Garch11::forecast(Real r, Real sigma2) const;
|x|ql/models/volatility/garch.hpp|static ext::shared_ptr<Problem> Garch11::calibrate_r2(Mode mode, const std::vector<Volatility> & r2, Real mean_r2, Real & alpha, Real & beta, Real & omega);
|x|ql/models/volatility/garch.hpp|static ext::shared_ptr<Problem> Garch11::calibrate_r2(Mode mode, const std::vector<Volatility> & r2, Real mean_r2, OptimizationMethod & method, const EndCriteria & endCriteria, Real & alpha, Real & beta, Real & omega);
|x|ql/models/volatility/garch.hpp|static ext::shared_ptr<Problem> Garch11::calibrate_r2(const std::vector<Volatility> & r2, Real mean_r2, OptimizationMethod & method, const EndCriteria & endCriteria, const Array & initialGuess, Real & alpha, Real & beta, Real & omega);
|x|ql/models/volatility/garch.hpp|static ext::shared_ptr<Problem> Garch11::calibrate_r2(const std::vector<Volatility> & r2, OptimizationMethod & method, const EndCriteria & endCriteria, const Array & initialGuess, Real & alpha, Real & beta, Real & omega);
|x|ql/models/volatility/garch.hpp|static ext::shared_ptr<Problem> Garch11::calibrate_r2(const std::vector<Volatility> & r2, Real mean_r2, OptimizationMethod & method, Constraint & constraints, const EndCriteria & endCriteria, const Array & initialGuess, Real & alpha, Real & beta, Real & omega);
|x|ql/models/volatility/garch.hpp|static ext::shared_ptr<Problem> Garch11::calibrate_r2(const std::vector<Volatility> & r2, OptimizationMethod & method, Constraint & constraints, const EndCriteria & endCriteria, const Array & initialGuess, Real & alpha, Real & beta, Real & omega);
|x|ql/models/volatility/garmanklass.hpp|GarmanKlassAbstract::GarmanKlassAbstract(Real y);
|u|ql/models/volatility/garmanklass.hpp|TimeSeries<Volatility> GarmanKlassAbstract::calculate(const TimeSeries<IntervalPrice> & quoteSeries);
|v|ql/models/volatility/garmanklass.hpp|GarmanKlassSimpleSigma::GarmanKlassSimpleSigma(Real y);
|x|ql/models/volatility/garmanklass.hpp|GarmanKlassOpenClose::GarmanKlassOpenClose<T>(Real y, Real marketOpenFraction, Real a);
|u|ql/models/volatility/garmanklass.hpp|TimeSeries<Volatility> GarmanKlassOpenClose::calculate(const TimeSeries<IntervalPrice> & quoteSeries);
|v|ql/models/volatility/garmanklass.hpp|GarmanKlassSigma1::GarmanKlassSigma1(Real y, Real marketOpenFraction);
|v|ql/models/volatility/garmanklass.hpp|ParkinsonSigma::ParkinsonSigma(Real y);
|v|ql/models/volatility/garmanklass.hpp|GarmanKlassSigma3::GarmanKlassSigma3(Real y, Real marketOpenFraction);
|v|ql/models/volatility/garmanklass.hpp|GarmanKlassSigma4::GarmanKlassSigma4(Real y);
|v|ql/models/volatility/garmanklass.hpp|GarmanKlassSigma5::GarmanKlassSigma5(Real y);
|v|ql/models/volatility/garmanklass.hpp|GarmanKlassSigma6::GarmanKlassSigma6(Real y, Real marketOpenFraction);
|v|ql/models/volatility/simplelocalestimator.hpp|SimpleLocalEstimator::SimpleLocalEstimator(Real y);
|v|ql/models/volatility/simplelocalestimator.hpp|TimeSeries<Volatility> SimpleLocalEstimator::calculate(const TimeSeries<Real> & quoteSeries);
| |ql/money.hpp|Money::Money();
| |ql/money.hpp|Money::Money(Currency currency, Decimal value);
| |ql/money.hpp|Money::Money(Decimal value, Currency currency);
|x|ql/money.hpp|const Currency & Money::currency() const;
|x|ql/money.hpp|Decimal Money::value() const;
| |ql/money.hpp|Money Money::rounded() const;
| |ql/money.hpp|Money Money::operator+() const;
| |ql/money.hpp|Money Money::operator-() const;
| |ql/money.hpp|Money & Money::operator+=(const Money &);
| |ql/money.hpp|Money & Money::operator-=(const Money &);
| |ql/money.hpp|Money & Money::operator*=(Decimal);
| |ql/money.hpp|Money & Money::operator/=(Decimal);
| |ql/money.hpp|BaseCurrencyProxy & BaseCurrencyProxy::operator=(const Currency &);
| |ql/money.hpp|ConversionTypeProxy & ConversionTypeProxy::operator=(Money::ConversionType);
|x|ql/money.hpp|Settings::Settings();
|u|ql/money.hpp|const Money::ConversionType & Settings::conversionType() const;
|u|ql/money.hpp|Money::ConversionType & Settings::conversionType();
|u|ql/money.hpp|const Currency & Settings::baseCurrency() const;
|u|ql/money.hpp|Currency & Settings::baseCurrency();
| |ql/money.hpp|Money operator+(const Money &, const Money &);
| |ql/money.hpp|Money operator-(const Money &, const Money &);
| |ql/money.hpp|Money operator*(const Money &, Decimal);
| |ql/money.hpp|Money operator*(Decimal, const Money &);
| |ql/money.hpp|Money operator/(const Money &, Decimal);
| |ql/money.hpp|Decimal operator/(const Money &, const Money &);
| |ql/money.hpp|bool operator==(const Money &, const Money &);
| |ql/money.hpp|bool operator!=(const Money &, const Money &);
| |ql/money.hpp|bool operator<(const Money &, const Money &);
| |ql/money.hpp|bool operator<=(const Money &, const Money &);
| |ql/money.hpp|bool operator>(const Money &, const Money &);
| |ql/money.hpp|bool operator>=(const Money &, const Money &);
| |ql/money.hpp|bool close(const Money &, const Money &, Size n = 42);
| |ql/money.hpp|bool close_enough(const Money &, const Money &, Size n = 42);
| |ql/money.hpp|Money operator*(Decimal, const Currency &);
| |ql/money.hpp|Money operator*(const Currency &, Decimal);
| |ql/money.hpp|std::ostream & operator<<(std::ostream &, const Money &);
| |ql/money.hpp|Money operator+() const;
| |ql/money.hpp|Money operator-() const;
| |ql/money.hpp|Money & operator*=(Decimal x);
| |ql/money.hpp|Money & operator/=(Decimal x);
| |ql/money.hpp|Money operator+(const Money & m1, const Money & m2);
| |ql/money.hpp|Money operator-(const Money & m1, const Money & m2);
| |ql/money.hpp|Money operator*(const Money & m, Decimal x);
| |ql/money.hpp|Money operator*(Decimal x, const Money & m);
| |ql/money.hpp|Money operator/(const Money & m, Decimal x);
| |ql/money.hpp|bool operator!=(const Money & m1, const Money & m2);
| |ql/money.hpp|bool operator>(const Money & m1, const Money & m2);
| |ql/money.hpp|bool operator>=(const Money & m1, const Money & m2);
| |ql/money.hpp|Money operator*(Decimal value, const Currency & c);
| |ql/money.hpp|Money operator*(const Currency & c, Decimal value);
| |ql/numericalmethod.hpp|Lattice::Lattice(TimeGrid timeGrid);
|x|ql/numericalmethod.hpp|const TimeGrid & Lattice::timeGrid() const;
| |ql/numericalmethod.hpp|void Lattice::initialize(DiscretizedAsset &, Time time) const;
| |ql/numericalmethod.hpp|void Lattice::rollback(DiscretizedAsset &, Time to) const;
| |ql/numericalmethod.hpp|void Lattice::partialRollback(DiscretizedAsset &, Time to) const;
| |ql/numericalmethod.hpp|Real Lattice::presentValue(DiscretizedAsset &) const;
| |ql/numericalmethod.hpp|Array Lattice::grid(Time) const;
| |ql/option.hpp|Option::Option(ext::shared_ptr<Payoff> payoff, ext::shared_ptr<Exercise> exercise);
|x|ql/option.hpp|ext::shared_ptr<Payoff> Option::payoff() const;
|x|ql/option.hpp|ext::shared_ptr<Exercise> Option::exercise() const;
| |ql/option.hpp|std::ostream & operator<<(std::ostream &, Option::Type);
| |ql/option.hpp|arguments::arguments();
| |ql/option.hpp|void arguments::validate() const;
| |ql/option.hpp|void setupArguments(PricingEngine::arguments * args) const;
| |ql/option.hpp|std::ostream & operator<<(std::ostream & out, Option::Type type);
| |ql/patterns/lazyobject.hpp|LazyObject::LazyObject();
| |ql/patterns/lazyobject.hpp|bool LazyObject::isCalculated() const;
| |ql/patterns/lazyobject.hpp|void LazyObject::setCalculated(bool c) const;
| |ql/patterns/lazyobject.hpp|void LazyObject::recalculate();
| |ql/patterns/lazyobject.hpp|void LazyObject::freeze();
| |ql/patterns/lazyobject.hpp|void LazyObject::unfreeze();
| |ql/patterns/lazyobject.hpp|void LazyObject::forwardFirstNotificationOnly();
| |ql/patterns/lazyobject.hpp|void LazyObject::alwaysForwardNotifications();
| |ql/patterns/lazyobject.hpp|UpdateChecker::UpdateChecker(LazyObject * subject);
| |ql/patterns/lazyobject.hpp|void Defaults::forwardFirstNotificationOnly();
| |ql/patterns/lazyobject.hpp|void Defaults::alwaysForwardNotifications();
| |ql/patterns/lazyobject.hpp|bool Defaults::forwardsAllNotifications() const;
| |ql/patterns/lazyobject.hpp|void update();
| |ql/patterns/lazyobject.hpp|void calculate() const;
| |ql/patterns/lazyobject.hpp|void setCalculated(const bool c) const;
| |ql/patterns/observable.hpp|Observable::Observable();
| |ql/patterns/observable.hpp|Observable::Observable(const Observable &);
| |ql/patterns/observable.hpp|Observable & Observable::operator=(const Observable &);
| |ql/patterns/observable.hpp|Observable::Observable(Observable &&);
| |ql/patterns/observable.hpp|Observable & Observable::operator=(Observable &&);
| |ql/patterns/observable.hpp|void Observable::notifyObservers();
|v|ql/patterns/observable.hpp|void ObservableSettings::disableUpdates(bool deferred = false);
|v|ql/patterns/observable.hpp|void ObservableSettings::enableUpdates();
|v|ql/patterns/observable.hpp|bool ObservableSettings::updatesEnabled() const;
|v|ql/patterns/observable.hpp|bool ObservableSettings::updatesDeferred() const;
| |ql/patterns/observable.hpp|bool ObservableSettings::runningDeferredUpdates() const;
| |ql/patterns/observable.hpp|Observer::Observer();
| |ql/patterns/observable.hpp|Observer::Observer(const Observer &);
| |ql/patterns/observable.hpp|Observer & Observer::operator=(const Observer &);
| |ql/patterns/observable.hpp|std::pair<iterator, bool> Observer::registerWith(const ext::shared_ptr<Observable> &);
| |ql/patterns/observable.hpp|void Observer::registerWithObservables(const ext::shared_ptr<Observer> &);
| |ql/patterns/observable.hpp|Size Observer::unregisterWith(const ext::shared_ptr<Observable> &);
| |ql/patterns/observable.hpp|void Observer::unregisterWithAll();
| |ql/patterns/observable.hpp|void Observer::update();
| |ql/patterns/observable.hpp|void Observer::deepUpdate();
| |ql/patterns/observable.hpp|void registerDeferredObservers(const Observable::set_type & observers);
| |ql/patterns/observable.hpp|void unregisterDeferredObserver(Observer * o);
| |ql/patterns/observable.hpp|Observable & operator=(const Observable & o);
| |ql/patterns/observable.hpp|std::pair<Observable::iterator, bool> registerObserver(Observer * o);
| |ql/patterns/observable.hpp|Size unregisterObserver(Observer * o);
| |ql/patterns/observable.hpp|Observer(const Observer & o);
| |ql/patterns/observable.hpp|Observer & operator=(const Observer & o);
| |ql/patterns/observable.hpp|std::pair<Observer::iterator, bool> registerWith(const ext::shared_ptr<Observable> & h);
| |ql/patterns/observable.hpp|void registerWithObservables(const ext::shared_ptr<Observer> & o);
| |ql/patterns/observable.hpp|Size unregisterWith(const ext::shared_ptr<Observable> & h);
| |ql/patterns/singleton.hpp|Singleton::Singleton<T, Global>(const Singleton<T, Global> &);
| |ql/patterns/singleton.hpp|Singleton::Singleton<T, Global>(Singleton<T, Global> &&);
| |ql/patterns/singleton.hpp|Singleton<T, Global> & Singleton::operator=(const Singleton<T, Global> &);
| |ql/patterns/singleton.hpp|Singleton<T, Global> & Singleton::operator=(Singleton<T, Global> &&);
| |ql/patterns/singleton.hpp|static T & Singleton::instance();
| |ql/patterns/visitor.hpp|void Visitor::visit(T &);
| |ql/payoff.hpp|std::string Payoff::name() const;
| |ql/payoff.hpp|std::string Payoff::description() const;
| |ql/payoff.hpp|Real Payoff::operator()(Real price) const;
| |ql/payoff.hpp|void Payoff::accept(AcyclicVisitor &);
| |ql/payoff.hpp|void accept(AcyclicVisitor & v);
| |ql/position.hpp|std::ostream & operator<<(std::ostream &, Position::Type);
| |ql/prices.hpp|Real midEquivalent(Real bid, Real ask, Real last, Real close);
| |ql/prices.hpp|Real midSafe(Real bid, Real ask);
|x|ql/prices.hpp|IntervalPrice::IntervalPrice();
|x|ql/prices.hpp|IntervalPrice::IntervalPrice(Real open, Real close, Real high, Real low);
|x|ql/prices.hpp|Real IntervalPrice::open() const;
|x|ql/prices.hpp|Real IntervalPrice::close() const;
|x|ql/prices.hpp|Real IntervalPrice::high() const;
|x|ql/prices.hpp|Real IntervalPrice::low() const;
|x|ql/prices.hpp|Real IntervalPrice::value(IntervalPrice::Type) const;
|x|ql/prices.hpp|void IntervalPrice::setValue(Real value, IntervalPrice::Type);
|x|ql/prices.hpp|void IntervalPrice::setValues(Real open, Real close, Real high, Real low);
|x|ql/prices.hpp|static TimeSeries<IntervalPrice> IntervalPrice::makeSeries(const std::vector<Date> & d, const std::vector<Real> & open, const std::vector<Real> & close, const std::vector<Real> & high, const std::vector<Real> & low);
|x|ql/prices.hpp|static std::vector<Real> IntervalPrice::extractValues(const TimeSeries<IntervalPrice> &, IntervalPrice::Type);
|x|ql/prices.hpp|static TimeSeries<Real> IntervalPrice::extractComponent(const TimeSeries<IntervalPrice> &, IntervalPrice::Type);
| |ql/pricingengine.hpp|arguments * PricingEngine::getArguments() const;
| |ql/pricingengine.hpp|const results * PricingEngine::getResults() const;
| |ql/pricingengine.hpp|void PricingEngine::reset();
|x|ql/pricingengine.hpp|void PricingEngine::calculate() const;
| |ql/pricingengine.hpp|void arguments::validate() const;
| |ql/pricingengine.hpp|void results::reset();
| |ql/pricingengines/americanpayoffatexpiry.hpp|AmericanPayoffAtExpiry::AmericanPayoffAtExpiry(Real spot, DiscountFactor discount, DiscountFactor dividendDiscount, Real variance, const ext::shared_ptr<StrikedTypePayoff> & payoff, bool knock_in = true);
| |ql/pricingengines/americanpayoffatexpiry.hpp|Real AmericanPayoffAtExpiry::value() const;
| |ql/pricingengines/americanpayoffathit.hpp|AmericanPayoffAtHit::AmericanPayoffAtHit(Real spot, DiscountFactor discount, DiscountFactor dividendDiscount, Real variance, const ext::shared_ptr<StrikedTypePayoff> & payoff);
| |ql/pricingengines/americanpayoffathit.hpp|Real AmericanPayoffAtHit::value() const;
| |ql/pricingengines/americanpayoffathit.hpp|Real AmericanPayoffAtHit::delta() const;
| |ql/pricingengines/americanpayoffathit.hpp|Real AmericanPayoffAtHit::gamma() const;
| |ql/pricingengines/americanpayoffathit.hpp|Real AmericanPayoffAtHit::rho(Time maturity) const;
|v|ql/pricingengines/asian/analytic_cont_geom_av_price.hpp|AnalyticContinuousGeometricAveragePriceAsianEngine::AnalyticContinuousGeometricAveragePriceAsianEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/asian/analytic_cont_geom_av_price.hpp|void AnalyticContinuousGeometricAveragePriceAsianEngine::calculate() const;
|v|ql/pricingengines/asian/analytic_discr_geom_av_price.hpp|AnalyticDiscreteGeometricAveragePriceAsianEngine::AnalyticDiscreteGeometricAveragePriceAsianEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/asian/analytic_discr_geom_av_price.hpp|void AnalyticDiscreteGeometricAveragePriceAsianEngine::calculate() const;
|v|ql/pricingengines/asian/analytic_discr_geom_av_strike.hpp|AnalyticDiscreteGeometricAverageStrikeAsianEngine::AnalyticDiscreteGeometricAverageStrikeAsianEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/asian/analytic_discr_geom_av_strike.hpp|void AnalyticDiscreteGeometricAverageStrikeAsianEngine::calculate() const;
| |ql/pricingengines/asian/choiasianengine.hpp|ChoiAsianEngine::ChoiAsianEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> p, Real lambda = 15, Size maxNrIntegrationSteps = 2 << 21);
|x|ql/pricingengines/asian/choiasianengine.hpp|void ChoiAsianEngine::calculate() const;
| |ql/pricingengines/asian/continuousarithmeticasianlevyengine.hpp|ContinuousArithmeticAsianLevyEngine::ContinuousArithmeticAsianLevyEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Handle<Quote> currentAverage);
| |ql/pricingengines/asian/continuousarithmeticasianlevyengine.hpp|ContinuousArithmeticAsianLevyEngine::ContinuousArithmeticAsianLevyEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Handle<Quote> currentAverage, Date startDate);
|x|ql/pricingengines/asian/continuousarithmeticasianlevyengine.hpp|void ContinuousArithmeticAsianLevyEngine::calculate() const;
|v|ql/pricingengines/asian/fdblackscholesasianengine.hpp|FdBlackScholesAsianEngine::FdBlackScholesAsianEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>, Size tGrid = 100, Size xGrid = 100, Size aGrid = 50, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas());
|x|ql/pricingengines/asian/fdblackscholesasianengine.hpp|void FdBlackScholesAsianEngine::calculate() const;
|v|ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|MCDiscreteArithmeticAPHestonEngine::MCDiscreteArithmeticAPHestonEngine<RNG, S, P>(const ext::shared_ptr<P> & process, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size timeSteps = Null<Size>(), Size timeStepsPerYear = Null<Size>(), bool controlVariate = false);
| |ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|MakeMCDiscreteArithmeticAPHestonEngine::MakeMCDiscreteArithmeticAPHestonEngine<RNG, S, P>(ext::shared_ptr<P> process);
| |ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|MakeMCDiscreteArithmeticAPHestonEngine<RNG, S, P> & MakeMCDiscreteArithmeticAPHestonEngine::withSamples(Size samples);
| |ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|MakeMCDiscreteArithmeticAPHestonEngine<RNG, S, P> & MakeMCDiscreteArithmeticAPHestonEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|MakeMCDiscreteArithmeticAPHestonEngine<RNG, S, P> & MakeMCDiscreteArithmeticAPHestonEngine::withMaxSamples(Size samples);
| |ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|MakeMCDiscreteArithmeticAPHestonEngine<RNG, S, P> & MakeMCDiscreteArithmeticAPHestonEngine::withSeed(BigNatural seed);
| |ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|MakeMCDiscreteArithmeticAPHestonEngine<RNG, S, P> & MakeMCDiscreteArithmeticAPHestonEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|MakeMCDiscreteArithmeticAPHestonEngine<RNG, S, P> & MakeMCDiscreteArithmeticAPHestonEngine::withSteps(Size steps);
| |ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|MakeMCDiscreteArithmeticAPHestonEngine<RNG, S, P> & MakeMCDiscreteArithmeticAPHestonEngine::withStepsPerYear(Size steps);
| |ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|MakeMCDiscreteArithmeticAPHestonEngine<RNG, S, P> & MakeMCDiscreteArithmeticAPHestonEngine::withControlVariate(bool b = false);
| |ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|ArithmeticAPOHestonPathPricer::ArithmeticAPOHestonPathPricer(Option::Type type, Real strike, DiscountFactor discount, std::vector<Size> fixingIndices, Real runningSum = 0.0, Size pastFixings = 0);
| |ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|Real ArithmeticAPOHestonPathPricer::operator()(const MultiPath & multiPath) const;
| |ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|MCDiscreteArithmeticAPHestonEngine<RNG, S, P>(const ext::shared_ptr<P> & process, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size timeSteps, Size timeStepsPerYear, bool controlVariate);
| |ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|ext::shared_ptr<typename MCDiscreteArithmeticAPHestonEngine<RNG, S, P>::path_pricer_type> pathPricer() const;
| |ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|ext::shared_ptr<typename MCDiscreteArithmeticAPHestonEngine<RNG, S, P>::path_pricer_type> controlPathPricer() const;
| |ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|MakeMCDiscreteArithmeticAPHestonEngine<RNG, S, P>(ext::shared_ptr<P> process);
| |ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|MakeMCDiscreteArithmeticAPHestonEngine<RNG, S, P> & withAntitheticVariate(bool b);
| |ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp|MakeMCDiscreteArithmeticAPHestonEngine<RNG, S, P> & withControlVariate(bool b);
|?|ql/pricingengines/asian/mc_discr_arith_av_price.hpp|MCDiscreteArithmeticAPEngine::MCDiscreteArithmeticAPEngine<RNG, S>(const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/asian/mc_discr_arith_av_price.hpp|ArithmeticAPOPathPricer::ArithmeticAPOPathPricer(Option::Type type, Real strike, DiscountFactor discount, Real runningSum = 0.0, Size pastFixings = 0);
| |ql/pricingengines/asian/mc_discr_arith_av_price.hpp|Real ArithmeticAPOPathPricer::operator()(const Path & path) const;
|?|ql/pricingengines/asian/mc_discr_arith_av_price.hpp|MCDiscreteArithmeticAPEngine<RNG, S>(const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/asian/mc_discr_arith_av_price.hpp|ext::shared_ptr<typename MCDiscreteArithmeticAPEngine<RNG, S>::path_pricer_type> pathPricer() const;
| |ql/pricingengines/asian/mc_discr_arith_av_price.hpp|ext::shared_ptr<typename MCDiscreteArithmeticAPEngine<RNG, S>::path_pricer_type> controlPathPricer() const;
| |ql/pricingengines/asian/mc_discr_arith_av_price.hpp|MakeMCDiscreteArithmeticAPEngine::MakeMCDiscreteArithmeticAPEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/asian/mc_discr_arith_av_price.hpp|MakeMCDiscreteArithmeticAPEngine<RNG, S> & MakeMCDiscreteArithmeticAPEngine::withBrownianBridge(bool b = true);
| |ql/pricingengines/asian/mc_discr_arith_av_price.hpp|MakeMCDiscreteArithmeticAPEngine<RNG, S> & MakeMCDiscreteArithmeticAPEngine::withSamples(Size samples);
| |ql/pricingengines/asian/mc_discr_arith_av_price.hpp|MakeMCDiscreteArithmeticAPEngine<RNG, S> & MakeMCDiscreteArithmeticAPEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/asian/mc_discr_arith_av_price.hpp|MakeMCDiscreteArithmeticAPEngine<RNG, S> & MakeMCDiscreteArithmeticAPEngine::withMaxSamples(Size samples);
| |ql/pricingengines/asian/mc_discr_arith_av_price.hpp|MakeMCDiscreteArithmeticAPEngine<RNG, S> & MakeMCDiscreteArithmeticAPEngine::withSeed(BigNatural seed);
| |ql/pricingengines/asian/mc_discr_arith_av_price.hpp|MakeMCDiscreteArithmeticAPEngine<RNG, S> & MakeMCDiscreteArithmeticAPEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/asian/mc_discr_arith_av_price.hpp|MakeMCDiscreteArithmeticAPEngine<RNG, S> & MakeMCDiscreteArithmeticAPEngine::withControlVariate(bool b = true);
| |ql/pricingengines/asian/mc_discr_arith_av_price.hpp|MakeMCDiscreteArithmeticAPEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/asian/mc_discr_arith_av_price.hpp|MakeMCDiscreteArithmeticAPEngine<RNG, S> & withBrownianBridge(bool b);
| |ql/pricingengines/asian/mc_discr_arith_av_price.hpp|MakeMCDiscreteArithmeticAPEngine<RNG, S> & withAntitheticVariate(bool b);
| |ql/pricingengines/asian/mc_discr_arith_av_price.hpp|MakeMCDiscreteArithmeticAPEngine<RNG, S> & withControlVariate(bool b);
|?|ql/pricingengines/asian/mc_discr_arith_av_strike.hpp|MCDiscreteArithmeticASEngine::MCDiscreteArithmeticASEngine<RNG, S>(const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/asian/mc_discr_arith_av_strike.hpp|ArithmeticASOPathPricer::ArithmeticASOPathPricer(Option::Type type, DiscountFactor discount, Real runningSum = 0.0, Size pastFixings = 0, Size fixingCount = Null<Size>());
| |ql/pricingengines/asian/mc_discr_arith_av_strike.hpp|Real ArithmeticASOPathPricer::operator()(const Path & path) const;
|?|ql/pricingengines/asian/mc_discr_arith_av_strike.hpp|MCDiscreteArithmeticASEngine<RNG, S>(const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/asian/mc_discr_arith_av_strike.hpp|ext::shared_ptr<typename MCDiscreteArithmeticASEngine<RNG, S>::path_pricer_type> pathPricer() const;
| |ql/pricingengines/asian/mc_discr_arith_av_strike.hpp|MakeMCDiscreteArithmeticASEngine::MakeMCDiscreteArithmeticASEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/asian/mc_discr_arith_av_strike.hpp|MakeMCDiscreteArithmeticASEngine<RNG, S> & MakeMCDiscreteArithmeticASEngine::withBrownianBridge(bool b = true);
| |ql/pricingengines/asian/mc_discr_arith_av_strike.hpp|MakeMCDiscreteArithmeticASEngine<RNG, S> & MakeMCDiscreteArithmeticASEngine::withSamples(Size samples);
| |ql/pricingengines/asian/mc_discr_arith_av_strike.hpp|MakeMCDiscreteArithmeticASEngine<RNG, S> & MakeMCDiscreteArithmeticASEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/asian/mc_discr_arith_av_strike.hpp|MakeMCDiscreteArithmeticASEngine<RNG, S> & MakeMCDiscreteArithmeticASEngine::withMaxSamples(Size samples);
| |ql/pricingengines/asian/mc_discr_arith_av_strike.hpp|MakeMCDiscreteArithmeticASEngine<RNG, S> & MakeMCDiscreteArithmeticASEngine::withSeed(BigNatural seed);
| |ql/pricingengines/asian/mc_discr_arith_av_strike.hpp|MakeMCDiscreteArithmeticASEngine<RNG, S> & MakeMCDiscreteArithmeticASEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/asian/mc_discr_arith_av_strike.hpp|MakeMCDiscreteArithmeticASEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/asian/mc_discr_arith_av_strike.hpp|MakeMCDiscreteArithmeticASEngine<RNG, S> & withBrownianBridge(bool b);
| |ql/pricingengines/asian/mc_discr_arith_av_strike.hpp|MakeMCDiscreteArithmeticASEngine<RNG, S> & withAntitheticVariate(bool b);
|v|ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp|MCDiscreteGeometricAPHestonEngine::MCDiscreteGeometricAPHestonEngine<RNG, S, P>(const ext::shared_ptr<P> & process, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size timeSteps = Null<Size>(), Size timeStepsPerYear = Null<Size>());
| |ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp|MakeMCDiscreteGeometricAPHestonEngine::MakeMCDiscreteGeometricAPHestonEngine<RNG, S, P>(ext::shared_ptr<P> process);
| |ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp|MakeMCDiscreteGeometricAPHestonEngine<RNG, S, P> & MakeMCDiscreteGeometricAPHestonEngine::withSamples(Size samples);
| |ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp|MakeMCDiscreteGeometricAPHestonEngine<RNG, S, P> & MakeMCDiscreteGeometricAPHestonEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp|MakeMCDiscreteGeometricAPHestonEngine<RNG, S, P> & MakeMCDiscreteGeometricAPHestonEngine::withMaxSamples(Size samples);
| |ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp|MakeMCDiscreteGeometricAPHestonEngine<RNG, S, P> & MakeMCDiscreteGeometricAPHestonEngine::withSeed(BigNatural seed);
| |ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp|MakeMCDiscreteGeometricAPHestonEngine<RNG, S, P> & MakeMCDiscreteGeometricAPHestonEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp|MakeMCDiscreteGeometricAPHestonEngine<RNG, S, P> & MakeMCDiscreteGeometricAPHestonEngine::withSteps(Size steps);
| |ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp|MakeMCDiscreteGeometricAPHestonEngine<RNG, S, P> & MakeMCDiscreteGeometricAPHestonEngine::withStepsPerYear(Size steps);
| |ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp|GeometricAPOHestonPathPricer::GeometricAPOHestonPathPricer(Option::Type type, Real strike, DiscountFactor discount, std::vector<Size> fixingIndices, Real runningProduct = 1.0, Size pastFixings = 0);
| |ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp|Real GeometricAPOHestonPathPricer::operator()(const MultiPath & multiPath) const;
| |ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp|MCDiscreteGeometricAPHestonEngine<RNG, S, P>(const ext::shared_ptr<P> & process, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size timeSteps, Size timeStepsPerYear);
| |ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp|ext::shared_ptr<typename MCDiscreteGeometricAPHestonEngine<RNG, S, P>::path_pricer_type> pathPricer() const;
| |ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp|MakeMCDiscreteGeometricAPHestonEngine<RNG, S, P>(ext::shared_ptr<P> process);
| |ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp|MakeMCDiscreteGeometricAPHestonEngine<RNG, S, P> & withAntitheticVariate(bool b);
|?|ql/pricingengines/asian/mc_discr_geom_av_price.hpp|MCDiscreteGeometricAPEngine::MCDiscreteGeometricAPEngine<RNG, S>(const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/asian/mc_discr_geom_av_price.hpp|GeometricAPOPathPricer::GeometricAPOPathPricer(Option::Type type, Real strike, DiscountFactor discount, Real runningProduct = 1.0, Size pastFixings = 0);
| |ql/pricingengines/asian/mc_discr_geom_av_price.hpp|Real GeometricAPOPathPricer::operator()(const Path & path) const;
|?|ql/pricingengines/asian/mc_discr_geom_av_price.hpp|MCDiscreteGeometricAPEngine<RNG, S>(const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/asian/mc_discr_geom_av_price.hpp|ext::shared_ptr<typename MCDiscreteGeometricAPEngine<RNG, S>::path_pricer_type> pathPricer() const;
| |ql/pricingengines/asian/mc_discr_geom_av_price.hpp|MakeMCDiscreteGeometricAPEngine::MakeMCDiscreteGeometricAPEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/asian/mc_discr_geom_av_price.hpp|MakeMCDiscreteGeometricAPEngine<RNG, S> & MakeMCDiscreteGeometricAPEngine::withBrownianBridge(bool b = true);
| |ql/pricingengines/asian/mc_discr_geom_av_price.hpp|MakeMCDiscreteGeometricAPEngine<RNG, S> & MakeMCDiscreteGeometricAPEngine::withSamples(Size samples);
| |ql/pricingengines/asian/mc_discr_geom_av_price.hpp|MakeMCDiscreteGeometricAPEngine<RNG, S> & MakeMCDiscreteGeometricAPEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/asian/mc_discr_geom_av_price.hpp|MakeMCDiscreteGeometricAPEngine<RNG, S> & MakeMCDiscreteGeometricAPEngine::withMaxSamples(Size samples);
| |ql/pricingengines/asian/mc_discr_geom_av_price.hpp|MakeMCDiscreteGeometricAPEngine<RNG, S> & MakeMCDiscreteGeometricAPEngine::withSeed(BigNatural seed);
| |ql/pricingengines/asian/mc_discr_geom_av_price.hpp|MakeMCDiscreteGeometricAPEngine<RNG, S> & MakeMCDiscreteGeometricAPEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/asian/mc_discr_geom_av_price.hpp|MakeMCDiscreteGeometricAPEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/asian/mc_discr_geom_av_price.hpp|MakeMCDiscreteGeometricAPEngine<RNG, S> & withBrownianBridge(bool b);
| |ql/pricingengines/asian/mc_discr_geom_av_price.hpp|MakeMCDiscreteGeometricAPEngine<RNG, S> & withAntitheticVariate(bool b);
| |ql/pricingengines/asian/mcdiscreteasianenginebase.hpp|PastFixingsOnly::PastFixingsOnly();
| |ql/pricingengines/asian/mcdiscreteasianenginebase.hpp|MCDiscreteAveragingAsianEngineBase::MCDiscreteAveragingAsianEngineBase<MC, RNG, S>(ext::shared_ptr<StochasticProcess> process, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size timeSteps = Null<Size>(), Size timeStepsPerYear = Null<Size>(), bool includeExerciseDate = false);
| |ql/pricingengines/asian/mcdiscreteasianenginebase.hpp|void MCDiscreteAveragingAsianEngineBase::calculate() const;
| |ql/pricingengines/asian/mcdiscreteasianenginebase.hpp|MCDiscreteAveragingAsianEngineBase<MC, RNG, S>(ext::shared_ptr<StochasticProcess> process, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size timeSteps, Size timeStepsPerYear, bool includeExerciseDate);
|?|ql/pricingengines/asian/mcdiscreteasianenginebase.hpp|TimeGrid timeGrid() const;
| |ql/pricingengines/asian/mcdiscreteasianenginebase.hpp|Real controlVariateValue() const;
|v|ql/pricingengines/asian/turnbullwakemanasianengine.hpp|TurnbullWakemanAsianEngine::TurnbullWakemanAsianEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/asian/turnbullwakemanasianengine.hpp|void TurnbullWakemanAsianEngine::calculate() const;
|v|ql/pricingengines/bacheliercalculator.hpp|BachelierCalculator::BachelierCalculator(const ext::shared_ptr<StrikedTypePayoff> & payoff, Real forward, Real stdDev, Real discount = 1.0);
|v|ql/pricingengines/bacheliercalculator.hpp|BachelierCalculator::BachelierCalculator(Option::Type optionType, Real strike, Real forward, Real stdDev, Real discount = 1.0);
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::value() const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::deltaForward() const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::delta(Real spot) const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::elasticityForward() const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::elasticity(Real spot) const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::gammaForward() const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::gamma(Real spot) const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::theta(Real spot, Time maturity) const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::thetaPerDay(Real spot, Time maturity) const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::vega(Time maturity) const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::rho(Time maturity) const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::dividendRho(Time maturity) const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::itmCashProbability() const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::itmAssetProbability() const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::strikeSensitivity() const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::strikeGamma() const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::vanna(Time maturity) const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::volga(Time maturity) const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::alpha() const;
|v|ql/pricingengines/bacheliercalculator.hpp|Real BachelierCalculator::beta() const;
|v|ql/pricingengines/barrier/analyticbarrierengine.hpp|AnalyticBarrierEngine::AnalyticBarrierEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/barrier/analyticbarrierengine.hpp|void AnalyticBarrierEngine::calculate() const;
|v|ql/pricingengines/barrier/analyticbinarybarrierengine.hpp|AnalyticBinaryBarrierEngine::AnalyticBinaryBarrierEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>);
|x|ql/pricingengines/barrier/analyticbinarybarrierengine.hpp|void AnalyticBinaryBarrierEngine::calculate() const;
| |ql/pricingengines/barrier/analyticdoublebarrierbinaryengine.hpp|AnalyticDoubleBarrierBinaryEngine::AnalyticDoubleBarrierBinaryEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>);
|x|ql/pricingengines/barrier/analyticdoublebarrierbinaryengine.hpp|void AnalyticDoubleBarrierBinaryEngine::calculate() const;
|v|ql/pricingengines/barrier/analyticdoublebarrierengine.hpp|AnalyticDoubleBarrierEngine::AnalyticDoubleBarrierEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process, int series = 5);
|x|ql/pricingengines/barrier/analyticdoublebarrierengine.hpp|void AnalyticDoubleBarrierEngine::calculate() const;
|v|ql/pricingengines/barrier/analyticpartialtimebarrieroptionengine.hpp|AnalyticPartialTimeBarrierOptionEngine::AnalyticPartialTimeBarrierOptionEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/barrier/analyticpartialtimebarrieroptionengine.hpp|void AnalyticPartialTimeBarrierOptionEngine::calculate() const;
|v|ql/pricingengines/barrier/analyticsoftbarrierengine.hpp|AnalyticSoftBarrierEngine::AnalyticSoftBarrierEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/barrier/analyticsoftbarrierengine.hpp|void AnalyticSoftBarrierEngine::calculate() const;
|v|ql/pricingengines/barrier/analytictwoassetbarrierengine.hpp|AnalyticTwoAssetBarrierEngine::AnalyticTwoAssetBarrierEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process1, ext::shared_ptr<GeneralizedBlackScholesProcess> process2, Handle<Quote> rho);
|x|ql/pricingengines/barrier/analytictwoassetbarrierengine.hpp|void AnalyticTwoAssetBarrierEngine::calculate() const;
|v|ql/pricingengines/barrier/binomialbarrierengine.hpp|BinomialBarrierEngine::BinomialBarrierEngine<T, D>(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Size timeSteps, Size maxTimeSteps = 0);
|x|ql/pricingengines/barrier/binomialbarrierengine.hpp|void BinomialBarrierEngine::calculate() const;
| |ql/pricingengines/barrier/discretizedbarrieroption.hpp|DiscretizedBarrierOption::DiscretizedBarrierOption(const BarrierOption::arguments &, const StochasticProcess & process, const TimeGrid & grid = TimeGrid());
| |ql/pricingengines/barrier/discretizedbarrieroption.hpp|const Array & DiscretizedBarrierOption::vanilla() const;
|x|ql/pricingengines/barrier/discretizedbarrieroption.hpp|const BarrierOption::arguments & DiscretizedBarrierOption::arguments() const;
| |ql/pricingengines/barrier/discretizedbarrieroption.hpp|void DiscretizedBarrierOption::checkBarrier(Array & optvalues, const Array & grid) const;
| |ql/pricingengines/barrier/discretizedbarrieroption.hpp|DiscretizedDermanKaniBarrierOption::DiscretizedDermanKaniBarrierOption(const BarrierOption::arguments &, const StochasticProcess & process, const TimeGrid & grid = TimeGrid());
|v|ql/pricingengines/barrier/fdblackscholesbarrierengine.hpp|FdBlackScholesBarrierEngine::FdBlackScholesBarrierEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Size tGrid = 100, Size xGrid = 100, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas(), bool localVol = false, Real illegalLocalVolOverwrite = - Null<Real>());
|x|ql/pricingengines/barrier/fdblackscholesbarrierengine.hpp|FdBlackScholesBarrierEngine::FdBlackScholesBarrierEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process, DividendSchedule dividends, Size tGrid = 100, Size xGrid = 100, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas(), bool localVol = false, Real illegalLocalVolOverwrite = - Null<Real>());
|x|ql/pricingengines/barrier/fdblackscholesbarrierengine.hpp|void FdBlackScholesBarrierEngine::calculate() const;
| |ql/pricingengines/barrier/fdblackscholesrebateengine.hpp|FdBlackScholesRebateEngine::FdBlackScholesRebateEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Size tGrid = 100, Size xGrid = 100, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas(), bool localVol = false, Real illegalLocalVolOverwrite = - Null<Real>());
| |ql/pricingengines/barrier/fdblackscholesrebateengine.hpp|FdBlackScholesRebateEngine::FdBlackScholesRebateEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process, DividendSchedule dividends, Size tGrid = 100, Size xGrid = 100, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas(), bool localVol = false, Real illegalLocalVolOverwrite = - Null<Real>());
|x|ql/pricingengines/barrier/fdblackscholesrebateengine.hpp|void FdBlackScholesRebateEngine::calculate() const;
|v|ql/pricingengines/barrier/fdhestonbarrierengine.hpp|FdHestonBarrierEngine::FdHestonBarrierEngine(const ext::shared_ptr<HestonModel> & model, Size tGrid = 100, Size xGrid = 100, Size vGrid = 50, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer(), ext::shared_ptr<LocalVolTermStructure> leverageFct = { }, Real mixingFactor = 1.0);
|v|ql/pricingengines/barrier/fdhestonbarrierengine.hpp|FdHestonBarrierEngine::FdHestonBarrierEngine(const ext::shared_ptr<HestonModel> & model, DividendSchedule dividends, Size tGrid = 100, Size xGrid = 100, Size vGrid = 50, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer(), ext::shared_ptr<LocalVolTermStructure> leverageFct = { }, Real mixingFactor = 1.0);
|x|ql/pricingengines/barrier/fdhestonbarrierengine.hpp|void FdHestonBarrierEngine::calculate() const;
|v|ql/pricingengines/barrier/fdhestondoublebarrierengine.hpp|FdHestonDoubleBarrierEngine::FdHestonDoubleBarrierEngine(const ext::shared_ptr<HestonModel> & model, Size tGrid = 100, Size xGrid = 100, Size vGrid = 50, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer(), ext::shared_ptr<LocalVolTermStructure> leverageFct = ext::shared_ptr<LocalVolTermStructure>(), Real mixingFactor = 1.0);
|x|ql/pricingengines/barrier/fdhestondoublebarrierengine.hpp|void FdHestonDoubleBarrierEngine::calculate() const;
| |ql/pricingengines/barrier/fdhestonrebateengine.hpp|FdHestonRebateEngine::FdHestonRebateEngine(const ext::shared_ptr<HestonModel> & model, Size tGrid = 100, Size xGrid = 100, Size vGrid = 50, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer(), ext::shared_ptr<LocalVolTermStructure> leverageFct = { }, Real mixingFactor = 1.0);
| |ql/pricingengines/barrier/fdhestonrebateengine.hpp|FdHestonRebateEngine::FdHestonRebateEngine(const ext::shared_ptr<HestonModel> & model, DividendSchedule dividends, Size tGrid = 100, Size xGrid = 100, Size vGrid = 50, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer(), ext::shared_ptr<LocalVolTermStructure> leverageFct = { }, Real mixingFactor = 1.0);
|x|ql/pricingengines/barrier/fdhestonrebateengine.hpp|void FdHestonRebateEngine::calculate() const;
|?|ql/pricingengines/barrier/mcbarrierengine.hpp|MCBarrierEngine::MCBarrierEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, bool isBiased, BigNatural seed);
|x|ql/pricingengines/barrier/mcbarrierengine.hpp|void MCBarrierEngine::calculate() const;
| |ql/pricingengines/barrier/mcbarrierengine.hpp|MakeMCBarrierEngine::MakeMCBarrierEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess>);
| |ql/pricingengines/barrier/mcbarrierengine.hpp|MakeMCBarrierEngine<RNG, S> & MakeMCBarrierEngine::withSteps(Size steps);
| |ql/pricingengines/barrier/mcbarrierengine.hpp|MakeMCBarrierEngine<RNG, S> & MakeMCBarrierEngine::withStepsPerYear(Size steps);
| |ql/pricingengines/barrier/mcbarrierengine.hpp|MakeMCBarrierEngine<RNG, S> & MakeMCBarrierEngine::withBrownianBridge(bool b = true);
| |ql/pricingengines/barrier/mcbarrierengine.hpp|MakeMCBarrierEngine<RNG, S> & MakeMCBarrierEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/barrier/mcbarrierengine.hpp|MakeMCBarrierEngine<RNG, S> & MakeMCBarrierEngine::withSamples(Size samples);
| |ql/pricingengines/barrier/mcbarrierengine.hpp|MakeMCBarrierEngine<RNG, S> & MakeMCBarrierEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/barrier/mcbarrierengine.hpp|MakeMCBarrierEngine<RNG, S> & MakeMCBarrierEngine::withMaxSamples(Size samples);
| |ql/pricingengines/barrier/mcbarrierengine.hpp|MakeMCBarrierEngine<RNG, S> & MakeMCBarrierEngine::withBias(bool b = true);
| |ql/pricingengines/barrier/mcbarrierengine.hpp|MakeMCBarrierEngine<RNG, S> & MakeMCBarrierEngine::withSeed(BigNatural seed);
| |ql/pricingengines/barrier/mcbarrierengine.hpp|BarrierPathPricer::BarrierPathPricer(Barrier::Type barrierType, Real barrier, Real rebate, Option::Type type, Real strike, std::vector<DiscountFactor> discounts, ext::shared_ptr<StochasticProcess1D> diffProcess, PseudoRandom::ursg_type sequenceGen);
| |ql/pricingengines/barrier/mcbarrierengine.hpp|Real BarrierPathPricer::operator()(const Path & path) const;
| |ql/pricingengines/barrier/mcbarrierengine.hpp|BiasedBarrierPathPricer::BiasedBarrierPathPricer(Barrier::Type barrierType, Real barrier, Real rebate, Option::Type type, Real strike, std::vector<DiscountFactor> discounts);
| |ql/pricingengines/barrier/mcbarrierengine.hpp|Real BiasedBarrierPathPricer::operator()(const Path & path) const;
|?|ql/pricingengines/barrier/mcbarrierengine.hpp|MCBarrierEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, bool isBiased, BigNatural seed);
|?|ql/pricingengines/barrier/mcbarrierengine.hpp|TimeGrid timeGrid() const;
| |ql/pricingengines/barrier/mcbarrierengine.hpp|ext::shared_ptr<typename MCBarrierEngine<RNG, S>::path_pricer_type> pathPricer() const;
| |ql/pricingengines/barrier/mcbarrierengine.hpp|MakeMCBarrierEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/barrier/mcbarrierengine.hpp|MakeMCBarrierEngine<RNG, S> & withBrownianBridge(bool brownianBridge);
| |ql/pricingengines/barrier/mcbarrierengine.hpp|MakeMCBarrierEngine<RNG, S> & withAntitheticVariate(bool b);
| |ql/pricingengines/barrier/mcbarrierengine.hpp|MakeMCBarrierEngine<RNG, S> & withBias(bool biased);
|v|ql/pricingengines/basket/bjerksundstenslandspreadengine.hpp|BjerksundStenslandSpreadEngine::BjerksundStenslandSpreadEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process1, ext::shared_ptr<GeneralizedBlackScholesProcess> process2, Real correlation);
|v|ql/pricingengines/basket/choibasketengine.hpp|ChoiBasketEngine::ChoiBasketEngine(std::vector<ext::shared_ptr<GeneralizedBlackScholesProcess>> processes, Matrix rho, Real lambda = 10.0, Size maxNrIntegrationSteps = std::numeric_limits<Size>::max(), bool calcfwdDelta = false, bool controlVariate = false);
|x|ql/pricingengines/basket/choibasketengine.hpp|void ChoiBasketEngine::calculate() const;
|v|ql/pricingengines/basket/denglizhoubasketengine.hpp|DengLiZhouBasketEngine::DengLiZhouBasketEngine(std::vector<ext::shared_ptr<GeneralizedBlackScholesProcess>> processes, Matrix rho);
|x|ql/pricingengines/basket/denglizhoubasketengine.hpp|void DengLiZhouBasketEngine::calculate() const;
|v|ql/pricingengines/basket/fd2dblackscholesvanillaengine.hpp|Fd2dBlackScholesVanillaEngine::Fd2dBlackScholesVanillaEngine(const ext::shared_ptr<GeneralizedBlackScholesProcess> & p1, const ext::shared_ptr<GeneralizedBlackScholesProcess> & p2, Real correlation, Size xGrid = 100, Size yGrid = 100, Size tGrid = 50, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer(), bool localVol = false, Real illegalLocalVolOverwrite = - Null<Real>());
|x|ql/pricingengines/basket/fd2dblackscholesvanillaengine.hpp|void Fd2dBlackScholesVanillaEngine::calculate() const;
|v|ql/pricingengines/basket/fdndimblackscholesvanillaengine.hpp|FdndimBlackScholesVanillaEngine::FdndimBlackScholesVanillaEngine(std::vector<ext::shared_ptr<GeneralizedBlackScholesProcess>> processes, Matrix rho, std::vector<Size> xGrids, Size tGrid = 50, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas());
|v|ql/pricingengines/basket/fdndimblackscholesvanillaengine.hpp|FdndimBlackScholesVanillaEngine::FdndimBlackScholesVanillaEngine(std::vector<ext::shared_ptr<GeneralizedBlackScholesProcess>> processes, Matrix rho, Size xGrid, Size tGrid = 50, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas());
|x|ql/pricingengines/basket/fdndimblackscholesvanillaengine.hpp|void FdndimBlackScholesVanillaEngine::calculate() const;
|v|ql/pricingengines/basket/gaussiancopulaspreadengine.hpp|GaussianCopulaSpreadEngine::GaussianCopulaSpreadEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process1, ext::shared_ptr<GeneralizedBlackScholesProcess> process2, Real correlation, Size nPoints = 64);
|x|ql/pricingengines/basket/gaussiancopulaspreadengine.hpp|void GaussianCopulaSpreadEngine::calculate() const;
|v|ql/pricingengines/basket/kirkengine.hpp|KirkEngine::KirkEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process1, ext::shared_ptr<GeneralizedBlackScholesProcess> process2, Real correlation);
|v|ql/pricingengines/basket/mcamericanbasketengine.hpp|MCAmericanBasketEngine::MCAmericanBasketEngine<RNG>(const ext::shared_ptr<StochasticProcessArray> &, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size nCalibrationSamples = Null<Size>(), Size polynomialOrder = 2, LsmBasisSystem::PolynomialType polynomialType = LsmBasisSystem::Monomial);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|MakeMCAmericanBasketEngine::MakeMCAmericanBasketEngine<RNG>(ext::shared_ptr<StochasticProcessArray>);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|MakeMCAmericanBasketEngine<RNG> & MakeMCAmericanBasketEngine::withSteps(Size steps);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|MakeMCAmericanBasketEngine<RNG> & MakeMCAmericanBasketEngine::withStepsPerYear(Size steps);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|MakeMCAmericanBasketEngine<RNG> & MakeMCAmericanBasketEngine::withBrownianBridge(bool b = true);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|MakeMCAmericanBasketEngine<RNG> & MakeMCAmericanBasketEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|MakeMCAmericanBasketEngine<RNG> & MakeMCAmericanBasketEngine::withSamples(Size samples);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|MakeMCAmericanBasketEngine<RNG> & MakeMCAmericanBasketEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|MakeMCAmericanBasketEngine<RNG> & MakeMCAmericanBasketEngine::withMaxSamples(Size samples);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|MakeMCAmericanBasketEngine<RNG> & MakeMCAmericanBasketEngine::withSeed(BigNatural seed);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|MakeMCAmericanBasketEngine<RNG> & MakeMCAmericanBasketEngine::withCalibrationSamples(Size samples);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|MakeMCAmericanBasketEngine<RNG> & MakeMCAmericanBasketEngine::withPolynomialOrder(Size polynmOrder);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|MakeMCAmericanBasketEngine<RNG> & MakeMCAmericanBasketEngine::withBasisSystem(LsmBasisSystem::PolynomialType polynomialType);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|AmericanBasketPathPricer::AmericanBasketPathPricer(Size assetNumber, ext::shared_ptr<Payoff> payoff, Size polynomialOrder = 2, LsmBasisSystem::PolynomialType polynomialType = LsmBasisSystem::Monomial);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|Array AmericanBasketPathPricer::state(const MultiPath & path, Size t) const;
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|Real AmericanBasketPathPricer::operator()(const MultiPath & path, Size t) const;
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|std::vector<std::function<Real (Array)>> AmericanBasketPathPricer::basisSystem() const;
|v|ql/pricingengines/basket/mcamericanbasketengine.hpp|MCAmericanBasketEngine<RNG>(const ext::shared_ptr<StochasticProcessArray> & processes, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size nCalibrationSamples, Size polynomialOrder, LsmBasisSystem::PolynomialType polynomialType);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|ext::shared_ptr<LongstaffSchwartzPathPricer<MultiPath>> lsmPathPricer() const;
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|MakeMCAmericanBasketEngine<RNG>(ext::shared_ptr<StochasticProcessArray> process);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|MakeMCAmericanBasketEngine<RNG> & withBrownianBridge(bool brownianBridge);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|MakeMCAmericanBasketEngine<RNG> & withAntitheticVariate(bool b);
| |ql/pricingengines/basket/mcamericanbasketengine.hpp|MakeMCAmericanBasketEngine<RNG> & withPolynomialOrder(Size polynomialOrder);
|v|ql/pricingengines/basket/mceuropeanbasketengine.hpp|MCEuropeanBasketEngine::MCEuropeanBasketEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray>, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|x|ql/pricingengines/basket/mceuropeanbasketengine.hpp|void MCEuropeanBasketEngine::calculate() const;
| |ql/pricingengines/basket/mceuropeanbasketengine.hpp|MakeMCEuropeanBasketEngine::MakeMCEuropeanBasketEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray>);
| |ql/pricingengines/basket/mceuropeanbasketengine.hpp|MakeMCEuropeanBasketEngine<RNG, S> & MakeMCEuropeanBasketEngine::withSteps(Size steps);
| |ql/pricingengines/basket/mceuropeanbasketengine.hpp|MakeMCEuropeanBasketEngine<RNG, S> & MakeMCEuropeanBasketEngine::withStepsPerYear(Size steps);
| |ql/pricingengines/basket/mceuropeanbasketengine.hpp|MakeMCEuropeanBasketEngine<RNG, S> & MakeMCEuropeanBasketEngine::withBrownianBridge(bool b = true);
| |ql/pricingengines/basket/mceuropeanbasketengine.hpp|MakeMCEuropeanBasketEngine<RNG, S> & MakeMCEuropeanBasketEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/basket/mceuropeanbasketengine.hpp|MakeMCEuropeanBasketEngine<RNG, S> & MakeMCEuropeanBasketEngine::withSamples(Size samples);
| |ql/pricingengines/basket/mceuropeanbasketengine.hpp|MakeMCEuropeanBasketEngine<RNG, S> & MakeMCEuropeanBasketEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/basket/mceuropeanbasketengine.hpp|MakeMCEuropeanBasketEngine<RNG, S> & MakeMCEuropeanBasketEngine::withMaxSamples(Size samples);
| |ql/pricingengines/basket/mceuropeanbasketengine.hpp|MakeMCEuropeanBasketEngine<RNG, S> & MakeMCEuropeanBasketEngine::withSeed(BigNatural seed);
| |ql/pricingengines/basket/mceuropeanbasketengine.hpp|EuropeanMultiPathPricer::EuropeanMultiPathPricer(ext::shared_ptr<BasketPayoff> payoff, DiscountFactor discount);
| |ql/pricingengines/basket/mceuropeanbasketengine.hpp|Real EuropeanMultiPathPricer::operator()(const MultiPath & multiPath) const;
|v|ql/pricingengines/basket/mceuropeanbasketengine.hpp|MCEuropeanBasketEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray> processes, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|?|ql/pricingengines/basket/mceuropeanbasketengine.hpp|TimeGrid timeGrid() const;
| |ql/pricingengines/basket/mceuropeanbasketengine.hpp|ext::shared_ptr<typename MCEuropeanBasketEngine<RNG, S>::path_pricer_type> pathPricer() const;
| |ql/pricingengines/basket/mceuropeanbasketengine.hpp|MakeMCEuropeanBasketEngine<RNG, S>(ext::shared_ptr<StochasticProcessArray> process);
| |ql/pricingengines/basket/mceuropeanbasketengine.hpp|MakeMCEuropeanBasketEngine<RNG, S> & withBrownianBridge(bool brownianBridge);
| |ql/pricingengines/basket/mceuropeanbasketengine.hpp|MakeMCEuropeanBasketEngine<RNG, S> & withAntitheticVariate(bool b);
|v|ql/pricingengines/basket/operatorsplittingspreadengine.hpp|OperatorSplittingSpreadEngine::OperatorSplittingSpreadEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process1, ext::shared_ptr<GeneralizedBlackScholesProcess> process2, Real correlation, Order order = Second);
|v|ql/pricingengines/basket/pearsonspreadengine.hpp|PearsonSpreadEngine::PearsonSpreadEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process1, ext::shared_ptr<GeneralizedBlackScholesProcess> process2, Real correlation, Real integrationTolerance = 1e-10, Size maxIntegrationIterations = 10000, Real nStd = 8.0);
|v|ql/pricingengines/basket/singlefactorbsmbasketengine.hpp|SingleFactorBsmBasketEngine::SingleFactorBsmBasketEngine(std::vector<ext::shared_ptr<GeneralizedBlackScholesProcess>> p, Real xTol = 1e4 * QL_EPSILON);
|x|ql/pricingengines/basket/singlefactorbsmbasketengine.hpp|void SingleFactorBsmBasketEngine::calculate() const;
| |ql/pricingengines/basket/singlefactorbsmbasketengine.hpp|SumExponentialsRootSolver::SumExponentialsRootSolver(Array a, Array sig, Real K);
| |ql/pricingengines/basket/singlefactorbsmbasketengine.hpp|Real SumExponentialsRootSolver::operator()(Real x) const;
| |ql/pricingengines/basket/singlefactorbsmbasketengine.hpp|Real SumExponentialsRootSolver::derivative(Real x) const;
| |ql/pricingengines/basket/singlefactorbsmbasketengine.hpp|Real SumExponentialsRootSolver::secondDerivative(Real x) const;
| |ql/pricingengines/basket/singlefactorbsmbasketengine.hpp|Real SumExponentialsRootSolver::getRoot(Real xTol = 1e6 * QL_EPSILON, Strategy strategy = Brent) const;
| |ql/pricingengines/basket/singlefactorbsmbasketengine.hpp|Size SumExponentialsRootSolver::getFCtr() const;
| |ql/pricingengines/basket/singlefactorbsmbasketengine.hpp|Size SumExponentialsRootSolver::getDerivativeCtr() const;
| |ql/pricingengines/basket/singlefactorbsmbasketengine.hpp|Size SumExponentialsRootSolver::getSecondDerivativeCtr() const;
| |ql/pricingengines/basket/spreadblackscholesvanillaengine.hpp|SpreadBlackScholesVanillaEngine::SpreadBlackScholesVanillaEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process1, ext::shared_ptr<GeneralizedBlackScholesProcess> process2, Real correlation);
|x|ql/pricingengines/basket/spreadblackscholesvanillaengine.hpp|void SpreadBlackScholesVanillaEngine::calculate() const;
|v|ql/pricingengines/basket/stulzengine.hpp|StulzEngine::StulzEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process1, ext::shared_ptr<GeneralizedBlackScholesProcess> process2, Real correlation);
|x|ql/pricingengines/basket/stulzengine.hpp|void StulzEngine::calculate() const;
| |ql/pricingengines/basket/vectorbsmprocessextractor.hpp|VectorBsmProcessExtractor::VectorBsmProcessExtractor(std::vector<ext::shared_ptr<GeneralizedBlackScholesProcess>> p);
| |ql/pricingengines/basket/vectorbsmprocessextractor.hpp|Array VectorBsmProcessExtractor::getSpot() const;
| |ql/pricingengines/basket/vectorbsmprocessextractor.hpp|Array VectorBsmProcessExtractor::getBlackStdDev(const Date & maturityDate) const;
| |ql/pricingengines/basket/vectorbsmprocessextractor.hpp|Array VectorBsmProcessExtractor::getBlackVariance(const Date & maturityDate) const;
| |ql/pricingengines/basket/vectorbsmprocessextractor.hpp|Array VectorBsmProcessExtractor::getDividendYieldDf(const Date & maturityDate) const;
| |ql/pricingengines/basket/vectorbsmprocessextractor.hpp|DiscountFactor VectorBsmProcessExtractor::getInterestRateDf(const Date & maturityDate) const;
|v|ql/pricingengines/blackcalculator.hpp|BlackCalculator::BlackCalculator(const ext::shared_ptr<StrikedTypePayoff> & payoff, Real forward, Real stdDev, Real discount = 1.0);
|v|ql/pricingengines/blackcalculator.hpp|BlackCalculator::BlackCalculator(Option::Type optionType, Real strike, Real forward, Real stdDev, Real discount = 1.0);
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::value() const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::deltaForward() const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::delta(Real spot) const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::elasticityForward() const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::elasticity(Real spot) const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::gammaForward() const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::gamma(Real spot) const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::theta(Real spot, Time maturity) const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::thetaPerDay(Real spot, Time maturity) const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::vega(Time maturity) const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::rho(Time maturity) const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::dividendRho(Time maturity) const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::itmCashProbability() const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::itmAssetProbability() const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::strikeSensitivity() const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::strikeGamma() const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::vanna(Real spot, Time maturity) const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::volga(Time maturity) const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::alpha() const;
|v|ql/pricingengines/blackcalculator.hpp|Real BlackCalculator::beta() const;
|v|ql/pricingengines/blackdeltacalculator.hpp|BlackDeltaCalculator::BlackDeltaCalculator(Option::Type ot, DeltaVolQuote::DeltaType dt, Real spot, DiscountFactor dDiscount, DiscountFactor fDiscount, Real stdDev);
|v|ql/pricingengines/blackdeltacalculator.hpp|Real BlackDeltaCalculator::deltaFromStrike(Real strike) const;
|v|ql/pricingengines/blackdeltacalculator.hpp|Real BlackDeltaCalculator::strikeFromDelta(Real delta) const;
|v|ql/pricingengines/blackdeltacalculator.hpp|Real BlackDeltaCalculator::atmStrike(DeltaVolQuote::AtmType atmT) const;
|x|ql/pricingengines/blackdeltacalculator.hpp|void BlackDeltaCalculator::setDeltaType(DeltaVolQuote::DeltaType dt);
|x|ql/pricingengines/blackdeltacalculator.hpp|void BlackDeltaCalculator::setOptionType(Option::Type ot);
|x|ql/pricingengines/blackdeltacalculator.hpp|Real BlackDeltaCalculator::cumD1(Real strike) const;
|x|ql/pricingengines/blackdeltacalculator.hpp|Real BlackDeltaCalculator::cumD2(Real strike) const;
|x|ql/pricingengines/blackdeltacalculator.hpp|Real BlackDeltaCalculator::nD1(Real strike) const;
|x|ql/pricingengines/blackdeltacalculator.hpp|Real BlackDeltaCalculator::nD2(Real strike) const;
|x|ql/pricingengines/blackdeltacalculator.hpp|BlackDeltaPremiumAdjustedSolverClass::BlackDeltaPremiumAdjustedSolverClass(Option::Type ot, DeltaVolQuote::DeltaType dt, Real spot, DiscountFactor dDiscount, DiscountFactor fDiscount, Real stdDev, Real delta);
|x|ql/pricingengines/blackdeltacalculator.hpp|Real BlackDeltaPremiumAdjustedSolverClass::operator()(Real strike) const;
|x|ql/pricingengines/blackdeltacalculator.hpp|BlackDeltaPremiumAdjustedMaxStrikeClass::BlackDeltaPremiumAdjustedMaxStrikeClass(Option::Type ot, DeltaVolQuote::DeltaType dt, Real spot, DiscountFactor dDiscount, DiscountFactor fDiscount, Real stdDev);
|x|ql/pricingengines/blackdeltacalculator.hpp|Real BlackDeltaPremiumAdjustedMaxStrikeClass::operator()(Real strike) const;
|v|ql/pricingengines/blackformula.hpp|Real blackFormula(Option::Type optionType, Real strike, Real forward, Real stdDev, Real discount = 1.0, Real displacement = 0.0);
|x|ql/pricingengines/blackformula.hpp|Real blackFormula(const ext::shared_ptr<PlainVanillaPayoff> & payoff, Real forward, Real stdDev, Real discount = 1.0, Real displacement = 0.0);
|v|ql/pricingengines/blackformula.hpp|Real blackFormulaForwardDerivative(Option::Type optionType, Real strike, Real forward, Real stdDev, Real discount = 1.0, Real displacement = 0.0);
|x|ql/pricingengines/blackformula.hpp|Real blackFormulaForwardDerivative(const ext::shared_ptr<PlainVanillaPayoff> & payoff, Real forward, Real stdDev, Real discount = 1.0, Real displacement = 0.0);
|v|ql/pricingengines/blackformula.hpp|Real blackFormulaImpliedStdDevApproximation(Option::Type optionType, Real strike, Real forward, Real blackPrice, Real discount = 1.0, Real displacement = 0.0);
|x|ql/pricingengines/blackformula.hpp|Real blackFormulaImpliedStdDevApproximation(const ext::shared_ptr<PlainVanillaPayoff> & payoff, Real forward, Real blackPrice, Real discount = 1.0, Real displacement = 0.0);
|v|ql/pricingengines/blackformula.hpp|Real blackFormulaImpliedStdDevChambers(Option::Type optionType, Real strike, Real forward, Real blackPrice, Real blackAtmPrice, Real discount = 1.0, Real displacement = 0.0);
|x|ql/pricingengines/blackformula.hpp|Real blackFormulaImpliedStdDevChambers(const ext::shared_ptr<PlainVanillaPayoff> & payoff, Real forward, Real blackPrice, Real blackAtmPrice, Real discount = 1.0, Real displacement = 0.0);
|v|ql/pricingengines/blackformula.hpp|Real blackFormulaImpliedStdDevApproximationRS(Option::Type optionType, Real strike, Real forward, Real blackPrice, Real discount = 1.0, Real displacement = 0.0);
|x|ql/pricingengines/blackformula.hpp|Real blackFormulaImpliedStdDevApproximationRS(const ext::shared_ptr<PlainVanillaPayoff> & payoff, Real forward, Real blackPrice, Real discount = 1.0, Real displacement = 0.0);
|v|ql/pricingengines/blackformula.hpp|Real blackFormulaImpliedStdDev(Option::Type optionType, Real strike, Real forward, Real blackPrice, Real discount = 1.0, Real displacement = 0.0, Real guess = Null<Real>(), Real accuracy = 1.0e-6, Natural maxIterations = 100);
|x|ql/pricingengines/blackformula.hpp|Real blackFormulaImpliedStdDev(const ext::shared_ptr<PlainVanillaPayoff> & payoff, Real forward, Real blackPrice, Real discount = 1.0, Real displacement = 0.0, Real guess = Null<Real>(), Real accuracy = 1.0e-6, Natural maxIterations = 100);
|v|ql/pricingengines/blackformula.hpp|Real blackFormulaImpliedStdDevLiRS(Option::Type optionType, Real strike, Real forward, Real blackPrice, Real discount = 1.0, Real displacement = 0.0, Real guess = Null<Real>(), Real omega = 1.0, Real accuracy = 1.0e-6, Natural maxIterations = 100);
|x|ql/pricingengines/blackformula.hpp|Real blackFormulaImpliedStdDevLiRS(const ext::shared_ptr<PlainVanillaPayoff> & payoff, Real forward, Real blackPrice, Real discount = 1.0, Real displacement = 0.0, Real guess = Null<Real>(), Real omega = 1.0, Real accuracy = 1.0e-6, Natural maxIterations = 100);
|v|ql/pricingengines/blackformula.hpp|Real blackFormulaCashItmProbability(Option::Type optionType, Real strike, Real forward, Real stdDev, Real displacement = 0.0);
|x|ql/pricingengines/blackformula.hpp|Real blackFormulaCashItmProbability(const ext::shared_ptr<PlainVanillaPayoff> & payoff, Real forward, Real stdDev, Real displacement = 0.0);
|v|ql/pricingengines/blackformula.hpp|Real blackFormulaAssetItmProbability(Option::Type optionType, Real strike, Real forward, Real stdDev, Real displacement = 0.0);
|x|ql/pricingengines/blackformula.hpp|Real blackFormulaAssetItmProbability(const ext::shared_ptr<PlainVanillaPayoff> & payoff, Real forward, Real stdDev, Real displacement = 0.0);
|v|ql/pricingengines/blackformula.hpp|Real blackFormulaStdDevDerivative(Real strike, Real forward, Real stdDev, Real discount = 1.0, Real displacement = 0.0);
|v|ql/pricingengines/blackformula.hpp|Real blackFormulaVolDerivative(Real strike, Real forward, Real stdDev, Real expiry, Real discount = 1.0, Real displacement = 0.0);
|x|ql/pricingengines/blackformula.hpp|Real blackFormulaStdDevDerivative(const ext::shared_ptr<PlainVanillaPayoff> & payoff, Real forward, Real stdDev, Real discount = 1.0, Real displacement = 0.0);
|v|ql/pricingengines/blackformula.hpp|Real blackFormulaStdDevSecondDerivative(Rate strike, Rate forward, Real stdDev, Real discount, Real displacement);
|x|ql/pricingengines/blackformula.hpp|Real blackFormulaStdDevSecondDerivative(const ext::shared_ptr<PlainVanillaPayoff> & payoff, Real forward, Real stdDev, Real discount = 1.0, Real displacement = 0.0);
|v|ql/pricingengines/blackformula.hpp|Real bachelierBlackFormula(Option::Type optionType, Real strike, Real forward, Real stdDev, Real discount = 1.0);
|x|ql/pricingengines/blackformula.hpp|Real bachelierBlackFormula(const ext::shared_ptr<PlainVanillaPayoff> & payoff, Real forward, Real stdDev, Real discount = 1.0);
|v|ql/pricingengines/blackformula.hpp|Real bachelierBlackFormulaForwardDerivative(Option::Type optionType, Real strike, Real forward, Real stdDev, Real discount = 1.0);
|x|ql/pricingengines/blackformula.hpp|Real bachelierBlackFormulaForwardDerivative(const ext::shared_ptr<PlainVanillaPayoff> & payoff, Real forward, Real stdDev, Real discount = 1.0);
|v|ql/pricingengines/blackformula.hpp|Real bachelierBlackFormulaImpliedVolChoi(Option::Type optionType, Real strike, Real forward, Real tte, Real bachelierPrice, Real discount = 1.0);
|v|ql/pricingengines/blackformula.hpp|Real bachelierBlackFormulaImpliedVol(Option::Type optionType, Real strike, Real forward, Real tte, Real bachelierPrice, Real discount = 1.0);
|v|ql/pricingengines/blackformula.hpp|Real bachelierBlackFormulaStdDevDerivative(Real strike, Real forward, Real stdDev, Real discount = 1.0);
|x|ql/pricingengines/blackformula.hpp|Real bachelierBlackFormulaStdDevDerivative(const ext::shared_ptr<PlainVanillaPayoff> & payoff, Real forward, Real stdDev, Real discount = 1.0);
|v|ql/pricingengines/blackformula.hpp|Real bachelierBlackFormulaAssetItmProbability(Option::Type optionType, Real strike, Real forward, Real stdDev);
|x|ql/pricingengines/blackformula.hpp|Real bachelierBlackFormulaAssetItmProbability(const ext::shared_ptr<PlainVanillaPayoff> & payoff, Real forward, Real stdDev);
|v|ql/pricingengines/blackscholescalculator.hpp|BlackScholesCalculator::BlackScholesCalculator(const ext::shared_ptr<StrikedTypePayoff> & payoff, Real spot, DiscountFactor growth, Real stdDev, DiscountFactor discount);
|v|ql/pricingengines/blackscholescalculator.hpp|BlackScholesCalculator::BlackScholesCalculator(Option::Type optionType, Real strike, Real spot, DiscountFactor growth, Real stdDev, DiscountFactor discount);
|v|ql/pricingengines/blackscholescalculator.hpp|Real BlackScholesCalculator::delta() const;
|v|ql/pricingengines/blackscholescalculator.hpp|Real BlackScholesCalculator::elasticity() const;
|v|ql/pricingengines/blackscholescalculator.hpp|Real BlackScholesCalculator::gamma() const;
|v|ql/pricingengines/blackscholescalculator.hpp|Real BlackScholesCalculator::theta(Time maturity) const;
|v|ql/pricingengines/blackscholescalculator.hpp|Real BlackScholesCalculator::thetaPerDay(Time maturity) const;
|?|ql/pricingengines/bond/binomialconvertibleengine.hpp|BinomialConvertibleEngine::BinomialConvertibleEngine<T>(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Size timeSteps, const Handle<Quote> & creditSpread, DividendSchedule dividends = DividendSchedule());
|x|ql/pricingengines/bond/binomialconvertibleengine.hpp|void BinomialConvertibleEngine::calculate() const;
|x|ql/pricingengines/bond/binomialconvertibleengine.hpp|const Handle<Quote> & BinomialConvertibleEngine::creditSpread() const;
|x|ql/pricingengines/bond/binomialconvertibleengine.hpp|const DividendSchedule & BinomialConvertibleEngine::dividends() const;
| |ql/pricingengines/bond/bondfunctions.hpp|static Date BondFunctions::startDate(const Bond & bond);
| |ql/pricingengines/bond/bondfunctions.hpp|static Date BondFunctions::maturityDate(const Bond & bond);
| |ql/pricingengines/bond/bondfunctions.hpp|static bool BondFunctions::isTradable(const Bond & bond, Date settlementDate = Date());
| |ql/pricingengines/bond/bondfunctions.hpp|static Leg::const_reverse_iterator BondFunctions::previousCashFlow(const Bond & bond, Date refDate = Date());
| |ql/pricingengines/bond/bondfunctions.hpp|static Leg::const_iterator BondFunctions::nextCashFlow(const Bond & bond, Date refDate = Date());
| |ql/pricingengines/bond/bondfunctions.hpp|static Date BondFunctions::previousCashFlowDate(const Bond & bond, Date refDate = Date());
| |ql/pricingengines/bond/bondfunctions.hpp|static Date BondFunctions::nextCashFlowDate(const Bond & bond, Date refDate = Date());
|v|ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::previousCashFlowAmount(const Bond & bond, Date refDate = Date());
|v|ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::nextCashFlowAmount(const Bond & bond, Date refDate = Date());
| |ql/pricingengines/bond/bondfunctions.hpp|static Rate BondFunctions::previousCouponRate(const Bond & bond, Date settlementDate = Date());
| |ql/pricingengines/bond/bondfunctions.hpp|static Rate BondFunctions::nextCouponRate(const Bond & bond, Date settlementDate = Date());
|v|ql/pricingengines/bond/bondfunctions.hpp|static Date BondFunctions::accrualStartDate(const Bond & bond, Date settlementDate = Date());
|v|ql/pricingengines/bond/bondfunctions.hpp|static Date BondFunctions::accrualEndDate(const Bond & bond, Date settlementDate = Date());
|v|ql/pricingengines/bond/bondfunctions.hpp|static Date BondFunctions::referencePeriodStart(const Bond & bond, Date settlementDate = Date());
|v|ql/pricingengines/bond/bondfunctions.hpp|static Date BondFunctions::referencePeriodEnd(const Bond & bond, Date settlementDate = Date());
|v|ql/pricingengines/bond/bondfunctions.hpp|static Time BondFunctions::accrualPeriod(const Bond & bond, Date settlementDate = Date());
|v|ql/pricingengines/bond/bondfunctions.hpp|static Date::serial_type BondFunctions::accrualDays(const Bond & bond, Date settlementDate = Date());
|v|ql/pricingengines/bond/bondfunctions.hpp|static Time BondFunctions::accruedPeriod(const Bond & bond, Date settlementDate = Date());
|v|ql/pricingengines/bond/bondfunctions.hpp|static Date::serial_type BondFunctions::accruedDays(const Bond & bond, Date settlementDate = Date());
| |ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::accruedAmount(const Bond & bond, Date settlementDate = Date());
|v|ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::cleanPrice(const Bond & bond, const YieldTermStructure & discountCurve, Date settlementDate = Date());
| |ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::dirtyPrice(const Bond & bond, const YieldTermStructure & discountCurve, Date settlementDate = Date());
|v|ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::bps(const Bond & bond, const YieldTermStructure & discountCurve, Date settlementDate = Date());
|?|ql/pricingengines/bond/bondfunctions.hpp|static Rate BondFunctions::atmRate(const Bond & bond, const YieldTermStructure & discountCurve, Date settlementDate = Date(), Bond::Price price = { });
|v|ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::cleanPrice(const Bond & bond, const InterestRate & yield, Date settlementDate = Date());
|x|ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::cleanPrice(const Bond & bond, Rate yield, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, Date settlementDate = Date());
| |ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::dirtyPrice(const Bond & bond, const InterestRate & yield, Date settlementDate = Date());
| |ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::dirtyPrice(const Bond & bond, Rate yield, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, Date settlementDate = Date());
|v|ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::bps(const Bond & bond, const InterestRate & yield, Date settlementDate = Date());
|x|ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::bps(const Bond & bond, Rate yield, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, Date settlementDate = Date());
|?|ql/pricingengines/bond/bondfunctions.hpp|static Rate BondFunctions::yield(const Bond & bond, Bond::Price price, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, Date settlementDate = Date(), Real accuracy = 1.0e-10, Size maxIterations = 100, Rate guess = 0.05);
|v|ql/pricingengines/bond/bondfunctions.hpp|static Time BondFunctions::duration(const Bond & bond, const InterestRate & yield, Duration::Type type = Duration::Modified, Date settlementDate = Date());
|x|ql/pricingengines/bond/bondfunctions.hpp|static Time BondFunctions::duration(const Bond & bond, Rate yield, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, Duration::Type type = Duration::Modified, Date settlementDate = Date());
|v|ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::convexity(const Bond & bond, const InterestRate & yield, Date settlementDate = Date());
|x|ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::convexity(const Bond & bond, Rate yield, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, Date settlementDate = Date());
|v|ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::basisPointValue(const Bond & bond, const InterestRate & yield, Date settlementDate = Date());
|x|ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::basisPointValue(const Bond & bond, Rate yield, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, Date settlementDate = Date());
|v|ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::yieldValueBasisPoint(const Bond & bond, const InterestRate & yield, Date settlementDate = Date());
|x|ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::yieldValueBasisPoint(const Bond & bond, Rate yield, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, Date settlementDate = Date());
|v|ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::cleanPrice(const Bond & bond, const ext::shared_ptr<YieldTermStructure> & discount, Spread zSpread, Compounding compounding, Frequency frequency, Date settlementDate = Date());
|x|ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::cleanPrice(const Bond & bond, const ext::shared_ptr<YieldTermStructure> & discount, Spread zSpread, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, Date settlementDate = Date());
| |ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::dirtyPrice(const Bond & bond, const ext::shared_ptr<YieldTermStructure> & discount, Spread zSpread, Compounding compounding, Frequency frequency, Date settlementDate = Date());
| |ql/pricingengines/bond/bondfunctions.hpp|static Real BondFunctions::dirtyPrice(const Bond & bond, const ext::shared_ptr<YieldTermStructure> & discount, Spread zSpread, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, Date settlementDate = Date());
|?|ql/pricingengines/bond/bondfunctions.hpp|static Spread BondFunctions::zSpread(const Bond & bond, Bond::Price price, const ext::shared_ptr<YieldTermStructure> &, Compounding compounding, Frequency frequency, Date settlementDate = Date(), Real accuracy = 1.0e-10, Size maxIterations = 100, Rate guess = 0.0);
|v|ql/pricingengines/bond/bondfunctions.hpp|static Spread BondFunctions::zSpread(const Bond & bond, Bond::Price price, const ext::shared_ptr<YieldTermStructure> &, const DayCounter & dayCounter, Compounding compounding, Frequency frequency, Date settlementDate = Date(), Real accuracy = 1.0e-10, Size maxIterations = 100, Rate guess = 0.0);
|v|ql/pricingengines/bond/discountingbondengine.hpp|DiscountingBondEngine::DiscountingBondEngine(Handle<YieldTermStructure> discountCurve = Handle<YieldTermStructure>(), const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt);
|x|ql/pricingengines/bond/discountingbondengine.hpp|void DiscountingBondEngine::calculate() const;
|x|ql/pricingengines/bond/discountingbondengine.hpp|Handle<YieldTermStructure> DiscountingBondEngine::discountCurve() const;
| |ql/pricingengines/bond/discretizedconvertible.hpp|DiscretizedConvertible::DiscretizedConvertible(ConvertibleBond::arguments, ext::shared_ptr<GeneralizedBlackScholesProcess> process, DividendSchedule dividends, Handle<Quote> creditSpread, const TimeGrid & grid = TimeGrid());
| |ql/pricingengines/bond/discretizedconvertible.hpp|const Array & DiscretizedConvertible::conversionProbability() const;
| |ql/pricingengines/bond/discretizedconvertible.hpp|Array & DiscretizedConvertible::conversionProbability();
| |ql/pricingengines/bond/discretizedconvertible.hpp|const Array & DiscretizedConvertible::spreadAdjustedRate() const;
| |ql/pricingengines/bond/discretizedconvertible.hpp|Array & DiscretizedConvertible::spreadAdjustedRate();
| |ql/pricingengines/bond/discretizedconvertible.hpp|const Array & DiscretizedConvertible::dividendValues() const;
| |ql/pricingengines/bond/discretizedconvertible.hpp|Array & DiscretizedConvertible::dividendValues();
|v|ql/pricingengines/bond/riskybondengine.hpp|RiskyBondEngine::RiskyBondEngine(Handle<DefaultProbabilityTermStructure> defaultTS, Real recoveryRate, Handle<YieldTermStructure> yieldTS);
|x|ql/pricingengines/bond/riskybondengine.hpp|void RiskyBondEngine::calculate() const;
|x|ql/pricingengines/bond/riskybondengine.hpp|Handle<DefaultProbabilityTermStructure> RiskyBondEngine::defaultTS() const;
|x|ql/pricingengines/bond/riskybondengine.hpp|Real RiskyBondEngine::recoveryRate() const;
|x|ql/pricingengines/bond/riskybondengine.hpp|Handle<YieldTermStructure> RiskyBondEngine::yieldTS() const;
|v|ql/pricingengines/capfloor/analyticcapfloorengine.hpp|AnalyticCapFloorEngine::AnalyticCapFloorEngine(const ext::shared_ptr<AffineModel> & model, Handle<YieldTermStructure> termStructure = Handle<YieldTermStructure>());
|x|ql/pricingengines/capfloor/analyticcapfloorengine.hpp|void AnalyticCapFloorEngine::calculate() const;
|x|ql/pricingengines/capfloor/bacheliercapfloorengine.hpp|BachelierCapFloorEngine::BachelierCapFloorEngine(Handle<YieldTermStructure> discountCurve, Volatility vol, const DayCounter & dc = Actual365Fixed());
|v|ql/pricingengines/capfloor/bacheliercapfloorengine.hpp|BachelierCapFloorEngine::BachelierCapFloorEngine(Handle<YieldTermStructure> discountCurve, const Handle<Quote> & vol, const DayCounter & dc = Actual365Fixed());
|v|ql/pricingengines/capfloor/bacheliercapfloorengine.hpp|BachelierCapFloorEngine::BachelierCapFloorEngine(Handle<YieldTermStructure> discountCurve, Handle<OptionletVolatilityStructure> vol);
|x|ql/pricingengines/capfloor/bacheliercapfloorengine.hpp|void BachelierCapFloorEngine::calculate() const;
|x|ql/pricingengines/capfloor/bacheliercapfloorengine.hpp|Handle<YieldTermStructure> BachelierCapFloorEngine::termStructure();
|x|ql/pricingengines/capfloor/bacheliercapfloorengine.hpp|Handle<OptionletVolatilityStructure> BachelierCapFloorEngine::volatility();
|x|ql/pricingengines/capfloor/blackcapfloorengine.hpp|BlackCapFloorEngine::BlackCapFloorEngine(Handle<YieldTermStructure> discountCurve, Volatility vol, const DayCounter & dc = Actual365Fixed(), Real displacement = 0.0);
|v|ql/pricingengines/capfloor/blackcapfloorengine.hpp|BlackCapFloorEngine::BlackCapFloorEngine(Handle<YieldTermStructure> discountCurve, const Handle<Quote> & vol, const DayCounter & dc = Actual365Fixed(), Real displacement = 0.0);
|v|ql/pricingengines/capfloor/blackcapfloorengine.hpp|BlackCapFloorEngine::BlackCapFloorEngine(Handle<YieldTermStructure> discountCurve, Handle<OptionletVolatilityStructure> vol, Real displacement = Null<Real>());
|x|ql/pricingengines/capfloor/blackcapfloorengine.hpp|void BlackCapFloorEngine::calculate() const;
|x|ql/pricingengines/capfloor/blackcapfloorengine.hpp|Handle<YieldTermStructure> BlackCapFloorEngine::termStructure();
|x|ql/pricingengines/capfloor/blackcapfloorengine.hpp|Handle<OptionletVolatilityStructure> BlackCapFloorEngine::volatility();
|x|ql/pricingengines/capfloor/blackcapfloorengine.hpp|Real BlackCapFloorEngine::displacement() const;
| |ql/pricingengines/capfloor/discretizedcapfloor.hpp|DiscretizedCapFloor::DiscretizedCapFloor(const CapFloor::arguments & args, const Date & referenceDate, const DayCounter & dayCounter);
|v|ql/pricingengines/capfloor/gaussian1dcapfloorengine.hpp|Gaussian1dCapFloorEngine::Gaussian1dCapFloorEngine(const ext::shared_ptr<Gaussian1dModel> & model, const int integrationPoints = 64, const Real stddevs = 7.0, const bool extrapolatePayoff = true, const bool flatPayoffExtrapolation = false, Handle<YieldTermStructure> discountCurve = Handle<YieldTermStructure>());
|x|ql/pricingengines/capfloor/gaussian1dcapfloorengine.hpp|void Gaussian1dCapFloorEngine::calculate() const;
| |ql/pricingengines/capfloor/mchullwhiteengine.hpp|HullWhiteCapFloorPricer::HullWhiteCapFloorPricer(const CapFloor::arguments &, ext::shared_ptr<HullWhite>, Time forwardMeasureTime);
| |ql/pricingengines/capfloor/mchullwhiteengine.hpp|Real HullWhiteCapFloorPricer::operator()(const Path & path) const;
|?|ql/pricingengines/capfloor/mchullwhiteengine.hpp|MCHullWhiteCapFloorEngine::MCHullWhiteCapFloorEngine<RNG, S>(ext::shared_ptr<HullWhite> model, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|x|ql/pricingengines/capfloor/mchullwhiteengine.hpp|void MCHullWhiteCapFloorEngine::calculate() const;
| |ql/pricingengines/capfloor/mchullwhiteengine.hpp|MakeMCHullWhiteCapFloorEngine::MakeMCHullWhiteCapFloorEngine<RNG, S>(ext::shared_ptr<HullWhite>);
| |ql/pricingengines/capfloor/mchullwhiteengine.hpp|MakeMCHullWhiteCapFloorEngine<RNG, S> & MakeMCHullWhiteCapFloorEngine::withBrownianBridge(bool b = true);
| |ql/pricingengines/capfloor/mchullwhiteengine.hpp|MakeMCHullWhiteCapFloorEngine<RNG, S> & MakeMCHullWhiteCapFloorEngine::withSamples(Size samples);
| |ql/pricingengines/capfloor/mchullwhiteengine.hpp|MakeMCHullWhiteCapFloorEngine<RNG, S> & MakeMCHullWhiteCapFloorEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/capfloor/mchullwhiteengine.hpp|MakeMCHullWhiteCapFloorEngine<RNG, S> & MakeMCHullWhiteCapFloorEngine::withMaxSamples(Size samples);
| |ql/pricingengines/capfloor/mchullwhiteengine.hpp|MakeMCHullWhiteCapFloorEngine<RNG, S> & MakeMCHullWhiteCapFloorEngine::withSeed(BigNatural seed);
| |ql/pricingengines/capfloor/mchullwhiteengine.hpp|MakeMCHullWhiteCapFloorEngine<RNG, S> & MakeMCHullWhiteCapFloorEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/capfloor/mchullwhiteengine.hpp|MakeMCHullWhiteCapFloorEngine<RNG, S>(ext::shared_ptr<HullWhite> model);
| |ql/pricingengines/capfloor/mchullwhiteengine.hpp|MakeMCHullWhiteCapFloorEngine<RNG, S> & withBrownianBridge(bool b);
| |ql/pricingengines/capfloor/mchullwhiteengine.hpp|MakeMCHullWhiteCapFloorEngine<RNG, S> & withAntitheticVariate(bool b);
|v|ql/pricingengines/capfloor/treecapfloorengine.hpp|TreeCapFloorEngine::TreeCapFloorEngine(const ext::shared_ptr<ShortRateModel> & model, Size timeSteps, Handle<YieldTermStructure> termStructure = Handle<YieldTermStructure>());
|v|ql/pricingengines/capfloor/treecapfloorengine.hpp|TreeCapFloorEngine::TreeCapFloorEngine(const ext::shared_ptr<ShortRateModel> & model, const TimeGrid & timeGrid, Handle<YieldTermStructure> termStructure = Handle<YieldTermStructure>());
|x|ql/pricingengines/capfloor/treecapfloorengine.hpp|void TreeCapFloorEngine::calculate() const;
|v|ql/pricingengines/cliquet/analyticcliquetengine.hpp|AnalyticCliquetEngine::AnalyticCliquetEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/cliquet/analyticcliquetengine.hpp|void AnalyticCliquetEngine::calculate() const;
|v|ql/pricingengines/cliquet/analyticperformanceengine.hpp|AnalyticPerformanceEngine::AnalyticPerformanceEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/cliquet/analyticperformanceengine.hpp|void AnalyticPerformanceEngine::calculate() const;
|?|ql/pricingengines/cliquet/mcperformanceengine.hpp|MCPerformanceEngine::MCPerformanceEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|x|ql/pricingengines/cliquet/mcperformanceengine.hpp|void MCPerformanceEngine::calculate() const;
| |ql/pricingengines/cliquet/mcperformanceengine.hpp|MakeMCPerformanceEngine::MakeMCPerformanceEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess>);
| |ql/pricingengines/cliquet/mcperformanceengine.hpp|MakeMCPerformanceEngine<RNG, S> & MakeMCPerformanceEngine::withBrownianBridge(bool b = true);
| |ql/pricingengines/cliquet/mcperformanceengine.hpp|MakeMCPerformanceEngine<RNG, S> & MakeMCPerformanceEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/cliquet/mcperformanceengine.hpp|MakeMCPerformanceEngine<RNG, S> & MakeMCPerformanceEngine::withSamples(Size samples);
| |ql/pricingengines/cliquet/mcperformanceengine.hpp|MakeMCPerformanceEngine<RNG, S> & MakeMCPerformanceEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/cliquet/mcperformanceengine.hpp|MakeMCPerformanceEngine<RNG, S> & MakeMCPerformanceEngine::withMaxSamples(Size samples);
| |ql/pricingengines/cliquet/mcperformanceengine.hpp|MakeMCPerformanceEngine<RNG, S> & MakeMCPerformanceEngine::withSeed(BigNatural seed);
| |ql/pricingengines/cliquet/mcperformanceengine.hpp|PerformanceOptionPathPricer::PerformanceOptionPathPricer(Option::Type type, Real strike, std::vector<DiscountFactor> discounts);
| |ql/pricingengines/cliquet/mcperformanceengine.hpp|Real PerformanceOptionPathPricer::operator()(const Path & path) const;
|?|ql/pricingengines/cliquet/mcperformanceengine.hpp|MCPerformanceEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|?|ql/pricingengines/cliquet/mcperformanceengine.hpp|TimeGrid timeGrid() const;
| |ql/pricingengines/cliquet/mcperformanceengine.hpp|ext::shared_ptr<typename MCPerformanceEngine<RNG, S>::path_pricer_type> pathPricer() const;
| |ql/pricingengines/cliquet/mcperformanceengine.hpp|MakeMCPerformanceEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/cliquet/mcperformanceengine.hpp|MakeMCPerformanceEngine<RNG, S> & withBrownianBridge(bool brownianBridge);
| |ql/pricingengines/cliquet/mcperformanceengine.hpp|MakeMCPerformanceEngine<RNG, S> & withAntitheticVariate(bool b);
|?|ql/pricingengines/credit/integralcdsengine.hpp|IntegralCdsEngine::IntegralCdsEngine(const Period & integrationStep, Handle<DefaultProbabilityTermStructure>, Real recoveryRate, Handle<YieldTermStructure> discountCurve, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt);
|x|ql/pricingengines/credit/integralcdsengine.hpp|void IntegralCdsEngine::calculate() const;
|v|ql/pricingengines/credit/isdacdsengine.hpp|IsdaCdsEngine::IsdaCdsEngine(Handle<DefaultProbabilityTermStructure> probability, Real recoveryRate, Handle<YieldTermStructure> discountCurve, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, NumericalFix numericalFix = Taylor, AccrualBias accrualBias = HalfDayBias, ForwardsInCouponPeriod forwardsInCouponPeriod = Piecewise);
|x|ql/pricingengines/credit/isdacdsengine.hpp|Handle<YieldTermStructure> IsdaCdsEngine::isdaRateCurve() const;
|x|ql/pricingengines/credit/isdacdsengine.hpp|Handle<DefaultProbabilityTermStructure> IsdaCdsEngine::isdaCreditCurve() const;
|x|ql/pricingengines/credit/isdacdsengine.hpp|void IsdaCdsEngine::calculate() const;
|v|ql/pricingengines/credit/midpointcdsengine.hpp|MidPointCdsEngine::MidPointCdsEngine(Handle<DefaultProbabilityTermStructure>, Real recoveryRate, Handle<YieldTermStructure> discountCurve, const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt);
|x|ql/pricingengines/credit/midpointcdsengine.hpp|void MidPointCdsEngine::calculate() const;
|v|ql/pricingengines/exotic/analyticamericanmargrabeengine.hpp|AnalyticAmericanMargrabeEngine::AnalyticAmericanMargrabeEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process1, ext::shared_ptr<GeneralizedBlackScholesProcess> process2, Real correlation);
|x|ql/pricingengines/exotic/analyticamericanmargrabeengine.hpp|void AnalyticAmericanMargrabeEngine::calculate() const;
|v|ql/pricingengines/exotic/analyticcomplexchooserengine.hpp|AnalyticComplexChooserEngine::AnalyticComplexChooserEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/exotic/analyticcomplexchooserengine.hpp|void AnalyticComplexChooserEngine::calculate() const;
|v|ql/pricingengines/exotic/analyticcompoundoptionengine.hpp|AnalyticCompoundOptionEngine::AnalyticCompoundOptionEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/exotic/analyticcompoundoptionengine.hpp|void AnalyticCompoundOptionEngine::calculate() const;
|v|ql/pricingengines/exotic/analyticeuropeanmargrabeengine.hpp|AnalyticEuropeanMargrabeEngine::AnalyticEuropeanMargrabeEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process1, ext::shared_ptr<GeneralizedBlackScholesProcess> process2, Real correlation);
|x|ql/pricingengines/exotic/analyticeuropeanmargrabeengine.hpp|void AnalyticEuropeanMargrabeEngine::calculate() const;
|v|ql/pricingengines/exotic/analyticholderextensibleoptionengine.hpp|AnalyticHolderExtensibleOptionEngine::AnalyticHolderExtensibleOptionEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/exotic/analyticholderextensibleoptionengine.hpp|void AnalyticHolderExtensibleOptionEngine::calculate() const;
|v|ql/pricingengines/exotic/analyticsimplechooserengine.hpp|AnalyticSimpleChooserEngine::AnalyticSimpleChooserEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/exotic/analyticsimplechooserengine.hpp|void AnalyticSimpleChooserEngine::calculate() const;
|v|ql/pricingengines/exotic/analytictwoassetcorrelationengine.hpp|AnalyticTwoAssetCorrelationEngine::AnalyticTwoAssetCorrelationEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> p1, ext::shared_ptr<GeneralizedBlackScholesProcess> p2, Handle<Quote> correlation);
|x|ql/pricingengines/exotic/analytictwoassetcorrelationengine.hpp|void AnalyticTwoAssetCorrelationEngine::calculate() const;
|v|ql/pricingengines/exotic/analyticwriterextensibleoptionengine.hpp|AnalyticWriterExtensibleOptionEngine::AnalyticWriterExtensibleOptionEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/exotic/analyticwriterextensibleoptionengine.hpp|void AnalyticWriterExtensibleOptionEngine::calculate() const;
|v|ql/pricingengines/forward/discountingfxforwardengine.hpp|DiscountingFxForwardEngine::DiscountingFxForwardEngine(Handle<YieldTermStructure> sourceCurrencyDiscountCurve, Handle<YieldTermStructure> targetCurrencyDiscountCurve, Handle<Quote> spotFx);
|x|ql/pricingengines/forward/discountingfxforwardengine.hpp|void DiscountingFxForwardEngine::calculate() const;
|x|ql/pricingengines/forward/discountingfxforwardengine.hpp|const Handle<YieldTermStructure> & DiscountingFxForwardEngine::sourceCurrencyDiscountCurve() const;
|x|ql/pricingengines/forward/discountingfxforwardengine.hpp|const Handle<YieldTermStructure> & DiscountingFxForwardEngine::targetCurrencyDiscountCurve() const;
|x|ql/pricingengines/forward/discountingfxforwardengine.hpp|const Handle<Quote> & DiscountingFxForwardEngine::spotFx() const;
|v|ql/pricingengines/forward/forwardengine.hpp|ForwardVanillaEngine::ForwardVanillaEngine<Engine>(ext::shared_ptr<GeneralizedBlackScholesProcess>);
|x|ql/pricingengines/forward/forwardengine.hpp|void ForwardVanillaEngine::calculate() const;
|v|ql/pricingengines/forward/forwardengine.hpp|ForwardVanillaEngine<Engine>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/forward/forwardengine.hpp|void setup() const;
| |ql/pricingengines/forward/forwardengine.hpp|void getOriginalResults() const;
|v|ql/pricingengines/forward/forwardperformanceengine.hpp|ForwardPerformanceVanillaEngine::ForwardPerformanceVanillaEngine<Engine>(const ext::shared_ptr<GeneralizedBlackScholesProcess> &);
|v|ql/pricingengines/forward/forwardperformanceengine.hpp|ForwardPerformanceVanillaEngine<Engine>(const ext::shared_ptr<GeneralizedBlackScholesProcess> & process);
| |ql/pricingengines/forward/forwardperformanceengine.hpp|void calculate() const;
| |ql/pricingengines/forward/forwardperformanceengine.hpp|void getOriginalResults() const;
|v|ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp|MCForwardEuropeanBSEngine::MCForwardEuropeanBSEngine<RNG, S>(const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp|MakeMCForwardEuropeanBSEngine::MakeMCForwardEuropeanBSEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp|MakeMCForwardEuropeanBSEngine<RNG, S> & MakeMCForwardEuropeanBSEngine::withSteps(Size steps);
| |ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp|MakeMCForwardEuropeanBSEngine<RNG, S> & MakeMCForwardEuropeanBSEngine::withStepsPerYear(Size steps);
| |ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp|MakeMCForwardEuropeanBSEngine<RNG, S> & MakeMCForwardEuropeanBSEngine::withBrownianBridge(bool b = false);
| |ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp|MakeMCForwardEuropeanBSEngine<RNG, S> & MakeMCForwardEuropeanBSEngine::withSamples(Size samples);
| |ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp|MakeMCForwardEuropeanBSEngine<RNG, S> & MakeMCForwardEuropeanBSEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp|MakeMCForwardEuropeanBSEngine<RNG, S> & MakeMCForwardEuropeanBSEngine::withMaxSamples(Size samples);
| |ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp|MakeMCForwardEuropeanBSEngine<RNG, S> & MakeMCForwardEuropeanBSEngine::withSeed(BigNatural seed);
| |ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp|MakeMCForwardEuropeanBSEngine<RNG, S> & MakeMCForwardEuropeanBSEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp|ForwardEuropeanBSPathPricer::ForwardEuropeanBSPathPricer(Option::Type type, Real moneyness, Size resetIndex, DiscountFactor discount);
| |ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp|Real ForwardEuropeanBSPathPricer::operator()(const Path & path) const;
| |ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp|MCForwardEuropeanBSEngine<RNG, S>(const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp|ext::shared_ptr<typename MCForwardEuropeanBSEngine<RNG, S>::path_pricer_type> pathPricer() const;
| |ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp|MakeMCForwardEuropeanBSEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp|MakeMCForwardEuropeanBSEngine<RNG, S> & withBrownianBridge(bool b);
| |ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp|MakeMCForwardEuropeanBSEngine<RNG, S> & withAntitheticVariate(bool b);
|v|ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|MCForwardEuropeanHestonEngine::MCForwardEuropeanHestonEngine<RNG, S, P>(const ext::shared_ptr<P> & process, Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, bool controlVariate = false);
| |ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|MakeMCForwardEuropeanHestonEngine::MakeMCForwardEuropeanHestonEngine<RNG, S, P>(ext::shared_ptr<P> process);
| |ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|MakeMCForwardEuropeanHestonEngine<RNG, S, P> & MakeMCForwardEuropeanHestonEngine::withSteps(Size steps);
| |ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|MakeMCForwardEuropeanHestonEngine<RNG, S, P> & MakeMCForwardEuropeanHestonEngine::withStepsPerYear(Size steps);
| |ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|MakeMCForwardEuropeanHestonEngine<RNG, S, P> & MakeMCForwardEuropeanHestonEngine::withSamples(Size samples);
| |ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|MakeMCForwardEuropeanHestonEngine<RNG, S, P> & MakeMCForwardEuropeanHestonEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|MakeMCForwardEuropeanHestonEngine<RNG, S, P> & MakeMCForwardEuropeanHestonEngine::withMaxSamples(Size samples);
| |ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|MakeMCForwardEuropeanHestonEngine<RNG, S, P> & MakeMCForwardEuropeanHestonEngine::withSeed(BigNatural seed);
| |ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|MakeMCForwardEuropeanHestonEngine<RNG, S, P> & MakeMCForwardEuropeanHestonEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|MakeMCForwardEuropeanHestonEngine<RNG, S, P> & MakeMCForwardEuropeanHestonEngine::withControlVariate(bool b = false);
| |ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|ForwardEuropeanHestonPathPricer::ForwardEuropeanHestonPathPricer(Option::Type type, Real moneyness, Size resetIndex, DiscountFactor discount);
| |ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|Real ForwardEuropeanHestonPathPricer::operator()(const MultiPath & multiPath) const;
| |ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|MCForwardEuropeanHestonEngine<RNG, S, P>(const ext::shared_ptr<P> & process, Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, bool controlVariate);
| |ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|ext::shared_ptr<typename MCForwardEuropeanHestonEngine<RNG, S, P>::path_pricer_type> pathPricer() const;
| |ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|ext::shared_ptr<typename MCForwardEuropeanHestonEngine<RNG, S, P>::path_pricer_type> controlPathPricer() const;
| |ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|MakeMCForwardEuropeanHestonEngine<RNG, S, P>(ext::shared_ptr<P> process);
| |ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|MakeMCForwardEuropeanHestonEngine<RNG, S, P> & withAntitheticVariate(bool b);
| |ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp|MakeMCForwardEuropeanHestonEngine<RNG, S, P> & withControlVariate(bool b);
| |ql/pricingengines/forward/mcforwardvanillaengine.hpp|MCForwardVanillaEngine::MCForwardVanillaEngine<MC, RNG, S>(ext::shared_ptr<StochasticProcess> process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, bool controlVariate = false);
|x|ql/pricingengines/forward/mcforwardvanillaengine.hpp|void MCForwardVanillaEngine::calculate() const;
| |ql/pricingengines/forward/mcforwardvanillaengine.hpp|MCForwardVanillaEngine<MC, RNG, S>(ext::shared_ptr<StochasticProcess> process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, bool controlVariate);
|x|ql/pricingengines/forward/mcforwardvanillaengine.hpp|TimeGrid timeGrid() const;
|x|ql/pricingengines/forward/mcforwardvanillaengine.hpp|Real controlVariateValue() const;
|u|ql/pricingengines/forward/mcvarianceswapengine.hpp|MCVarianceSwapEngine::MCVarianceSwapEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|x|ql/pricingengines/forward/mcvarianceswapengine.hpp|void MCVarianceSwapEngine::calculate() const;
| |ql/pricingengines/forward/mcvarianceswapengine.hpp|MakeMCVarianceSwapEngine::MakeMCVarianceSwapEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/forward/mcvarianceswapengine.hpp|MakeMCVarianceSwapEngine<RNG, S> & MakeMCVarianceSwapEngine::withSteps(Size steps);
| |ql/pricingengines/forward/mcvarianceswapengine.hpp|MakeMCVarianceSwapEngine<RNG, S> & MakeMCVarianceSwapEngine::withStepsPerYear(Size steps);
| |ql/pricingengines/forward/mcvarianceswapengine.hpp|MakeMCVarianceSwapEngine<RNG, S> & MakeMCVarianceSwapEngine::withBrownianBridge(bool b = true);
| |ql/pricingengines/forward/mcvarianceswapengine.hpp|MakeMCVarianceSwapEngine<RNG, S> & MakeMCVarianceSwapEngine::withSamples(Size samples);
| |ql/pricingengines/forward/mcvarianceswapengine.hpp|MakeMCVarianceSwapEngine<RNG, S> & MakeMCVarianceSwapEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/forward/mcvarianceswapengine.hpp|MakeMCVarianceSwapEngine<RNG, S> & MakeMCVarianceSwapEngine::withMaxSamples(Size samples);
| |ql/pricingengines/forward/mcvarianceswapengine.hpp|MakeMCVarianceSwapEngine<RNG, S> & MakeMCVarianceSwapEngine::withSeed(BigNatural seed);
| |ql/pricingengines/forward/mcvarianceswapengine.hpp|MakeMCVarianceSwapEngine<RNG, S> & MakeMCVarianceSwapEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/forward/mcvarianceswapengine.hpp|VariancePathPricer::VariancePathPricer(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/forward/mcvarianceswapengine.hpp|Real VariancePathPricer::operator()(const Path & path) const;
|?|ql/pricingengines/forward/mcvarianceswapengine.hpp|MCVarianceSwapEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|?|ql/pricingengines/forward/mcvarianceswapengine.hpp|TimeGrid timeGrid() const;
| |ql/pricingengines/forward/mcvarianceswapengine.hpp|ext::shared_ptr<typename MCVarianceSwapEngine<RNG, S>::path_pricer_type> pathPricer() const;
| |ql/pricingengines/forward/mcvarianceswapengine.hpp|MakeMCVarianceSwapEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/forward/mcvarianceswapengine.hpp|MakeMCVarianceSwapEngine<RNG, S> & withBrownianBridge(bool brownianBridge);
| |ql/pricingengines/forward/mcvarianceswapengine.hpp|MakeMCVarianceSwapEngine<RNG, S> & withAntitheticVariate(bool b);
| |ql/pricingengines/forward/mcvarianceswapengine.hpp|Integrand::Integrand(Path path, ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/forward/mcvarianceswapengine.hpp|Real Integrand::operator()(Time t) const;
|v|ql/pricingengines/forward/replicatingvarianceswapengine.hpp|ReplicatingVarianceSwapEngine::ReplicatingVarianceSwapEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Real dk = 5.0, const std::vector<Real> & callStrikes = std::vector<Real>(), const std::vector<Real> & putStrikes = std::vector<Real>());
|x|ql/pricingengines/forward/replicatingvarianceswapengine.hpp|void ReplicatingVarianceSwapEngine::calculate() const;
|x|ql/pricingengines/forward/replicatingvarianceswapengine.hpp|ReplicatingVarianceSwapEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Real dk, const std::vector<Real> & callStrikes, const std::vector<Real> & putStrikes);
| |ql/pricingengines/forward/replicatingvarianceswapengine.hpp|void computeOptionWeights(const std::vector<Real> & availStrikes, const Option::Type type, weights_type & optionWeights) const;
| |ql/pricingengines/forward/replicatingvarianceswapengine.hpp|Real computeLogPayoff(const Real strike, const Real callPutStrikeBoundary) const;
| |ql/pricingengines/forward/replicatingvarianceswapengine.hpp|Real computeReplicatingPortfolio(const weights_type & optionWeights) const;
| |ql/pricingengines/forward/replicatingvarianceswapengine.hpp|Real underlying() const;
| |ql/pricingengines/forward/replicatingvarianceswapengine.hpp|Time residualTime() const;
| |ql/pricingengines/forward/replicatingvarianceswapengine.hpp|Rate riskFreeRate() const;
| |ql/pricingengines/forward/replicatingvarianceswapengine.hpp|DiscountFactor riskFreeDiscount() const;
|v|ql/pricingengines/futures/discountingperpetualfuturesengine.hpp|DiscountingPerpetualFuturesEngine::DiscountingPerpetualFuturesEngine(const Handle<YieldTermStructure> & domesticDiscountCurve, const Handle<YieldTermStructure> & foreignDiscountCurve, const Handle<Quote> & assetSpot, const std::vector<Time> & fundingTimes, const std::vector<Rate> & fundingRates, const std::vector<Spread> & interestRateDiffs, InterpolationType fundingInterpType = PiecewiseConstant, Real maxT = 60.);
|x|ql/pricingengines/futures/discountingperpetualfuturesengine.hpp|void DiscountingPerpetualFuturesEngine::calculate() const;
|x|ql/pricingengines/futures/discountingperpetualfuturesengine.hpp|Handle<YieldTermStructure> DiscountingPerpetualFuturesEngine::domesticDiscountCurve() const;
|x|ql/pricingengines/futures/discountingperpetualfuturesengine.hpp|Handle<YieldTermStructure> DiscountingPerpetualFuturesEngine::foreignDiscountCurve() const;
|x|ql/pricingengines/futures/discountingperpetualfuturesengine.hpp|Handle<Quote> DiscountingPerpetualFuturesEngine::assetSpot() const;
|x|ql/pricingengines/futures/discountingperpetualfuturesengine.hpp|const std::vector<Time> & DiscountingPerpetualFuturesEngine::fundingTimes() const;
|x|ql/pricingengines/futures/discountingperpetualfuturesengine.hpp|const std::vector<Rate> & DiscountingPerpetualFuturesEngine::fundingRates() const;
|x|ql/pricingengines/futures/discountingperpetualfuturesengine.hpp|const std::vector<Spread> & DiscountingPerpetualFuturesEngine::interestRateDiffs() const;
| |ql/pricingengines/genericmodelengine.hpp|GenericModelEngine::GenericModelEngine<ModelType, ArgumentsType, ResultsType>(Handle<ModelType> model = Handle<ModelType>());
| |ql/pricingengines/genericmodelengine.hpp|GenericModelEngine::GenericModelEngine<ModelType, ArgumentsType, ResultsType>(const ext::shared_ptr<ModelType> & model);
| |ql/pricingengines/greeks.hpp|Real blackScholesTheta(const ext::shared_ptr<GeneralizedBlackScholesProcess> &, Real value, Real delta, Real gamma);
| |ql/pricingengines/greeks.hpp|Real defaultThetaPerDay(Real theta);
|x|ql/pricingengines/inflation/inflationcapfloorengines.hpp|YoYInflationCapFloorEngine::YoYInflationCapFloorEngine(ext::shared_ptr<YoYInflationIndex>, Handle<YoYOptionletVolatilitySurface> vol, Handle<YieldTermStructure> nominalTermStructure);
|x|ql/pricingengines/inflation/inflationcapfloorengines.hpp|ext::shared_ptr<YoYInflationIndex> YoYInflationCapFloorEngine::index() const;
|x|ql/pricingengines/inflation/inflationcapfloorengines.hpp|Handle<YoYOptionletVolatilitySurface> YoYInflationCapFloorEngine::volatility() const;
|x|ql/pricingengines/inflation/inflationcapfloorengines.hpp|Handle<YieldTermStructure> YoYInflationCapFloorEngine::nominalTermStructure() const;
|x|ql/pricingengines/inflation/inflationcapfloorengines.hpp|void YoYInflationCapFloorEngine::setVolatility(const Handle<YoYOptionletVolatilitySurface> & vol);
|x|ql/pricingengines/inflation/inflationcapfloorengines.hpp|void YoYInflationCapFloorEngine::calculate() const;
|v|ql/pricingengines/inflation/inflationcapfloorengines.hpp|YoYInflationBlackCapFloorEngine::YoYInflationBlackCapFloorEngine(const ext::shared_ptr<YoYInflationIndex> &, const Handle<YoYOptionletVolatilitySurface> & vol, const Handle<YieldTermStructure> & nominalTermStructure);
|v|ql/pricingengines/inflation/inflationcapfloorengines.hpp|YoYInflationUnitDisplacedBlackCapFloorEngine::YoYInflationUnitDisplacedBlackCapFloorEngine(const ext::shared_ptr<YoYInflationIndex> &, const Handle<YoYOptionletVolatilitySurface> & vol, const Handle<YieldTermStructure> & nominalTermStructure);
|v|ql/pricingengines/inflation/inflationcapfloorengines.hpp|YoYInflationBachelierCapFloorEngine::YoYInflationBachelierCapFloorEngine(const ext::shared_ptr<YoYInflationIndex> &, const Handle<YoYOptionletVolatilitySurface> & vol, const Handle<YieldTermStructure> & nominalTermStructure);
| |ql/pricingengines/latticeshortratemodelengine.hpp|LatticeShortRateModelEngine::LatticeShortRateModelEngine<Arguments, Results>(const ext::shared_ptr<ShortRateModel> & model, Size timeSteps);
| |ql/pricingengines/latticeshortratemodelengine.hpp|LatticeShortRateModelEngine::LatticeShortRateModelEngine<Arguments, Results>(const Handle<ShortRateModel> & model, Size timeSteps);
| |ql/pricingengines/latticeshortratemodelengine.hpp|LatticeShortRateModelEngine::LatticeShortRateModelEngine<Arguments, Results>(const ext::shared_ptr<ShortRateModel> & model, const TimeGrid & timeGrid);
| |ql/pricingengines/latticeshortratemodelengine.hpp|LatticeShortRateModelEngine<Arguments, Results>(const ext::shared_ptr<ShortRateModel> & model, Size timeSteps);
| |ql/pricingengines/latticeshortratemodelengine.hpp|LatticeShortRateModelEngine<Arguments, Results>(const Handle<ShortRateModel> & model, Size timeSteps);
| |ql/pricingengines/latticeshortratemodelengine.hpp|LatticeShortRateModelEngine<Arguments, Results>(const ext::shared_ptr<ShortRateModel> & model, const TimeGrid & timeGrid);
| |ql/pricingengines/latticeshortratemodelengine.hpp|void update();
|v|ql/pricingengines/lookback/analyticcontinuousfixedlookback.hpp|AnalyticContinuousFixedLookbackEngine::AnalyticContinuousFixedLookbackEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/lookback/analyticcontinuousfixedlookback.hpp|void AnalyticContinuousFixedLookbackEngine::calculate() const;
|v|ql/pricingengines/lookback/analyticcontinuousfloatinglookback.hpp|AnalyticContinuousFloatingLookbackEngine::AnalyticContinuousFloatingLookbackEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/lookback/analyticcontinuousfloatinglookback.hpp|void AnalyticContinuousFloatingLookbackEngine::calculate() const;
|v|ql/pricingengines/lookback/analyticcontinuouspartialfixedlookback.hpp|AnalyticContinuousPartialFixedLookbackEngine::AnalyticContinuousPartialFixedLookbackEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/lookback/analyticcontinuouspartialfixedlookback.hpp|void AnalyticContinuousPartialFixedLookbackEngine::calculate() const;
|v|ql/pricingengines/lookback/analyticcontinuouspartialfloatinglookback.hpp|AnalyticContinuousPartialFloatingLookbackEngine::AnalyticContinuousPartialFloatingLookbackEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/lookback/analyticcontinuouspartialfloatinglookback.hpp|void AnalyticContinuousPartialFloatingLookbackEngine::calculate() const;
|v|ql/pricingengines/lookback/mclookbackengine.hpp|MCLookbackEngine::MCLookbackEngine<I, RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antithetic, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|x|ql/pricingengines/lookback/mclookbackengine.hpp|void MCLookbackEngine::calculate() const;
| |ql/pricingengines/lookback/mclookbackengine.hpp|MakeMCLookbackEngine::MakeMCLookbackEngine<I, RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess>);
| |ql/pricingengines/lookback/mclookbackengine.hpp|MakeMCLookbackEngine<I, RNG, S> & MakeMCLookbackEngine::withSteps(Size steps);
| |ql/pricingengines/lookback/mclookbackengine.hpp|MakeMCLookbackEngine<I, RNG, S> & MakeMCLookbackEngine::withStepsPerYear(Size steps);
| |ql/pricingengines/lookback/mclookbackengine.hpp|MakeMCLookbackEngine<I, RNG, S> & MakeMCLookbackEngine::withBrownianBridge(bool b = true);
| |ql/pricingengines/lookback/mclookbackengine.hpp|MakeMCLookbackEngine<I, RNG, S> & MakeMCLookbackEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/lookback/mclookbackengine.hpp|MakeMCLookbackEngine<I, RNG, S> & MakeMCLookbackEngine::withSamples(Size samples);
| |ql/pricingengines/lookback/mclookbackengine.hpp|MakeMCLookbackEngine<I, RNG, S> & MakeMCLookbackEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/lookback/mclookbackengine.hpp|MakeMCLookbackEngine<I, RNG, S> & MakeMCLookbackEngine::withMaxSamples(Size samples);
| |ql/pricingengines/lookback/mclookbackengine.hpp|MakeMCLookbackEngine<I, RNG, S> & MakeMCLookbackEngine::withSeed(BigNatural seed);
| |ql/pricingengines/lookback/mclookbackengine.hpp|MCLookbackEngine<I, RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
|?|ql/pricingengines/lookback/mclookbackengine.hpp|TimeGrid timeGrid() const;
| |ql/pricingengines/lookback/mclookbackengine.hpp|ext::shared_ptr<PathPricer<Path>> mc_lookback_path_pricer(const ContinuousFixedLookbackOption::arguments & args, const GeneralizedBlackScholesProcess & process, DiscountFactor discount);
| |ql/pricingengines/lookback/mclookbackengine.hpp|ext::shared_ptr<PathPricer<Path>> mc_lookback_path_pricer(const ContinuousPartialFixedLookbackOption::arguments & args, const GeneralizedBlackScholesProcess & process, DiscountFactor discount);
| |ql/pricingengines/lookback/mclookbackengine.hpp|ext::shared_ptr<PathPricer<Path>> mc_lookback_path_pricer(const ContinuousFloatingLookbackOption::arguments & args, const GeneralizedBlackScholesProcess & process, DiscountFactor discount);
| |ql/pricingengines/lookback/mclookbackengine.hpp|ext::shared_ptr<PathPricer<Path>> mc_lookback_path_pricer(const ContinuousPartialFloatingLookbackOption::arguments & args, const GeneralizedBlackScholesProcess & process, DiscountFactor discount);
| |ql/pricingengines/lookback/mclookbackengine.hpp|ext::shared_ptr<typename MCLookbackEngine<I, RNG, S>::path_pricer_type> pathPricer() const;
| |ql/pricingengines/lookback/mclookbackengine.hpp|MakeMCLookbackEngine<I, RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/lookback/mclookbackengine.hpp|MakeMCLookbackEngine<I, RNG, S> & withBrownianBridge(bool brownianBridge);
| |ql/pricingengines/lookback/mclookbackengine.hpp|MakeMCLookbackEngine<I, RNG, S> & withAntitheticVariate(bool b);
| |ql/pricingengines/mclongstaffschwartzengine.hpp|MCLongstaffSchwartzEngine::MCLongstaffSchwartzEngine<GenericEngine, MC, RNG, S, RNG_Calibration>(ext::shared_ptr<StochasticProcess> process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size nCalibrationSamples = Null<Size>(), ext::optional<bool> brownianBridgeCalibration = ext::nullopt, ext::optional<bool> antitheticVariateCalibration = ext::nullopt, BigNatural seedCalibration = Null<Size>());
|x|ql/pricingengines/mclongstaffschwartzengine.hpp|void MCLongstaffSchwartzEngine::calculate() const;
| |ql/pricingengines/mclongstaffschwartzengine.hpp|MCLongstaffSchwartzEngine<GenericEngine, MC, RNG, S, RNG_Calibration>(ext::shared_ptr<StochasticProcess> process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size nCalibrationSamples, ext::optional<bool> brownianBridgeCalibration, ext::optional<bool> antitheticVariateCalibration, BigNatural seedCalibration);
| |ql/pricingengines/mclongstaffschwartzengine.hpp|ext::shared_ptr<typename MCLongstaffSchwartzEngine<GenericEngine, MC, RNG, S, RNG_Calibration>::path_pricer_type> pathPricer() const;
|?|ql/pricingengines/mclongstaffschwartzengine.hpp|TimeGrid timeGrid() const;
|?|ql/pricingengines/mclongstaffschwartzengine.hpp|ext::shared_ptr<typename MCLongstaffSchwartzEngine<GenericEngine, MC, RNG, S, RNG_Calibration>::path_generator_type> pathGenerator() const;
| |ql/pricingengines/mcsimulation.hpp|result_type McSimulation::value(Real tolerance, Size maxSamples = QL_MAX_INTEGER, Size minSamples = 1023) const;
| |ql/pricingengines/mcsimulation.hpp|result_type McSimulation::valueWithSamples(Size samples) const;
| |ql/pricingengines/mcsimulation.hpp|result_type McSimulation::errorEstimate() const;
| |ql/pricingengines/mcsimulation.hpp|const stats_type & McSimulation::sampleAccumulator() const;
| |ql/pricingengines/mcsimulation.hpp|void McSimulation::calculate(Real requiredTolerance, Size requiredSamples, Size maxSamples) const;
| |ql/pricingengines/mcsimulation.hpp|typename McSimulation<MC, RNG, S>::result_type value(Real tolerance, Size maxSamples, Size minSamples) const;
| |ql/pricingengines/mcsimulation.hpp|typename McSimulation<MC, RNG, S>::result_type valueWithSamples(Size samples) const;
| |ql/pricingengines/mcsimulation.hpp|typename McSimulation<MC, RNG, S>::result_type errorEstimate() const;
| |ql/pricingengines/mcsimulation.hpp|const typename McSimulation<MC, RNG, S>::stats_type & sampleAccumulator() const;
|v|ql/pricingengines/quanto/quantoengine.hpp|QuantoEngine::QuantoEngine<Instr, Engine>(ext::shared_ptr<GeneralizedBlackScholesProcess>, Handle<YieldTermStructure> foreignRiskFreeRate, Handle<BlackVolTermStructure> exchangeRateVolatility, Handle<Quote> correlation);
|v|ql/pricingengines/quanto/quantoengine.hpp|QuantoEngine<Instr, Engine>(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Handle<YieldTermStructure> foreignRiskFreeRate, Handle<BlackVolTermStructure> exchangeRateVolatility, Handle<Quote> correlation);
| |ql/pricingengines/quanto/quantoengine.hpp|void calculate() const;
|x|ql/pricingengines/swap/cvaswapengine.hpp|CounterpartyAdjSwapEngine::CounterpartyAdjSwapEngine(const Handle<YieldTermStructure> & discountCurve, const Handle<PricingEngine> & swaptionEngine, const Handle<DefaultProbabilityTermStructure> & ctptyDTS, Real ctptyRecoveryRate, const Handle<DefaultProbabilityTermStructure> & invstDTS = Handle<DefaultProbabilityTermStructure>(), Real invstRecoveryRate = 0.999);
|x|ql/pricingengines/swap/cvaswapengine.hpp|CounterpartyAdjSwapEngine::CounterpartyAdjSwapEngine(const Handle<YieldTermStructure> & discountCurve, Volatility blackVol, const Handle<DefaultProbabilityTermStructure> & ctptyDTS, Real ctptyRecoveryRate, const Handle<DefaultProbabilityTermStructure> & invstDTS = Handle<DefaultProbabilityTermStructure>(), Real invstRecoveryRate = 0.999);
|v|ql/pricingengines/swap/cvaswapengine.hpp|CounterpartyAdjSwapEngine::CounterpartyAdjSwapEngine(const Handle<YieldTermStructure> & discountCurve, const Handle<Quote> & blackVol, const Handle<DefaultProbabilityTermStructure> & ctptyDTS, Real ctptyRecoveryRate, const Handle<DefaultProbabilityTermStructure> & invstDTS = Handle<DefaultProbabilityTermStructure>(), Real invstRecoveryRate = 0.999);
|x|ql/pricingengines/swap/cvaswapengine.hpp|void CounterpartyAdjSwapEngine::calculate() const;
|v|ql/pricingengines/swap/discountingconstnotionalcrosscurrencyswapengine.hpp|DiscountingConstNotionalCrossCurrencySwapEngine::DiscountingConstNotionalCrossCurrencySwapEngine(Currency domesticCcy, const Handle<YieldTermStructure> & domesticCcyDiscountCurve, Currency foreignCcy, const Handle<YieldTermStructure> & foreignCcyDiscountCurve, const Handle<Quote> & spotFX, ext::optional<bool> includeSettlementDateFlows = ext::nullopt, const Date & settlementDate = Date(), const Date & npvDate = Date(), const Date & spotFXSettleDate = Date());
|x|ql/pricingengines/swap/discountingconstnotionalcrosscurrencyswapengine.hpp|void DiscountingConstNotionalCrossCurrencySwapEngine::calculate() const;
|x|ql/pricingengines/swap/discountingconstnotionalcrosscurrencyswapengine.hpp|const Handle<YieldTermStructure> & DiscountingConstNotionalCrossCurrencySwapEngine::domesticCcyDiscountCurve() const;
|x|ql/pricingengines/swap/discountingconstnotionalcrosscurrencyswapengine.hpp|const Handle<YieldTermStructure> & DiscountingConstNotionalCrossCurrencySwapEngine::foreignCcyDiscountCurve() const;
|x|ql/pricingengines/swap/discountingconstnotionalcrosscurrencyswapengine.hpp|const Currency & DiscountingConstNotionalCrossCurrencySwapEngine::domesticCurrency() const;
|x|ql/pricingengines/swap/discountingconstnotionalcrosscurrencyswapengine.hpp|const Currency & DiscountingConstNotionalCrossCurrencySwapEngine::foreignCurrency() const;
|x|ql/pricingengines/swap/discountingconstnotionalcrosscurrencyswapengine.hpp|const Handle<Quote> & DiscountingConstNotionalCrossCurrencySwapEngine::spotFX() const;
|v|ql/pricingengines/swap/discountingswapengine.hpp|DiscountingSwapEngine::DiscountingSwapEngine(Handle<YieldTermStructure> discountCurve = Handle<YieldTermStructure>(), const ext::optional<bool> & includeSettlementDateFlows = ext::nullopt, Date settlementDate = Date(), Date npvDate = Date());
|x|ql/pricingengines/swap/discountingswapengine.hpp|void DiscountingSwapEngine::calculate() const;
|x|ql/pricingengines/swap/discountingswapengine.hpp|Handle<YieldTermStructure> DiscountingSwapEngine::discountCurve() const;
| |ql/pricingengines/swap/discretizedswap.hpp|DiscretizedSwap::DiscretizedSwap(const VanillaSwap::arguments & args, const Date & referenceDate, const DayCounter & dayCounter);
| |ql/pricingengines/swap/discretizedswap.hpp|DiscretizedSwap::DiscretizedSwap(const VanillaSwap::arguments & args, const Date & referenceDate, const DayCounter & dayCounter, std::vector<CouponAdjustment> fixedCouponAdjustments, std::vector<CouponAdjustment> floatingCouponAdjustments);
|v|ql/pricingengines/swap/treeswapengine.hpp|TreeVanillaSwapEngine::TreeVanillaSwapEngine(const ext::shared_ptr<ShortRateModel> &, Size timeSteps, Handle<YieldTermStructure> termStructure = Handle<YieldTermStructure>());
|v|ql/pricingengines/swap/treeswapengine.hpp|TreeVanillaSwapEngine::TreeVanillaSwapEngine(const ext::shared_ptr<ShortRateModel> &, const TimeGrid & timeGrid, Handle<YieldTermStructure> termStructure = Handle<YieldTermStructure>());
|x|ql/pricingengines/swap/treeswapengine.hpp|void TreeVanillaSwapEngine::calculate() const;
| |ql/pricingengines/swaption/basketgeneratingengine.hpp|std::vector<ext::shared_ptr<BlackCalibrationHelper>> BasketGeneratingEngine::calibrationBasket(const ext::shared_ptr<Exercise> & exercise, const ext::shared_ptr<SwapIndex> & standardSwapBase, const ext::shared_ptr<SwaptionVolatilityStructure> & swaptionVolatility, CalibrationBasketType basketType = MaturityStrikeByDeltaGamma) const;
| |ql/pricingengines/swaption/basketgeneratingengine.hpp|MatchHelper::MatchHelper(const Swap::Type type, const Real npv, const Real delta, const Real gamma, ext::shared_ptr<Gaussian1dModel> model, ext::shared_ptr<SwapIndex> indexBase, const Date & expiry, const Real maxMaturity, const Real h);
| |ql/pricingengines/swaption/basketgeneratingengine.hpp|Real MatchHelper::NPV(const ext::shared_ptr<VanillaSwap> & swap, Real fixedRate, Real nominal, Real y, int type) const;
| |ql/pricingengines/swaption/blackswaptionengine.hpp|BlackStyleSwaptionEngine::BlackStyleSwaptionEngine<Spec>(Handle<YieldTermStructure> discountCurve, Volatility vol, const DayCounter & dc = Actual365Fixed(), Real displacement = 0.0, CashAnnuityModel model = DiscountCurve);
| |ql/pricingengines/swaption/blackswaptionengine.hpp|BlackStyleSwaptionEngine::BlackStyleSwaptionEngine<Spec>(Handle<YieldTermStructure> discountCurve, const Handle<Quote> & vol, const DayCounter & dc = Actual365Fixed(), Real displacement = 0.0, CashAnnuityModel model = DiscountCurve);
| |ql/pricingengines/swaption/blackswaptionengine.hpp|BlackStyleSwaptionEngine::BlackStyleSwaptionEngine<Spec>(Handle<YieldTermStructure> discountCurve, Handle<SwaptionVolatilityStructure> vol, CashAnnuityModel model = DiscountCurve);
|x|ql/pricingengines/swaption/blackswaptionengine.hpp|void BlackStyleSwaptionEngine::calculate() const;
|x|ql/pricingengines/swaption/blackswaptionengine.hpp|Handle<YieldTermStructure> BlackStyleSwaptionEngine::termStructure();
| |ql/pricingengines/swaption/blackswaptionengine.hpp|Handle<SwaptionVolatilityStructure> BlackStyleSwaptionEngine::volatility();
| |ql/pricingengines/swaption/blackswaptionengine.hpp|Real Black76Spec::value(const Option::Type type, const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real displacement);
| |ql/pricingengines/swaption/blackswaptionengine.hpp|Real Black76Spec::vega(const Real strike, const Real atmForward, const Real stdDev, const Real exerciseTime, const Real annuity, const Real displacement);
| |ql/pricingengines/swaption/blackswaptionengine.hpp|Real Black76Spec::delta(const Option::Type type, const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real displacement);
| |ql/pricingengines/swaption/blackswaptionengine.hpp|Real BachelierSpec::value(const Option::Type type, const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real);
| |ql/pricingengines/swaption/blackswaptionengine.hpp|Real BachelierSpec::vega(const Real strike, const Real atmForward, const Real stdDev, const Real exerciseTime, const Real annuity, const Real);
| |ql/pricingengines/swaption/blackswaptionengine.hpp|Real BachelierSpec::delta(const Option::Type type, const Real strike, const Real atmForward, const Real stdDev, const Real annuity, const Real);
|x|ql/pricingengines/swaption/blackswaptionengine.hpp|BlackSwaptionEngine::BlackSwaptionEngine(const Handle<YieldTermStructure> & discountCurve, Volatility vol, const DayCounter & dc = Actual365Fixed(), Real displacement = 0.0, CashAnnuityModel model = DiscountCurve);
|v|ql/pricingengines/swaption/blackswaptionengine.hpp|BlackSwaptionEngine::BlackSwaptionEngine(const Handle<YieldTermStructure> & discountCurve, const Handle<Quote> & vol, const DayCounter & dc = Actual365Fixed(), Real displacement = 0.0, CashAnnuityModel model = DiscountCurve);
|v|ql/pricingengines/swaption/blackswaptionengine.hpp|BlackSwaptionEngine::BlackSwaptionEngine(const Handle<YieldTermStructure> & discountCurve, const Handle<SwaptionVolatilityStructure> & vol, CashAnnuityModel model = DiscountCurve);
|x|ql/pricingengines/swaption/blackswaptionengine.hpp|BachelierSwaptionEngine::BachelierSwaptionEngine(const Handle<YieldTermStructure> & discountCurve, Volatility vol, const DayCounter & dc = Actual365Fixed(), CashAnnuityModel model = DiscountCurve);
|v|ql/pricingengines/swaption/blackswaptionengine.hpp|BachelierSwaptionEngine::BachelierSwaptionEngine(const Handle<YieldTermStructure> & discountCurve, const Handle<Quote> & vol, const DayCounter & dc = Actual365Fixed(), CashAnnuityModel model = DiscountCurve);
|v|ql/pricingengines/swaption/blackswaptionengine.hpp|BachelierSwaptionEngine::BachelierSwaptionEngine(const Handle<YieldTermStructure> & discountCurve, const Handle<SwaptionVolatilityStructure> & vol, CashAnnuityModel model = DiscountCurve);
| |ql/pricingengines/swaption/blackswaptionengine.hpp|BlackStyleSwaptionEngine<Spec>(Handle<YieldTermStructure> discountCurve, Volatility vol, const DayCounter & dc, Real displacement, CashAnnuityModel model);
| |ql/pricingengines/swaption/blackswaptionengine.hpp|BlackStyleSwaptionEngine<Spec>(Handle<YieldTermStructure> discountCurve, const Handle<Quote> & vol, const DayCounter & dc, Real displacement, CashAnnuityModel model);
| |ql/pricingengines/swaption/blackswaptionengine.hpp|BlackStyleSwaptionEngine<Spec>(Handle<YieldTermStructure> discountCurve, Handle<SwaptionVolatilityStructure> volatility, CashAnnuityModel model);
| |ql/pricingengines/swaption/discretizedswaption.hpp|DiscretizedSwaption::DiscretizedSwaption(const Swaption::arguments &, const Date & referenceDate, const DayCounter & dayCounter);
|v|ql/pricingengines/swaption/fdg2swaptionengine.hpp|FdG2SwaptionEngine::FdG2SwaptionEngine(const ext::shared_ptr<G2> & model, Size tGrid = 100, Size xGrid = 50, Size yGrid = 50, Size dampingSteps = 0, Real invEps = 1e-5, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer());
|x|ql/pricingengines/swaption/fdg2swaptionengine.hpp|void FdG2SwaptionEngine::calculate() const;
|v|ql/pricingengines/swaption/fdhullwhiteswaptionengine.hpp|FdHullWhiteSwaptionEngine::FdHullWhiteSwaptionEngine(const ext::shared_ptr<HullWhite> & model, Size tGrid = 100, Size xGrid = 100, Size dampingSteps = 0, Real invEps = 1e-5, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas());
|x|ql/pricingengines/swaption/fdhullwhiteswaptionengine.hpp|void FdHullWhiteSwaptionEngine::calculate() const;
|v|ql/pricingengines/swaption/g2swaptionengine.hpp|G2SwaptionEngine::G2SwaptionEngine(const ext::shared_ptr<G2> & model, Real range, Size intervals);
|x|ql/pricingengines/swaption/g2swaptionengine.hpp|void G2SwaptionEngine::calculate() const;
|v|ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.hpp|Gaussian1dFloatFloatSwaptionEngine::Gaussian1dFloatFloatSwaptionEngine(const ext::shared_ptr<Gaussian1dModel> & model, const int integrationPoints = 64, const Real stddevs = 7.0, const bool extrapolatePayoff = true, const bool flatPayoffExtrapolation = false, const Handle<Quote> & oas = Handle<Quote>(), const Handle<YieldTermStructure> & discountCurve = Handle<YieldTermStructure>(), const bool includeTodaysExercise = false, const Probabilities probabilities = None);
|x|ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.hpp|Gaussian1dFloatFloatSwaptionEngine::Gaussian1dFloatFloatSwaptionEngine(const Handle<Gaussian1dModel> & model, const int integrationPoints = 64, const Real stddevs = 7.0, const bool extrapolatePayoff = true, const bool flatPayoffExtrapolation = false, const Handle<Quote> & oas = Handle<Quote>(), const Handle<YieldTermStructure> & discountCurve = Handle<YieldTermStructure>(), const bool includeTodaysExercise = false, const Probabilities probabilities = None);
|x|ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.hpp|void Gaussian1dFloatFloatSwaptionEngine::calculate() const;
|x|ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.hpp|Handle<YieldTermStructure> Gaussian1dFloatFloatSwaptionEngine::discountingCurve() const;
|v|ql/pricingengines/swaption/gaussian1djamshidianswaptionengine.hpp|Gaussian1dJamshidianSwaptionEngine::Gaussian1dJamshidianSwaptionEngine(const ext::shared_ptr<Gaussian1dModel> & model);
|x|ql/pricingengines/swaption/gaussian1djamshidianswaptionengine.hpp|void Gaussian1dJamshidianSwaptionEngine::calculate() const;
|v|ql/pricingengines/swaption/gaussian1dnonstandardswaptionengine.hpp|Gaussian1dNonstandardSwaptionEngine::Gaussian1dNonstandardSwaptionEngine(const ext::shared_ptr<Gaussian1dModel> & model, const int integrationPoints = 64, const Real stddevs = 7.0, const bool extrapolatePayoff = true, const bool flatPayoffExtrapolation = false, const Handle<Quote> & oas = Handle<Quote>(), const Handle<YieldTermStructure> & discountCurve = Handle<YieldTermStructure>(), const Probabilities probabilities = None);
|x|ql/pricingengines/swaption/gaussian1dnonstandardswaptionengine.hpp|Gaussian1dNonstandardSwaptionEngine::Gaussian1dNonstandardSwaptionEngine(const Handle<Gaussian1dModel> & model, const int integrationPoints = 64, const Real stddevs = 7.0, const bool extrapolatePayoff = true, const bool flatPayoffExtrapolation = false, const Handle<Quote> & oas = Handle<Quote>(), const Handle<YieldTermStructure> & discountCurve = Handle<YieldTermStructure>(), const Probabilities probabilities = None);
|x|ql/pricingengines/swaption/gaussian1dnonstandardswaptionengine.hpp|void Gaussian1dNonstandardSwaptionEngine::calculate() const;
|v|ql/pricingengines/swaption/gaussian1dswaptionengine.hpp|Gaussian1dSwaptionEngine::Gaussian1dSwaptionEngine(const ext::shared_ptr<Gaussian1dModel> & model, const int integrationPoints = 64, const Real stddevs = 7.0, const bool extrapolatePayoff = true, const bool flatPayoffExtrapolation = false, Handle<YieldTermStructure> discountCurve = Handle<YieldTermStructure>(), const Probabilities probabilities = None);
|x|ql/pricingengines/swaption/gaussian1dswaptionengine.hpp|Gaussian1dSwaptionEngine::Gaussian1dSwaptionEngine(const Handle<Gaussian1dModel> & model, const int integrationPoints = 64, const Real stddevs = 7.0, const bool extrapolatePayoff = true, const bool flatPayoffExtrapolation = false, Handle<YieldTermStructure> discountCurve = Handle<YieldTermStructure>(), const Probabilities probabilities = None);
|x|ql/pricingengines/swaption/gaussian1dswaptionengine.hpp|void Gaussian1dSwaptionEngine::calculate() const;
|v|ql/pricingengines/swaption/jamshidianswaptionengine.hpp|JamshidianSwaptionEngine::JamshidianSwaptionEngine(const ext::shared_ptr<OneFactorAffineModel> & model, Handle<YieldTermStructure> termStructure = Handle<YieldTermStructure>());
|x|ql/pricingengines/swaption/jamshidianswaptionengine.hpp|void JamshidianSwaptionEngine::calculate() const;
|v|ql/pricingengines/swaption/treeswaptionengine.hpp|TreeSwaptionEngine::TreeSwaptionEngine(const ext::shared_ptr<ShortRateModel> &, Size timeSteps, Handle<YieldTermStructure> termStructure = Handle<YieldTermStructure>());
|v|ql/pricingengines/swaption/treeswaptionengine.hpp|TreeSwaptionEngine::TreeSwaptionEngine(const ext::shared_ptr<ShortRateModel> &, const TimeGrid & timeGrid, Handle<YieldTermStructure> termStructure = Handle<YieldTermStructure>());
|v|ql/pricingengines/swaption/treeswaptionengine.hpp|TreeSwaptionEngine::TreeSwaptionEngine(const Handle<ShortRateModel> &, Size timeSteps, Handle<YieldTermStructure> termStructure = Handle<YieldTermStructure>());
|x|ql/pricingengines/swaption/treeswaptionengine.hpp|void TreeSwaptionEngine::calculate() const;
|v|ql/pricingengines/vanilla/analyticbsmhullwhiteengine.hpp|AnalyticBSMHullWhiteEngine::AnalyticBSMHullWhiteEngine(Real equityShortRateCorrelation, ext::shared_ptr<GeneralizedBlackScholesProcess>, const ext::shared_ptr<HullWhite> &);
|x|ql/pricingengines/vanilla/analyticbsmhullwhiteengine.hpp|void AnalyticBSMHullWhiteEngine::calculate() const;
| |ql/pricingengines/vanilla/analyticcevengine.hpp|CEVCalculator::CEVCalculator(Real f0, Real alpha, Real beta);
| |ql/pricingengines/vanilla/analyticcevengine.hpp|Real CEVCalculator::value(Option::Type optionType, Real strike, Time t) const;
|x|ql/pricingengines/vanilla/analyticcevengine.hpp|Real CEVCalculator::f0() const;
|x|ql/pricingengines/vanilla/analyticcevengine.hpp|Real CEVCalculator::alpha() const;
|x|ql/pricingengines/vanilla/analyticcevengine.hpp|Real CEVCalculator::beta() const;
| |ql/pricingengines/vanilla/analyticcevengine.hpp|AnalyticCEVEngine::AnalyticCEVEngine(Real f0, Real alpha, Real beta, Handle<YieldTermStructure> discountCurve);
|x|ql/pricingengines/vanilla/analyticcevengine.hpp|void AnalyticCEVEngine::calculate() const;
|v|ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp|AnalyticDigitalAmericanEngine::AnalyticDigitalAmericanEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>);
|x|ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp|void AnalyticDigitalAmericanEngine::calculate() const;
|x|ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp|bool AnalyticDigitalAmericanEngine::knock_in() const;
|v|ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp|AnalyticDigitalAmericanKOEngine::AnalyticDigitalAmericanKOEngine(const ext::shared_ptr<GeneralizedBlackScholesProcess> & engine);
|?|ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp|AnalyticDividendEuropeanEngine::AnalyticDividendEuropeanEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process, DividendSchedule dividends);
|x|ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp|void AnalyticDividendEuropeanEngine::calculate() const;
|v|ql/pricingengines/vanilla/analyticeuropeanengine.hpp|AnalyticEuropeanEngine::AnalyticEuropeanEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>);
|v|ql/pricingengines/vanilla/analyticeuropeanengine.hpp|AnalyticEuropeanEngine::AnalyticEuropeanEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Handle<YieldTermStructure> discountCurve);
|x|ql/pricingengines/vanilla/analyticeuropeanengine.hpp|void AnalyticEuropeanEngine::calculate() const;
| |ql/pricingengines/vanilla/analyticeuropeanvasicekengine.hpp|AnalyticBlackVasicekEngine::AnalyticBlackVasicekEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>, ext::shared_ptr<Vasicek>, Real correlation);
|x|ql/pricingengines/vanilla/analyticeuropeanvasicekengine.hpp|void AnalyticBlackVasicekEngine::calculate() const;
|v|ql/pricingengines/vanilla/analyticgjrgarchengine.hpp|AnalyticGJRGARCHEngine::AnalyticGJRGARCHEngine(const ext::shared_ptr<GJRGARCHModel> & model);
|x|ql/pricingengines/vanilla/analyticgjrgarchengine.hpp|void AnalyticGJRGARCHEngine::calculate() const;
| |ql/pricingengines/vanilla/analytich1hwengine.hpp|AnalyticH1HWEngine::AnalyticH1HWEngine(const ext::shared_ptr<HestonModel> & model, const ext::shared_ptr<HullWhite> & hullWhiteModel, Real rhoSr, Size integrationOrder = 144);
| |ql/pricingengines/vanilla/analytich1hwengine.hpp|AnalyticH1HWEngine::AnalyticH1HWEngine(const ext::shared_ptr<HestonModel> & model, const ext::shared_ptr<HullWhite> & hullWhiteModel, Real rhoSr, Real relTolerance, Size maxEvaluations);
|v|ql/pricingengines/vanilla/analytichestonengine.hpp|AnalyticHestonEngine::AnalyticHestonEngine(const ext::shared_ptr<HestonModel> & model, Real relTolerance, Size maxEvaluations);
|v|ql/pricingengines/vanilla/analytichestonengine.hpp|AnalyticHestonEngine::AnalyticHestonEngine(const ext::shared_ptr<HestonModel> & model, Size integrationOrder = 144);
|u|ql/pricingengines/vanilla/analytichestonengine.hpp|AnalyticHestonEngine::AnalyticHestonEngine(const ext::shared_ptr<HestonModel> & model, ComplexLogFormula cpxLog, const Integration & itg, Real andersenPiterbargEpsilon = 1e-25, Real alpha = - 0.5);
|x|ql/pricingengines/vanilla/analytichestonengine.hpp|void AnalyticHestonEngine::calculate() const;
|x|ql/pricingengines/vanilla/analytichestonengine.hpp|std::complex<Real> AnalyticHestonEngine::chF(const std::complex<Real> & z, Time t) const;
|x|ql/pricingengines/vanilla/analytichestonengine.hpp|std::complex<Real> AnalyticHestonEngine::lnChF(const std::complex<Real> & z, Time t) const;
|x|ql/pricingengines/vanilla/analytichestonengine.hpp|Size AnalyticHestonEngine::numberOfEvaluations() const;
|x|ql/pricingengines/vanilla/analytichestonengine.hpp|static void AnalyticHestonEngine::doCalculation(Real riskFreeDiscount, Real dividendDiscount, Real spotPrice, Real strikePrice, Real term, Real kappa, Real theta, Real sigma, Real v0, Real rho, const TypePayoff & type, const Integration & integration, ComplexLogFormula cpxLog, const AnalyticHestonEngine * enginePtr, Real & value, Size & evaluations);
| |ql/pricingengines/vanilla/analytichestonengine.hpp|Real AnalyticHestonEngine::priceVanillaPayoff(const ext::shared_ptr<PlainVanillaPayoff> & payoff, const Date & maturity) const;
| |ql/pricingengines/vanilla/analytichestonengine.hpp|Real AnalyticHestonEngine::priceVanillaPayoff(const ext::shared_ptr<PlainVanillaPayoff> & payoff, Time maturity) const;
|v|ql/pricingengines/vanilla/analytichestonengine.hpp|static ComplexLogFormula AnalyticHestonEngine::optimalControlVariate(Time t, Real v0, Real kappa, Real theta, Real sigma, Real rho);
| |ql/pricingengines/vanilla/analytichestonengine.hpp|static Integration Integration::gaussLaguerre(Size integrationOrder = 128);
| |ql/pricingengines/vanilla/analytichestonengine.hpp|static Integration Integration::gaussLegendre(Size integrationOrder = 128);
| |ql/pricingengines/vanilla/analytichestonengine.hpp|static Integration Integration::gaussChebyshev(Size integrationOrder = 128);
| |ql/pricingengines/vanilla/analytichestonengine.hpp|static Integration Integration::gaussChebyshev2nd(Size integrationOrder = 128);
| |ql/pricingengines/vanilla/analytichestonengine.hpp|static Integration Integration::gaussLobatto(Real relTolerance, Real absTolerance, Size maxEvaluations = 1000, bool useConvergenceEstimate = false);
| |ql/pricingengines/vanilla/analytichestonengine.hpp|static Integration Integration::gaussKronrod(Real absTolerance, Size maxEvaluations = 1000);
| |ql/pricingengines/vanilla/analytichestonengine.hpp|static Integration Integration::simpson(Real absTolerance, Size maxEvaluations = 1000);
| |ql/pricingengines/vanilla/analytichestonengine.hpp|static Integration Integration::trapezoid(Real absTolerance, Size maxEvaluations = 1000);
| |ql/pricingengines/vanilla/analytichestonengine.hpp|static Integration Integration::discreteSimpson(Size evaluation = 1000);
| |ql/pricingengines/vanilla/analytichestonengine.hpp|static Integration Integration::discreteTrapezoid(Size evaluation = 1000);
| |ql/pricingengines/vanilla/analytichestonengine.hpp|static Integration Integration::expSinh(Real relTolerance = 1e-8);
| |ql/pricingengines/vanilla/analytichestonengine.hpp|static Real Integration::andersenPiterbargIntegrationLimit(Real c_inf, Real epsilon, Real v0, Real t);
| |ql/pricingengines/vanilla/analytichestonengine.hpp|Real Integration::calculate(Real c_inf, const std::function<Real (Real)> & f, const std::function<Real ()> & maxBound = { }, Real scaling = 1.0) const;
| |ql/pricingengines/vanilla/analytichestonengine.hpp|Real Integration::calculate(Real c_inf, const std::function<Real (Real)> & f, Real maxBound) const;
| |ql/pricingengines/vanilla/analytichestonengine.hpp|Size Integration::numberOfEvaluations() const;
| |ql/pricingengines/vanilla/analytichestonengine.hpp|bool Integration::isAdaptiveIntegration() const;
| |ql/pricingengines/vanilla/analytichestonengine.hpp|AP_Helper::AP_Helper(Time term, Real fwd, Real strike, ComplexLogFormula cpxLog, const AnalyticHestonEngine * enginePtr, Real alpha = - 0.5);
| |ql/pricingengines/vanilla/analytichestonengine.hpp|Real AP_Helper::operator()(Real u) const;
| |ql/pricingengines/vanilla/analytichestonengine.hpp|Real AP_Helper::controlVariateValue() const;
| |ql/pricingengines/vanilla/analytichestonengine.hpp|OptimalAlpha::OptimalAlpha(Time t, const AnalyticHestonEngine * enginePtr);
| |ql/pricingengines/vanilla/analytichestonengine.hpp|Real OptimalAlpha::operator()(Real strike) const;
| |ql/pricingengines/vanilla/analytichestonengine.hpp|std::pair<Real, Real> OptimalAlpha::alphaGreaterZero(Real strike) const;
| |ql/pricingengines/vanilla/analytichestonengine.hpp|std::pair<Real, Real> OptimalAlpha::alphaSmallerMinusOne(Real strike) const;
| |ql/pricingengines/vanilla/analytichestonengine.hpp|Size OptimalAlpha::numberOfEvaluations() const;
| |ql/pricingengines/vanilla/analytichestonengine.hpp|Real OptimalAlpha::M(Real k) const;
| |ql/pricingengines/vanilla/analytichestonengine.hpp|Real OptimalAlpha::k(Real x, Integer sgn) const;
| |ql/pricingengines/vanilla/analytichestonengine.hpp|Real OptimalAlpha::alphaMin(Real strike) const;
| |ql/pricingengines/vanilla/analytichestonengine.hpp|Real OptimalAlpha::alphaMax(Real strike) const;
| |ql/pricingengines/vanilla/analytichestonengine.hpp|std::complex<Real> addOnTerm(Real, Time, Size) const;
|v|ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp|AnalyticHestonHullWhiteEngine::AnalyticHestonHullWhiteEngine(const ext::shared_ptr<HestonModel> & hestonModel, ext::shared_ptr<HullWhite> hullWhiteModel, Size integrationOrder = 144);
|v|ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp|AnalyticHestonHullWhiteEngine::AnalyticHestonHullWhiteEngine(const ext::shared_ptr<HestonModel> & model, ext::shared_ptr<HullWhite> hullWhiteModel, Real relTolerance, Size maxEvaluations);
|x|ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp|void AnalyticHestonHullWhiteEngine::update();
| |ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp|std::complex<Real> addOnTerm(Real u, Time, Size j) const;
|v|ql/pricingengines/vanilla/analyticpdfhestonengine.hpp|AnalyticPDFHestonEngine::AnalyticPDFHestonEngine(ext::shared_ptr<HestonModel> model, Real gaussLobattoEps = 1e-6, Size gaussLobattoIntegrationOrder = 10000UL);
|x|ql/pricingengines/vanilla/analyticpdfhestonengine.hpp|void AnalyticPDFHestonEngine::calculate() const;
| |ql/pricingengines/vanilla/analyticpdfhestonengine.hpp|Real AnalyticPDFHestonEngine::Pv(Real x_t, Time t) const;
| |ql/pricingengines/vanilla/analyticpdfhestonengine.hpp|Real AnalyticPDFHestonEngine::cdf(Real X, Time t) const;
| |ql/pricingengines/vanilla/analyticptdhestonengine.hpp|AnalyticPTDHestonEngine::AnalyticPTDHestonEngine(const ext::shared_ptr<PiecewiseTimeDependentHestonModel> & model, Real relTolerance, Size maxEvaluations);
| |ql/pricingengines/vanilla/analyticptdhestonengine.hpp|AnalyticPTDHestonEngine::AnalyticPTDHestonEngine(const ext::shared_ptr<PiecewiseTimeDependentHestonModel> & model, Size integrationOrder = 144);
| |ql/pricingengines/vanilla/analyticptdhestonengine.hpp|AnalyticPTDHestonEngine::AnalyticPTDHestonEngine(const ext::shared_ptr<PiecewiseTimeDependentHestonModel> & model, ComplexLogFormula cpxLog, const Integration & itg, Real andersenPiterbargEpsilon = 1e-8);
|x|ql/pricingengines/vanilla/analyticptdhestonengine.hpp|void AnalyticPTDHestonEngine::calculate() const;
| |ql/pricingengines/vanilla/analyticptdhestonengine.hpp|Size AnalyticPTDHestonEngine::numberOfEvaluations() const;
| |ql/pricingengines/vanilla/analyticptdhestonengine.hpp|std::complex<Real> AnalyticPTDHestonEngine::chF(const std::complex<Real> & z, Time t) const;
| |ql/pricingengines/vanilla/analyticptdhestonengine.hpp|std::complex<Real> AnalyticPTDHestonEngine::lnChF(const std::complex<Real> & z, Time t) const;
|v|ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp|BaroneAdesiWhaleyApproximationEngine::BaroneAdesiWhaleyApproximationEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>);
| |ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp|static Real BaroneAdesiWhaleyApproximationEngine::criticalPrice(const ext::shared_ptr<StrikedTypePayoff> & payoff, DiscountFactor riskFreeDiscount, DiscountFactor dividendDiscount, Real variance, Real tolerance = 1e-6);
|x|ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp|void BaroneAdesiWhaleyApproximationEngine::calculate() const;
|v|ql/pricingengines/vanilla/batesengine.hpp|BatesEngine::BatesEngine(const ext::shared_ptr<BatesModel> & model, Size integrationOrder = 144);
|v|ql/pricingengines/vanilla/batesengine.hpp|BatesEngine::BatesEngine(const ext::shared_ptr<BatesModel> & model, Real relTolerance, Size maxEvaluations);
|v|ql/pricingengines/vanilla/batesengine.hpp|BatesDetJumpEngine::BatesDetJumpEngine(const ext::shared_ptr<BatesDetJumpModel> & model, Size integrationOrder = 144);
|v|ql/pricingengines/vanilla/batesengine.hpp|BatesDetJumpEngine::BatesDetJumpEngine(const ext::shared_ptr<BatesDetJumpModel> & model, Real relTolerance, Size maxEvaluations);
|v|ql/pricingengines/vanilla/batesengine.hpp|BatesDoubleExpEngine::BatesDoubleExpEngine(const ext::shared_ptr<BatesDoubleExpModel> & model, Size integrationOrder = 144);
|v|ql/pricingengines/vanilla/batesengine.hpp|BatesDoubleExpEngine::BatesDoubleExpEngine(const ext::shared_ptr<BatesDoubleExpModel> & model, Real relTolerance, Size maxEvaluations);
|v|ql/pricingengines/vanilla/batesengine.hpp|BatesDoubleExpDetJumpEngine::BatesDoubleExpDetJumpEngine(const ext::shared_ptr<BatesDoubleExpDetJumpModel> & model, Size integrationOrder = 144);
|v|ql/pricingengines/vanilla/batesengine.hpp|BatesDoubleExpDetJumpEngine::BatesDoubleExpDetJumpEngine(const ext::shared_ptr<BatesDoubleExpDetJumpModel> & model, Real relTolerance, Size maxEvaluations);
|?|ql/pricingengines/vanilla/binomialengine.hpp|BinomialVanillaEngine::BinomialVanillaEngine<T>(ext::shared_ptr<GeneralizedBlackScholesProcess> process, Size timeSteps);
|x|ql/pricingengines/vanilla/binomialengine.hpp|void BinomialVanillaEngine::calculate() const;
|v|ql/pricingengines/vanilla/bjerksundstenslandengine.hpp|BjerksundStenslandApproximationEngine::BjerksundStenslandApproximationEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>);
|x|ql/pricingengines/vanilla/bjerksundstenslandengine.hpp|void BjerksundStenslandApproximationEngine::calculate() const;
| |ql/pricingengines/vanilla/cashdividendeuropeanengine.hpp|CashDividendEuropeanEngine::CashDividendEuropeanEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process, DividendSchedule dividends, CashDividendModel cashDividendModel = Spot);
|x|ql/pricingengines/vanilla/cashdividendeuropeanengine.hpp|void CashDividendEuropeanEngine::calculate() const;
|v|ql/pricingengines/vanilla/coshestonengine.hpp|COSHestonEngine::COSHestonEngine(const ext::shared_ptr<HestonModel> & model, Real L = 16, Size N = 200);
|x|ql/pricingengines/vanilla/coshestonengine.hpp|void COSHestonEngine::update();
|x|ql/pricingengines/vanilla/coshestonengine.hpp|void COSHestonEngine::calculate() const;
|x|ql/pricingengines/vanilla/coshestonengine.hpp|std::complex<Real> COSHestonEngine::chF(Real u, Real t) const;
| |ql/pricingengines/vanilla/coshestonengine.hpp|Real COSHestonEngine::c1(Time t) const;
| |ql/pricingengines/vanilla/coshestonengine.hpp|Real COSHestonEngine::c2(Time t) const;
| |ql/pricingengines/vanilla/coshestonengine.hpp|Real COSHestonEngine::c3(Time t) const;
| |ql/pricingengines/vanilla/coshestonengine.hpp|Real COSHestonEngine::c4(Time t) const;
| |ql/pricingengines/vanilla/coshestonengine.hpp|Real COSHestonEngine::mu(Time t) const;
| |ql/pricingengines/vanilla/coshestonengine.hpp|Real COSHestonEngine::var(Time t) const;
| |ql/pricingengines/vanilla/coshestonengine.hpp|Real COSHestonEngine::skew(Time t) const;
| |ql/pricingengines/vanilla/coshestonengine.hpp|Real COSHestonEngine::kurtosis(Time t) const;
| |ql/pricingengines/vanilla/discretizedvanillaoption.hpp|DiscretizedVanillaOption::DiscretizedVanillaOption(const VanillaOption::arguments &, const StochasticProcess & process, const TimeGrid & grid = TimeGrid());
| |ql/pricingengines/vanilla/exponentialfittinghestonengine.hpp|ExponentialFittingHestonEngine::ExponentialFittingHestonEngine(const ext::shared_ptr<HestonModel> & model, ControlVariate cv = ControlVariate::OptimalCV, Real scaling = Null<Real>(), Real alpha = - 0.5);
|x|ql/pricingengines/vanilla/exponentialfittinghestonengine.hpp|void ExponentialFittingHestonEngine::calculate() const;
|v|ql/pricingengines/vanilla/fdbatesvanillaengine.hpp|FdBatesVanillaEngine::FdBatesVanillaEngine(const ext::shared_ptr<BatesModel> & model, Size tGrid = 100, Size xGrid = 100, Size vGrid = 50, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer());
|v|ql/pricingengines/vanilla/fdbatesvanillaengine.hpp|FdBatesVanillaEngine::FdBatesVanillaEngine(const ext::shared_ptr<BatesModel> & model, DividendSchedule dividends, Size tGrid = 100, Size xGrid = 100, Size vGrid = 50, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer());
|x|ql/pricingengines/vanilla/fdbatesvanillaengine.hpp|void FdBatesVanillaEngine::calculate() const;
|v|ql/pricingengines/vanilla/fdblackscholesshoutengine.hpp|FdBlackScholesShoutEngine::FdBlackScholesShoutEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>, Size tGrid = 100, Size xGrid = 100, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas());
|v|ql/pricingengines/vanilla/fdblackscholesshoutengine.hpp|FdBlackScholesShoutEngine::FdBlackScholesShoutEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>, DividendSchedule dividends, Size tGrid = 100, Size xGrid = 100, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas());
|x|ql/pricingengines/vanilla/fdblackscholesshoutengine.hpp|void FdBlackScholesShoutEngine::calculate() const;
|v|ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp|FdBlackScholesVanillaEngine::FdBlackScholesVanillaEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>, Size tGrid = 100, Size xGrid = 100, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas(), bool localVol = false, Real illegalLocalVolOverwrite = - Null<Real>(), CashDividendModel cashDividendModel = Spot);
|v|ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp|FdBlackScholesVanillaEngine::FdBlackScholesVanillaEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>, DividendSchedule dividends, Size tGrid = 100, Size xGrid = 100, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas(), bool localVol = false, Real illegalLocalVolOverwrite = - Null<Real>(), CashDividendModel cashDividendModel = Spot);
|v|ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp|FdBlackScholesVanillaEngine::FdBlackScholesVanillaEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>, ext::shared_ptr<FdmQuantoHelper> quantoHelper, Size tGrid = 100, Size xGrid = 100, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas(), bool localVol = false, Real illegalLocalVolOverwrite = - Null<Real>(), CashDividendModel cashDividendModel = Spot);
|v|ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp|FdBlackScholesVanillaEngine::FdBlackScholesVanillaEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>, DividendSchedule dividends, ext::shared_ptr<FdmQuantoHelper> quantoHelper, Size tGrid = 100, Size xGrid = 100, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas(), bool localVol = false, Real illegalLocalVolOverwrite = - Null<Real>(), CashDividendModel cashDividendModel = Spot);
|x|ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp|void FdBlackScholesVanillaEngine::calculate() const;
| |ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp|MakeFdBlackScholesVanillaEngine::MakeFdBlackScholesVanillaEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp|MakeFdBlackScholesVanillaEngine & MakeFdBlackScholesVanillaEngine::withQuantoHelper(const ext::shared_ptr<FdmQuantoHelper> & quantoHelper);
| |ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp|MakeFdBlackScholesVanillaEngine & MakeFdBlackScholesVanillaEngine::withTGrid(Size tGrid);
| |ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp|MakeFdBlackScholesVanillaEngine & MakeFdBlackScholesVanillaEngine::withXGrid(Size xGrid);
| |ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp|MakeFdBlackScholesVanillaEngine & MakeFdBlackScholesVanillaEngine::withDampingSteps(Size dampingSteps);
| |ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp|MakeFdBlackScholesVanillaEngine & MakeFdBlackScholesVanillaEngine::withFdmSchemeDesc(const FdmSchemeDesc & schemeDesc);
| |ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp|MakeFdBlackScholesVanillaEngine & MakeFdBlackScholesVanillaEngine::withLocalVol(bool localVol);
| |ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp|MakeFdBlackScholesVanillaEngine & MakeFdBlackScholesVanillaEngine::withIllegalLocalVolOverwrite(Real illegalLocalVolOverwrite);
| |ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp|MakeFdBlackScholesVanillaEngine & MakeFdBlackScholesVanillaEngine::withCashDividends(const std::vector<Date> & dividendDates, const std::vector<Real> & dividendAmounts);
| |ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp|MakeFdBlackScholesVanillaEngine & MakeFdBlackScholesVanillaEngine::withCashDividendModel(FdBlackScholesVanillaEngine::CashDividendModel cashDividendModel);
| |ql/pricingengines/vanilla/fdcevvanillaengine.hpp|FdCEVVanillaEngine::FdCEVVanillaEngine(Real f0, Real alpha, Real beta, Handle<YieldTermStructure> discountCurve, Size tGrid = 50, Size xGrid = 400, Size dampingSteps = 0, Real scalingFactor = 1.0, Real eps = 1e-4, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas());
|x|ql/pricingengines/vanilla/fdcevvanillaengine.hpp|void FdCEVVanillaEngine::calculate() const;
| |ql/pricingengines/vanilla/fdcirvanillaengine.hpp|FdCIRVanillaEngine::FdCIRVanillaEngine(ext::shared_ptr<CoxIngersollRossProcess> cirProcess, ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess, Size tGrid, Size xGrid, Size vGrid, Size dampingSteps, Real rho, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::ModifiedHundsdorfer(), ext::shared_ptr<FdmQuantoHelper> quantoHelper = { });
| |ql/pricingengines/vanilla/fdcirvanillaengine.hpp|FdCIRVanillaEngine::FdCIRVanillaEngine(ext::shared_ptr<CoxIngersollRossProcess> cirProcess, ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess, DividendSchedule dividends, Size tGrid, Size xGrid, Size vGrid, Size dampingSteps, Real rho, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::ModifiedHundsdorfer(), ext::shared_ptr<FdmQuantoHelper> quantoHelper = { });
|x|ql/pricingengines/vanilla/fdcirvanillaengine.hpp|void FdCIRVanillaEngine::calculate() const;
| |ql/pricingengines/vanilla/fdcirvanillaengine.hpp|FdmSolverDesc FdCIRVanillaEngine::getSolverDesc(Real equityScaleFactor) const;
| |ql/pricingengines/vanilla/fdcirvanillaengine.hpp|MakeFdCIRVanillaEngine::MakeFdCIRVanillaEngine(ext::shared_ptr<CoxIngersollRossProcess> cirProcess, ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess, Real rho);
| |ql/pricingengines/vanilla/fdcirvanillaengine.hpp|MakeFdCIRVanillaEngine & MakeFdCIRVanillaEngine::withQuantoHelper(const ext::shared_ptr<FdmQuantoHelper> & quantoHelper);
| |ql/pricingengines/vanilla/fdcirvanillaengine.hpp|MakeFdCIRVanillaEngine & MakeFdCIRVanillaEngine::withTGrid(Size tGrid);
| |ql/pricingengines/vanilla/fdcirvanillaengine.hpp|MakeFdCIRVanillaEngine & MakeFdCIRVanillaEngine::withXGrid(Size xGrid);
| |ql/pricingengines/vanilla/fdcirvanillaengine.hpp|MakeFdCIRVanillaEngine & MakeFdCIRVanillaEngine::withRGrid(Size rGrid);
| |ql/pricingengines/vanilla/fdcirvanillaengine.hpp|MakeFdCIRVanillaEngine & MakeFdCIRVanillaEngine::withDampingSteps(Size dampingSteps);
| |ql/pricingengines/vanilla/fdcirvanillaengine.hpp|MakeFdCIRVanillaEngine & MakeFdCIRVanillaEngine::withFdmSchemeDesc(const FdmSchemeDesc & schemeDesc);
| |ql/pricingengines/vanilla/fdcirvanillaengine.hpp|MakeFdCIRVanillaEngine & MakeFdCIRVanillaEngine::withCashDividends(const std::vector<Date> & dividendDates, const std::vector<Real> & dividendAmounts);
|v|ql/pricingengines/vanilla/fdhestonhullwhitevanillaengine.hpp|FdHestonHullWhiteVanillaEngine::FdHestonHullWhiteVanillaEngine(const ext::shared_ptr<HestonModel> & model, ext::shared_ptr<HullWhiteProcess> hwProcess, Real corrEquityShortRate, Size tGrid = 50, Size xGrid = 100, Size vGrid = 40, Size rGrid = 20, Size dampingSteps = 0, bool controlVariate = true, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer());
|v|ql/pricingengines/vanilla/fdhestonhullwhitevanillaengine.hpp|FdHestonHullWhiteVanillaEngine::FdHestonHullWhiteVanillaEngine(const ext::shared_ptr<HestonModel> & model, ext::shared_ptr<HullWhiteProcess> hwProcess, DividendSchedule dividends, Real corrEquityShortRate, Size tGrid = 50, Size xGrid = 100, Size vGrid = 40, Size rGrid = 20, Size dampingSteps = 0, bool controlVariate = true, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer());
|x|ql/pricingengines/vanilla/fdhestonhullwhitevanillaengine.hpp|void FdHestonHullWhiteVanillaEngine::calculate() const;
|x|ql/pricingengines/vanilla/fdhestonhullwhitevanillaengine.hpp|void FdHestonHullWhiteVanillaEngine::update();
|x|ql/pricingengines/vanilla/fdhestonhullwhitevanillaengine.hpp|void FdHestonHullWhiteVanillaEngine::enableMultipleStrikesCaching(const std::vector<Real> & strikes);
|v|ql/pricingengines/vanilla/fdhestonvanillaengine.hpp|FdHestonVanillaEngine::FdHestonVanillaEngine(const ext::shared_ptr<HestonModel> & model, Size tGrid = 100, Size xGrid = 100, Size vGrid = 50, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer(), ext::shared_ptr<LocalVolTermStructure> leverageFct = { }, Real mixingFactor = 1.0);
|v|ql/pricingengines/vanilla/fdhestonvanillaengine.hpp|FdHestonVanillaEngine::FdHestonVanillaEngine(const ext::shared_ptr<HestonModel> & model, DividendSchedule dividends, Size tGrid = 100, Size xGrid = 100, Size vGrid = 50, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer(), ext::shared_ptr<LocalVolTermStructure> leverageFct = { }, Real mixingFactor = 1.0);
|v|ql/pricingengines/vanilla/fdhestonvanillaengine.hpp|FdHestonVanillaEngine::FdHestonVanillaEngine(const ext::shared_ptr<HestonModel> & model, ext::shared_ptr<FdmQuantoHelper> quantoHelper, Size tGrid = 100, Size xGrid = 100, Size vGrid = 50, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer(), ext::shared_ptr<LocalVolTermStructure> leverageFct = { }, Real mixingFactor = 1.0);
|v|ql/pricingengines/vanilla/fdhestonvanillaengine.hpp|FdHestonVanillaEngine::FdHestonVanillaEngine(const ext::shared_ptr<HestonModel> & model, DividendSchedule dividends, ext::shared_ptr<FdmQuantoHelper> quantoHelper, Size tGrid = 100, Size xGrid = 100, Size vGrid = 50, Size dampingSteps = 0, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer(), ext::shared_ptr<LocalVolTermStructure> leverageFct = { }, Real mixingFactor = 1.0);
|x|ql/pricingengines/vanilla/fdhestonvanillaengine.hpp|void FdHestonVanillaEngine::calculate() const;
|x|ql/pricingengines/vanilla/fdhestonvanillaengine.hpp|void FdHestonVanillaEngine::update();
|x|ql/pricingengines/vanilla/fdhestonvanillaengine.hpp|void FdHestonVanillaEngine::enableMultipleStrikesCaching(const std::vector<Real> & strikes);
|x|ql/pricingengines/vanilla/fdhestonvanillaengine.hpp|FdmSolverDesc FdHestonVanillaEngine::getSolverDesc(Real equityScaleFactor) const;
| |ql/pricingengines/vanilla/fdhestonvanillaengine.hpp|MakeFdHestonVanillaEngine::MakeFdHestonVanillaEngine(ext::shared_ptr<HestonModel> hestonModel);
| |ql/pricingengines/vanilla/fdhestonvanillaengine.hpp|MakeFdHestonVanillaEngine & MakeFdHestonVanillaEngine::withQuantoHelper(const ext::shared_ptr<FdmQuantoHelper> & quantoHelper);
| |ql/pricingengines/vanilla/fdhestonvanillaengine.hpp|MakeFdHestonVanillaEngine & MakeFdHestonVanillaEngine::withTGrid(Size tGrid);
| |ql/pricingengines/vanilla/fdhestonvanillaengine.hpp|MakeFdHestonVanillaEngine & MakeFdHestonVanillaEngine::withXGrid(Size xGrid);
| |ql/pricingengines/vanilla/fdhestonvanillaengine.hpp|MakeFdHestonVanillaEngine & MakeFdHestonVanillaEngine::withVGrid(Size vGrid);
| |ql/pricingengines/vanilla/fdhestonvanillaengine.hpp|MakeFdHestonVanillaEngine & MakeFdHestonVanillaEngine::withDampingSteps(Size dampingSteps);
| |ql/pricingengines/vanilla/fdhestonvanillaengine.hpp|MakeFdHestonVanillaEngine & MakeFdHestonVanillaEngine::withFdmSchemeDesc(const FdmSchemeDesc & schemeDesc);
| |ql/pricingengines/vanilla/fdhestonvanillaengine.hpp|MakeFdHestonVanillaEngine & MakeFdHestonVanillaEngine::withLeverageFunction(ext::shared_ptr<LocalVolTermStructure> & leverageFct);
| |ql/pricingengines/vanilla/fdhestonvanillaengine.hpp|MakeFdHestonVanillaEngine & MakeFdHestonVanillaEngine::withCashDividends(const std::vector<Date> & dividendDates, const std::vector<Real> & dividendAmounts);
| |ql/pricingengines/vanilla/fdsabrvanillaengine.hpp|FdSabrVanillaEngine::FdSabrVanillaEngine(Real f0, Real alpha, Real beta, Real nu, Real rho, Handle<YieldTermStructure> rTS, Size tGrid = 50, Size fGrid = 400, Size xGrid = 50, Size dampingSteps = 0, Real scalingFactor = 1.0, Real eps = 1e-4, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Hundsdorfer());
|x|ql/pricingengines/vanilla/fdsabrvanillaengine.hpp|void FdSabrVanillaEngine::calculate() const;
| |ql/pricingengines/vanilla/fdsimplebsswingengine.hpp|FdSimpleBSSwingEngine::FdSimpleBSSwingEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> p, Size tGrid = 50, Size xGrid = 100, const FdmSchemeDesc & schemeDesc = FdmSchemeDesc::Douglas());
|x|ql/pricingengines/vanilla/fdsimplebsswingengine.hpp|void FdSimpleBSSwingEngine::calculate() const;
| |ql/pricingengines/vanilla/hestonexpansionengine.hpp|HestonExpansionEngine::HestonExpansionEngine(const ext::shared_ptr<HestonModel> & model, HestonExpansionFormula formula);
|x|ql/pricingengines/vanilla/hestonexpansionengine.hpp|void HestonExpansionEngine::calculate() const;
| |ql/pricingengines/vanilla/hestonexpansionengine.hpp|Real HestonExpansion::impliedVolatility(Real strike, Real forward) const;
| |ql/pricingengines/vanilla/hestonexpansionengine.hpp|LPP2HestonExpansion::LPP2HestonExpansion(Real kappa, Real theta, Real sigma, Real v0, Real rho, Real term);
| |ql/pricingengines/vanilla/hestonexpansionengine.hpp|LPP3HestonExpansion::LPP3HestonExpansion(Real kappa, Real theta, Real sigma, Real v0, Real rho, Real term);
| |ql/pricingengines/vanilla/hestonexpansionengine.hpp|FordeHestonExpansion::FordeHestonExpansion(Real kappa, Real theta, Real sigma, Real v0, Real rho, Real term);
|v|ql/pricingengines/vanilla/integralengine.hpp|IntegralEngine::IntegralEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>);
|x|ql/pricingengines/vanilla/integralengine.hpp|void IntegralEngine::calculate() const;
|v|ql/pricingengines/vanilla/jumpdiffusionengine.hpp|JumpDiffusionEngine::JumpDiffusionEngine(ext::shared_ptr<Merton76Process>, Real relativeAccuracy_ = 1e-4, Size maxIterations = 100);
|x|ql/pricingengines/vanilla/jumpdiffusionengine.hpp|void JumpDiffusionEngine::calculate() const;
|v|ql/pricingengines/vanilla/juquadraticengine.hpp|JuQuadraticApproximationEngine::JuQuadraticApproximationEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>);
|x|ql/pricingengines/vanilla/juquadraticengine.hpp|void JuQuadraticApproximationEngine::calculate() const;
|v|ql/pricingengines/vanilla/mcamericanengine.hpp|MCAmericanEngine::MCAmericanEngine<RNG, S, RNG_Calibration>(const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size polynomialOrder, LsmBasisSystem::PolynomialType polynomialType, Size nCalibrationSamples = Null<Size>(), const ext::optional<bool> & antitheticVariateCalibration = ext::nullopt, BigNatural seedCalibration = Null<Size>());
| |ql/pricingengines/vanilla/mcamericanengine.hpp|AmericanPathPricer::AmericanPathPricer(ext::shared_ptr<Payoff> payoff, Size polynomialOrder, LsmBasisSystem::PolynomialType polynomialType);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|Real AmericanPathPricer::state(const Path & path, Size t) const;
| |ql/pricingengines/vanilla/mcamericanengine.hpp|Real AmericanPathPricer::operator()(const Path & path, Size t) const;
| |ql/pricingengines/vanilla/mcamericanengine.hpp|std::vector<std::function<Real (Real)>> AmericanPathPricer::basisSystem() const;
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine::MakeMCAmericanEngine<RNG, S, RNG_Calibration>(ext::shared_ptr<GeneralizedBlackScholesProcess>);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & MakeMCAmericanEngine::withSteps(Size steps);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & MakeMCAmericanEngine::withStepsPerYear(Size steps);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & MakeMCAmericanEngine::withSamples(Size samples);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & MakeMCAmericanEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & MakeMCAmericanEngine::withMaxSamples(Size samples);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & MakeMCAmericanEngine::withSeed(BigNatural seed);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & MakeMCAmericanEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & MakeMCAmericanEngine::withControlVariate(bool b = true);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & MakeMCAmericanEngine::withPolynomialOrder(Size polynomialOrder);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & MakeMCAmericanEngine::withBasisSystem(LsmBasisSystem::PolynomialType);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & MakeMCAmericanEngine::withCalibrationSamples(Size calibrationSamples);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & MakeMCAmericanEngine::withAntitheticVariateCalibration(bool b = true);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & MakeMCAmericanEngine::withSeedCalibration(BigNatural seed);
|v|ql/pricingengines/vanilla/mcamericanengine.hpp|MCAmericanEngine<RNG, S, RNG_Calibration>(const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed, Size polynomialOrder, LsmBasisSystem::PolynomialType polynomialType, Size nCalibrationSamples, const ext::optional<bool> & antitheticVariateCalibration, BigNatural seedCalibration);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|void calculate() const;
| |ql/pricingengines/vanilla/mcamericanengine.hpp|ext::shared_ptr<LongstaffSchwartzPathPricer<Path>> lsmPathPricer() const;
| |ql/pricingengines/vanilla/mcamericanengine.hpp|ext::shared_ptr<PathPricer<Path>> controlPathPricer() const;
| |ql/pricingengines/vanilla/mcamericanengine.hpp|ext::shared_ptr<PricingEngine> controlPricingEngine() const;
| |ql/pricingengines/vanilla/mcamericanengine.hpp|Real controlVariateValue() const;
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & withBasisSystem(LsmBasisSystem::PolynomialType polynomialType);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & withCalibrationSamples(Size samples);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & withAntitheticVariate(bool b);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & withControlVariate(bool b);
| |ql/pricingengines/vanilla/mcamericanengine.hpp|MakeMCAmericanEngine<RNG, S, RNG_Calibration> & withAntitheticVariateCalibration(bool b);
|?|ql/pricingengines/vanilla/mcdigitalengine.hpp|MCDigitalEngine::MCDigitalEngine<RNG, S>(const ext::shared_ptr<GeneralizedBlackScholesProcess> &, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/vanilla/mcdigitalengine.hpp|MakeMCDigitalEngine::MakeMCDigitalEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess>);
| |ql/pricingengines/vanilla/mcdigitalengine.hpp|MakeMCDigitalEngine<RNG, S> & MakeMCDigitalEngine::withSteps(Size steps);
| |ql/pricingengines/vanilla/mcdigitalengine.hpp|MakeMCDigitalEngine<RNG, S> & MakeMCDigitalEngine::withStepsPerYear(Size steps);
| |ql/pricingengines/vanilla/mcdigitalengine.hpp|MakeMCDigitalEngine<RNG, S> & MakeMCDigitalEngine::withBrownianBridge(bool b = true);
| |ql/pricingengines/vanilla/mcdigitalengine.hpp|MakeMCDigitalEngine<RNG, S> & MakeMCDigitalEngine::withSamples(Size samples);
| |ql/pricingengines/vanilla/mcdigitalengine.hpp|MakeMCDigitalEngine<RNG, S> & MakeMCDigitalEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/vanilla/mcdigitalengine.hpp|MakeMCDigitalEngine<RNG, S> & MakeMCDigitalEngine::withMaxSamples(Size samples);
| |ql/pricingengines/vanilla/mcdigitalengine.hpp|MakeMCDigitalEngine<RNG, S> & MakeMCDigitalEngine::withSeed(BigNatural seed);
| |ql/pricingengines/vanilla/mcdigitalengine.hpp|MakeMCDigitalEngine<RNG, S> & MakeMCDigitalEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/vanilla/mcdigitalengine.hpp|DigitalPathPricer::DigitalPathPricer(ext::shared_ptr<CashOrNothingPayoff> payoff, ext::shared_ptr<AmericanExercise> exercise, Handle<YieldTermStructure> discountTS, ext::shared_ptr<StochasticProcess1D> diffProcess, PseudoRandom::ursg_type sequenceGen);
| |ql/pricingengines/vanilla/mcdigitalengine.hpp|Real DigitalPathPricer::operator()(const Path & path) const;
|?|ql/pricingengines/vanilla/mcdigitalengine.hpp|MCDigitalEngine<RNG, S>(const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/vanilla/mcdigitalengine.hpp|ext::shared_ptr<typename MCDigitalEngine<RNG, S>::path_pricer_type> pathPricer() const;
| |ql/pricingengines/vanilla/mcdigitalengine.hpp|MakeMCDigitalEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/vanilla/mcdigitalengine.hpp|MakeMCDigitalEngine<RNG, S> & withBrownianBridge(bool brownianBridge);
| |ql/pricingengines/vanilla/mcdigitalengine.hpp|MakeMCDigitalEngine<RNG, S> & withAntitheticVariate(bool b);
|?|ql/pricingengines/vanilla/mceuropeanengine.hpp|MCEuropeanEngine::MCEuropeanEngine<RNG, S>(const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/vanilla/mceuropeanengine.hpp|MakeMCEuropeanEngine::MakeMCEuropeanEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess>);
| |ql/pricingengines/vanilla/mceuropeanengine.hpp|MakeMCEuropeanEngine<RNG, S> & MakeMCEuropeanEngine::withSteps(Size steps);
| |ql/pricingengines/vanilla/mceuropeanengine.hpp|MakeMCEuropeanEngine<RNG, S> & MakeMCEuropeanEngine::withStepsPerYear(Size steps);
| |ql/pricingengines/vanilla/mceuropeanengine.hpp|MakeMCEuropeanEngine<RNG, S> & MakeMCEuropeanEngine::withBrownianBridge(bool b = true);
| |ql/pricingengines/vanilla/mceuropeanengine.hpp|MakeMCEuropeanEngine<RNG, S> & MakeMCEuropeanEngine::withSamples(Size samples);
| |ql/pricingengines/vanilla/mceuropeanengine.hpp|MakeMCEuropeanEngine<RNG, S> & MakeMCEuropeanEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/vanilla/mceuropeanengine.hpp|MakeMCEuropeanEngine<RNG, S> & MakeMCEuropeanEngine::withMaxSamples(Size samples);
| |ql/pricingengines/vanilla/mceuropeanengine.hpp|MakeMCEuropeanEngine<RNG, S> & MakeMCEuropeanEngine::withSeed(BigNatural seed);
| |ql/pricingengines/vanilla/mceuropeanengine.hpp|MakeMCEuropeanEngine<RNG, S> & MakeMCEuropeanEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/vanilla/mceuropeanengine.hpp|EuropeanPathPricer::EuropeanPathPricer(Option::Type type, Real strike, DiscountFactor discount);
| |ql/pricingengines/vanilla/mceuropeanengine.hpp|Real EuropeanPathPricer::operator()(const Path & path) const;
|?|ql/pricingengines/vanilla/mceuropeanengine.hpp|MCEuropeanEngine<RNG, S>(const ext::shared_ptr<GeneralizedBlackScholesProcess> & process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/vanilla/mceuropeanengine.hpp|ext::shared_ptr<typename MCEuropeanEngine<RNG, S>::path_pricer_type> pathPricer() const;
| |ql/pricingengines/vanilla/mceuropeanengine.hpp|MakeMCEuropeanEngine<RNG, S>(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
| |ql/pricingengines/vanilla/mceuropeanengine.hpp|MakeMCEuropeanEngine<RNG, S> & withBrownianBridge(bool brownianBridge);
| |ql/pricingengines/vanilla/mceuropeanengine.hpp|MakeMCEuropeanEngine<RNG, S> & withAntitheticVariate(bool b);
|?|ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp|MCEuropeanGJRGARCHEngine::MCEuropeanGJRGARCHEngine<RNG, S>(const ext::shared_ptr<GJRGARCHProcess> &, Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp|MakeMCEuropeanGJRGARCHEngine::MakeMCEuropeanGJRGARCHEngine<RNG, S>(ext::shared_ptr<GJRGARCHProcess>);
| |ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp|MakeMCEuropeanGJRGARCHEngine<RNG, S> & MakeMCEuropeanGJRGARCHEngine::withSteps(Size steps);
| |ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp|MakeMCEuropeanGJRGARCHEngine<RNG, S> & MakeMCEuropeanGJRGARCHEngine::withStepsPerYear(Size steps);
| |ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp|MakeMCEuropeanGJRGARCHEngine<RNG, S> & MakeMCEuropeanGJRGARCHEngine::withSamples(Size samples);
| |ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp|MakeMCEuropeanGJRGARCHEngine<RNG, S> & MakeMCEuropeanGJRGARCHEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp|MakeMCEuropeanGJRGARCHEngine<RNG, S> & MakeMCEuropeanGJRGARCHEngine::withMaxSamples(Size samples);
| |ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp|MakeMCEuropeanGJRGARCHEngine<RNG, S> & MakeMCEuropeanGJRGARCHEngine::withSeed(BigNatural seed);
| |ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp|MakeMCEuropeanGJRGARCHEngine<RNG, S> & MakeMCEuropeanGJRGARCHEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp|EuropeanGJRGARCHPathPricer::EuropeanGJRGARCHPathPricer(Option::Type type, Real strike, DiscountFactor discount);
| |ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp|Real EuropeanGJRGARCHPathPricer::operator()(const MultiPath & Multipath) const;
|?|ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp|MCEuropeanGJRGARCHEngine<RNG, S>(const ext::shared_ptr<GJRGARCHProcess> & process, Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp|ext::shared_ptr<typename MCEuropeanGJRGARCHEngine<RNG, S>::path_pricer_type> pathPricer() const;
| |ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp|MakeMCEuropeanGJRGARCHEngine<RNG, S>(ext::shared_ptr<GJRGARCHProcess> process);
| |ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp|MakeMCEuropeanGJRGARCHEngine<RNG, S> & withAntitheticVariate(bool b);
| |ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp|Real operator()(const MultiPath & multiPath) const;
|?|ql/pricingengines/vanilla/mceuropeanhestonengine.hpp|MCEuropeanHestonEngine::MCEuropeanHestonEngine<RNG, S, P>(const ext::shared_ptr<P> &, Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/vanilla/mceuropeanhestonengine.hpp|MakeMCEuropeanHestonEngine::MakeMCEuropeanHestonEngine<RNG, S, P>(ext::shared_ptr<P>);
| |ql/pricingengines/vanilla/mceuropeanhestonengine.hpp|MakeMCEuropeanHestonEngine<RNG, S, P> & MakeMCEuropeanHestonEngine::withSteps(Size steps);
| |ql/pricingengines/vanilla/mceuropeanhestonengine.hpp|MakeMCEuropeanHestonEngine<RNG, S, P> & MakeMCEuropeanHestonEngine::withStepsPerYear(Size steps);
| |ql/pricingengines/vanilla/mceuropeanhestonengine.hpp|MakeMCEuropeanHestonEngine<RNG, S, P> & MakeMCEuropeanHestonEngine::withSamples(Size samples);
| |ql/pricingengines/vanilla/mceuropeanhestonengine.hpp|MakeMCEuropeanHestonEngine<RNG, S, P> & MakeMCEuropeanHestonEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/vanilla/mceuropeanhestonengine.hpp|MakeMCEuropeanHestonEngine<RNG, S, P> & MakeMCEuropeanHestonEngine::withMaxSamples(Size samples);
| |ql/pricingengines/vanilla/mceuropeanhestonengine.hpp|MakeMCEuropeanHestonEngine<RNG, S, P> & MakeMCEuropeanHestonEngine::withSeed(BigNatural seed);
| |ql/pricingengines/vanilla/mceuropeanhestonengine.hpp|MakeMCEuropeanHestonEngine<RNG, S, P> & MakeMCEuropeanHestonEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/vanilla/mceuropeanhestonengine.hpp|EuropeanHestonPathPricer::EuropeanHestonPathPricer(Option::Type type, Real strike, DiscountFactor discount);
| |ql/pricingengines/vanilla/mceuropeanhestonengine.hpp|Real EuropeanHestonPathPricer::operator()(const MultiPath & Multipath) const;
|?|ql/pricingengines/vanilla/mceuropeanhestonengine.hpp|MCEuropeanHestonEngine<RNG, S, P>(const ext::shared_ptr<P> & process, Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/vanilla/mceuropeanhestonengine.hpp|ext::shared_ptr<typename MCEuropeanHestonEngine<RNG, S, P>::path_pricer_type> pathPricer() const;
| |ql/pricingengines/vanilla/mceuropeanhestonengine.hpp|MakeMCEuropeanHestonEngine<RNG, S, P>(ext::shared_ptr<P> process);
| |ql/pricingengines/vanilla/mceuropeanhestonengine.hpp|MakeMCEuropeanHestonEngine<RNG, S, P> & withAntitheticVariate(bool b);
| |ql/pricingengines/vanilla/mceuropeanhestonengine.hpp|Real operator()(const MultiPath & multiPath) const;
|?|ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|MCHestonHullWhiteEngine::MCHestonHullWhiteEngine<RNG, S>(const ext::shared_ptr<HybridHestonHullWhiteProcess> & process, Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|MakeMCHestonHullWhiteEngine::MakeMCHestonHullWhiteEngine<RNG, S>(ext::shared_ptr<HybridHestonHullWhiteProcess>);
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|MakeMCHestonHullWhiteEngine<RNG, S> & MakeMCHestonHullWhiteEngine::withSteps(Size steps);
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|MakeMCHestonHullWhiteEngine<RNG, S> & MakeMCHestonHullWhiteEngine::withStepsPerYear(Size steps);
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|MakeMCHestonHullWhiteEngine<RNG, S> & MakeMCHestonHullWhiteEngine::withAntitheticVariate(bool b = true);
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|MakeMCHestonHullWhiteEngine<RNG, S> & MakeMCHestonHullWhiteEngine::withControlVariate(bool b = true);
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|MakeMCHestonHullWhiteEngine<RNG, S> & MakeMCHestonHullWhiteEngine::withSamples(Size samples);
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|MakeMCHestonHullWhiteEngine<RNG, S> & MakeMCHestonHullWhiteEngine::withAbsoluteTolerance(Real tolerance);
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|MakeMCHestonHullWhiteEngine<RNG, S> & MakeMCHestonHullWhiteEngine::withMaxSamples(Size samples);
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|MakeMCHestonHullWhiteEngine<RNG, S> & MakeMCHestonHullWhiteEngine::withSeed(BigNatural seed);
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|HestonHullWhitePathPricer::HestonHullWhitePathPricer(Time exerciseTime, ext::shared_ptr<Payoff> payoff, ext::shared_ptr<HybridHestonHullWhiteProcess> process);
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|Real HestonHullWhitePathPricer::operator()(const MultiPath & path) const;
|?|ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|MCHestonHullWhiteEngine<RNG, S>(const ext::shared_ptr<HybridHestonHullWhiteProcess> & process, Size timeSteps, Size timeStepsPerYear, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|void calculate() const;
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|ext::shared_ptr<typename MCHestonHullWhiteEngine<RNG, S>::path_pricer_type> pathPricer() const;
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|ext::shared_ptr<typename MCHestonHullWhiteEngine<RNG, S>::path_pricer_type> controlPathPricer() const;
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|ext::shared_ptr<PricingEngine> controlPricingEngine() const;
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|ext::shared_ptr<typename MCHestonHullWhiteEngine<RNG, S>::path_generator_type> controlPathGenerator() const;
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|MakeMCHestonHullWhiteEngine<RNG, S>(ext::shared_ptr<HybridHestonHullWhiteProcess> process);
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|MakeMCHestonHullWhiteEngine<RNG, S> & withAntitheticVariate(bool b);
| |ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp|MakeMCHestonHullWhiteEngine<RNG, S> & withControlVariate(bool b);
|x|ql/pricingengines/vanilla/mcvanillaengine.hpp|void MCVanillaEngine::calculate() const;
| |ql/pricingengines/vanilla/mcvanillaengine.hpp|MCVanillaEngine<MC, RNG, S, Inst>(ext::shared_ptr<StochasticProcess> process, Size timeSteps, Size timeStepsPerYear, bool brownianBridge, bool antitheticVariate, bool controlVariate, Size requiredSamples, Real requiredTolerance, Size maxSamples, BigNatural seed);
| |ql/pricingengines/vanilla/mcvanillaengine.hpp|typename MCVanillaEngine<MC, RNG, S, Inst>::result_type controlVariateValue() const;
|?|ql/pricingengines/vanilla/mcvanillaengine.hpp|TimeGrid timeGrid() const;
| |ql/pricingengines/vanilla/qdfpamericanengine.hpp|Size QdFpIterationScheme::getNumberOfChebyshevInterpolationNodes() const;
| |ql/pricingengines/vanilla/qdfpamericanengine.hpp|Size QdFpIterationScheme::getNumberOfNaiveFixedPointSteps() const;
| |ql/pricingengines/vanilla/qdfpamericanengine.hpp|Size QdFpIterationScheme::getNumberOfJacobiNewtonFixedPointSteps() const;
| |ql/pricingengines/vanilla/qdfpamericanengine.hpp|ext::shared_ptr<Integrator> QdFpIterationScheme::getFixedPointIntegrator() const;
| |ql/pricingengines/vanilla/qdfpamericanengine.hpp|ext::shared_ptr<Integrator> QdFpIterationScheme::getExerciseBoundaryToPriceIntegrator() const;
| |ql/pricingengines/vanilla/qdfpamericanengine.hpp|QdFpLegendreScheme::QdFpLegendreScheme(Size l, Size m, Size n, Size p);
| |ql/pricingengines/vanilla/qdfpamericanengine.hpp|QdFpLegendreTanhSinhScheme::QdFpLegendreTanhSinhScheme(Size l, Size m, Size n, Real eps);
| |ql/pricingengines/vanilla/qdfpamericanengine.hpp|QdFpTanhSinhIterationScheme::QdFpTanhSinhIterationScheme(Size m, Size n, Real eps);
|v|ql/pricingengines/vanilla/qdfpamericanengine.hpp|QdFpAmericanEngine::QdFpAmericanEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> bsProcess, ext::shared_ptr<QdFpIterationScheme> iterationScheme = accurateScheme(), FixedPointEquation fpEquation = Auto);
| |ql/pricingengines/vanilla/qdfpamericanengine.hpp|static ext::shared_ptr<QdFpIterationScheme> QdFpAmericanEngine::fastScheme();
| |ql/pricingengines/vanilla/qdfpamericanengine.hpp|static ext::shared_ptr<QdFpIterationScheme> QdFpAmericanEngine::accurateScheme();
| |ql/pricingengines/vanilla/qdfpamericanengine.hpp|static ext::shared_ptr<QdFpIterationScheme> QdFpAmericanEngine::highPrecisionScheme();
| |ql/pricingengines/vanilla/qdplusamericanengine.hpp|QdPutCallParityEngine::QdPutCallParityEngine(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
|x|ql/pricingengines/vanilla/qdplusamericanengine.hpp|void QdPutCallParityEngine::calculate() const;
| |ql/pricingengines/vanilla/qdplusamericanengine.hpp|QdPlusAddOnValue::QdPlusAddOnValue(Time T, Real S, Real K, Rate r, Rate q, Volatility vol, Real xmax, ext::shared_ptr<Interpolation> q_z);
| |ql/pricingengines/vanilla/qdplusamericanengine.hpp|Real QdPlusAddOnValue::operator()(Real z) const;
|v|ql/pricingengines/vanilla/qdplusamericanengine.hpp|QdPlusAmericanEngine::QdPlusAmericanEngine(ext::shared_ptr<GeneralizedBlackScholesProcess>, Size interpolationPoints = 8, SolverType solverType = Halley, Real eps = 1e-6, Size maxIter = Null<Size>());
| |ql/pricingengines/vanilla/qdplusamericanengine.hpp|std::pair<Size, Real> QdPlusAmericanEngine::putExerciseBoundaryAtTau(Real S, Real K, Rate r, Rate q, Volatility vol, Time T, Time tau) const;
| |ql/pricingengines/vanilla/qdplusamericanengine.hpp|ext::shared_ptr<ChebyshevInterpolation> QdPlusAmericanEngine::getPutExerciseBoundary(Real S, Real K, Rate r, Rate q, Volatility vol, Time T) const;
| |ql/pricingengines/vanilla/qdplusamericanengine.hpp|static Real QdPlusAmericanEngine::xMax(Real K, Rate r, Rate q);
|v|ql/processes/batesprocess.hpp|BatesProcess::BatesProcess(const Handle<YieldTermStructure> & riskFreeRate, const Handle<YieldTermStructure> & dividendYield, const Handle<Quote> & s0, Real v0, Real kappa, Real theta, Real sigma, Real rho, Real lambda, Real nu, Real delta, HestonProcess::Discretization d = HestonProcess::FullTruncation);
|x|ql/processes/batesprocess.hpp|Real BatesProcess::lambda() const;
|x|ql/processes/batesprocess.hpp|Real BatesProcess::nu() const;
|x|ql/processes/batesprocess.hpp|Real BatesProcess::delta() const;
|v|ql/processes/blackscholesprocess.hpp|GeneralizedBlackScholesProcess::GeneralizedBlackScholesProcess(Handle<Quote> x0, Handle<YieldTermStructure> dividendTS, Handle<YieldTermStructure> riskFreeTS, Handle<BlackVolTermStructure> blackVolTS, const ext::shared_ptr<discretization> & d = ext::shared_ptr<discretization>(new EulerDiscretization), bool forceDiscretization = false);
|v|ql/processes/blackscholesprocess.hpp|GeneralizedBlackScholesProcess::GeneralizedBlackScholesProcess(Handle<Quote> x0, Handle<YieldTermStructure> dividendTS, Handle<YieldTermStructure> riskFreeTS, Handle<BlackVolTermStructure> blackVolTS, Handle<LocalVolTermStructure> localVolTS);
|x|ql/processes/blackscholesprocess.hpp|const Handle<Quote> & GeneralizedBlackScholesProcess::stateVariable() const;
|x|ql/processes/blackscholesprocess.hpp|const Handle<YieldTermStructure> & GeneralizedBlackScholesProcess::dividendYield() const;
|x|ql/processes/blackscholesprocess.hpp|const Handle<YieldTermStructure> & GeneralizedBlackScholesProcess::riskFreeRate() const;
|x|ql/processes/blackscholesprocess.hpp|const Handle<BlackVolTermStructure> & GeneralizedBlackScholesProcess::blackVolatility() const;
|x|ql/processes/blackscholesprocess.hpp|const Handle<LocalVolTermStructure> & GeneralizedBlackScholesProcess::localVolatility() const;
|v|ql/processes/blackscholesprocess.hpp|BlackScholesProcess::BlackScholesProcess(const Handle<Quote> & x0, const Handle<YieldTermStructure> & riskFreeTS, const Handle<BlackVolTermStructure> & blackVolTS, const ext::shared_ptr<discretization> & d = ext::shared_ptr<discretization>(new EulerDiscretization), bool forceDiscretization = false);
|v|ql/processes/blackscholesprocess.hpp|BlackScholesMertonProcess::BlackScholesMertonProcess(const Handle<Quote> & x0, const Handle<YieldTermStructure> & dividendTS, const Handle<YieldTermStructure> & riskFreeTS, const Handle<BlackVolTermStructure> & blackVolTS, const ext::shared_ptr<discretization> & d = ext::shared_ptr<discretization>(new EulerDiscretization), bool forceDiscretization = false);
|v|ql/processes/blackscholesprocess.hpp|BlackProcess::BlackProcess(const Handle<Quote> & x0, const Handle<YieldTermStructure> & riskFreeTS, const Handle<BlackVolTermStructure> & blackVolTS, const ext::shared_ptr<discretization> & d = ext::shared_ptr<discretization>(new EulerDiscretization), bool forceDiscretization = false);
|v|ql/processes/blackscholesprocess.hpp|GarmanKohlagenProcess::GarmanKohlagenProcess(const Handle<Quote> & x0, const Handle<YieldTermStructure> & foreignRiskFreeTS, const Handle<YieldTermStructure> & domesticRiskFreeTS, const Handle<BlackVolTermStructure> & blackVolTS, const ext::shared_ptr<discretization> & d = ext::shared_ptr<discretization>(new EulerDiscretization), bool forceDiscretization = false);
| |ql/processes/coxingersollrossprocess.hpp|CoxIngersollRossProcess::CoxIngersollRossProcess(Real speed, Volatility vol, Real x0 = 0.0, Real level = 0.0);
|x|ql/processes/coxingersollrossprocess.hpp|Real CoxIngersollRossProcess::speed() const;
|x|ql/processes/coxingersollrossprocess.hpp|Real CoxIngersollRossProcess::volatility() const;
|x|ql/processes/coxingersollrossprocess.hpp|Real CoxIngersollRossProcess::level() const;
| |ql/processes/coxingersollrossprocess.hpp|Real x0() const;
| |ql/processes/coxingersollrossprocess.hpp|Real drift(Time, Real x) const;
| |ql/processes/coxingersollrossprocess.hpp|Real diffusion(Time, Real) const;
| |ql/processes/coxingersollrossprocess.hpp|Real expectation(Time, Real x0, Time dt) const;
| |ql/processes/coxingersollrossprocess.hpp|Real stdDeviation(Time t, Real x0, Time dt) const;
| |ql/processes/coxingersollrossprocess.hpp|Real evolve(Time t0, Real x0, Time dt, Real dw) const;
|v|ql/processes/forwardmeasureprocess.hpp|void ForwardMeasureProcess::setForwardMeasureTime(Time);
|x|ql/processes/forwardmeasureprocess.hpp|Time ForwardMeasureProcess::getForwardMeasureTime() const;
|v|ql/processes/forwardmeasureprocess.hpp|void ForwardMeasureProcess1D::setForwardMeasureTime(Time);
|x|ql/processes/forwardmeasureprocess.hpp|Time ForwardMeasureProcess1D::getForwardMeasureTime() const;
|v|ql/processes/g2process.hpp|G2Process::G2Process(Real a, Real sigma, Real b, Real eta, Real rho, const Handle<YieldTermStructure> & termStructure = { });
|x|ql/processes/g2process.hpp|Real G2Process::x0() const;
|x|ql/processes/g2process.hpp|Real G2Process::y0() const;
|x|ql/processes/g2process.hpp|Real G2Process::a() const;
|x|ql/processes/g2process.hpp|Real G2Process::sigma() const;
|x|ql/processes/g2process.hpp|Real G2Process::b() const;
|x|ql/processes/g2process.hpp|Real G2Process::eta() const;
|x|ql/processes/g2process.hpp|Real G2Process::rho() const;
|x|ql/processes/g2process.hpp|const Handle<YieldTermStructure> & G2Process::termStructure() const;
|v|ql/processes/g2process.hpp|Real G2Process::phi(Time t) const;
|v|ql/processes/g2process.hpp|Rate G2Process::shortRate(Time t, Real x, Real y) const;
|v|ql/processes/g2process.hpp|G2ForwardProcess::G2ForwardProcess(Real a, Real sigma, Real b, Real eta, Real rho, const Handle<YieldTermStructure> & termStructure = { });
|x|ql/processes/g2process.hpp|const Handle<YieldTermStructure> & G2ForwardProcess::termStructure() const;
|v|ql/processes/g2process.hpp|Real G2ForwardProcess::phi(Time t) const;
|v|ql/processes/g2process.hpp|Rate G2ForwardProcess::shortRate(Time t, Real x, Real y) const;
|v|ql/processes/geometricbrownianprocess.hpp|GeometricBrownianMotionProcess::GeometricBrownianMotionProcess(Real initialValue, Real mue, Real sigma);
|v|ql/processes/gjrgarchprocess.hpp|GJRGARCHProcess::GJRGARCHProcess(Handle<YieldTermStructure> riskFreeRate, Handle<YieldTermStructure> dividendYield, Handle<Quote> s0, Real v0, Real omega, Real alpha, Real beta, Real gamma, Real lambda, Real daysPerYear = 252.0, Discretization d = FullTruncation);
|x|ql/processes/gjrgarchprocess.hpp|Real GJRGARCHProcess::v0() const;
|x|ql/processes/gjrgarchprocess.hpp|Real GJRGARCHProcess::lambda() const;
|x|ql/processes/gjrgarchprocess.hpp|Real GJRGARCHProcess::omega() const;
|x|ql/processes/gjrgarchprocess.hpp|Real GJRGARCHProcess::alpha() const;
|x|ql/processes/gjrgarchprocess.hpp|Real GJRGARCHProcess::beta() const;
|x|ql/processes/gjrgarchprocess.hpp|Real GJRGARCHProcess::gamma() const;
|x|ql/processes/gjrgarchprocess.hpp|Real GJRGARCHProcess::daysPerYear() const;
|x|ql/processes/gjrgarchprocess.hpp|const Handle<Quote> & GJRGARCHProcess::s0() const;
|x|ql/processes/gjrgarchprocess.hpp|const Handle<YieldTermStructure> & GJRGARCHProcess::dividendYield() const;
|x|ql/processes/gjrgarchprocess.hpp|const Handle<YieldTermStructure> & GJRGARCHProcess::riskFreeRate() const;
| |ql/processes/gsrprocess.hpp|GsrProcess::GsrProcess(Array times, Array vols, Array reversions, Real T = 60.0, const Date & referenceDate = Date(), DayCounter dc = DayCounter());
| |ql/processes/gsrprocess.hpp|Real GsrProcess::sigma(Time t) const;
| |ql/processes/gsrprocess.hpp|Real GsrProcess::reversion(Time t) const;
| |ql/processes/gsrprocess.hpp|Real GsrProcess::y(Time t) const;
| |ql/processes/gsrprocess.hpp|Real GsrProcess::G(Time t, Time T, Real x) const;
| |ql/processes/gsrprocess.hpp|void GsrProcess::flushCache() const;
| |ql/processes/gsrprocess.hpp|void setForwardMeasureTime(Time t);
| |ql/processes/gsrprocesscore.hpp|GsrProcessCore::GsrProcessCore(Array times, Array vols, Array reversions, Real T = 60.0);
| |ql/processes/gsrprocesscore.hpp|Real GsrProcessCore::expectation_x0dep_part(Time w, Real xw, Time dt) const;
| |ql/processes/gsrprocesscore.hpp|Real GsrProcessCore::expectation_rn_part(Time w, Time dt) const;
| |ql/processes/gsrprocesscore.hpp|Real GsrProcessCore::expectation_tf_part(Time w, Time dt) const;
| |ql/processes/gsrprocesscore.hpp|Real GsrProcessCore::variance(Time w, Time dt) const;
| |ql/processes/gsrprocesscore.hpp|Real GsrProcessCore::y(Time t) const;
| |ql/processes/gsrprocesscore.hpp|Real GsrProcessCore::G(Time t, Time w) const;
| |ql/processes/gsrprocesscore.hpp|Real GsrProcessCore::sigma(Time t) const;
| |ql/processes/gsrprocesscore.hpp|Real GsrProcessCore::reversion(Time t) const;
| |ql/processes/gsrprocesscore.hpp|void GsrProcessCore::flushCache() const;
| |ql/processes/gsrprocesscore.hpp|Real sigma(const Time t) const;
| |ql/processes/gsrprocesscore.hpp|Real reversion(const Time t) const;
|v|ql/processes/hestonprocess.hpp|HestonProcess::HestonProcess(Handle<YieldTermStructure> riskFreeRate, Handle<YieldTermStructure> dividendYield, Handle<Quote> s0, Real v0, Real kappa, Real theta, Real sigma, Real rho, Discretization d = QuadraticExponentialMartingale);
|x|ql/processes/hestonprocess.hpp|Real HestonProcess::v0() const;
|x|ql/processes/hestonprocess.hpp|Real HestonProcess::rho() const;
|x|ql/processes/hestonprocess.hpp|Real HestonProcess::kappa() const;
|x|ql/processes/hestonprocess.hpp|Real HestonProcess::theta() const;
|x|ql/processes/hestonprocess.hpp|Real HestonProcess::sigma() const;
|x|ql/processes/hestonprocess.hpp|const Handle<Quote> & HestonProcess::s0() const;
|x|ql/processes/hestonprocess.hpp|const Handle<YieldTermStructure> & HestonProcess::dividendYield() const;
|x|ql/processes/hestonprocess.hpp|const Handle<YieldTermStructure> & HestonProcess::riskFreeRate() const;
|v|ql/processes/hestonprocess.hpp|Real HestonProcess::pdf(Real x, Real v, Time t, Real eps = 1e-3) const;
|v|ql/processes/hestonslvprocess.hpp|HestonSLVProcess::HestonSLVProcess(const ext::shared_ptr<HestonProcess> & hestonProcess, ext::shared_ptr<LocalVolTermStructure> leverageFct, Real mixingFactor = 1.0);
|x|ql/processes/hestonslvprocess.hpp|Real HestonSLVProcess::v0() const;
|x|ql/processes/hestonslvprocess.hpp|Real HestonSLVProcess::rho() const;
|x|ql/processes/hestonslvprocess.hpp|Real HestonSLVProcess::kappa() const;
|x|ql/processes/hestonslvprocess.hpp|Real HestonSLVProcess::theta() const;
|x|ql/processes/hestonslvprocess.hpp|Real HestonSLVProcess::sigma() const;
|x|ql/processes/hestonslvprocess.hpp|Real HestonSLVProcess::mixingFactor() const;
|x|ql/processes/hestonslvprocess.hpp|ext::shared_ptr<LocalVolTermStructure> HestonSLVProcess::leverageFct() const;
|x|ql/processes/hestonslvprocess.hpp|const Handle<Quote> & HestonSLVProcess::s0() const;
|x|ql/processes/hestonslvprocess.hpp|const Handle<YieldTermStructure> & HestonSLVProcess::dividendYield() const;
|x|ql/processes/hestonslvprocess.hpp|const Handle<YieldTermStructure> & HestonSLVProcess::riskFreeRate() const;
|v|ql/processes/hullwhiteprocess.hpp|HullWhiteProcess::HullWhiteProcess(const Handle<YieldTermStructure> & h, Real a, Real sigma);
|x|ql/processes/hullwhiteprocess.hpp|Real HullWhiteProcess::a() const;
|x|ql/processes/hullwhiteprocess.hpp|Real HullWhiteProcess::sigma() const;
|v|ql/processes/hullwhiteprocess.hpp|Real HullWhiteProcess::alpha(Time t) const;
|v|ql/processes/hullwhiteprocess.hpp|HullWhiteForwardProcess::HullWhiteForwardProcess(const Handle<YieldTermStructure> & h, Real a, Real sigma);
|x|ql/processes/hullwhiteprocess.hpp|Real HullWhiteForwardProcess::a() const;
|x|ql/processes/hullwhiteprocess.hpp|Real HullWhiteForwardProcess::sigma() const;
|v|ql/processes/hullwhiteprocess.hpp|Real HullWhiteForwardProcess::alpha(Time t) const;
|v|ql/processes/hullwhiteprocess.hpp|Real HullWhiteForwardProcess::M_T(Real s, Real t, Real T) const;
|v|ql/processes/hullwhiteprocess.hpp|Real HullWhiteForwardProcess::B(Time t, Time T) const;
|v|ql/processes/hybridhestonhullwhiteprocess.hpp|HybridHestonHullWhiteProcess::HybridHestonHullWhiteProcess(const ext::shared_ptr<HestonProcess> & hestonProcess, const ext::shared_ptr<HullWhiteForwardProcess> & hullWhiteProcess, Real corrEquityShortRate, Discretization discretization = BSMHullWhite);
|v|ql/processes/hybridhestonhullwhiteprocess.hpp|DiscountFactor HybridHestonHullWhiteProcess::numeraire(Time t, const Array & x) const;
|x|ql/processes/hybridhestonhullwhiteprocess.hpp|const ext::shared_ptr<HestonProcess> & HybridHestonHullWhiteProcess::hestonProcess() const;
|x|ql/processes/hybridhestonhullwhiteprocess.hpp|const ext::shared_ptr<HullWhiteForwardProcess> & HybridHestonHullWhiteProcess::hullWhiteProcess() const;
|x|ql/processes/hybridhestonhullwhiteprocess.hpp|Real HybridHestonHullWhiteProcess::eta() const;
|x|ql/processes/hybridhestonhullwhiteprocess.hpp|Discretization HybridHestonHullWhiteProcess::discretization() const;
| |ql/processes/jointstochasticprocess.hpp|JointStochasticProcess::JointStochasticProcess(std::vector<ext::shared_ptr<StochasticProcess>> l, Size factors = Null<Size>());
| |ql/processes/jointstochasticprocess.hpp|void JointStochasticProcess::preEvolve(Time t0, const Array & x0, Time dt, const Array & dw) const;
| |ql/processes/jointstochasticprocess.hpp|Array JointStochasticProcess::postEvolve(Time t0, const Array & x0, Time dt, const Array & dw, const Array & y0) const;
| |ql/processes/jointstochasticprocess.hpp|DiscountFactor JointStochasticProcess::numeraire(Time t, const Array & x) const;
| |ql/processes/jointstochasticprocess.hpp|bool JointStochasticProcess::correlationIsStateDependent() const;
| |ql/processes/jointstochasticprocess.hpp|Matrix JointStochasticProcess::crossModelCorrelation(Time t0, const Array & x0) const;
|x|ql/processes/jointstochasticprocess.hpp|const std::vector<ext::shared_ptr<StochasticProcess>> & JointStochasticProcess::constituents() const;
| |ql/processes/jointstochasticprocess.hpp|CachingKey::CachingKey(const Time t0, const Time dt);
| |ql/processes/jointstochasticprocess.hpp|bool CachingKey::operator<(const CachingKey & key) const;
|v|ql/processes/merton76process.hpp|Merton76Process::Merton76Process(const Handle<Quote> & stateVariable, const Handle<YieldTermStructure> & dividendTS, const Handle<YieldTermStructure> & riskFreeTS, const Handle<BlackVolTermStructure> & blackVolTS, Handle<Quote> jumpInt, Handle<Quote> logJMean, Handle<Quote> logJVol, const ext::shared_ptr<discretization> & d = ext::shared_ptr<discretization>(new EulerDiscretization));
|x|ql/processes/merton76process.hpp|const Handle<Quote> & Merton76Process::stateVariable() const;
|x|ql/processes/merton76process.hpp|const Handle<YieldTermStructure> & Merton76Process::dividendYield() const;
|x|ql/processes/merton76process.hpp|const Handle<YieldTermStructure> & Merton76Process::riskFreeRate() const;
|x|ql/processes/merton76process.hpp|const Handle<BlackVolTermStructure> & Merton76Process::blackVolatility() const;
|x|ql/processes/merton76process.hpp|const Handle<Quote> & Merton76Process::jumpIntensity() const;
|x|ql/processes/merton76process.hpp|const Handle<Quote> & Merton76Process::logMeanJump() const;
|x|ql/processes/merton76process.hpp|const Handle<Quote> & Merton76Process::logJumpVolatility() const;
| |ql/processes/mfstateprocess.hpp|MfStateProcess::MfStateProcess(Real reversion, Array times, Array vols);
|v|ql/processes/ornsteinuhlenbeckprocess.hpp|OrnsteinUhlenbeckProcess::OrnsteinUhlenbeckProcess(Real speed, Volatility vol, Real x0 = 0.0, Real level = 0.0);
|x|ql/processes/ornsteinuhlenbeckprocess.hpp|Real OrnsteinUhlenbeckProcess::speed() const;
|x|ql/processes/ornsteinuhlenbeckprocess.hpp|Real OrnsteinUhlenbeckProcess::volatility() const;
|x|ql/processes/ornsteinuhlenbeckprocess.hpp|Real OrnsteinUhlenbeckProcess::level() const;
| |ql/processes/ornsteinuhlenbeckprocess.hpp|Real x0() const;
| |ql/processes/ornsteinuhlenbeckprocess.hpp|Real drift(Time, Real x) const;
| |ql/processes/ornsteinuhlenbeckprocess.hpp|Real diffusion(Time, Real) const;
| |ql/processes/ornsteinuhlenbeckprocess.hpp|Real expectation(Time, Real x0, Time dt) const;
| |ql/processes/ornsteinuhlenbeckprocess.hpp|Real stdDeviation(Time t, Real x0, Time dt) const;
|v|ql/processes/squarerootprocess.hpp|SquareRootProcess::SquareRootProcess(Real b, Real a, Volatility sigma, Real x0 = 0.0, const ext::shared_ptr<discretization> & d = ext::shared_ptr<discretization>(new EulerDiscretization));
|x|ql/processes/squarerootprocess.hpp|Real SquareRootProcess::a() const;
|x|ql/processes/squarerootprocess.hpp|Real SquareRootProcess::b() const;
|x|ql/processes/squarerootprocess.hpp|Real SquareRootProcess::sigma() const;
|?|ql/processes/stochasticprocessarray.hpp|StochasticProcessArray::StochasticProcessArray(const std::vector<ext::shared_ptr<StochasticProcess1D>> &, const Matrix & correlation);
|x|ql/processes/stochasticprocessarray.hpp|const ext::shared_ptr<StochasticProcess1D> & StochasticProcessArray::process(Size i) const;
| |ql/processes/stochasticprocessarray.hpp|Matrix StochasticProcessArray::correlation() const;
|v|ql/quote.hpp|Real Quote::value() const;
|v|ql/quote.hpp|bool Quote::isValid() const;
| |ql/quote.hpp|Handle<Quote> handleFromVariant(const std::variant<Real, Handle<Quote>> & value);
|v|ql/quotes/compositequote.hpp|CompositeQuote::CompositeQuote<BinaryFunction>(Handle<Quote> element1, Handle<Quote> element2, BinaryFunction f);
|x|ql/quotes/compositequote.hpp|Real CompositeQuote::value1() const;
|x|ql/quotes/compositequote.hpp|Real CompositeQuote::value2() const;
|v|ql/quotes/compositequote.hpp|CompositeQuote<BinaryFunction>(Handle<Quote> element1, Handle<Quote> element2, BinaryFunction f);
| |ql/quotes/compositequote.hpp|Real value() const;
| |ql/quotes/compositequote.hpp|bool isValid() const;
| |ql/quotes/compositequote.hpp|void update();
|v|ql/quotes/deltavolquote.hpp|DeltaVolQuote::DeltaVolQuote(Real delta, Handle<Quote> vol, Time maturity, DeltaType deltaType);
|v|ql/quotes/deltavolquote.hpp|DeltaVolQuote::DeltaVolQuote(Handle<Quote> vol, DeltaType deltaType, Time maturity, AtmType atmType);
|x|ql/quotes/deltavolquote.hpp|Real DeltaVolQuote::delta() const;
|x|ql/quotes/deltavolquote.hpp|Time DeltaVolQuote::maturity() const;
|x|ql/quotes/deltavolquote.hpp|AtmType DeltaVolQuote::atmType() const;
|x|ql/quotes/deltavolquote.hpp|DeltaType DeltaVolQuote::deltaType() const;
|v|ql/quotes/derivedquote.hpp|DerivedQuote::DerivedQuote<UnaryFunction>(Handle<Quote> element, UnaryFunction f);
|v|ql/quotes/derivedquote.hpp|DerivedQuote<UnaryFunction>(Handle<Quote> element, UnaryFunction f);
| |ql/quotes/derivedquote.hpp|Real value() const;
| |ql/quotes/derivedquote.hpp|bool isValid() const;
| |ql/quotes/derivedquote.hpp|void update();
|v|ql/quotes/eurodollarfuturesquote.hpp|EurodollarFuturesImpliedStdDevQuote::EurodollarFuturesImpliedStdDevQuote(Handle<Quote> forward, Handle<Quote> callPrice, Handle<Quote> putPrice, Real strike, Real guess = .15, Real accuracy = 1.0e-6, Natural maxIter = 100);
|?|ql/quotes/forwardswapquote.hpp|ForwardSwapQuote::ForwardSwapQuote(ext::shared_ptr<SwapIndex> swapIndex, Handle<Quote> spread, const Period & fwdStart);
| |ql/quotes/forwardswapquote.hpp|const Date & ForwardSwapQuote::valueDate() const;
| |ql/quotes/forwardswapquote.hpp|const Date & ForwardSwapQuote::startDate() const;
| |ql/quotes/forwardswapquote.hpp|const Date & ForwardSwapQuote::fixingDate() const;
|v|ql/quotes/forwardvaluequote.hpp|ForwardValueQuote::ForwardValueQuote(ext::shared_ptr<Index> index, const Date & fixingDate);
|v|ql/quotes/futuresconvadjustmentquote.hpp|FuturesConvAdjustmentQuote::FuturesConvAdjustmentQuote(const ext::shared_ptr<IborIndex> & index, const Date & futuresDate, Handle<Quote> futuresQuote, Handle<Quote> volatility, Handle<Quote> meanReversion);
|v|ql/quotes/futuresconvadjustmentquote.hpp|FuturesConvAdjustmentQuote::FuturesConvAdjustmentQuote(const ext::shared_ptr<IborIndex> & index, const std::string & immCode, Handle<Quote> futuresQuote, Handle<Quote> volatility, Handle<Quote> meanReversion);
|v|ql/quotes/futuresconvadjustmentquote.hpp|Real FuturesConvAdjustmentQuote::futuresValue() const;
|x|ql/quotes/futuresconvadjustmentquote.hpp|Real FuturesConvAdjustmentQuote::volatility() const;
|x|ql/quotes/futuresconvadjustmentquote.hpp|Real FuturesConvAdjustmentQuote::meanReversion() const;
|x|ql/quotes/futuresconvadjustmentquote.hpp|Date FuturesConvAdjustmentQuote::immDate() const;
| |ql/quotes/futuresconvadjustmentquote.hpp|void update();
|v|ql/quotes/impliedstddevquote.hpp|ImpliedStdDevQuote::ImpliedStdDevQuote(Option::Type optionType, Handle<Quote> forward, Handle<Quote> price, Real strike, Real guess, Real accuracy = 1.0e-6, Natural maxIter = 100);
|v|ql/quotes/lastfixingquote.hpp|LastFixingQuote::LastFixingQuote(ext::shared_ptr<Index> index);
|x|ql/quotes/lastfixingquote.hpp|const ext::shared_ptr<Index> & LastFixingQuote::index() const;
|x|ql/quotes/lastfixingquote.hpp|Date LastFixingQuote::referenceDate() const;
|v|ql/quotes/multicompositequote.hpp|MultiCompositeQuote::MultiCompositeQuote<ArrayFunction>(std::vector<Handle<Quote>> elements, ArrayFunction f);
|x|ql/quotes/multicompositequote.hpp|Real MultiCompositeQuote::inputValue(Size i) const;
|v|ql/quotes/multicompositequote.hpp|MultiCompositeQuote<ArrayFunction>(std::vector<Handle<Quote>> elements, ArrayFunction f);
| |ql/quotes/multicompositequote.hpp|Real value() const;
| |ql/quotes/multicompositequote.hpp|bool isValid() const;
| |ql/quotes/multicompositequote.hpp|void update();
|v|ql/quotes/simplequote.hpp|SimpleQuote::SimpleQuote(Real value = Null<Real>());
|v|ql/quotes/simplequote.hpp|Real SimpleQuote::setValue(Real value = Null<Real>());
|x|ql/quotes/simplequote.hpp|void SimpleQuote::reset();
| |ql/quotes/simplequote.hpp|RelinkableHandle<Quote> makeQuoteHandle(Real value);
|v|ql/quotes/simplequote.hpp|SimpleQuote(Real value);
| |ql/quotes/simplequote.hpp|Real value() const;
| |ql/quotes/simplequote.hpp|bool isValid() const;
| |ql/quotes/simplequote.hpp|Real setValue(Real value);
|v|ql/rebatedexercise.hpp|RebatedExercise::RebatedExercise(const Exercise & exercise, Real rebate = 0.0, Natural rebateSettlementDays = 0, Calendar rebatePaymentCalendar = NullCalendar(), BusinessDayConvention rebatePaymentConvention = Following);
|x|ql/rebatedexercise.hpp|RebatedExercise::RebatedExercise(const Exercise & exercise, const std::vector<Real> & rebates, Natural rebateSettlementDays = 0, Calendar rebatePaymentCalendar = NullCalendar(), BusinessDayConvention rebatePaymentConvention = Following);
|x|ql/rebatedexercise.hpp|Real RebatedExercise::rebate(Size index) const;
|x|ql/rebatedexercise.hpp|Date RebatedExercise::rebatePaymentDate(Size index) const;
|x|ql/rebatedexercise.hpp|const std::vector<Real> & RebatedExercise::rebates() const;
|x|ql/settings.hpp|Settings::Settings();
| |ql/settings.hpp|DateProxy::DateProxy();
| |ql/settings.hpp|DateProxy & DateProxy::operator=(const Date &);
|x|ql/settings.hpp|std::ostream & Settings::operator<<(std::ostream &, const DateProxy &);
|?|ql/settings.hpp|DateProxy & Settings::evaluationDate();
|?|ql/settings.hpp|const DateProxy & Settings::evaluationDate() const;
|x|ql/settings.hpp|void Settings::anchorEvaluationDate();
|x|ql/settings.hpp|void Settings::resetEvaluationDate();
|?|ql/settings.hpp|bool & Settings::includeReferenceDateEvents();
|?|ql/settings.hpp|bool Settings::includeReferenceDateEvents() const;
|?|ql/settings.hpp|ext::optional<bool> & Settings::includeTodaysCashFlows();
|?|ql/settings.hpp|ext::optional<bool> Settings::includeTodaysCashFlows() const;
|x|ql/settings.hpp|bool & Settings::enforcesTodaysHistoricFixings();
|x|ql/settings.hpp|bool Settings::enforcesTodaysHistoricFixings() const;
|v|ql/settings.hpp|SavedSettings::SavedSettings();
| |ql/settings.hpp|Settings::DateProxy & operator=(const Date & d);
| |ql/settings.hpp|Settings::DateProxy & evaluationDate();
|x|ql/settings.hpp|const Settings::DateProxy & evaluationDate() const;
| |ql/stochasticprocess.hpp|Array discretization::drift(const StochasticProcess &, Time t0, const Array & x0, Time dt) const;
| |ql/stochasticprocess.hpp|Matrix discretization::diffusion(const StochasticProcess &, Time t0, const Array & x0, Time dt) const;
| |ql/stochasticprocess.hpp|Matrix discretization::covariance(const StochasticProcess &, Time t0, const Array & x0, Time dt) const;
| |ql/stochasticprocess.hpp|Size StochasticProcess::size() const;
|v|ql/stochasticprocess.hpp|Size StochasticProcess::factors() const;
|v|ql/stochasticprocess.hpp|Array StochasticProcess::initialValues() const;
|v|ql/stochasticprocess.hpp|Array StochasticProcess::drift(Time t, const Array & x) const;
|v|ql/stochasticprocess.hpp|Matrix StochasticProcess::diffusion(Time t, const Array & x) const;
|v|ql/stochasticprocess.hpp|Array StochasticProcess::expectation(Time t0, const Array & x0, Time dt) const;
|v|ql/stochasticprocess.hpp|Matrix StochasticProcess::stdDeviation(Time t0, const Array & x0, Time dt) const;
|v|ql/stochasticprocess.hpp|Matrix StochasticProcess::covariance(Time t0, const Array & x0, Time dt) const;
|v|ql/stochasticprocess.hpp|Array StochasticProcess::evolve(Time t0, const Array & x0, Time dt, const Array & dw) const;
|v|ql/stochasticprocess.hpp|Array StochasticProcess::apply(const Array & x0, const Array & dx) const;
| |ql/stochasticprocess.hpp|Time StochasticProcess::time(const Date &) const;
| |ql/stochasticprocess.hpp|Real discretization::drift(const StochasticProcess1D &, Time t0, Real x0, Time dt) const;
| |ql/stochasticprocess.hpp|Real discretization::diffusion(const StochasticProcess1D &, Time t0, Real x0, Time dt) const;
| |ql/stochasticprocess.hpp|Real discretization::variance(const StochasticProcess1D &, Time t0, Real x0, Time dt) const;
| |ql/stochasticprocess.hpp|Real StochasticProcess1D::x0() const;
| |ql/stochasticprocess.hpp|Real StochasticProcess1D::drift(Time t, Real x) const;
| |ql/stochasticprocess.hpp|Real StochasticProcess1D::diffusion(Time t, Real x) const;
| |ql/stochasticprocess.hpp|Real StochasticProcess1D::expectation(Time t0, Real x0, Time dt) const;
| |ql/stochasticprocess.hpp|Real StochasticProcess1D::stdDeviation(Time t0, Real x0, Time dt) const;
| |ql/stochasticprocess.hpp|Real StochasticProcess1D::variance(Time t0, Real x0, Time dt) const;
| |ql/stochasticprocess.hpp|Real StochasticProcess1D::evolve(Time t0, Real x0, Time dt, Real dw) const;
| |ql/stochasticprocess.hpp|Real StochasticProcess1D::apply(Real x0, Real dx) const;
| |ql/termstructure.hpp|TermStructure::TermStructure(DayCounter dc = DayCounter());
| |ql/termstructure.hpp|TermStructure::TermStructure(const Date & referenceDate, Calendar calendar = Calendar(), DayCounter dc = DayCounter());
| |ql/termstructure.hpp|TermStructure::TermStructure(Natural settlementDays, Calendar, DayCounter dc = DayCounter());
|x|ql/termstructure.hpp|DayCounter TermStructure::dayCounter() const;
|v|ql/termstructure.hpp|Time TermStructure::timeFromReference(const Date & date) const;
|v|ql/termstructure.hpp|Date TermStructure::maxDate() const;
| |ql/termstructure.hpp|Time TermStructure::maxTime() const;
|v|ql/termstructure.hpp|const Date & TermStructure::referenceDate() const;
|x|ql/termstructure.hpp|Calendar TermStructure::calendar() const;
| |ql/termstructure.hpp|Natural TermStructure::settlementDays() const;
|v|ql/termstructure.hpp|Time timeFromReference(const Date & d) const;
| |ql/termstructures/bootstraperror.hpp|BootstrapError::BootstrapError<Curve>(const Curve * curve, ext::shared_ptr<typename Traits::helper> instrument, Size segment);
| |ql/termstructures/bootstraperror.hpp|Real BootstrapError::operator()(Rate guess) const;
|x|ql/termstructures/bootstraperror.hpp|const ext::shared_ptr<typename Traits::helper> & BootstrapError::helper();
| |ql/termstructures/bootstraperror.hpp|BootstrapError<Curve>(const Curve * curve, ext::shared_ptr<typename Traits::helper> helper, Size segment);
| |ql/termstructures/bootstraperror.hpp|Real operator()(Real guess) const;
| |ql/termstructures/bootstraphelper.hpp|std::ostream & operator<<(std::ostream & out, Pillar::Choice type);
| |ql/termstructures/bootstraphelper.hpp|BootstrapHelper::BootstrapHelper<TS>(const std::variant<Spread, Handle<Quote>> & quote);
| |ql/termstructures/bootstraphelper.hpp|const Handle<Quote> & BootstrapHelper::quote() const;
| |ql/termstructures/bootstraphelper.hpp|Real BootstrapHelper::impliedQuote() const;
| |ql/termstructures/bootstraphelper.hpp|Real BootstrapHelper::quoteError() const;
| |ql/termstructures/bootstraphelper.hpp|void BootstrapHelper::setTermStructure(TS *);
| |ql/termstructures/bootstraphelper.hpp|Date BootstrapHelper::earliestDate() const;
| |ql/termstructures/bootstraphelper.hpp|Date BootstrapHelper::maturityDate() const;
| |ql/termstructures/bootstraphelper.hpp|Date BootstrapHelper::latestRelevantDate() const;
| |ql/termstructures/bootstraphelper.hpp|Date BootstrapHelper::pillarDate() const;
| |ql/termstructures/bootstraphelper.hpp|Date BootstrapHelper::latestDate() const;
| |ql/termstructures/bootstraphelper.hpp|void BootstrapHelper::accept(AcyclicVisitor &);
| |ql/termstructures/bootstraphelper.hpp|RelativeDateBootstrapHelper::RelativeDateBootstrapHelper<TS>(const std::variant<Spread, Handle<Quote>> & quote, bool updateDates = true);
| |ql/termstructures/bootstraphelper.hpp|BootstrapHelper<TS>(const std::variant<Spread, Handle<Quote>> & quote);
| |ql/termstructures/bootstraphelper.hpp|void setTermStructure(TS * t);
| |ql/termstructures/bootstraphelper.hpp|void update();
| |ql/termstructures/bootstraphelper.hpp|void accept(AcyclicVisitor & v);
| |ql/termstructures/bootstraphelper.hpp|RelativeDateBootstrapHelper<TS>(const std::variant<Spread, Handle<Quote>> & quote, bool updateDates);
| |ql/termstructures/bootstraphelper.hpp|std::ostream & operator<<(std::ostream & out, Pillar::Choice t);
| |ql/termstructures/credit/defaultdensitystructure.hpp|DefaultDensityStructure::DefaultDensityStructure(const DayCounter & dayCounter = DayCounter(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { });
| |ql/termstructures/credit/defaultdensitystructure.hpp|DefaultDensityStructure::DefaultDensityStructure(const Date & referenceDate, const Calendar & cal = Calendar(), const DayCounter & dayCounter = DayCounter(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { });
| |ql/termstructures/credit/defaultdensitystructure.hpp|DefaultDensityStructure::DefaultDensityStructure(Natural settlementDays, const Calendar & cal, const DayCounter & dayCounter = DayCounter(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { });
| |ql/termstructures/credit/defaultprobabilityhelpers.hpp|CdsHelper::CdsHelper(const std::variant<Rate, Handle<Quote>> & quote, const Period & tenor, Integer settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, DayCounter dayCounter, Real recoveryRate, const Handle<YieldTermStructure> & discountCurve, bool settlesAccrual = true, bool paysAtDefaultTime = true, const Date & startDate = Date(), DayCounter lastPeriodDayCounter = DayCounter(), bool rebatesAccrual = true, CreditDefaultSwap::PricingModel model = CreditDefaultSwap::Midpoint);
| |ql/termstructures/credit/defaultprobabilityhelpers.hpp|void CdsHelper::setTermStructure(DefaultProbabilityTermStructure *);
| |ql/termstructures/credit/defaultprobabilityhelpers.hpp|ext::shared_ptr<CreditDefaultSwap> CdsHelper::swap() const;
| |ql/termstructures/credit/defaultprobabilityhelpers.hpp|void CdsHelper::update();
|v|ql/termstructures/credit/defaultprobabilityhelpers.hpp|SpreadCdsHelper::SpreadCdsHelper(const std::variant<Rate, Handle<Quote>> & runningSpread, const Period & tenor, Integer settlementDays, const Calendar & calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter & dayCounter, Real recoveryRate, const Handle<YieldTermStructure> & discountCurve, bool settlesAccrual = true, bool paysAtDefaultTime = true, const Date & startDate = Date(), const DayCounter & lastPeriodDayCounter = DayCounter(), bool rebatesAccrual = true, CreditDefaultSwap::PricingModel model = CreditDefaultSwap::Midpoint);
|v|ql/termstructures/credit/defaultprobabilityhelpers.hpp|Real SpreadCdsHelper::impliedQuote() const;
|v|ql/termstructures/credit/defaultprobabilityhelpers.hpp|UpfrontCdsHelper::UpfrontCdsHelper(const std::variant<Rate, Handle<Quote>> & upfront, Rate runningSpread, const Period & tenor, Integer settlementDays, const Calendar & calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter & dayCounter, Real recoveryRate, const Handle<YieldTermStructure> & discountCurve, Natural upfrontSettlementDays = 3, bool settlesAccrual = true, bool paysAtDefaultTime = true, const Date & startDate = Date(), const DayCounter & lastPeriodDayCounter = DayCounter(), bool rebatesAccrual = true, CreditDefaultSwap::PricingModel model = CreditDefaultSwap::Midpoint);
|v|ql/termstructures/credit/defaultprobabilityhelpers.hpp|Real UpfrontCdsHelper::impliedQuote() const;
|v|ql/termstructures/credit/flathazardrate.hpp|FlatHazardRate::FlatHazardRate(const Date & referenceDate, Handle<Quote> hazardRate, const DayCounter &);
|x|ql/termstructures/credit/flathazardrate.hpp|FlatHazardRate::FlatHazardRate(const Date & referenceDate, Rate hazardRate, const DayCounter &);
|v|ql/termstructures/credit/flathazardrate.hpp|FlatHazardRate::FlatHazardRate(Natural settlementDays, const Calendar & calendar, Handle<Quote> hazardRate, const DayCounter &);
|x|ql/termstructures/credit/flathazardrate.hpp|FlatHazardRate::FlatHazardRate(Natural settlementDays, const Calendar & calendar, Rate hazardRate, const DayCounter &);
| |ql/termstructures/credit/flathazardrate.hpp|Probability survivalProbabilityImpl(Time t) const;
| |ql/termstructures/credit/hazardratestructure.hpp|HazardRateStructure::HazardRateStructure(const DayCounter & dayCounter = DayCounter(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { });
| |ql/termstructures/credit/hazardratestructure.hpp|HazardRateStructure::HazardRateStructure(const Date & referenceDate, const Calendar & cal = Calendar(), const DayCounter & dayCounter = DayCounter(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { });
| |ql/termstructures/credit/hazardratestructure.hpp|HazardRateStructure::HazardRateStructure(Natural settlementDays, const Calendar & cal, const DayCounter & dayCounter = DayCounter(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { });
| |ql/termstructures/credit/hazardratestructure.hpp|Real defaultDensityImpl(Time t) const;
|v|ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|InterpolatedDefaultDensityCurve::InterpolatedDefaultDensityCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Real> & densities, const DayCounter & dayCounter, const Calendar & calendar = Calendar(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { }, const Interpolator & interpolator = { });
|x|ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|InterpolatedDefaultDensityCurve::InterpolatedDefaultDensityCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Real> & densities, const DayCounter & dayCounter, const Calendar & calendar, const Interpolator & interpolator);
|x|ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|InterpolatedDefaultDensityCurve::InterpolatedDefaultDensityCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Real> & densities, const DayCounter & dayCounter, const Interpolator & interpolator);
| |ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|const std::vector<Time> & InterpolatedDefaultDensityCurve::times() const;
|x|ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|const std::vector<Date> & InterpolatedDefaultDensityCurve::dates() const;
| |ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|const std::vector<Real> & InterpolatedDefaultDensityCurve::data() const;
| |ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|const std::vector<Real> & InterpolatedDefaultDensityCurve::defaultDensities() const;
| |ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|std::vector<std::pair<Date, Real>> InterpolatedDefaultDensityCurve::nodes() const;
| |ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|Date maxDate() const;
| |ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|Real defaultDensityImpl(Time t) const;
| |ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|Probability survivalProbabilityImpl(Time t) const;
|?|ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|InterpolatedDefaultDensityCurve<Interpolator>(const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|InterpolatedDefaultDensityCurve<Interpolator>(const Date & referenceDate, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|InterpolatedDefaultDensityCurve<Interpolator>(Natural settlementDays, const Calendar & calendar, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|InterpolatedDefaultDensityCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Real> & densities, const DayCounter & dayCounter, const Calendar & calendar, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|InterpolatedDefaultDensityCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Real> & densities, const DayCounter & dayCounter, const Calendar & calendar, const T & interpolator);
|?|ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|InterpolatedDefaultDensityCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Real> & densities, const DayCounter & dayCounter, const T & interpolator);
| |ql/termstructures/credit/interpolateddefaultdensitycurve.hpp|void initialize(const DayCounter & dayCounter);
|v|ql/termstructures/credit/interpolatedhazardratecurve.hpp|InterpolatedHazardRateCurve::InterpolatedHazardRateCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & hazardRates, const DayCounter & dayCounter, const Calendar & cal = Calendar(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { }, const Interpolator & interpolator = { });
|x|ql/termstructures/credit/interpolatedhazardratecurve.hpp|InterpolatedHazardRateCurve::InterpolatedHazardRateCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & hazardRates, const DayCounter & dayCounter, const Calendar & calendar, const Interpolator & interpolator);
|x|ql/termstructures/credit/interpolatedhazardratecurve.hpp|InterpolatedHazardRateCurve::InterpolatedHazardRateCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & hazardRates, const DayCounter & dayCounter, const Interpolator & interpolator);
| |ql/termstructures/credit/interpolatedhazardratecurve.hpp|const std::vector<Time> & InterpolatedHazardRateCurve::times() const;
|x|ql/termstructures/credit/interpolatedhazardratecurve.hpp|const std::vector<Date> & InterpolatedHazardRateCurve::dates() const;
| |ql/termstructures/credit/interpolatedhazardratecurve.hpp|const std::vector<Real> & InterpolatedHazardRateCurve::data() const;
| |ql/termstructures/credit/interpolatedhazardratecurve.hpp|const std::vector<Rate> & InterpolatedHazardRateCurve::hazardRates() const;
| |ql/termstructures/credit/interpolatedhazardratecurve.hpp|std::vector<std::pair<Date, Real>> InterpolatedHazardRateCurve::nodes() const;
| |ql/termstructures/credit/interpolatedhazardratecurve.hpp|Date maxDate() const;
| |ql/termstructures/credit/interpolatedhazardratecurve.hpp|Real hazardRateImpl(Time t) const;
| |ql/termstructures/credit/interpolatedhazardratecurve.hpp|Probability survivalProbabilityImpl(Time t) const;
|?|ql/termstructures/credit/interpolatedhazardratecurve.hpp|InterpolatedHazardRateCurve<Interpolator>(const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/credit/interpolatedhazardratecurve.hpp|InterpolatedHazardRateCurve<Interpolator>(const Date & referenceDate, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/credit/interpolatedhazardratecurve.hpp|InterpolatedHazardRateCurve<Interpolator>(Natural settlementDays, const Calendar & calendar, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/credit/interpolatedhazardratecurve.hpp|InterpolatedHazardRateCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & hazardRates, const DayCounter & dayCounter, const Calendar & calendar, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/credit/interpolatedhazardratecurve.hpp|InterpolatedHazardRateCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & hazardRates, const DayCounter & dayCounter, const Calendar & calendar, const T & interpolator);
|?|ql/termstructures/credit/interpolatedhazardratecurve.hpp|InterpolatedHazardRateCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & hazardRates, const DayCounter & dayCounter, const T & interpolator);
| |ql/termstructures/credit/interpolatedhazardratecurve.hpp|void initialize();
|v|ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|InterpolatedSurvivalProbabilityCurve::InterpolatedSurvivalProbabilityCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Probability> & probabilities, const DayCounter & dayCounter, const Calendar & calendar = Calendar(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { }, const Interpolator & interpolator = { });
|x|ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|InterpolatedSurvivalProbabilityCurve::InterpolatedSurvivalProbabilityCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Probability> & probabilities, const DayCounter & dayCounter, const Calendar & calendar, const Interpolator & interpolator);
|x|ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|InterpolatedSurvivalProbabilityCurve::InterpolatedSurvivalProbabilityCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Probability> & probabilities, const DayCounter & dayCounter, const Interpolator & interpolator);
| |ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|const std::vector<Time> & InterpolatedSurvivalProbabilityCurve::times() const;
|x|ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|const std::vector<Date> & InterpolatedSurvivalProbabilityCurve::dates() const;
| |ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|const std::vector<Real> & InterpolatedSurvivalProbabilityCurve::data() const;
| |ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|const std::vector<Probability> & InterpolatedSurvivalProbabilityCurve::survivalProbabilities() const;
| |ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|std::vector<std::pair<Date, Real>> InterpolatedSurvivalProbabilityCurve::nodes() const;
| |ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|Date maxDate() const;
| |ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|Probability survivalProbabilityImpl(Time t) const;
| |ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|Real defaultDensityImpl(Time t) const;
|?|ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|InterpolatedSurvivalProbabilityCurve<Interpolator>(const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|InterpolatedSurvivalProbabilityCurve<Interpolator>(const Date & referenceDate, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|InterpolatedSurvivalProbabilityCurve<Interpolator>(Natural settlementDays, const Calendar & calendar, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|InterpolatedSurvivalProbabilityCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Probability> & probabilities, const DayCounter & dayCounter, const Calendar & calendar, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|InterpolatedSurvivalProbabilityCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Probability> & probabilities, const DayCounter & dayCounter, const Calendar & calendar, const T & interpolator);
|?|ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|InterpolatedSurvivalProbabilityCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Probability> & probabilities, const DayCounter & dayCounter, const T & interpolator);
| |ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp|void initialize();
|v|ql/termstructures/credit/piecewisedefaultcurve.hpp|PiecewiseDefaultCurve::PiecewiseDefaultCurve<Traits, Interpolator, Bootstrap>(const Date & referenceDate, std::vector<ext::shared_ptr<typename Traits::helper>> instruments, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { }, const Interpolator & i = { }, bootstrap_type bootstrap = { });
|x|ql/termstructures/credit/piecewisedefaultcurve.hpp|PiecewiseDefaultCurve::PiecewiseDefaultCurve<Traits, Interpolator, Bootstrap>(const Date & referenceDate, const std::vector<ext::shared_ptr<typename Traits::helper>> & instruments, const DayCounter & dayCounter, const Interpolator & i, const bootstrap_type & bootstrap = bootstrap_type());
|x|ql/termstructures/credit/piecewisedefaultcurve.hpp|PiecewiseDefaultCurve::PiecewiseDefaultCurve<Traits, Interpolator, Bootstrap>(const Date & referenceDate, std::vector<ext::shared_ptr<typename Traits::helper>> instruments, const DayCounter & dayCounter, bootstrap_type bootstrap);
|v|ql/termstructures/credit/piecewisedefaultcurve.hpp|PiecewiseDefaultCurve::PiecewiseDefaultCurve<Traits, Interpolator, Bootstrap>(Natural settlementDays, const Calendar & calendar, std::vector<ext::shared_ptr<typename Traits::helper>> instruments, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { }, const Interpolator & i = { }, bootstrap_type bootstrap = { });
|x|ql/termstructures/credit/piecewisedefaultcurve.hpp|PiecewiseDefaultCurve::PiecewiseDefaultCurve<Traits, Interpolator, Bootstrap>(Natural settlementDays, const Calendar & calendar, const std::vector<ext::shared_ptr<typename Traits::helper>> & instruments, const DayCounter & dayCounter, const Interpolator & i, const bootstrap_type & bootstrap = bootstrap_type());
|x|ql/termstructures/credit/piecewisedefaultcurve.hpp|PiecewiseDefaultCurve::PiecewiseDefaultCurve<Traits, Interpolator, Bootstrap>(Natural settlementDays, const Calendar & calendar, const std::vector<ext::shared_ptr<typename Traits::helper>> & instruments, const DayCounter & dayCounter, const bootstrap_type & bootstrap);
|?|ql/termstructures/credit/piecewisedefaultcurve.hpp|PiecewiseDefaultCurve::PiecewiseDefaultCurve<Traits, Interpolator, Bootstrap>(const Date & referenceDate, const std::vector<ext::shared_ptr<typename Traits::helper>> & instruments, const DayCounter & dayCounter, const ext::shared_ptr<OneFactorAffineModel> & model, const Interpolator & i = { }, const bootstrap_type & bootstrap = { });
| |ql/termstructures/credit/piecewisedefaultcurve.hpp|Date PiecewiseDefaultCurve::maxDate() const;
| |ql/termstructures/credit/piecewisedefaultcurve.hpp|const std::vector<Time> & PiecewiseDefaultCurve::times() const;
| |ql/termstructures/credit/piecewisedefaultcurve.hpp|const std::vector<Date> & PiecewiseDefaultCurve::dates() const;
| |ql/termstructures/credit/piecewisedefaultcurve.hpp|const std::vector<Real> & PiecewiseDefaultCurve::data() const;
| |ql/termstructures/credit/piecewisedefaultcurve.hpp|std::vector<std::pair<Date, Real>> PiecewiseDefaultCurve::nodes() const;
| |ql/termstructures/credit/piecewisedefaultcurve.hpp|void update();
| |ql/termstructures/credit/piecewisedefaultcurve.hpp|Probability survivalProbabilityImpl(Time t) const;
| |ql/termstructures/credit/piecewisedefaultcurve.hpp|Real defaultDensityImpl(Time t) const;
| |ql/termstructures/credit/piecewisedefaultcurve.hpp|Real hazardRateImpl(Time t) const;
| |ql/termstructures/credit/piecewisedefaultcurve.hpp|void performCalculations() const;
| |ql/termstructures/credit/probabilitytraits.hpp|static Date SurvivalProbability::initialDate(const DefaultProbabilityTermStructure * c);
| |ql/termstructures/credit/probabilitytraits.hpp|static Real SurvivalProbability::initialValue(const DefaultProbabilityTermStructure *);
| |ql/termstructures/credit/probabilitytraits.hpp|static void SurvivalProbability::updateGuess(std::vector<Real> & data, Probability p, Size i);
| |ql/termstructures/credit/probabilitytraits.hpp|static Size SurvivalProbability::maxIterations();
| |ql/termstructures/credit/probabilitytraits.hpp|static Date HazardRate::initialDate(const DefaultProbabilityTermStructure * c);
| |ql/termstructures/credit/probabilitytraits.hpp|static Real HazardRate::initialValue(const DefaultProbabilityTermStructure *);
| |ql/termstructures/credit/probabilitytraits.hpp|static void HazardRate::updateGuess(std::vector<Real> & data, Real rate, Size i);
| |ql/termstructures/credit/probabilitytraits.hpp|static Size HazardRate::maxIterations();
| |ql/termstructures/credit/probabilitytraits.hpp|static Date DefaultDensity::initialDate(const DefaultProbabilityTermStructure * c);
| |ql/termstructures/credit/probabilitytraits.hpp|static Real DefaultDensity::initialValue(const DefaultProbabilityTermStructure *);
| |ql/termstructures/credit/probabilitytraits.hpp|static void DefaultDensity::updateGuess(std::vector<Real> & data, Real density, Size i);
| |ql/termstructures/credit/probabilitytraits.hpp|static Size DefaultDensity::maxIterations();
| |ql/termstructures/credit/survivalprobabilitystructure.hpp|SurvivalProbabilityStructure::SurvivalProbabilityStructure(const DayCounter & dayCounter = DayCounter(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { });
| |ql/termstructures/credit/survivalprobabilitystructure.hpp|SurvivalProbabilityStructure::SurvivalProbabilityStructure(const Date & referenceDate, const Calendar & cal = Calendar(), const DayCounter & dayCounter = DayCounter(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { });
| |ql/termstructures/credit/survivalprobabilitystructure.hpp|SurvivalProbabilityStructure::SurvivalProbabilityStructure(Natural settlementDays, const Calendar & cal, const DayCounter & dayCounter = DayCounter(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { });
| |ql/termstructures/defaulttermstructure.hpp|DefaultProbabilityTermStructure::DefaultProbabilityTermStructure(const DayCounter & dc = DayCounter(), std::vector<Handle<Quote>> jumps = { }, const std::vector<Date> & jumpDates = { });
| |ql/termstructures/defaulttermstructure.hpp|DefaultProbabilityTermStructure::DefaultProbabilityTermStructure(const Date & referenceDate, const Calendar & cal = Calendar(), const DayCounter & dc = DayCounter(), std::vector<Handle<Quote>> jumps = { }, const std::vector<Date> & jumpDates = { });
| |ql/termstructures/defaulttermstructure.hpp|DefaultProbabilityTermStructure::DefaultProbabilityTermStructure(Natural settlementDays, const Calendar & cal, const DayCounter & dc = DayCounter(), std::vector<Handle<Quote>> jumps = { }, const std::vector<Date> & jumpDates = { });
|v|ql/termstructures/defaulttermstructure.hpp|Probability DefaultProbabilityTermStructure::survivalProbability(const Date & d, bool extrapolate = false) const;
|v|ql/termstructures/defaulttermstructure.hpp|Probability DefaultProbabilityTermStructure::survivalProbability(Time t, bool extrapolate = false) const;
|v|ql/termstructures/defaulttermstructure.hpp|Probability DefaultProbabilityTermStructure::defaultProbability(const Date & d, bool extrapolate = false) const;
|v|ql/termstructures/defaulttermstructure.hpp|Probability DefaultProbabilityTermStructure::defaultProbability(Time t, bool extrapolate = false) const;
|v|ql/termstructures/defaulttermstructure.hpp|Probability DefaultProbabilityTermStructure::defaultProbability(const Date &, const Date &, bool extrapolate = false) const;
|v|ql/termstructures/defaulttermstructure.hpp|Probability DefaultProbabilityTermStructure::defaultProbability(Time, Time, bool extrapo = false) const;
|v|ql/termstructures/defaulttermstructure.hpp|Real DefaultProbabilityTermStructure::defaultDensity(const Date & d, bool extrapolate = false) const;
|v|ql/termstructures/defaulttermstructure.hpp|Real DefaultProbabilityTermStructure::defaultDensity(Time t, bool extrapolate = false) const;
|v|ql/termstructures/defaulttermstructure.hpp|Rate DefaultProbabilityTermStructure::hazardRate(const Date & d, bool extrapolate = false) const;
|v|ql/termstructures/defaulttermstructure.hpp|Rate DefaultProbabilityTermStructure::hazardRate(Time t, bool extrapolate = false) const;
| |ql/termstructures/defaulttermstructure.hpp|const std::vector<Date> & DefaultProbabilityTermStructure::jumpDates() const;
| |ql/termstructures/defaulttermstructure.hpp|const std::vector<Time> & DefaultProbabilityTermStructure::jumpTimes() const;
| |ql/termstructures/defaulttermstructure.hpp|Probability survivalProbability(const Date & d, bool extrapolate) const;
| |ql/termstructures/defaulttermstructure.hpp|Probability defaultProbability(const Date & d, bool extrapolate) const;
| |ql/termstructures/defaulttermstructure.hpp|Probability defaultProbability(Time t, bool extrapolate) const;
| |ql/termstructures/defaulttermstructure.hpp|Real defaultDensity(const Date & d, bool extrapolate) const;
| |ql/termstructures/defaulttermstructure.hpp|Real defaultDensity(Time t, bool extrapolate) const;
| |ql/termstructures/defaulttermstructure.hpp|Rate hazardRate(const Date & d, bool extrapolate) const;
| |ql/termstructures/defaulttermstructure.hpp|Rate hazardRateImpl(Time t) const;
| |ql/termstructures/defaulttermstructure.hpp|Rate hazardRate(Time t, bool extrapolate) const;
| |ql/termstructures/defaulttermstructure.hpp|void update();
| |ql/termstructures/globalbootstrap.hpp|void MultiCurveBootstrapContributor::setParentBootstrapper(const ext::shared_ptr<MultiCurveBootstrap> & b) const;
| |ql/termstructures/globalbootstrap.hpp|Array MultiCurveBootstrapContributor::setupCostFunction() const;
| |ql/termstructures/globalbootstrap.hpp|void MultiCurveBootstrapContributor::setCostFunctionArgument(const Array & v) const;
| |ql/termstructures/globalbootstrap.hpp|Array MultiCurveBootstrapContributor::evaluateCostFunction() const;
| |ql/termstructures/globalbootstrap.hpp|void MultiCurveBootstrapContributor::setToValid() const;
| |ql/termstructures/globalbootstrap.hpp|MultiCurveBootstrap::MultiCurveBootstrap(Real accuracy);
| |ql/termstructures/globalbootstrap.hpp|MultiCurveBootstrap::MultiCurveBootstrap(ext::shared_ptr<OptimizationMethod> optimizer = nullptr, ext::shared_ptr<EndCriteria> endCriteria = nullptr);
| |ql/termstructures/globalbootstrap.hpp|void MultiCurveBootstrap::add(const MultiCurveBootstrapContributor * c);
| |ql/termstructures/globalbootstrap.hpp|void MultiCurveBootstrap::addObserver(Observer * o);
| |ql/termstructures/globalbootstrap.hpp|void MultiCurveBootstrap::runMultiCurveBootstrap();
| |ql/termstructures/globalbootstrap.hpp|void MultiCurveBootstrap::setOtherContributorsToValid() const;
| |ql/termstructures/globalbootstrap.hpp|void MultiCurveBootstrap::finalizeCalculation();
| |ql/termstructures/globalbootstrap.hpp|Array AdditionalBootstrapVariables::initialize(bool validData);
| |ql/termstructures/globalbootstrap.hpp|void AdditionalBootstrapVariables::update(const Array & x);
|u|ql/termstructures/globalbootstrap.hpp|GlobalBootstrap::GlobalBootstrap<Curve>(Real accuracy = Null<Real>(), ext::shared_ptr<OptimizationMethod> optimizer = nullptr, ext::shared_ptr<EndCriteria> endCriteria = nullptr, std::vector<Real> instrumentWeights = { });
|x|ql/termstructures/globalbootstrap.hpp|GlobalBootstrap::GlobalBootstrap<Curve>(std::vector<ext::shared_ptr<typename Traits::helper>> additionalHelpers, std::function<std::vector<Date> ()> additionalDates, AdditionalPenalties additionalPenalties, Real accuracy = Null<Real>(), ext::shared_ptr<OptimizationMethod> optimizer = nullptr, ext::shared_ptr<EndCriteria> endCriteria = nullptr, ext::shared_ptr<AdditionalBootstrapVariables> additionalVariables = nullptr, std::vector<Real> instrumentWeights = { });
|u|ql/termstructures/globalbootstrap.hpp|GlobalBootstrap::GlobalBootstrap<Curve>(std::vector<ext::shared_ptr<typename Traits::helper>> additionalHelpers, std::function<std::vector<Date> ()> additionalDates, std::function<Array ()> additionalPenalties, Real accuracy = Null<Real>(), ext::shared_ptr<OptimizationMethod> optimizer = nullptr, ext::shared_ptr<EndCriteria> endCriteria = nullptr, ext::shared_ptr<AdditionalBootstrapVariables> additionalVariables = nullptr, std::vector<Real> instrumentWeights = { });
|x|ql/termstructures/globalbootstrap.hpp|void GlobalBootstrap::setup(Curve * ts);
|x|ql/termstructures/globalbootstrap.hpp|void GlobalBootstrap::calculate() const;
|u|ql/termstructures/globalbootstrap.hpp|GlobalBootstrap<Curve>(Real accuracy, ext::shared_ptr<OptimizationMethod> optimizer, ext::shared_ptr<EndCriteria> endCriteria, std::vector<Real> instrumentWeights);
| |ql/termstructures/globalbootstrap.hpp|GlobalBootstrap<Curve>(std::vector<ext::shared_ptr<typename Traits::helper>> additionalHelpers, std::function<std::vector<Date> ()> additionalDates, AdditionalPenalties additionalPenalties, Real accuracy, ext::shared_ptr<OptimizationMethod> optimizer, ext::shared_ptr<EndCriteria> endCriteria, ext::shared_ptr<AdditionalBootstrapVariables> additionalVariables, std::vector<Real> instrumentWeights);
|u|ql/termstructures/globalbootstrap.hpp|GlobalBootstrap<Curve>(std::vector<ext::shared_ptr<typename Traits::helper>> additionalHelpers, std::function<std::vector<Date> ()> additionalDates, std::function<Array ()> additionalPenalties, Real accuracy, ext::shared_ptr<OptimizationMethod> optimizer, ext::shared_ptr<EndCriteria> endCriteria, ext::shared_ptr<AdditionalBootstrapVariables> additionalVariables, std::vector<Real> instrumentWeights);
| |ql/termstructures/globalbootstrap.hpp|void initialize() const;
| |ql/termstructures/globalbootstrap.hpp|void setCostFunctionArgument(const Array & x) const;
| |ql/termstructures/globalbootstrapvars.hpp|SimpleQuoteVariables::SimpleQuoteVariables(std::vector<ext::shared_ptr<SimpleQuote>> quotes, std::vector<Real> initialGuesses = { }, std::vector<Real> lowerBounds = { });
|v|ql/termstructures/inflation/inflationhelpers.hpp|ZeroCouponInflationSwapHelper::ZeroCouponInflationSwapHelper(const Handle<Quote> & quote, const Period & swapObsLag, const Date & maturity, Calendar calendar, BusinessDayConvention paymentConvention, const DayCounter & dayCounter, const ext::shared_ptr<ZeroInflationIndex> & zii, CPI::InterpolationType observationInterpolation, Pillar::Choice pillar = Pillar::LastRelevantDate, Date customPillarDate = Date());
|u|ql/termstructures/inflation/inflationhelpers.hpp|ZeroCouponInflationSwapHelper::ZeroCouponInflationSwapHelper(const Handle<Quote> & quote, const Period & swapObsLag, const Date & startDate, const Date & endDate, Calendar calendar, BusinessDayConvention paymentConvention, const DayCounter & dayCounter, const ext::shared_ptr<ZeroInflationIndex> & zii, CPI::InterpolationType observationInterpolation, Pillar::Choice pillar = Pillar::LastRelevantDate, Date customPillarDate = Date());
|v|ql/termstructures/inflation/inflationhelpers.hpp|ZeroCouponInflationSwapHelper::ZeroCouponInflationSwapHelper(const Handle<Quote> & quote, const Period & swapObsLag, const Date & maturity, Calendar calendar, BusinessDayConvention paymentConvention, DayCounter dayCounter, const ext::shared_ptr<ZeroInflationIndex> & zii, CPI::InterpolationType observationInterpolation, Handle<YieldTermStructure> nominalTermStructure);
|x|ql/termstructures/inflation/inflationhelpers.hpp|void ZeroCouponInflationSwapHelper::setTermStructure(ZeroInflationTermStructure *);
|x|ql/termstructures/inflation/inflationhelpers.hpp|Real ZeroCouponInflationSwapHelper::impliedQuote() const;
|v|ql/termstructures/inflation/inflationhelpers.hpp|ext::shared_ptr<ZeroCouponInflationSwap> ZeroCouponInflationSwapHelper::swap() const;
|v|ql/termstructures/inflation/inflationhelpers.hpp|YearOnYearInflationSwapHelper::YearOnYearInflationSwapHelper(const Handle<Quote> & quote, const Period & swapObsLag, const Date & maturity, Calendar calendar, BusinessDayConvention paymentConvention, DayCounter dayCounter, const ext::shared_ptr<YoYInflationIndex> & yii, CPI::InterpolationType interpolation, Handle<YieldTermStructure> nominalTermStructure, Pillar::Choice pillar = Pillar::LastRelevantDate, Date customPillarDate = Date());
|u|ql/termstructures/inflation/inflationhelpers.hpp|YearOnYearInflationSwapHelper::YearOnYearInflationSwapHelper(const Handle<Quote> & quote, const Period & swapObsLag, const Date & startDate, const Date & endDate, Calendar calendar, BusinessDayConvention paymentConvention, DayCounter dayCounter, const ext::shared_ptr<YoYInflationIndex> & yii, CPI::InterpolationType interpolation, Handle<YieldTermStructure> nominalTermStructure, Pillar::Choice pillar = Pillar::LastRelevantDate, Date customPillarDate = Date());
|x|ql/termstructures/inflation/inflationhelpers.hpp|void YearOnYearInflationSwapHelper::setTermStructure(YoYInflationTermStructure *);
|x|ql/termstructures/inflation/inflationhelpers.hpp|Real YearOnYearInflationSwapHelper::impliedQuote() const;
|v|ql/termstructures/inflation/inflationhelpers.hpp|ext::shared_ptr<YearOnYearInflationSwap> YearOnYearInflationSwapHelper::swap() const;
| |ql/termstructures/inflation/inflationtraits.hpp|static Date ZeroInflationTraits::initialDate(const ZeroInflationTermStructure * t);
| |ql/termstructures/inflation/inflationtraits.hpp|static Rate ZeroInflationTraits::initialValue(const ZeroInflationTermStructure *);
| |ql/termstructures/inflation/inflationtraits.hpp|static void ZeroInflationTraits::updateGuess(std::vector<Rate> & data, Rate level, Size i);
| |ql/termstructures/inflation/inflationtraits.hpp|static Size ZeroInflationTraits::maxIterations();
| |ql/termstructures/inflation/inflationtraits.hpp|static Date YoYInflationTraits::initialDate(const YoYInflationTermStructure * t);
| |ql/termstructures/inflation/inflationtraits.hpp|static Rate YoYInflationTraits::initialValue(const YoYInflationTermStructure * t);
| |ql/termstructures/inflation/inflationtraits.hpp|static void YoYInflationTraits::updateGuess(std::vector<Rate> & data, Rate level, Size i);
| |ql/termstructures/inflation/inflationtraits.hpp|static Size YoYInflationTraits::maxIterations();
|u|ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp|InterpolatedYoYInflationCurve::InterpolatedYoYInflationCurve<Interpolator>(const Date & referenceDate, std::vector<Date> dates, const std::vector<Rate> & rates, Frequency frequency, const DayCounter & dayCounter, const ext::shared_ptr<Seasonality> & seasonality = { }, const Interpolator & interpolator = Interpolator());
|x|ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp|const std::vector<Date> & InterpolatedYoYInflationCurve::dates() const;
|x|ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp|const std::vector<Time> & InterpolatedYoYInflationCurve::times() const;
|x|ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp|const std::vector<Real> & InterpolatedYoYInflationCurve::data() const;
|x|ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp|const std::vector<Rate> & InterpolatedYoYInflationCurve::rates() const;
|x|ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp|std::vector<std::pair<Date, Rate>> InterpolatedYoYInflationCurve::nodes() const;
|x|ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp|InterpolatedYoYInflationCurve<Interpolator>(const Date & referenceDate, std::vector<Date> dates, const std::vector<Rate> & rates, Frequency frequency, const DayCounter & dayCounter, const ext::shared_ptr<Seasonality> & seasonality, const Interpolator & interpolator);
|x|ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp|InterpolatedYoYInflationCurve<Interpolator>(const Date & referenceDate, Date baseDate, Rate baseYoYRate, Frequency frequency, const DayCounter & dayCounter, const ext::shared_ptr<Seasonality> & seasonality, const Interpolator & interpolator);
| |ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp|Date maxDate() const;
|x|ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp|Rate yoyRateImpl(Time t) const;
| |ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp|InterpolatedZeroInflationCurve::InterpolatedZeroInflationCurve<Interpolator>(const Date & referenceDate, std::vector<Date> dates, const std::vector<Rate> & rates, Frequency frequency, const DayCounter & dayCounter, const ext::shared_ptr<Seasonality> & seasonality = { }, const Interpolator & interpolator = Interpolator());
|x|ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp|const std::vector<Date> & InterpolatedZeroInflationCurve::dates() const;
| |ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp|const std::vector<Time> & InterpolatedZeroInflationCurve::times() const;
| |ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp|const std::vector<Real> & InterpolatedZeroInflationCurve::data() const;
| |ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp|const std::vector<Rate> & InterpolatedZeroInflationCurve::rates() const;
| |ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp|std::vector<std::pair<Date, Rate>> InterpolatedZeroInflationCurve::nodes() const;
| |ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp|InterpolatedZeroInflationCurve<Interpolator>(const Date & referenceDate, std::vector<Date> dates, const std::vector<Rate> & rates, Frequency frequency, const DayCounter & dayCounter, const ext::shared_ptr<Seasonality> & seasonality, const Interpolator & interpolator);
| |ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp|InterpolatedZeroInflationCurve<Interpolator>(const Date & referenceDate, Date baseDate, Frequency frequency, const DayCounter & dayCounter, const ext::shared_ptr<Seasonality> & seasonality, const Interpolator & interpolator);
| |ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp|Date maxDate() const;
| |ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp|Rate zeroRateImpl(Time t) const;
|?|ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp|PiecewiseYoYInflationCurve::PiecewiseYoYInflationCurve<Interpolator, Bootstrap, Traits>(const Date & referenceDate, Date baseDate, Rate baseYoYRate, Frequency frequency, const DayCounter & dayCounter, std::vector<ext::shared_ptr<typename Traits::helper>> instruments, const ext::shared_ptr<Seasonality> & seasonality = { }, Real accuracy = 1.0e-12, const Interpolator & i = Interpolator());
| |ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp|Date maxDate() const;
| |ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp|const std::vector<Time> & times() const;
| |ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp|const std::vector<Date> & dates() const;
| |ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp|const std::vector<Real> & data() const;
| |ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp|std::vector<std::pair<Date, Real>> nodes() const;
| |ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp|void performCalculations() const;
| |ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp|Rate yoyRateImpl(Time t) const;
| |ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp|void update();
|?|ql/termstructures/inflation/piecewisezeroinflationcurve.hpp|PiecewiseZeroInflationCurve::PiecewiseZeroInflationCurve<Interpolator, Bootstrap, Traits>(const Date & referenceDate, Date baseDate, Frequency frequency, const DayCounter & dayCounter, std::vector<ext::shared_ptr<typename Traits::helper>> instruments, const ext::shared_ptr<Seasonality> & seasonality = { }, Real accuracy = 1.0e-14, const Interpolator & i = Interpolator());
|?|ql/termstructures/inflation/piecewisezeroinflationcurve.hpp|PiecewiseZeroInflationCurve::PiecewiseZeroInflationCurve<Interpolator, Bootstrap, Traits>(const Date & referenceDate, BaseDateFunc baseDateFunc, Frequency frequency, const DayCounter & dayCounter, std::vector<ext::shared_ptr<typename Traits::helper>> instruments, const ext::shared_ptr<Seasonality> & seasonality = { }, Real accuracy = 1.0e-14, const Interpolator & i = Interpolator());
| |ql/termstructures/inflation/piecewisezeroinflationcurve.hpp|Date baseDate() const;
| |ql/termstructures/inflation/piecewisezeroinflationcurve.hpp|Date maxDate() const;
| |ql/termstructures/inflation/piecewisezeroinflationcurve.hpp|const std::vector<Time> & times() const;
| |ql/termstructures/inflation/piecewisezeroinflationcurve.hpp|const std::vector<Date> & dates() const;
| |ql/termstructures/inflation/piecewisezeroinflationcurve.hpp|const std::vector<Real> & data() const;
| |ql/termstructures/inflation/piecewisezeroinflationcurve.hpp|std::vector<std::pair<Date, Real>> nodes() const;
| |ql/termstructures/inflation/piecewisezeroinflationcurve.hpp|void performCalculations() const;
| |ql/termstructures/inflation/piecewisezeroinflationcurve.hpp|Rate zeroRateImpl(Time t) const;
| |ql/termstructures/inflation/piecewisezeroinflationcurve.hpp|void update();
| |ql/termstructures/inflation/seasonality.hpp|Rate Seasonality::correctZeroRate(const Date & d, Rate r, const InflationTermStructure & iTS) const;
| |ql/termstructures/inflation/seasonality.hpp|Rate Seasonality::correctYoYRate(const Date & d, Rate r, const InflationTermStructure & iTS) const;
| |ql/termstructures/inflation/seasonality.hpp|bool Seasonality::isConsistent(const InflationTermStructure & iTS) const;
| |ql/termstructures/inflation/seasonality.hpp|MultiplicativePriceSeasonality::MultiplicativePriceSeasonality();
| |ql/termstructures/inflation/seasonality.hpp|MultiplicativePriceSeasonality::MultiplicativePriceSeasonality(const Date & seasonalityBaseDate, Frequency frequency, const std::vector<Rate> & seasonalityFactors);
| |ql/termstructures/inflation/seasonality.hpp|void MultiplicativePriceSeasonality::set(const Date & seasonalityBaseDate, Frequency frequency, const std::vector<Rate> & seasonalityFactors);
| |ql/termstructures/inflation/seasonality.hpp|Date MultiplicativePriceSeasonality::seasonalityBaseDate() const;
| |ql/termstructures/inflation/seasonality.hpp|Frequency MultiplicativePriceSeasonality::frequency() const;
| |ql/termstructures/inflation/seasonality.hpp|std::vector<Rate> MultiplicativePriceSeasonality::seasonalityFactors() const;
| |ql/termstructures/inflation/seasonality.hpp|Rate MultiplicativePriceSeasonality::seasonalityFactor(const Date & d) const;
| |ql/termstructures/inflation/seasonality.hpp|KerkhofSeasonality::KerkhofSeasonality(const Date & seasonalityBaseDate, const std::vector<Rate> & seasonalityFactors);
| |ql/termstructures/inflationtermstructure.hpp|InflationTermStructure::InflationTermStructure(Date baseDate, Frequency frequency, const DayCounter & dayCounter = DayCounter(), ext::shared_ptr<Seasonality> seasonality = { }, Rate baseRate = Null<Rate>());
| |ql/termstructures/inflationtermstructure.hpp|InflationTermStructure::InflationTermStructure(const Date & referenceDate, Date baseDate, Frequency frequency, const DayCounter & dayCounter = DayCounter(), ext::shared_ptr<Seasonality> seasonality = { }, Rate baseRate = Null<Rate>());
| |ql/termstructures/inflationtermstructure.hpp|InflationTermStructure::InflationTermStructure(Natural settlementDays, const Calendar & calendar, Date baseDate, Frequency frequency, const DayCounter & dayCounter = DayCounter(), ext::shared_ptr<Seasonality> seasonality = { }, Rate baseRate = Null<Rate>());
| |ql/termstructures/inflationtermstructure.hpp|Period InflationTermStructure::observationLag() const;
|x|ql/termstructures/inflationtermstructure.hpp|Frequency InflationTermStructure::frequency() const;
|x|ql/termstructures/inflationtermstructure.hpp|Rate InflationTermStructure::baseRate() const;
|x|ql/termstructures/inflationtermstructure.hpp|Date InflationTermStructure::baseDate() const;
| |ql/termstructures/inflationtermstructure.hpp|bool InflationTermStructure::hasExplicitBaseDate() const;
| |ql/termstructures/inflationtermstructure.hpp|void InflationTermStructure::setSeasonality(const ext::shared_ptr<Seasonality> & seasonality);
|x|ql/termstructures/inflationtermstructure.hpp|ext::shared_ptr<Seasonality> InflationTermStructure::seasonality() const;
| |ql/termstructures/inflationtermstructure.hpp|bool InflationTermStructure::hasSeasonality() const;
| |ql/termstructures/inflationtermstructure.hpp|ZeroInflationTermStructure::ZeroInflationTermStructure(Date baseDate, Frequency frequency, const DayCounter & dayCounter, const ext::shared_ptr<Seasonality> & seasonality = { });
| |ql/termstructures/inflationtermstructure.hpp|ZeroInflationTermStructure::ZeroInflationTermStructure(const Date & referenceDate, Date baseDate, Frequency frequency, const DayCounter & dayCounter, const ext::shared_ptr<Seasonality> & seasonality = { });
| |ql/termstructures/inflationtermstructure.hpp|ZeroInflationTermStructure::ZeroInflationTermStructure(Natural settlementDays, const Calendar & calendar, Date baseDate, Frequency frequency, const DayCounter & dayCounter, const ext::shared_ptr<Seasonality> & seasonality = { });
|v|ql/termstructures/inflationtermstructure.hpp|Rate ZeroInflationTermStructure::zeroRate(const Date & d, bool extrapolate = false) const;
|u|ql/termstructures/inflationtermstructure.hpp|Rate ZeroInflationTermStructure::zeroRate(const Date & d, const Period & instObsLag, bool forceLinearInterpolation = false, bool extrapolate = false) const;
|v|ql/termstructures/inflationtermstructure.hpp|Rate ZeroInflationTermStructure::zeroRate(Time t, bool extrapolate = false) const;
| |ql/termstructures/inflationtermstructure.hpp|YoYInflationTermStructure::YoYInflationTermStructure(Date baseDate, Rate baseYoYRate, Frequency frequency, const DayCounter & dayCounter, const ext::shared_ptr<Seasonality> & seasonality = { });
| |ql/termstructures/inflationtermstructure.hpp|YoYInflationTermStructure::YoYInflationTermStructure(const Date & referenceDate, Date baseDate, Rate baseYoYRate, Frequency frequency, const DayCounter & dayCounter, const ext::shared_ptr<Seasonality> & seasonality = { });
| |ql/termstructures/inflationtermstructure.hpp|YoYInflationTermStructure::YoYInflationTermStructure(Natural settlementDays, const Calendar & calendar, Date baseDate, Rate baseYoYRate, Frequency frequency, const DayCounter & dayCounter, const ext::shared_ptr<Seasonality> & seasonality = { });
| |ql/termstructures/inflationtermstructure.hpp|Rate YoYInflationTermStructure::yoyRate(const Date & d, bool extrapolate = false) const;
| |ql/termstructures/inflationtermstructure.hpp|Rate YoYInflationTermStructure::yoyRate(const Date & d, const Period & instObsLag, bool forceLinearInterpolation = false, bool extrapolate = false) const;
| |ql/termstructures/inflationtermstructure.hpp|Rate YoYInflationTermStructure::yoyRate(Time t, bool extrapolate = false) const;
| |ql/termstructures/inflationtermstructure.hpp|std::pair<Date, Date> inflationPeriod(const Date &, Frequency);
| |ql/termstructures/inflationtermstructure.hpp|Time inflationYearFraction(Frequency, bool indexIsInterpolated, const DayCounter &, const Date &, const Date &);
|v|ql/termstructures/iterativebootstrap.hpp|IterativeBootstrap::IterativeBootstrap<Curve>(Real accuracy = Null<Real>(), Real minValue = Null<Real>(), Real maxValue = Null<Real>(), Size maxAttempts = 1, Real maxFactor = 2.0, Real minFactor = 2.0, bool dontThrow = false, Size dontThrowSteps = 10, Size maxEvaluations = MAX_FUNCTION_EVALUATIONS);
|x|ql/termstructures/iterativebootstrap.hpp|void IterativeBootstrap::setup(Curve * ts);
|x|ql/termstructures/iterativebootstrap.hpp|void IterativeBootstrap::calculate() const;
|v|ql/termstructures/iterativebootstrap.hpp|IterativeBootstrap<Curve>(Real accuracy, Real minValue, Real maxValue, Size maxAttempts, Real maxFactor, Real minFactor, bool dontThrow, Size dontThrowSteps, Size maxEvaluations);
| |ql/termstructures/iterativebootstrap.hpp|void initialize() const;
| |ql/termstructures/localbootstrap.hpp|PenaltyFunction::PenaltyFunction<Curve>(Curve * curve, Size initialIndex, helper_iterator rateHelpersStart, helper_iterator rateHelpersEnd);
|u|ql/termstructures/localbootstrap.hpp|LocalBootstrap::LocalBootstrap<Curve>(Size localisation = 2, bool forcePositive = true, Real accuracy = Null<Real>());
|x|ql/termstructures/localbootstrap.hpp|void LocalBootstrap::setup(Curve * ts);
|x|ql/termstructures/localbootstrap.hpp|void LocalBootstrap::calculate() const;
|u|ql/termstructures/localbootstrap.hpp|LocalBootstrap<Curve>(Size localisation, bool forcePositive, Real accuracy);
| |ql/termstructures/localbootstrap.hpp|Real value(const Array & x) const;
| |ql/termstructures/localbootstrap.hpp|Array values(const Array & x) const;
| |ql/termstructures/multicurve.hpp|const MultiCurveBootstrapContributor * MultiCurveBootstrapProvider::multiCurveBootstrapContributor() const;
|v|ql/termstructures/multicurve.hpp|MultiCurve::MultiCurve(Real accuracy);
|x|ql/termstructures/multicurve.hpp|MultiCurve::MultiCurve(const ext::shared_ptr<OptimizationMethod> & optimizer = nullptr, const ext::shared_ptr<EndCriteria> & endCriteria = nullptr);
|v|ql/termstructures/multicurve.hpp|Handle<YieldTermStructure> MultiCurve::addBootstrappedCurve(RelinkableHandle<YieldTermStructure> & internalHandle, ext::shared_ptr<YieldTermStructure> && curve);
|v|ql/termstructures/multicurve.hpp|Handle<YieldTermStructure> MultiCurve::addNonBootstrappedCurve(RelinkableHandle<YieldTermStructure> & internalHandle, ext::shared_ptr<YieldTermStructure> && curve);
| |ql/termstructures/volatility/abcd.hpp|AbcdFunction::AbcdFunction(Real a = - 0.06, Real b = 0.17, Real c = 0.54, Real d = 0.17);
| |ql/termstructures/volatility/abcd.hpp|Real AbcdFunction::maximumVolatility() const;
| |ql/termstructures/volatility/abcd.hpp|Real AbcdFunction::shortTermVolatility() const;
| |ql/termstructures/volatility/abcd.hpp|Real AbcdFunction::longTermVolatility() const;
| |ql/termstructures/volatility/abcd.hpp|Real AbcdFunction::covariance(Time t, Time T, Time S) const;
| |ql/termstructures/volatility/abcd.hpp|Real AbcdFunction::covariance(Time t1, Time t2, Time T, Time S) const;
| |ql/termstructures/volatility/abcd.hpp|Real AbcdFunction::volatility(Time tMin, Time tMax, Time T) const;
| |ql/termstructures/volatility/abcd.hpp|Real AbcdFunction::variance(Time tMin, Time tMax, Time T) const;
| |ql/termstructures/volatility/abcd.hpp|Real AbcdFunction::instantaneousVolatility(Time t, Time T) const;
| |ql/termstructures/volatility/abcd.hpp|Real AbcdFunction::instantaneousVariance(Time t, Time T) const;
| |ql/termstructures/volatility/abcd.hpp|Real AbcdFunction::instantaneousCovariance(Time u, Time T, Time S) const;
| |ql/termstructures/volatility/abcd.hpp|Real AbcdFunction::primitive(Time t, Time T, Time S) const;
| |ql/termstructures/volatility/abcd.hpp|AbcdSquared::AbcdSquared(Real a, Real b, Real c, Real d, Time T, Time S);
| |ql/termstructures/volatility/abcd.hpp|Real AbcdSquared::operator()(Time t) const;
| |ql/termstructures/volatility/abcd.hpp|Real abcdBlackVolatility(Time u, Real a, Real b, Real c, Real d);
| |ql/termstructures/volatility/abcdcalibration.hpp|AbcdError::AbcdError(AbcdCalibration * abcd);
| |ql/termstructures/volatility/abcdcalibration.hpp|AbcdParametersTransformation::AbcdParametersTransformation();
| |ql/termstructures/volatility/abcdcalibration.hpp|Array AbcdParametersTransformation::direct(const Array & x) const;
| |ql/termstructures/volatility/abcdcalibration.hpp|Array AbcdParametersTransformation::inverse(const Array & x) const;
| |ql/termstructures/volatility/abcdcalibration.hpp|AbcdCalibration::AbcdCalibration();
| |ql/termstructures/volatility/abcdcalibration.hpp|AbcdCalibration::AbcdCalibration(const std::vector<Real> & t, const std::vector<Real> & blackVols, Real aGuess = - 0.06, Real bGuess = 0.17, Real cGuess = 0.54, Real dGuess = 0.17, bool aIsFixed = false, bool bIsFixed = false, bool cIsFixed = false, bool dIsFixed = false, bool vegaWeighted = false, ext::shared_ptr<EndCriteria> endCriteria = ext::shared_ptr<EndCriteria>(), ext::shared_ptr<OptimizationMethod> method = ext::shared_ptr<OptimizationMethod>());
| |ql/termstructures/volatility/abcdcalibration.hpp|std::vector<Real> AbcdCalibration::k(const std::vector<Real> & t, const std::vector<Real> & blackVols) const;
| |ql/termstructures/volatility/abcdcalibration.hpp|void AbcdCalibration::compute();
| |ql/termstructures/volatility/abcdcalibration.hpp|Real AbcdCalibration::value(Real x) const;
| |ql/termstructures/volatility/abcdcalibration.hpp|Real AbcdCalibration::error() const;
| |ql/termstructures/volatility/abcdcalibration.hpp|Real AbcdCalibration::maxError() const;
| |ql/termstructures/volatility/abcdcalibration.hpp|Array AbcdCalibration::errors() const;
| |ql/termstructures/volatility/abcdcalibration.hpp|EndCriteria::Type AbcdCalibration::endCriteria() const;
| |ql/termstructures/volatility/abcdcalibration.hpp|Real AbcdCalibration::a() const;
| |ql/termstructures/volatility/abcdcalibration.hpp|Real AbcdCalibration::b() const;
| |ql/termstructures/volatility/abcdcalibration.hpp|Real AbcdCalibration::c() const;
| |ql/termstructures/volatility/abcdcalibration.hpp|Real AbcdCalibration::d() const;
| |ql/termstructures/volatility/atmadjustedsmilesection.hpp|AtmAdjustedSmileSection::AtmAdjustedSmileSection(const ext::shared_ptr<SmileSection> & source, Real atm = Null<Real>(), bool recenterSmile = false);
|v|ql/termstructures/volatility/atmsmilesection.hpp|AtmSmileSection::AtmSmileSection(const ext::shared_ptr<SmileSection> & source, Real atm = Null<Real>());
| |ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp|CapFloorTermVolatilityStructure::CapFloorTermVolatilityStructure(BusinessDayConvention bdc, const DayCounter & dc = DayCounter());
| |ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp|CapFloorTermVolatilityStructure::CapFloorTermVolatilityStructure(const Date & referenceDate, const Calendar & cal, BusinessDayConvention bdc, const DayCounter & dc = DayCounter());
| |ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp|CapFloorTermVolatilityStructure::CapFloorTermVolatilityStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter & dc = DayCounter());
|v|ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp|Volatility CapFloorTermVolatilityStructure::volatility(const Period & length, Rate strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp|Volatility CapFloorTermVolatilityStructure::volatility(const Date & end, Rate strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp|Volatility CapFloorTermVolatilityStructure::volatility(Time t, Rate strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp|Volatility volatility(const Period & optT, Rate strike, bool extrap) const;
|v|ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp|Volatility volatility(const Date & d, Rate strike, bool extrap) const;
|v|ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp|Volatility volatility(Time t, Rate strike, bool extrap) const;
|v|ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp|CapFloorTermVolCurve::CapFloorTermVolCurve(Natural settlementDays, const Calendar & calendar, BusinessDayConvention bdc, const std::vector<Period> & optionTenors, const std::vector<Handle<Quote>> & vols, const DayCounter & dc = Actual365Fixed());
|v|ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp|CapFloorTermVolCurve::CapFloorTermVolCurve(const Date & settlementDate, const Calendar & calendar, BusinessDayConvention bdc, const std::vector<Period> & optionTenors, const std::vector<Handle<Quote>> & vols, const DayCounter & dc = Actual365Fixed());
|v|ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp|CapFloorTermVolCurve::CapFloorTermVolCurve(const Date & settlementDate, const Calendar & calendar, BusinessDayConvention bdc, const std::vector<Period> & optionTenors, const std::vector<Volatility> & vols, const DayCounter & dc = Actual365Fixed());
|v|ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp|CapFloorTermVolCurve::CapFloorTermVolCurve(Natural settlementDays, const Calendar & calendar, BusinessDayConvention bdc, const std::vector<Period> & optionTenors, const std::vector<Volatility> & vols, const DayCounter & dc = Actual365Fixed());
|?|ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp|CapFloorTermVolCurve::CapFloorTermVolCurve(CapFloorTermVolCurve &&);
|?|ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp|CapFloorTermVolCurve::CapFloorTermVolCurve(const CapFloorTermVolCurve &);
|x|ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp|CapFloorTermVolCurve & CapFloorTermVolCurve::operator=(CapFloorTermVolCurve &&);
|x|ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp|CapFloorTermVolCurve & CapFloorTermVolCurve::operator=(const CapFloorTermVolCurve &);
|x|ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp|const std::vector<Period> & CapFloorTermVolCurve::optionTenors() const;
|v|ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp|const std::vector<Date> & CapFloorTermVolCurve::optionDates() const;
|v|ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp|const std::vector<Time> & CapFloorTermVolCurve::optionTimes() const;
| |ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp|Date maxDate() const;
| |ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp|Real minStrike() const;
| |ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp|Real maxStrike() const;
| |ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp|Volatility volatilityImpl(Time t, Rate) const;
|v|ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp|CapFloorTermVolSurface::CapFloorTermVolSurface(Natural settlementDays, const Calendar & calendar, BusinessDayConvention bdc, const std::vector<Period> & optionTenors, const std::vector<Rate> & strikes, const std::vector<std::vector<Handle<Quote>>> &, const DayCounter & dc = Actual365Fixed());
|v|ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp|CapFloorTermVolSurface::CapFloorTermVolSurface(const Date & settlementDate, const Calendar & calendar, BusinessDayConvention bdc, const std::vector<Period> & optionTenors, const std::vector<Rate> & strikes, const std::vector<std::vector<Handle<Quote>>> &, const DayCounter & dc = Actual365Fixed());
|v|ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp|CapFloorTermVolSurface::CapFloorTermVolSurface(const Date & settlementDate, const Calendar & calendar, BusinessDayConvention bdc, const std::vector<Period> & optionTenors, const std::vector<Rate> & strikes, const Matrix & volatilities, const DayCounter & dc = Actual365Fixed());
|v|ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp|CapFloorTermVolSurface::CapFloorTermVolSurface(Natural settlementDays, const Calendar & calendar, BusinessDayConvention bdc, const std::vector<Period> & optionTenors, const std::vector<Rate> & strikes, const Matrix & volatilities, const DayCounter & dc = Actual365Fixed());
|x|ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp|const std::vector<Period> & CapFloorTermVolSurface::optionTenors() const;
|v|ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp|const std::vector<Date> & CapFloorTermVolSurface::optionDates() const;
|v|ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp|const std::vector<Time> & CapFloorTermVolSurface::optionTimes() const;
|x|ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp|const std::vector<Rate> & CapFloorTermVolSurface::strikes() const;
| |ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp|Date maxDate() const;
| |ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp|Real minStrike() const;
| |ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp|Real maxStrike() const;
| |ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp|Volatility volatilityImpl(Time t, Rate strike) const;
|v|ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp|ConstantCapFloorTermVolatility::ConstantCapFloorTermVolatility(Natural settlementDays, const Calendar & cal, BusinessDayConvention bdc, Handle<Quote> volatility, const DayCounter & dc);
|v|ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp|ConstantCapFloorTermVolatility::ConstantCapFloorTermVolatility(const Date & referenceDate, const Calendar & cal, BusinessDayConvention bdc, Handle<Quote> volatility, const DayCounter & dc);
|x|ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp|ConstantCapFloorTermVolatility::ConstantCapFloorTermVolatility(Natural settlementDays, const Calendar & cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter & dc);
|x|ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp|ConstantCapFloorTermVolatility::ConstantCapFloorTermVolatility(const Date & referenceDate, const Calendar & cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter & dc);
| |ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp|Date maxDate() const;
| |ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp|Real minStrike() const;
| |ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp|Real maxStrike() const;
|v|ql/termstructures/volatility/equityfx/andreasenhugelocalvoladapter.hpp|AndreasenHugeLocalVolAdapter::AndreasenHugeLocalVolAdapter(ext::shared_ptr<AndreasenHugeVolatilityInterpl> localVol);
|v|ql/termstructures/volatility/equityfx/andreasenhugevolatilityadapter.hpp|AndreasenHugeVolatilityAdapter::AndreasenHugeVolatilityAdapter(ext::shared_ptr<AndreasenHugeVolatilityInterpl> volInterpl, Real eps = 1e-6);
|v|ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.hpp|AndreasenHugeVolatilityInterpl::AndreasenHugeVolatilityInterpl(const CalibrationSet & calibrationSet, Handle<Quote> spot, Handle<YieldTermStructure> rTS, Handle<YieldTermStructure> qTS, InterpolationType interpolationType = CubicSpline, CalibrationType calibrationType = Call, Size nGridPoints = 500, Real minStrike = Null<Real>(), Real maxStrike = Null<Real>(), ext::shared_ptr<OptimizationMethod> optimizationMethod = ext::make_shared<LevenbergMarquardt>(), const EndCriteria & endCriteria = EndCriteria(500, 100, 1e-12, 1e-10, 1e-10));
|x|ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.hpp|Date AndreasenHugeVolatilityInterpl::maxDate() const;
|x|ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.hpp|Real AndreasenHugeVolatilityInterpl::minStrike() const;
|x|ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.hpp|Real AndreasenHugeVolatilityInterpl::maxStrike() const;
|v|ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.hpp|Real AndreasenHugeVolatilityInterpl::fwd(Time t) const;
|x|ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.hpp|const Handle<YieldTermStructure> & AndreasenHugeVolatilityInterpl::riskFreeRate() const;
|v|ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.hpp|std::tuple<Real, Real, Real> AndreasenHugeVolatilityInterpl::calibrationError() const;
|v|ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.hpp|Real AndreasenHugeVolatilityInterpl::optionPrice(Time t, Real strike, Option::Type optionType) const;
|v|ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.hpp|Volatility AndreasenHugeVolatilityInterpl::localVol(Time t, Real strike) const;
|x|ql/termstructures/volatility/equityfx/blackconstantvol.hpp|BlackConstantVol::BlackConstantVol(const Date & referenceDate, const Calendar &, Volatility volatility, const DayCounter & dayCounter);
|v|ql/termstructures/volatility/equityfx/blackconstantvol.hpp|BlackConstantVol::BlackConstantVol(const Date & referenceDate, const Calendar &, Handle<Quote> volatility, const DayCounter & dayCounter);
|x|ql/termstructures/volatility/equityfx/blackconstantvol.hpp|BlackConstantVol::BlackConstantVol(Natural settlementDays, const Calendar &, Volatility volatility, const DayCounter & dayCounter);
|v|ql/termstructures/volatility/equityfx/blackconstantvol.hpp|BlackConstantVol::BlackConstantVol(Natural settlementDays, const Calendar &, Handle<Quote> volatility, const DayCounter & dayCounter);
|x|ql/termstructures/volatility/equityfx/blackconstantvol.hpp|BlackConstantVol(const Date & referenceDate, const Calendar & cal, Volatility volatility, const DayCounter & dc);
|v|ql/termstructures/volatility/equityfx/blackconstantvol.hpp|BlackConstantVol(const Date & referenceDate, const Calendar & cal, Handle<Quote> volatility, const DayCounter & dc);
|x|ql/termstructures/volatility/equityfx/blackconstantvol.hpp|BlackConstantVol(Natural settlementDays, const Calendar & cal, Volatility volatility, const DayCounter & dc);
|v|ql/termstructures/volatility/equityfx/blackconstantvol.hpp|BlackConstantVol(Natural settlementDays, const Calendar & cal, Handle<Quote> volatility, const DayCounter & dc);
| |ql/termstructures/volatility/equityfx/blackconstantvol.hpp|Date maxDate() const;
| |ql/termstructures/volatility/equityfx/blackconstantvol.hpp|Real minStrike() const;
| |ql/termstructures/volatility/equityfx/blackconstantvol.hpp|Real maxStrike() const;
| |ql/termstructures/volatility/equityfx/blackconstantvol.hpp|void accept(AcyclicVisitor & v);
| |ql/termstructures/volatility/equityfx/blackconstantvol.hpp|Volatility blackVolImpl(Time, Real) const;
|?|ql/termstructures/volatility/equityfx/blackvariancecurve.hpp|BlackVarianceCurve::BlackVarianceCurve(const Date & referenceDate, const std::vector<Date> & dates, const std::vector<Volatility> & blackVolCurve, DayCounter dayCounter, bool forceMonotoneVariance = true, BlackVolTimeExtrapolation::Type timeExtrapolationType = BlackVolTimeExtrapolation::FlatVolatility);
| |ql/termstructures/volatility/equityfx/blackvariancecurve.hpp|Date maxDate() const;
| |ql/termstructures/volatility/equityfx/blackvariancecurve.hpp|Real minStrike() const;
| |ql/termstructures/volatility/equityfx/blackvariancecurve.hpp|Real maxStrike() const;
| |ql/termstructures/volatility/equityfx/blackvariancecurve.hpp|void accept(AcyclicVisitor & v);
|v|ql/termstructures/volatility/equityfx/blackvariancesurface.hpp|BlackVarianceSurface::BlackVarianceSurface(const Date & referenceDate, const Calendar & cal, const std::vector<Date> & dates, std::vector<Real> strikes, const Matrix & blackVolMatrix, DayCounter dayCounter, Extrapolation lowerExtrapolation = InterpolatorDefaultExtrapolation, Extrapolation upperExtrapolation = InterpolatorDefaultExtrapolation);
| |ql/termstructures/volatility/equityfx/blackvariancesurface.hpp|void accept(AcyclicVisitor & v);
|v|ql/termstructures/volatility/equityfx/blackvolsurfacedelta.hpp|BlackVolatilitySurfaceDelta::BlackVolatilitySurfaceDelta(Date referenceDate, const std::vector<Date> & dates, const std::vector<Real> & putDeltas, const std::vector<Real> & callDeltas, bool hasAtm, const Matrix & blackVolMatrix, const DayCounter & dayCounter, const Calendar & cal, const Handle<Quote> & spot, const Handle<YieldTermStructure> & domesticTS, const Handle<YieldTermStructure> & foreignTS, DeltaVolQuote::DeltaType deltaType = DeltaVolQuote::DeltaType::Spot, DeltaVolQuote::AtmType atmType = DeltaVolQuote::AtmType::AtmDeltaNeutral, ext::optional<DeltaVolQuote::DeltaType> atmDeltaType = ext::nullopt, SmileInterpolationMethod interpolationMethod = SmileInterpolationMethod::Linear, bool flatStrikeExtrapolation = false, BlackVolTimeExtrapolation::Type timeExtrapolationType = BlackVolTimeExtrapolation::FlatVolatility, const Period & switchTenor = 0 * Days, DeltaVolQuote::DeltaType longTermDeltaType = DeltaVolQuote::DeltaType::Fwd, DeltaVolQuote::AtmType longTermAtmType = DeltaVolQuote::AtmType::AtmDeltaNeutral, ext::optional<DeltaVolQuote::DeltaType> longTermAtmDeltaType = ext::nullopt);
|x|ql/termstructures/volatility/equityfx/blackvolsurfacedelta.hpp|const std::vector<Date> & BlackVolatilitySurfaceDelta::dates() const;
|v|ql/termstructures/volatility/equityfx/blackvolsurfacedelta.hpp|ext::shared_ptr<SmileSection> BlackVolatilitySurfaceDelta::blackVolSmile(Time t) const;
|v|ql/termstructures/volatility/equityfx/blackvolsurfacedelta.hpp|ext::shared_ptr<SmileSection> BlackVolatilitySurfaceDelta::blackVolSmile(const Date & d) const;
| |ql/termstructures/volatility/equityfx/blackvolsurfacedelta.hpp|void accept(AcyclicVisitor & v);
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|BlackVolTermStructure::BlackVolTermStructure(BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|BlackVolTermStructure::BlackVolTermStructure(const Date & referenceDate, const Calendar & cal = Calendar(), BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|BlackVolTermStructure::BlackVolTermStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
|v|ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|Volatility BlackVolTermStructure::blackVol(const Date & maturity, Real strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|Volatility BlackVolTermStructure::blackVol(Time maturity, Real strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|Real BlackVolTermStructure::blackVariance(const Date & maturity, Real strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|Real BlackVolTermStructure::blackVariance(Time maturity, Real strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|Volatility BlackVolTermStructure::blackForwardVol(const Date & date1, const Date & date2, Real strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|Volatility BlackVolTermStructure::blackForwardVol(Time time1, Time time2, Real strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|Real BlackVolTermStructure::blackForwardVariance(const Date & date1, const Date & date2, Real strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|Real BlackVolTermStructure::blackForwardVariance(Time time1, Time time2, Real strike, bool extrapolate = false) const;
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|Real BlackVolTermStructure::atmLevel(Time t) const;
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|ext::shared_ptr<SmileSection> BlackVolTermStructure::smileSection(const Date & maturity, bool extrapolate = false) const;
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|ext::shared_ptr<SmileSection> BlackVolTermStructure::smileSection(Time maturity, bool extrapolate = false) const;
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|void BlackVolTermStructure::accept(AcyclicVisitor &);
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|BlackVolatilityTermStructure::BlackVolatilityTermStructure(BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|BlackVolatilityTermStructure::BlackVolatilityTermStructure(const Date & referenceDate, const Calendar & cal = Calendar(), BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|BlackVolatilityTermStructure::BlackVolatilityTermStructure(Natural settlementDays, const Calendar & cal, BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|BlackVarianceTermStructure::BlackVarianceTermStructure(BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|BlackVarianceTermStructure::BlackVarianceTermStructure(const Date & referenceDate, const Calendar & cal = Calendar(), BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|BlackVarianceTermStructure::BlackVarianceTermStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
|v|ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|Volatility blackVol(const Date & d, Real strike, bool extrapolate) const;
|v|ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|Volatility blackVol(Time t, Real strike, bool extrapolate) const;
|v|ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|Real blackVariance(const Date & d, Real strike, bool extrapolate) const;
|v|ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|Real blackVariance(Time t, Real strike, bool extrapolate) const;
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|ext::shared_ptr<SmileSection> smileSection(const Date & d, bool extrapolate) const;
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|ext::shared_ptr<SmileSection> smileSection(Time t, bool extrapolate) const;
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|void accept(AcyclicVisitor & v);
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|Real blackVarianceImpl(Time t, Real strike) const;
| |ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp|Volatility blackVolImpl(Time t, Real strike) const;
| |ql/termstructures/volatility/equityfx/blackvoltimeextrapolation.hpp|static Real BlackVolTimeExtrapolation::extrapolatedVariance(Type type, Time t, Real strike, const std::vector<Time> & times, const std::function<Real (Time, Real)> & varianceSurface);
| |ql/termstructures/volatility/equityfx/blackvoltimeextrapolation.hpp|static Real BlackVolTimeExtrapolation::extrapolatedVariance(Type type, Time t, const std::vector<Time> & times, const std::function<Real (Time)> & varianceCurve);
|v|ql/termstructures/volatility/equityfx/fixedlocalvolsurface.hpp|FixedLocalVolSurface::FixedLocalVolSurface(const Date & referenceDate, const std::vector<Date> & dates, const std::vector<Real> & strikes, ext::shared_ptr<Matrix> localVolMatrix, const DayCounter & dayCounter, Extrapolation lowerExtrapolation = ConstantExtrapolation, Extrapolation upperExtrapolation = ConstantExtrapolation);
|x|ql/termstructures/volatility/equityfx/fixedlocalvolsurface.hpp|FixedLocalVolSurface::FixedLocalVolSurface(const Date & referenceDate, const std::vector<Time> & times, const std::vector<Real> & strikes, ext::shared_ptr<Matrix> localVolMatrix, const DayCounter & dayCounter, Extrapolation lowerExtrapolation = ConstantExtrapolation, Extrapolation upperExtrapolation = ConstantExtrapolation);
|x|ql/termstructures/volatility/equityfx/fixedlocalvolsurface.hpp|FixedLocalVolSurface::FixedLocalVolSurface(const Date & referenceDate, const std::vector<Time> & times, const std::vector<ext::shared_ptr<std::vector<Real>>> & strikes, ext::shared_ptr<Matrix> localVolMatrix, const DayCounter & dayCounter, Extrapolation lowerExtrapolation = ConstantExtrapolation, Extrapolation upperExtrapolation = ConstantExtrapolation);
|v|ql/termstructures/volatility/equityfx/gridmodellocalvolsurface.hpp|GridModelLocalVolSurface::GridModelLocalVolSurface(const Date & referenceDate, const std::vector<Date> & dates, const std::vector<ext::shared_ptr<std::vector<Real>>> & strikes, const DayCounter & dayCounter, Extrapolation lowerExtrapolation = FixedLocalVolSurface::ConstantExtrapolation, Extrapolation upperExtrapolation = FixedLocalVolSurface::ConstantExtrapolation);
|v|ql/termstructures/volatility/equityfx/hestonblackvolsurface.hpp|HestonBlackVolSurface::HestonBlackVolSurface(const Handle<HestonModel> & hestonModel, AnalyticHestonEngine::ComplexLogFormula cpxLogFormula = AnalyticHestonEngine::AngledContour, AnalyticHestonEngine::Integration integration = AnalyticHestonEngine::Integration::gaussLaguerre(160));
|v|ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp|ImpliedVolTermStructure::ImpliedVolTermStructure(Handle<BlackVolTermStructure> origTS, const Date & referenceDate);
|v|ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp|ImpliedVolTermStructure(Handle<BlackVolTermStructure> originalTS, const Date & referenceDate);
| |ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp|Date maxDate() const;
| |ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp|Real minStrike() const;
| |ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp|Real maxStrike() const;
| |ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp|void accept(AcyclicVisitor & v);
| |ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp|Real blackVarianceImpl(Time t, Real strike) const;
|x|ql/termstructures/volatility/equityfx/localconstantvol.hpp|LocalConstantVol::LocalConstantVol(const Date & referenceDate, Volatility volatility, DayCounter dayCounter);
|v|ql/termstructures/volatility/equityfx/localconstantvol.hpp|LocalConstantVol::LocalConstantVol(const Date & referenceDate, Handle<Quote> volatility, DayCounter dayCounter);
|x|ql/termstructures/volatility/equityfx/localconstantvol.hpp|LocalConstantVol::LocalConstantVol(Natural settlementDays, const Calendar &, Volatility volatility, DayCounter dayCounter);
|v|ql/termstructures/volatility/equityfx/localconstantvol.hpp|LocalConstantVol::LocalConstantVol(Natural settlementDays, const Calendar &, Handle<Quote> volatility, DayCounter dayCounter);
|x|ql/termstructures/volatility/equityfx/localconstantvol.hpp|LocalConstantVol(Natural settlementDays, const Calendar & calendar, Volatility volatility, DayCounter dayCounter);
|v|ql/termstructures/volatility/equityfx/localconstantvol.hpp|LocalConstantVol(Natural settlementDays, const Calendar & calendar, Handle<Quote> volatility, DayCounter dayCounter);
| |ql/termstructures/volatility/equityfx/localconstantvol.hpp|void accept(AcyclicVisitor & v);
| |ql/termstructures/volatility/equityfx/localconstantvol.hpp|Volatility localVolImpl(Time, Real) const;
|v|ql/termstructures/volatility/equityfx/localvolcurve.hpp|LocalVolCurve::LocalVolCurve(const Handle<BlackVarianceCurve> & curve);
| |ql/termstructures/volatility/equityfx/localvolcurve.hpp|void accept(AcyclicVisitor & v);
| |ql/termstructures/volatility/equityfx/localvolcurve.hpp|Volatility localVolImpl(Time t, Real dummy) const;
|v|ql/termstructures/volatility/equityfx/localvolsurface.hpp|LocalVolSurface::LocalVolSurface(const Handle<BlackVolTermStructure> & blackTS, Handle<YieldTermStructure> riskFreeTS, Handle<YieldTermStructure> dividendTS, Handle<Quote> underlying);
|x|ql/termstructures/volatility/equityfx/localvolsurface.hpp|LocalVolSurface::LocalVolSurface(const Handle<BlackVolTermStructure> & blackTS, Handle<YieldTermStructure> riskFreeTS, Handle<YieldTermStructure> dividendTS, Real underlying);
| |ql/termstructures/volatility/equityfx/localvoltermstructure.hpp|LocalVolTermStructure::LocalVolTermStructure(BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/termstructures/volatility/equityfx/localvoltermstructure.hpp|LocalVolTermStructure::LocalVolTermStructure(const Date & referenceDate, const Calendar & cal = Calendar(), BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/termstructures/volatility/equityfx/localvoltermstructure.hpp|LocalVolTermStructure::LocalVolTermStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
|v|ql/termstructures/volatility/equityfx/localvoltermstructure.hpp|Volatility LocalVolTermStructure::localVol(const Date & d, Real underlyingLevel, bool extrapolate = false) const;
| |ql/termstructures/volatility/equityfx/localvoltermstructure.hpp|Volatility LocalVolTermStructure::localVol(Time t, Real underlyingLevel, bool extrapolate = false) const;
| |ql/termstructures/volatility/equityfx/localvoltermstructure.hpp|void LocalVolTermStructure::accept(AcyclicVisitor &);
|v|ql/termstructures/volatility/equityfx/noexceptlocalvolsurface.hpp|NoExceptLocalVolSurface::NoExceptLocalVolSurface(const Handle<BlackVolTermStructure> & blackTS, const Handle<YieldTermStructure> & riskFreeTS, const Handle<YieldTermStructure> & dividendTS, const Handle<Quote> & underlying, Real illegalLocalVolOverwrite);
|x|ql/termstructures/volatility/equityfx/noexceptlocalvolsurface.hpp|NoExceptLocalVolSurface::NoExceptLocalVolSurface(const Handle<BlackVolTermStructure> & blackTS, const Handle<YieldTermStructure> & riskFreeTS, const Handle<YieldTermStructure> & dividendTS, Real underlying, Real illegalLocalVolOverwrite);
| |ql/termstructures/volatility/equityfx/piecewiseblackvariancesurface.hpp|PiecewiseBlackVarianceSurface::PiecewiseBlackVarianceSurface(const Date & referenceDate, const std::vector<Date> & dates, std::vector<ext::shared_ptr<SmileSection>> smileSections, DayCounter dayCounter = DayCounter());
| |ql/termstructures/volatility/equityfx/piecewiseblackvariancesurface.hpp|PiecewiseBlackVarianceSurface::PiecewiseBlackVarianceSurface(const Date & referenceDate, const Date & date, ext::shared_ptr<SmileSection> smileSection, DayCounter dayCounter = DayCounter());
|v|ql/termstructures/volatility/equityfx/piecewiseblackvariancesurface.hpp|static ext::shared_ptr<PiecewiseBlackVarianceSurface> PiecewiseBlackVarianceSurface::makeFromGrid(const Date & referenceDate, const std::vector<Date> & dates, const std::vector<Real> & strikes, const Matrix & blackVols, const DayCounter & dc = DayCounter());
|?|ql/termstructures/volatility/equityfx/piecewiseblackvariancesurface.hpp|DayCounter dayCounter() const;
| |ql/termstructures/volatility/equityfx/piecewiseblackvariancesurface.hpp|Date maxDate() const;
| |ql/termstructures/volatility/equityfx/piecewiseblackvariancesurface.hpp|Real minStrike() const;
| |ql/termstructures/volatility/equityfx/piecewiseblackvariancesurface.hpp|Real maxStrike() const;
|v|ql/termstructures/volatility/flatsmilesection.hpp|FlatSmileSection::FlatSmileSection(const Date & d, Volatility vol, const DayCounter & dc, const Date & referenceDate = Date(), Real atmLevel = Null<Rate>(), VolatilityType type = ShiftedLognormal, Real shift = 0.0);
|x|ql/termstructures/volatility/flatsmilesection.hpp|FlatSmileSection::FlatSmileSection(Time exerciseTime, Volatility vol, const DayCounter & dc, Real atmLevel = Null<Rate>(), VolatilityType type = ShiftedLognormal, Real shift = 0.0);
| |ql/termstructures/volatility/flatsmilesection.hpp|Real minStrike() const;
| |ql/termstructures/volatility/flatsmilesection.hpp|Real maxStrike() const;
| |ql/termstructures/volatility/flatsmilesection.hpp|Real atmLevel() const;
| |ql/termstructures/volatility/flatsmilesection.hpp|Volatility volatilityImpl(Rate) const;
| |ql/termstructures/volatility/gaussian1dsmilesection.hpp|Gaussian1dSmileSection::Gaussian1dSmileSection(const Date & fixingDate, ext::shared_ptr<SwapIndex> swapIndex, const ext::shared_ptr<Gaussian1dModel> & model, const DayCounter & dc, const ext::shared_ptr<Gaussian1dSwaptionEngine> & swaptionEngine = ext::shared_ptr<Gaussian1dSwaptionEngine>());
| |ql/termstructures/volatility/gaussian1dsmilesection.hpp|Gaussian1dSmileSection::Gaussian1dSmileSection(const Date & fixingDate, ext::shared_ptr<IborIndex> swapIndex, const ext::shared_ptr<Gaussian1dModel> & model, const DayCounter & dc, const ext::shared_ptr<Gaussian1dCapFloorEngine> & capEngine = ext::shared_ptr<Gaussian1dCapFloorEngine>());
|v|ql/termstructures/volatility/inflation/constantcpivolatility.hpp|ConstantCPIVolatility::ConstantCPIVolatility(const Handle<Quote> & vol, Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter & dc, const Period & observationLag, Frequency frequency, bool indexIsInterpolated);
|x|ql/termstructures/volatility/inflation/constantcpivolatility.hpp|ConstantCPIVolatility::ConstantCPIVolatility(Volatility vol, Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter & dc, const Period & observationLag, Frequency frequency, bool indexIsInterpolated);
|x|ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp|CPIVolatilitySurface::CPIVolatilitySurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter & dc, const Period & observationLag, Frequency frequency, bool indexIsInterpolated);
|v|ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp|Volatility CPIVolatilitySurface::volatility(const Date & maturityDate, Rate strike, const Period & obsLag = Period(- 1, Days), bool extrapolate = false) const;
|x|ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp|Volatility CPIVolatilitySurface::volatility(const Period & optionTenor, Rate strike, const Period & obsLag = Period(- 1, Days), bool extrapolate = false) const;
|x|ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp|Volatility CPIVolatilitySurface::volatility(Time time, Rate strike) const;
|v|ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp|Volatility CPIVolatilitySurface::totalVariance(const Date & exerciseDate, Rate strike, const Period & obsLag = Period(- 1, Days), bool extrapolate = false) const;
|x|ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp|Volatility CPIVolatilitySurface::totalVariance(const Period & optionTenor, Rate strike, const Period & obsLag = Period(- 1, Days), bool extrapolate = false) const;
|x|ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp|Period CPIVolatilitySurface::observationLag() const;
|x|ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp|Frequency CPIVolatilitySurface::frequency() const;
|x|ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp|bool CPIVolatilitySurface::indexIsInterpolated() const;
|x|ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp|Date CPIVolatilitySurface::baseDate() const;
|x|ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp|Time CPIVolatilitySurface::timeFromBase(const Date & date, const Period & obsLag = Period(- 1, Days)) const;
|x|ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp|Volatility CPIVolatilitySurface::baseLevel() const;
|x|ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp|YoYOptionletVolatilitySurface::YoYOptionletVolatilitySurface(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter & dc, const Period & observationLag, Frequency frequency, bool indexIsInterpolated, VolatilityType volType = ShiftedLognormal, Real displacement = 0.0);
|v|ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp|Volatility YoYOptionletVolatilitySurface::volatility(const Date & maturityDate, Rate strike, const Period & obsLag = Period(- 1, Days), bool extrapolate = false) const;
|x|ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp|Volatility YoYOptionletVolatilitySurface::volatility(const Period & optionTenor, Rate strike, const Period & obsLag = Period(- 1, Days), bool extrapolate = false) const;
|x|ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp|Volatility YoYOptionletVolatilitySurface::volatility(Time time, Rate strike) const;
|x|ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp|VolatilityType YoYOptionletVolatilitySurface::volatilityType() const;
|x|ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp|Real YoYOptionletVolatilitySurface::displacement() const;
|v|ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp|Volatility YoYOptionletVolatilitySurface::totalVariance(const Date & exerciseDate, Rate strike, const Period & obsLag = Period(- 1, Days), bool extrapolate = false) const;
|x|ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp|Volatility YoYOptionletVolatilitySurface::totalVariance(const Period & optionTenor, Rate strike, const Period & obsLag = Period(- 1, Days), bool extrapolate = false) const;
|x|ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp|Period YoYOptionletVolatilitySurface::observationLag() const;
|x|ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp|Frequency YoYOptionletVolatilitySurface::frequency() const;
|x|ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp|bool YoYOptionletVolatilitySurface::indexIsInterpolated() const;
|x|ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp|Date YoYOptionletVolatilitySurface::baseDate() const;
|x|ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp|Time YoYOptionletVolatilitySurface::timeFromBase(const Date & date, const Period & obsLag = Period(- 1, Days)) const;
|x|ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp|Volatility YoYOptionletVolatilitySurface::baseLevel() const;
|x|ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp|ConstantYoYOptionletVolatility::ConstantYoYOptionletVolatility(Volatility v, Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter & dc, const Period & observationLag, Frequency frequency, bool indexIsInterpolated, Rate minStrike = - 1.0, Rate maxStrike = 100.0, VolatilityType volType = ShiftedLognormal, Real displacement = 0.0);
|v|ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp|ConstantYoYOptionletVolatility::ConstantYoYOptionletVolatility(Handle<Quote> v, Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter & dc, const Period & observationLag, Frequency frequency, bool indexIsInterpolated, Rate minStrike = - 1.0, Rate maxStrike = 100.0, VolatilityType volType = ShiftedLognormal, Real displacement = 0.0);
| |ql/termstructures/volatility/interpolatedsmilesection.hpp|InterpolatedSmileSection::InterpolatedSmileSection<Interpolator>(Time expiryTime, std::vector<Rate> strikes, const std::vector<Handle<Quote>> & stdDevHandles, Handle<Quote> atmLevel, const Interpolator & interpolator = Interpolator(), const DayCounter & dc = Actual365Fixed(), VolatilityType type = ShiftedLognormal, Real shift = 0.0, bool flatStrikeExtrapolation = false);
| |ql/termstructures/volatility/interpolatedsmilesection.hpp|InterpolatedSmileSection::InterpolatedSmileSection<Interpolator>(Time expiryTime, std::vector<Rate> strikes, const std::vector<Real> & stdDevs, Real atmLevel, const Interpolator & interpolator = Interpolator(), const DayCounter & dc = Actual365Fixed(), VolatilityType type = ShiftedLognormal, Real shift = 0.0, bool flatStrikeExtrapolation = false);
| |ql/termstructures/volatility/interpolatedsmilesection.hpp|InterpolatedSmileSection::InterpolatedSmileSection<Interpolator>(const Date & d, std::vector<Rate> strikes, const std::vector<Handle<Quote>> & stdDevHandles, Handle<Quote> atmLevel, const DayCounter & dc = Actual365Fixed(), const Interpolator & interpolator = Interpolator(), const Date & referenceDate = Date(), VolatilityType type = ShiftedLognormal, Real shift = 0.0, bool flatStrikeExtrapolation = false);
| |ql/termstructures/volatility/interpolatedsmilesection.hpp|InterpolatedSmileSection::InterpolatedSmileSection<Interpolator>(const Date & d, std::vector<Rate> strikes, const std::vector<Real> & stdDevs, Real atmLevel, const DayCounter & dc = Actual365Fixed(), const Interpolator & interpolator = Interpolator(), const Date & referenceDate = Date(), VolatilityType type = ShiftedLognormal, Real shift = 0.0, bool flatStrikeExtrapolation = false);
| |ql/termstructures/volatility/interpolatedsmilesection.hpp|InterpolatedSmileSection<Interpolator>(Time timeToExpiry, std::vector<Rate> strikes, const std::vector<Handle<Quote>> & stdDevHandles, Handle<Quote> atmLevel, const Interpolator & interpolator, const DayCounter & dc, const VolatilityType type, const Real shift, bool flatStrikeExtrapolation);
| |ql/termstructures/volatility/interpolatedsmilesection.hpp|InterpolatedSmileSection<Interpolator>(Time timeToExpiry, std::vector<Rate> strikes, const std::vector<Real> & stdDevs, Real atmLevel, const Interpolator & interpolator, const DayCounter & dc, const VolatilityType type, const Real shift, bool flatStrikeExtrapolation);
| |ql/termstructures/volatility/interpolatedsmilesection.hpp|InterpolatedSmileSection<Interpolator>(const Date & d, std::vector<Rate> strikes, const std::vector<Handle<Quote>> & stdDevHandles, Handle<Quote> atmLevel, const DayCounter & dc, const Interpolator & interpolator, const Date & referenceDate, const VolatilityType type, const Real shift, bool flatStrikeExtrapolation);
| |ql/termstructures/volatility/interpolatedsmilesection.hpp|InterpolatedSmileSection<Interpolator>(const Date & d, std::vector<Rate> strikes, const std::vector<Real> & stdDevs, Real atmLevel, const DayCounter & dc, const Interpolator & interpolator, const Date & referenceDate, const VolatilityType type, const Real shift, bool flatStrikeExtrapolation);
| |ql/termstructures/volatility/interpolatedsmilesection.hpp|void performCalculations() const;
| |ql/termstructures/volatility/interpolatedsmilesection.hpp|Real varianceImpl(Real strike) const;
| |ql/termstructures/volatility/interpolatedsmilesection.hpp|Real volatilityImpl(Real strike) const;
| |ql/termstructures/volatility/interpolatedsmilesection.hpp|void update();
| |ql/termstructures/volatility/interpolatedsmilesection.hpp|void checkStrikes();
| |ql/termstructures/volatility/kahalesmilesection.hpp|cFunction::cFunction(Real f, Real s, Real a, Real b);
| |ql/termstructures/volatility/kahalesmilesection.hpp|cFunction::cFunction(Real a, Real b);
| |ql/termstructures/volatility/kahalesmilesection.hpp|Real cFunction::operator()(Real k) const;
| |ql/termstructures/volatility/kahalesmilesection.hpp|aHelper::aHelper(Real k0, Real k1, Real c0, Real c1, Real c0p, Real c1p);
| |ql/termstructures/volatility/kahalesmilesection.hpp|Real aHelper::operator()(Real a) const;
| |ql/termstructures/volatility/kahalesmilesection.hpp|sHelper::sHelper(Real k0, Real c0, Real c0p);
| |ql/termstructures/volatility/kahalesmilesection.hpp|Real sHelper::operator()(Real s) const;
| |ql/termstructures/volatility/kahalesmilesection.hpp|sHelper1::sHelper1(Real k1, Real c0, Real c1, Real c1p);
| |ql/termstructures/volatility/kahalesmilesection.hpp|Real sHelper1::operator()(Real s) const;
| |ql/termstructures/volatility/kahalesmilesection.hpp|KahaleSmileSection::KahaleSmileSection(const ext::shared_ptr<SmileSection> & source, Real atm = Null<Real>(), bool interpolate = false, bool exponentialExtrapolation = false, bool deleteArbitragePoints = false, const std::vector<Real> & moneynessGrid = std::vector<Real>(), Real gap = 1.0E-5, int forcedLeftIndex = - 1, int forcedRightIndex = QL_MAX_INTEGER);
| |ql/termstructures/volatility/kahalesmilesection.hpp|Real KahaleSmileSection::leftCoreStrike() const;
| |ql/termstructures/volatility/kahalesmilesection.hpp|Real KahaleSmileSection::rightCoreStrike() const;
| |ql/termstructures/volatility/kahalesmilesection.hpp|std::pair<Size, Size> KahaleSmileSection::coreIndices() const;
|v|ql/termstructures/volatility/optionlet/capletvariancecurve.hpp|CapletVarianceCurve::CapletVarianceCurve(const Date & referenceDate, const std::vector<Date> & dates, const std::vector<Volatility> & capletVolCurve, const DayCounter & dayCounter, VolatilityType type = ShiftedLognormal, Real displacement = 0.0);
| |ql/termstructures/volatility/optionlet/capletvariancecurve.hpp|CapletVarianceCurve(const Date & referenceDate, const std::vector<Date> & dates, const std::vector<Volatility> & capletVolCurve, const DayCounter & dayCounter, VolatilityType type, Real displacement);
|?|ql/termstructures/volatility/optionlet/capletvariancecurve.hpp|DayCounter dayCounter() const;
| |ql/termstructures/volatility/optionlet/capletvariancecurve.hpp|Date maxDate() const;
| |ql/termstructures/volatility/optionlet/capletvariancecurve.hpp|Real minStrike() const;
| |ql/termstructures/volatility/optionlet/capletvariancecurve.hpp|Real maxStrike() const;
| |ql/termstructures/volatility/optionlet/capletvariancecurve.hpp|ext::shared_ptr<SmileSection> smileSectionImpl(Time t) const;
| |ql/termstructures/volatility/optionlet/capletvariancecurve.hpp|Volatility volatilityImpl(Time t, Rate r) const;
| |ql/termstructures/volatility/optionlet/capletvariancecurve.hpp|VolatilityType volatilityType() const;
| |ql/termstructures/volatility/optionlet/capletvariancecurve.hpp|Real displacement() const;
|v|ql/termstructures/volatility/optionlet/constantoptionletvol.hpp|ConstantOptionletVolatility::ConstantOptionletVolatility(Natural settlementDays, const Calendar & cal, BusinessDayConvention bdc, Handle<Quote> volatility, const DayCounter & dc, VolatilityType type = ShiftedLognormal, Real displacement = 0.0);
|v|ql/termstructures/volatility/optionlet/constantoptionletvol.hpp|ConstantOptionletVolatility::ConstantOptionletVolatility(const Date & referenceDate, const Calendar & cal, BusinessDayConvention bdc, Handle<Quote> volatility, const DayCounter & dc, VolatilityType type = ShiftedLognormal, Real displacement = 0.0);
|x|ql/termstructures/volatility/optionlet/constantoptionletvol.hpp|ConstantOptionletVolatility::ConstantOptionletVolatility(Natural settlementDays, const Calendar & cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter & dc, VolatilityType type = ShiftedLognormal, Real displacement = 0.0);
|x|ql/termstructures/volatility/optionlet/constantoptionletvol.hpp|ConstantOptionletVolatility::ConstantOptionletVolatility(const Date & referenceDate, const Calendar & cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter & dc, VolatilityType type = ShiftedLognormal, Real displacement = 0.0);
| |ql/termstructures/volatility/optionlet/constantoptionletvol.hpp|Date maxDate() const;
| |ql/termstructures/volatility/optionlet/constantoptionletvol.hpp|Real minStrike() const;
| |ql/termstructures/volatility/optionlet/constantoptionletvol.hpp|Real maxStrike() const;
| |ql/termstructures/volatility/optionlet/constantoptionletvol.hpp|VolatilityType volatilityType() const;
| |ql/termstructures/volatility/optionlet/constantoptionletvol.hpp|Real displacement() const;
| |ql/termstructures/volatility/optionlet/optionletstripper.hpp|const std::vector<Period> & OptionletStripper::optionletFixingTenors() const;
| |ql/termstructures/volatility/optionlet/optionletstripper.hpp|const std::vector<Date> & OptionletStripper::optionletPaymentDates() const;
| |ql/termstructures/volatility/optionlet/optionletstripper.hpp|const std::vector<Time> & OptionletStripper::optionletAccrualPeriods() const;
|x|ql/termstructures/volatility/optionlet/optionletstripper.hpp|ext::shared_ptr<CapFloorTermVolSurface> OptionletStripper::termVolSurface() const;
|x|ql/termstructures/volatility/optionlet/optionletstripper.hpp|ext::shared_ptr<IborIndex> OptionletStripper::iborIndex() const;
|x|ql/termstructures/volatility/optionlet/optionletstripper.hpp|ext::optional<Period> OptionletStripper::optionletFrequency() const;
|v|ql/termstructures/volatility/optionlet/optionletstripper1.hpp|OptionletStripper1::OptionletStripper1(const ext::shared_ptr<CapFloorTermVolSurface> &, const ext::shared_ptr<IborIndex> & index, Rate switchStrikes = Null<Rate>(), Real accuracy = 1.0e-6, Natural maxIter = 100, const Handle<YieldTermStructure> & discount = { }, VolatilityType type = ShiftedLognormal, Real displacement = 0.0, bool dontThrow = false, ext::optional<Period> optionletFrequency = ext::nullopt);
| |ql/termstructures/volatility/optionlet/optionletstripper1.hpp|const Matrix & OptionletStripper1::capFloorPrices() const;
|x|ql/termstructures/volatility/optionlet/optionletstripper1.hpp|const Matrix & OptionletStripper1::capletVols() const;
|x|ql/termstructures/volatility/optionlet/optionletstripper1.hpp|const Matrix & OptionletStripper1::capFloorVolatilities() const;
| |ql/termstructures/volatility/optionlet/optionletstripper1.hpp|const Matrix & OptionletStripper1::optionletPrices() const;
|x|ql/termstructures/volatility/optionlet/optionletstripper1.hpp|Rate OptionletStripper1::switchStrike() const;
|v|ql/termstructures/volatility/optionlet/optionletstripper2.hpp|OptionletStripper2::OptionletStripper2(const ext::shared_ptr<OptionletStripper1> & optionletStripper1, const Handle<CapFloorTermVolCurve> & atmCapFloorTermVolCurve);
|v|ql/termstructures/volatility/optionlet/optionletstripper2.hpp|std::vector<Rate> OptionletStripper2::atmCapFloorStrikes() const;
|v|ql/termstructures/volatility/optionlet/optionletstripper2.hpp|std::vector<Real> OptionletStripper2::atmCapFloorPrices() const;
|v|ql/termstructures/volatility/optionlet/optionletstripper2.hpp|std::vector<Volatility> OptionletStripper2::spreadsVol() const;
| |ql/termstructures/volatility/optionlet/optionletstripper2.hpp|ObjectiveFunction::ObjectiveFunction(const ext::shared_ptr<OptionletStripper1> &, ext::shared_ptr<CapFloor>, Real targetValue);
| |ql/termstructures/volatility/optionlet/optionletstripper2.hpp|Real ObjectiveFunction::operator()(Volatility spreadVol) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|OptionletVolatilityStructure::OptionletVolatilityStructure(BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter());
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|OptionletVolatilityStructure::OptionletVolatilityStructure(const Date & referenceDate, const Calendar & cal, BusinessDayConvention bdc, const DayCounter & dc = DayCounter());
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|OptionletVolatilityStructure::OptionletVolatilityStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter & dc = DayCounter());
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|Volatility OptionletVolatilityStructure::volatility(const Period & optionTenor, Rate strike, bool extrapolate = false) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|Volatility OptionletVolatilityStructure::volatility(const Date & optionDate, Rate strike, bool extrapolate = false) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|Volatility OptionletVolatilityStructure::volatility(Time optionTime, Rate strike, bool extrapolate = false) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|Real OptionletVolatilityStructure::blackVariance(const Period & optionTenor, Rate strike, bool extrapolate = false) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|Real OptionletVolatilityStructure::blackVariance(const Date & optionDate, Rate strike, bool extrapolate = false) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|Real OptionletVolatilityStructure::blackVariance(Time optionTime, Rate strike, bool extrapolate = false) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|ext::shared_ptr<SmileSection> OptionletVolatilityStructure::smileSection(const Period & optionTenor, bool extr = false) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|ext::shared_ptr<SmileSection> OptionletVolatilityStructure::smileSection(const Date & optionDate, bool extr = false) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|ext::shared_ptr<SmileSection> OptionletVolatilityStructure::smileSection(Time optionTime, bool extr = false) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|VolatilityType OptionletVolatilityStructure::volatilityType() const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|Real OptionletVolatilityStructure::displacement() const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|Volatility volatility(const Period & optionTenor, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|Real blackVariance(const Period & optionTenor, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|ext::shared_ptr<SmileSection> smileSection(const Period & optionTenor, bool extrapolate) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|Real blackVariance(const Date & optionDate, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|Real blackVariance(Time optionTime, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|Volatility volatility(const Date & optionDate, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|Volatility volatility(Time optionTime, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|ext::shared_ptr<SmileSection> smileSection(const Date & optionDate, bool extrapolate) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|ext::shared_ptr<SmileSection> smileSection(Time optionTime, bool extrapolate) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|ext::shared_ptr<SmileSection> smileSectionImpl(const Date & optionDate) const;
| |ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp|Volatility volatilityImpl(const Date & optionDate, Rate strike) const;
|v|ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp|SpreadedOptionletVolatility::SpreadedOptionletVolatility(const Handle<OptionletVolatilityStructure> &, Handle<Quote> spread);
|?|ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp|DayCounter dayCounter() const;
| |ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp|Date maxDate() const;
| |ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp|Time maxTime() const;
| |ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp|const Date & referenceDate() const;
|?|ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp|Calendar calendar() const;
| |ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp|Natural settlementDays() const;
| |ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp|BusinessDayConvention businessDayConvention() const;
| |ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp|Rate minStrike() const;
| |ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp|Rate maxStrike() const;
| |ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp|VolatilityType volatilityType() const;
| |ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp|Real displacement() const;
| |ql/termstructures/volatility/optionlet/strippedoptionlet.hpp|StrippedOptionlet::StrippedOptionlet(Natural settlementDays, const Calendar & calendar, BusinessDayConvention bdc, ext::shared_ptr<IborIndex> iborIndex, const std::vector<Date> & optionletDates, const std::vector<Rate> & strikes, std::vector<std::vector<Handle<Quote>>>, DayCounter dc, VolatilityType type = ShiftedLognormal, Real displacement = 0.0);
| |ql/termstructures/volatility/optionlet/strippedoptionlet.hpp|StrippedOptionlet::StrippedOptionlet(Natural settlementDays, const Calendar & calendar, BusinessDayConvention bdc, ext::shared_ptr<IborIndex> iborIndex, const std::vector<Date> & optionletDates, const std::vector<std::vector<Rate>> & strikes, std::vector<std::vector<Handle<Quote>>>, DayCounter dc, VolatilityType type = ShiftedLognormal, Real displacement = 0.0);
|v|ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp|StrippedOptionletAdapter::StrippedOptionletAdapter(const ext::shared_ptr<StrippedOptionletBase> &);
|x|ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp|ext::shared_ptr<OptionletStripper> StrippedOptionletAdapter::optionletStripper() const;
| |ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp|void update();
| |ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp|void deepUpdate();
| |ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp|const std::vector<Rate> & StrippedOptionletBase::optionletStrikes(Size i) const;
| |ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp|const std::vector<Volatility> & StrippedOptionletBase::optionletVolatilities(Size i) const;
| |ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp|const std::vector<Date> & StrippedOptionletBase::optionletFixingDates() const;
| |ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp|const std::vector<Time> & StrippedOptionletBase::optionletFixingTimes() const;
| |ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp|Size StrippedOptionletBase::optionletMaturities() const;
| |ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp|const std::vector<Rate> & StrippedOptionletBase::atmOptionletRates() const;
| |ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp|DayCounter StrippedOptionletBase::dayCounter() const;
| |ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp|Calendar StrippedOptionletBase::calendar() const;
| |ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp|Natural StrippedOptionletBase::settlementDays() const;
| |ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp|BusinessDayConvention StrippedOptionletBase::businessDayConvention() const;
| |ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp|VolatilityType StrippedOptionletBase::volatilityType() const;
| |ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp|Real StrippedOptionletBase::displacement() const;
|v|ql/termstructures/volatility/sabr.hpp|Real unsafeSabrLogNormalVolatility(Rate strike, Rate forward, Time expiryTime, Real alpha, Real beta, Real nu, Real rho);
|v|ql/termstructures/volatility/sabr.hpp|Real unsafeShiftedSabrVolatility(Rate strike, Rate forward, Time expiryTime, Real alpha, Real beta, Real nu, Real rho, Real shift, VolatilityType volatilityType = VolatilityType::ShiftedLognormal);
|v|ql/termstructures/volatility/sabr.hpp|Real unsafeSabrNormalVolatility(Rate strike, Rate forward, Time expiryTime, Real alpha, Real beta, Real nu, Real rho);
|v|ql/termstructures/volatility/sabr.hpp|Real unsafeSabrVolatility(Rate strike, Rate forward, Time expiryTime, Real alpha, Real beta, Real nu, Real rho, VolatilityType volatilityType = VolatilityType::ShiftedLognormal);
|v|ql/termstructures/volatility/sabr.hpp|Real sabrVolatility(Rate strike, Rate forward, Time expiryTime, Real alpha, Real beta, Real nu, Real rho, VolatilityType volatilityType = VolatilityType::ShiftedLognormal);
|v|ql/termstructures/volatility/sabr.hpp|Real shiftedSabrVolatility(Rate strike, Rate forward, Time expiryTime, Real alpha, Real beta, Real nu, Real rho, Real shift, VolatilityType volatilityType = VolatilityType::ShiftedLognormal);
|v|ql/termstructures/volatility/sabr.hpp|Real sabrFlochKennedyVolatility(Rate strike, Rate forward, Time expiryTime, Real alpha, Real beta, Real nu, Real rho);
|v|ql/termstructures/volatility/sabr.hpp|void validateSabrParameters(Real alpha, Real beta, Real nu, Real rho);
|v|ql/termstructures/volatility/sabr.hpp|std::array<Real, 4> sabrGuess(Real k_m, Volatility vol_m, Real k_0, Volatility vol_0, Real k_p, Volatility vol_p, Rate forward, Time expiryTime, Real beta, Real shift, VolatilityType volatilityType);
|v|ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp|SabrInterpolatedSmileSection::SabrInterpolatedSmileSection(const Date & optionDate, Handle<Quote> forward, const std::vector<Rate> & strikes, bool hasFloatingStrikes, Handle<Quote> atmVolatility, const std::vector<Handle<Quote>> & volHandles, Real alpha, Real beta, Real nu, Real rho, bool isAlphaFixed = false, bool isBetaFixed = false, bool isNuFixed = false, bool isRhoFixed = false, bool vegaWeighted = true, ext::shared_ptr<EndCriteria> endCriteria = ext::shared_ptr<EndCriteria>(), ext::shared_ptr<OptimizationMethod> method = ext::shared_ptr<OptimizationMethod>(), const DayCounter & dc = Actual365Fixed(), Real shift = 0.0);
|x|ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp|SabrInterpolatedSmileSection::SabrInterpolatedSmileSection(const Date & optionDate, const Rate & forward, const std::vector<Rate> & strikes, bool hasFloatingStrikes, const Volatility & atmVolatility, const std::vector<Volatility> & vols, Real alpha, Real beta, Real nu, Real rho, bool isAlphaFixed = false, bool isBetaFixed = false, bool isNuFixed = false, bool isRhoFixed = false, bool vegaWeighted = true, ext::shared_ptr<EndCriteria> endCriteria = ext::shared_ptr<EndCriteria>(), ext::shared_ptr<OptimizationMethod> method = ext::shared_ptr<OptimizationMethod>(), const DayCounter & dc = Actual365Fixed(), Real shift = 0.0);
|v|ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp|Real SabrInterpolatedSmileSection::alpha() const;
|v|ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp|Real SabrInterpolatedSmileSection::beta() const;
|v|ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp|Real SabrInterpolatedSmileSection::nu() const;
|v|ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp|Real SabrInterpolatedSmileSection::rho() const;
|v|ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp|Real SabrInterpolatedSmileSection::rmsError() const;
|v|ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp|Real SabrInterpolatedSmileSection::maxError() const;
|v|ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp|EndCriteria::Type SabrInterpolatedSmileSection::endCriteria() const;
| |ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp|void update();
| |ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp|Real volatilityImpl(Rate strike) const;
| |ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp|Real minStrike() const;
| |ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp|Real maxStrike() const;
| |ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp|Real atmLevel() const;
|v|ql/termstructures/volatility/sabrsmilesection.hpp|SabrSmileSection::SabrSmileSection(Time timeToExpiry, Rate forward, const std::vector<Real> & sabrParameters, Real shift = 0.0, VolatilityType volatilityType = VolatilityType::ShiftedLognormal);
|v|ql/termstructures/volatility/sabrsmilesection.hpp|SabrSmileSection::SabrSmileSection(const Date & d, Rate forward, const std::vector<Real> & sabrParameters, const Date & referenceDate = Date(), const DayCounter & dc = Actual365Fixed(), Real shift = 0.0, VolatilityType volatilityType = VolatilityType::ShiftedLognormal);
|x|ql/termstructures/volatility/sabrsmilesection.hpp|Real SabrSmileSection::alpha() const;
|x|ql/termstructures/volatility/sabrsmilesection.hpp|Real SabrSmileSection::beta() const;
|x|ql/termstructures/volatility/sabrsmilesection.hpp|Real SabrSmileSection::nu() const;
|x|ql/termstructures/volatility/sabrsmilesection.hpp|Real SabrSmileSection::rho() const;
| |ql/termstructures/volatility/smilesection.hpp|SmileSection::SmileSection(const Date & d, DayCounter dc = DayCounter(), const Date & referenceDate = Date(), VolatilityType type = ShiftedLognormal, Rate shift = 0.0);
| |ql/termstructures/volatility/smilesection.hpp|SmileSection::SmileSection(Time exerciseTime, DayCounter dc = DayCounter(), VolatilityType type = ShiftedLognormal, Rate shift = 0.0);
| |ql/termstructures/volatility/smilesection.hpp|SmileSection::SmileSection();
| |ql/termstructures/volatility/smilesection.hpp|Real SmileSection::minStrike() const;
| |ql/termstructures/volatility/smilesection.hpp|Real SmileSection::maxStrike() const;
|v|ql/termstructures/volatility/smilesection.hpp|Real SmileSection::variance(Rate strike) const;
|v|ql/termstructures/volatility/smilesection.hpp|Volatility SmileSection::volatility(Rate strike) const;
|v|ql/termstructures/volatility/smilesection.hpp|Real SmileSection::atmLevel() const;
|x|ql/termstructures/volatility/smilesection.hpp|const Date & SmileSection::exerciseDate() const;
|x|ql/termstructures/volatility/smilesection.hpp|VolatilityType SmileSection::volatilityType() const;
|x|ql/termstructures/volatility/smilesection.hpp|Rate SmileSection::shift() const;
| |ql/termstructures/volatility/smilesection.hpp|const Date & SmileSection::referenceDate() const;
| |ql/termstructures/volatility/smilesection.hpp|Time SmileSection::exerciseTime() const;
|x|ql/termstructures/volatility/smilesection.hpp|const DayCounter & SmileSection::dayCounter() const;
|v|ql/termstructures/volatility/smilesection.hpp|Real SmileSection::optionPrice(Rate strike, Option::Type type = Option::Call, Real discount = 1.0) const;
|v|ql/termstructures/volatility/smilesection.hpp|Real SmileSection::digitalOptionPrice(Rate strike, Option::Type type = Option::Call, Real discount = 1.0, Real gap = 1.0e-5) const;
| |ql/termstructures/volatility/smilesection.hpp|Real SmileSection::vega(Rate strike, Real discount = 1.0) const;
|v|ql/termstructures/volatility/smilesection.hpp|Real SmileSection::density(Rate strike, Real discount = 1.0, Real gap = 1.0E-4) const;
| |ql/termstructures/volatility/smilesection.hpp|Volatility SmileSection::volatility(Rate strike, VolatilityType type, Real shift = 0.0) const;
| |ql/termstructures/volatility/smilesection.hpp|Real varianceImpl(Rate strike) const;
| |ql/termstructures/volatility/smilesectionutils.hpp|SmileSectionUtils::SmileSectionUtils(const SmileSection & section, const std::vector<Real> & moneynessGrid = std::vector<Real>(), Real atm = Null<Real>(), bool deleteArbitragePoints = false);
| |ql/termstructures/volatility/smilesectionutils.hpp|std::pair<Real, Real> SmileSectionUtils::arbitragefreeRegion() const;
| |ql/termstructures/volatility/smilesectionutils.hpp|std::pair<Size, Size> SmileSectionUtils::arbitragefreeIndices() const;
| |ql/termstructures/volatility/smilesectionutils.hpp|const std::vector<Real> & SmileSectionUtils::moneyGrid() const;
| |ql/termstructures/volatility/smilesectionutils.hpp|const std::vector<Real> & SmileSectionUtils::strikeGrid() const;
| |ql/termstructures/volatility/smilesectionutils.hpp|const std::vector<Real> & SmileSectionUtils::callPrices() const;
| |ql/termstructures/volatility/smilesectionutils.hpp|Real SmileSectionUtils::atmLevel() const;
|v|ql/termstructures/volatility/spreadedsmilesection.hpp|SpreadedSmileSection::SpreadedSmileSection(ext::shared_ptr<SmileSection>, Handle<Quote> spread);
| |ql/termstructures/volatility/spreadedsmilesection.hpp|Real minStrike() const;
| |ql/termstructures/volatility/spreadedsmilesection.hpp|Real maxStrike() const;
| |ql/termstructures/volatility/spreadedsmilesection.hpp|Real atmLevel() const;
| |ql/termstructures/volatility/spreadedsmilesection.hpp|const Date & exerciseDate() const;
| |ql/termstructures/volatility/spreadedsmilesection.hpp|Time exerciseTime() const;
|?|ql/termstructures/volatility/spreadedsmilesection.hpp|const DayCounter & dayCounter() const;
| |ql/termstructures/volatility/spreadedsmilesection.hpp|const Date & referenceDate() const;
| |ql/termstructures/volatility/spreadedsmilesection.hpp|VolatilityType volatilityType() const;
| |ql/termstructures/volatility/spreadedsmilesection.hpp|Rate shift() const;
| |ql/termstructures/volatility/swaption/cmsmarket.hpp|CmsMarket::CmsMarket(std::vector<Period> swapLengths, std::vector<ext::shared_ptr<SwapIndex>> swapIndexes, ext::shared_ptr<IborIndex> iborIndex, const std::vector<std::vector<Handle<Quote>>> & bidAskSpreads, const std::vector<ext::shared_ptr<CmsCouponPricer>> & pricers, Handle<YieldTermStructure> discountingTS);
| |ql/termstructures/volatility/swaption/cmsmarket.hpp|void CmsMarket::reprice(const Handle<SwaptionVolatilityStructure> & volStructure, Real meanReversion);
| |ql/termstructures/volatility/swaption/cmsmarket.hpp|const std::vector<Period> & CmsMarket::swapTenors() const;
|x|ql/termstructures/volatility/swaption/cmsmarket.hpp|const std::vector<Period> & CmsMarket::swapLengths() const;
| |ql/termstructures/volatility/swaption/cmsmarket.hpp|const Matrix & CmsMarket::impliedCmsSpreads();
| |ql/termstructures/volatility/swaption/cmsmarket.hpp|const Matrix & CmsMarket::spreadErrors();
| |ql/termstructures/volatility/swaption/cmsmarket.hpp|Matrix CmsMarket::browse() const;
| |ql/termstructures/volatility/swaption/cmsmarket.hpp|Real CmsMarket::weightedSpreadError(const Matrix & weights);
| |ql/termstructures/volatility/swaption/cmsmarket.hpp|Real CmsMarket::weightedSpotNpvError(const Matrix & weights);
| |ql/termstructures/volatility/swaption/cmsmarket.hpp|Real CmsMarket::weightedFwdNpvError(const Matrix & weights);
| |ql/termstructures/volatility/swaption/cmsmarket.hpp|Array CmsMarket::weightedSpreadErrors(const Matrix & weights);
| |ql/termstructures/volatility/swaption/cmsmarket.hpp|Array CmsMarket::weightedSpotNpvErrors(const Matrix & weights);
| |ql/termstructures/volatility/swaption/cmsmarket.hpp|Array CmsMarket::weightedFwdNpvErrors(const Matrix & weights);
| |ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp|CmsMarketCalibration::CmsMarketCalibration(Handle<SwaptionVolatilityStructure> & volCube, ext::shared_ptr<CmsMarket> & cmsMarket, const Matrix & weights, CalibrationType calibrationType);
| |ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp|Array CmsMarketCalibration::compute(const ext::shared_ptr<EndCriteria> & endCriteria, const ext::shared_ptr<OptimizationMethod> & method, const Array & guess, bool isMeanReversionFixed);
| |ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp|Matrix CmsMarketCalibration::compute(const ext::shared_ptr<EndCriteria> & endCriteria, const ext::shared_ptr<OptimizationMethod> & method, const Matrix & guess, bool isMeanReversionFixed, Real meanReversionGuess = Null<Real>());
| |ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp|Matrix CmsMarketCalibration::computeParametric(const ext::shared_ptr<EndCriteria> & endCriteria, const ext::shared_ptr<OptimizationMethod> & method, const Matrix & guess, bool isMeanReversionFixed, Real meanReversionGuess = Null<Real>());
| |ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp|Real CmsMarketCalibration::error() const;
| |ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp|EndCriteria::Type CmsMarketCalibration::endCriteria();
| |ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp|static Real CmsMarketCalibration::betaTransformInverse(Real beta);
| |ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp|static Real CmsMarketCalibration::betaTransformDirect(Real y);
| |ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp|static Real CmsMarketCalibration::reversionTransformInverse(Real reversion);
| |ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp|static Real CmsMarketCalibration::reversionTransformDirect(Real y);
| |ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp|Gaussian1dSwaptionVolatility::Gaussian1dSwaptionVolatility(const Calendar & cal, BusinessDayConvention bdc, ext::shared_ptr<SwapIndex> indexBase, const ext::shared_ptr<Gaussian1dModel> & model, const DayCounter & dc, ext::shared_ptr<Gaussian1dSwaptionEngine> swaptionEngine = ext::shared_ptr<Gaussian1dSwaptionEngine>());
| |ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp|DateHelper::DateHelper(const TermStructure & ts, const Time t);
| |ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp|Real DateHelper::operator()(Real date) const;
| |ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp|Real DateHelper::derivative(Real date) const;
|v|ql/termstructures/volatility/swaption/interpolatedswaptionvolatilitycube.hpp|InterpolatedSwaptionVolatilityCube::InterpolatedSwaptionVolatilityCube(const Handle<SwaptionVolatilityStructure> & atmVolStructure, const std::vector<Period> & optionTenors, const std::vector<Period> & swapTenors, const std::vector<Spread> & strikeSpreads, const std::vector<std::vector<Handle<Quote>>> & volSpreads, const ext::shared_ptr<SwapIndex> & swapIndexBase, const ext::shared_ptr<SwapIndex> & shortSwapIndexBase, bool vegaWeightedSmileFit);
|v|ql/termstructures/volatility/swaption/interpolatedswaptionvolatilitycube.hpp|const Matrix & InterpolatedSwaptionVolatilityCube::volSpreads(Size i) const;
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|static Real XabrModelTraits::extractGamma(const ext::shared_ptr<typename Model::Interpolation> &);
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|static ext::shared_ptr<typename Model::SmileSection> XabrModelTraits::createSmileSection(Time optionTime, Real forward, const std::vector<Real> & params, Real shift, VolatilityType volatilityType);
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|Cube::Cube();
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|Cube::Cube(const std::vector<Date> & optionDates, const std::vector<Period> & swapTenors, const std::vector<Time> & optionTimes, const std::vector<Time> & swapLengths, Size nLayers, bool extrapolation = true, bool backwardFlat = false);
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|Cube & Cube::operator=(const Cube & o);
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|Cube::Cube(const Cube &);
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|void Cube::setElement(Size IndexOfLayer, Size IndexOfRow, Size IndexOfColumn, Real x);
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|void Cube::setPoints(const std::vector<Matrix> & x);
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|void Cube::setPoint(const Date & optionDate, const Period & swapTenor, Time optionTime, Time swapLength, const std::vector<Real> & point);
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|void Cube::setLayer(Size i, const Matrix & x);
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|void Cube::expandLayers(Size i, bool expandOptionTimes, Size j, bool expandSwapLengths);
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|const std::vector<Date> & Cube::optionDates() const;
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|const std::vector<Period> & Cube::swapTenors() const;
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|const std::vector<Time> & Cube::optionTimes() const;
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|const std::vector<Time> & Cube::swapLengths() const;
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|const std::vector<Matrix> & Cube::points() const;
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|std::vector<Real> Cube::operator()(Time optionTime, Time swapLengths) const;
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|void Cube::updateInterpolators() const;
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|Matrix Cube::browse() const;
|v|ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|XabrSwaptionVolatilityCube::XabrSwaptionVolatilityCube<Model>(const Handle<SwaptionVolatilityStructure> & atmVolStructure, const std::vector<Period> & optionTenors, const std::vector<Period> & swapTenors, const std::vector<Spread> & strikeSpreads, const std::vector<std::vector<Handle<Quote>>> & volSpreads, const ext::shared_ptr<SwapIndex> & swapIndexBase, const ext::shared_ptr<SwapIndex> & shortSwapIndexBase, bool vegaWeightedSmileFit, std::vector<std::vector<Handle<Quote>>> parametersGuess, std::vector<bool> isParameterFixed, bool isAtmCalibrated, ext::shared_ptr<EndCriteria> endCriteria = ext::shared_ptr<EndCriteria>(), Real maxErrorTolerance = Null<Real>(), ext::shared_ptr<OptimizationMethod> optMethod = ext::shared_ptr<OptimizationMethod>(), Real errorAccept = Null<Real>(), bool useMaxError = false, Size maxGuesses = 50, bool backwardFlat = false, Real cutoffStrike = 0.0001);
|x|ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|const Matrix & XabrSwaptionVolatilityCube::marketVolCube(Size i) const;
|v|ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|Matrix XabrSwaptionVolatilityCube::sparseSabrParameters() const;
|v|ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|Matrix XabrSwaptionVolatilityCube::denseSabrParameters() const;
|v|ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|Matrix XabrSwaptionVolatilityCube::marketVolCube() const;
|v|ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|Matrix XabrSwaptionVolatilityCube::volCubeAtmCalibrated() const;
|x|ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|void XabrSwaptionVolatilityCube::sabrCalibrationSection(const Cube & marketVolCube, Cube & parametersCube, const Period & swapTenor) const;
|x|ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|void XabrSwaptionVolatilityCube::recalibration(Real beta, const Period & swapTenor);
|x|ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|void XabrSwaptionVolatilityCube::recalibration(const std::vector<Real> & beta, const Period & swapTenor);
|x|ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|void XabrSwaptionVolatilityCube::recalibration(const std::vector<Period> & swapLengths, const std::vector<Real> & beta, const Period & swapTenor);
|x|ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|void XabrSwaptionVolatilityCube::updateAfterRecalibration();
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|PrivateObserver::PrivateObserver(XabrSwaptionVolatilityCube<Model> * v);
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|XabrSwaptionVolatilityCube<Model>(const Handle<SwaptionVolatilityStructure> & atmVolStructure, const std::vector<Period> & optionTenors, const std::vector<Period> & swapTenors, const std::vector<Spread> & strikeSpreads, const std::vector<std::vector<Handle<Quote>>> & volSpreads, const ext::shared_ptr<SwapIndex> & swapIndexBase, const ext::shared_ptr<SwapIndex> & shortSwapIndexBase, bool vegaWeightedSmileFit, std::vector<std::vector<Handle<Quote>>> parametersGuess, std::vector<bool> isParameterFixed, bool isAtmCalibrated, ext::shared_ptr<EndCriteria> endCriteria, Real maxErrorTolerance, ext::shared_ptr<OptimizationMethod> optMethod, const Real errorAccept, const bool useMaxError, const Size maxGuesses, const bool backwardFlat, const Real cutoffStrike);
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|void registerWithParametersGuess();
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|void setParameterGuess() const;
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|void performCalculations() const;
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|typename XabrSwaptionVolatilityCube<Model>::Cube sabrCalibration(const Cube & marketVolCube) const;
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|void fillVolatilityCube() const;
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|void createSparseSmiles() const;
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|std::vector<Real> spreadVolInterpolation(const Date & atmOptionDate, const Period & atmSwapTenor) const;
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|ext::shared_ptr<SmileSection> smileSection(Time optionTime, Time swapLength, const Cube & sabrParametersCube) const;
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|ext::shared_ptr<SmileSection> smileSectionImpl(Time optionTime, Time swapLength) const;
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|Cube(const std::vector<Date> & optionDates, const std::vector<Period> & swapTenors, const std::vector<Time> & optionTimes, const std::vector<Time> & swapLengths, Size nLayers, bool extrapolation, bool backwardFlat);
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|Cube(const Cube & o);
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|typename XabrSwaptionVolatilityCube<Model>::Cube & operator=(const Cube & o);
| |ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp|std::vector<Real> operator()(const Time optionTime, const Time swapLength) const;
|v|ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp|SpreadedSwaptionVolatility::SpreadedSwaptionVolatility(const Handle<SwaptionVolatilityStructure> &, Handle<Quote> spread);
|?|ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp|DayCounter dayCounter() const;
| |ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp|Date maxDate() const;
| |ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp|Time maxTime() const;
| |ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp|const Date & referenceDate() const;
|?|ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp|Calendar calendar() const;
| |ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp|Natural settlementDays() const;
| |ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp|Rate minStrike() const;
| |ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp|Rate maxStrike() const;
| |ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp|const Period & maxSwapTenor() const;
| |ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp|Real shiftImpl(Time optionTime, Time swapLength) const;
| |ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp|VolatilityType volatilityType() const;
|v|ql/termstructures/volatility/swaption/swaptionconstantvol.hpp|ConstantSwaptionVolatility::ConstantSwaptionVolatility(Natural settlementDays, const Calendar & cal, BusinessDayConvention bdc, Handle<Quote> volatility, const DayCounter & dc, VolatilityType type = ShiftedLognormal, Real shift = 0.0);
|v|ql/termstructures/volatility/swaption/swaptionconstantvol.hpp|ConstantSwaptionVolatility::ConstantSwaptionVolatility(const Date & referenceDate, const Calendar & cal, BusinessDayConvention bdc, Handle<Quote> volatility, const DayCounter & dc, VolatilityType type = ShiftedLognormal, Real shift = 0.0);
|x|ql/termstructures/volatility/swaption/swaptionconstantvol.hpp|ConstantSwaptionVolatility::ConstantSwaptionVolatility(Natural settlementDays, const Calendar & cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter & dc, VolatilityType type = ShiftedLognormal, Real shift = 0.0);
|x|ql/termstructures/volatility/swaption/swaptionconstantvol.hpp|ConstantSwaptionVolatility::ConstantSwaptionVolatility(const Date & referenceDate, const Calendar & cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter & dc, VolatilityType type = ShiftedLognormal, Real shift = 0.0);
| |ql/termstructures/volatility/swaption/swaptionconstantvol.hpp|Date maxDate() const;
| |ql/termstructures/volatility/swaption/swaptionconstantvol.hpp|Real minStrike() const;
| |ql/termstructures/volatility/swaption/swaptionconstantvol.hpp|Real maxStrike() const;
| |ql/termstructures/volatility/swaption/swaptionconstantvol.hpp|const Period & maxSwapTenor() const;
| |ql/termstructures/volatility/swaption/swaptionconstantvol.hpp|VolatilityType volatilityType() const;
| |ql/termstructures/volatility/swaption/swaptionconstantvol.hpp|Real shiftImpl(Time optionTime, Time swapLength) const;
| |ql/termstructures/volatility/swaption/swaptionvolcube.hpp|SwaptionVolatilityCube::SwaptionVolatilityCube(const Handle<SwaptionVolatilityStructure> & atmVolStructure, const std::vector<Period> & optionTenors, const std::vector<Period> & swapTenors, const std::vector<Spread> & strikeSpreads, std::vector<std::vector<Handle<Quote>>> volSpreads, ext::shared_ptr<SwapIndex> swapIndexBase, ext::shared_ptr<SwapIndex> shortSwapIndexBase, bool vegaWeightedSmileFit);
|v|ql/termstructures/volatility/swaption/swaptionvolcube.hpp|Rate SwaptionVolatilityCube::atmStrike(const Date & optionDate, const Period & swapTenor) const;
|v|ql/termstructures/volatility/swaption/swaptionvolcube.hpp|Rate SwaptionVolatilityCube::atmStrike(const Period & optionTenor, const Period & swapTenor) const;
|x|ql/termstructures/volatility/swaption/swaptionvolcube.hpp|Handle<SwaptionVolatilityStructure> SwaptionVolatilityCube::atmVol() const;
|x|ql/termstructures/volatility/swaption/swaptionvolcube.hpp|const std::vector<Spread> & SwaptionVolatilityCube::strikeSpreads() const;
|x|ql/termstructures/volatility/swaption/swaptionvolcube.hpp|const std::vector<std::vector<Handle<Quote>>> & SwaptionVolatilityCube::volSpreads() const;
|x|ql/termstructures/volatility/swaption/swaptionvolcube.hpp|ext::shared_ptr<SwapIndex> SwaptionVolatilityCube::swapIndexBase() const;
|x|ql/termstructures/volatility/swaption/swaptionvolcube.hpp|ext::shared_ptr<SwapIndex> SwaptionVolatilityCube::shortSwapIndexBase() const;
|x|ql/termstructures/volatility/swaption/swaptionvolcube.hpp|bool SwaptionVolatilityCube::vegaWeightedSmileFit() const;
| |ql/termstructures/volatility/swaption/swaptionvolcube.hpp|VolatilityType volatilityType() const;
| |ql/termstructures/volatility/swaption/swaptionvolcube.hpp|Volatility volatilityImpl(Time optionTime, Time swapLength, Rate strike) const;
| |ql/termstructures/volatility/swaption/swaptionvolcube.hpp|Volatility volatilityImpl(const Date & optionDate, const Period & swapTenor, Rate strike) const;
| |ql/termstructures/volatility/swaption/swaptionvolcube.hpp|Real shiftImpl(Time optionTime, Time swapLength) const;
| |ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp|SwaptionVolatilityDiscrete::SwaptionVolatilityDiscrete(const std::vector<Period> & optionTenors, const std::vector<Period> & swapTenors, Natural settlementDays, const Calendar & cal, BusinessDayConvention bdc, const DayCounter & dc);
| |ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp|SwaptionVolatilityDiscrete::SwaptionVolatilityDiscrete(const std::vector<Period> & optionTenors, const std::vector<Period> & swapTenors, const Date & referenceDate, const Calendar & cal, BusinessDayConvention bdc, const DayCounter & dc);
| |ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp|SwaptionVolatilityDiscrete::SwaptionVolatilityDiscrete(const std::vector<Date> & optionDates, const std::vector<Period> & swapTenors, const Date & referenceDate, const Calendar & cal, BusinessDayConvention bdc, const DayCounter & dc);
| |ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp|const std::vector<Period> & SwaptionVolatilityDiscrete::optionTenors() const;
| |ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp|const std::vector<Date> & SwaptionVolatilityDiscrete::optionDates() const;
| |ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp|const std::vector<Time> & SwaptionVolatilityDiscrete::optionTimes() const;
|x|ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp|const std::vector<Period> & SwaptionVolatilityDiscrete::swapTenors() const;
| |ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp|const std::vector<Time> & SwaptionVolatilityDiscrete::swapLengths() const;
| |ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp|Date SwaptionVolatilityDiscrete::optionDateFromTime(Time optionTime) const;
|v|ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(const Calendar & calendar, BusinessDayConvention bdc, const std::vector<Period> & optionTenors, const std::vector<Period> & swapTenors, const std::vector<std::vector<Handle<Quote>>> & vols, const DayCounter & dayCounter, bool flatExtrapolation = false, VolatilityType type = ShiftedLognormal, const std::vector<std::vector<Real>> & shifts = std::vector<std::vector<Real>>());
|v|ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(const Date & referenceDate, const Calendar & calendar, BusinessDayConvention bdc, const std::vector<Period> & optionTenors, const std::vector<Period> & swapTenors, const std::vector<std::vector<Handle<Quote>>> & vols, const DayCounter & dayCounter, bool flatExtrapolation = false, VolatilityType type = ShiftedLognormal, const std::vector<std::vector<Real>> & shifts = std::vector<std::vector<Real>>());
|x|ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(const Calendar & calendar, BusinessDayConvention bdc, const std::vector<Period> & optionTenors, const std::vector<Period> & swapTenors, const Matrix & volatilities, const DayCounter & dayCounter, bool flatExtrapolation = false, VolatilityType type = ShiftedLognormal, const Matrix & shifts = Matrix());
|x|ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(const Date & referenceDate, const Calendar & calendar, BusinessDayConvention bdc, const std::vector<Period> & optionTenors, const std::vector<Period> & swapTenors, const Matrix & volatilities, const DayCounter & dayCounter, bool flatExtrapolation = false, VolatilityType type = ShiftedLognormal, const Matrix & shifts = Matrix());
|x|ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(const Date & referenceDate, const Calendar & calendar, BusinessDayConvention bdc, const std::vector<Date> & optionDates, const std::vector<Period> & swapTenors, const Matrix & volatilities, const DayCounter & dayCounter, bool flatExtrapolation = false, VolatilityType type = ShiftedLognormal, const Matrix & shifts = Matrix());
|x|ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(SwaptionVolatilityMatrix &&);
|x|ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(const SwaptionVolatilityMatrix &);
|x|ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|SwaptionVolatilityMatrix & SwaptionVolatilityMatrix::operator=(SwaptionVolatilityMatrix &&);
|x|ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|SwaptionVolatilityMatrix & SwaptionVolatilityMatrix::operator=(const SwaptionVolatilityMatrix &);
|v|ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|std::pair<Size, Size> SwaptionVolatilityMatrix::locate(const Date & optionDate, const Period & swapTenor) const;
| |ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|std::pair<Size, Size> SwaptionVolatilityMatrix::locate(Time optionTime, Time swapLength) const;
| |ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|Date maxDate() const;
| |ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|Rate minStrike() const;
| |ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|Rate maxStrike() const;
| |ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|const Period & maxSwapTenor() const;
| |ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|Volatility volatilityImpl(Time optionTime, Time swapLength, Rate) const;
| |ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|VolatilityType volatilityType() const;
| |ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp|Real shiftImpl(Time optionTime, Time swapLength) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|SwaptionVolatilityStructure::SwaptionVolatilityStructure(BusinessDayConvention bdc, const DayCounter & dc = DayCounter());
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|SwaptionVolatilityStructure::SwaptionVolatilityStructure(const Date & referenceDate, const Calendar & calendar, BusinessDayConvention bdc, const DayCounter & dc = DayCounter());
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|SwaptionVolatilityStructure::SwaptionVolatilityStructure(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter & dc = DayCounter());
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Volatility SwaptionVolatilityStructure::volatility(const Period & optionTenor, const Period & swapTenor, Rate strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Volatility SwaptionVolatilityStructure::volatility(const Date & optionDate, const Period & swapTenor, Rate strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Volatility SwaptionVolatilityStructure::volatility(Time optionTime, const Period & swapTenor, Rate strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Volatility SwaptionVolatilityStructure::volatility(const Period & optionTenor, Time swapLength, Rate strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Volatility SwaptionVolatilityStructure::volatility(const Date & optionDate, Time swapLength, Rate strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Volatility SwaptionVolatilityStructure::volatility(Time optionTime, Time swapLength, Rate strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real SwaptionVolatilityStructure::blackVariance(const Period & optionTenor, const Period & swapTenor, Rate strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real SwaptionVolatilityStructure::blackVariance(const Date & optionDate, const Period & swapTenor, Rate strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real SwaptionVolatilityStructure::blackVariance(Time optionTime, const Period & swapTenor, Rate strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real SwaptionVolatilityStructure::blackVariance(const Period & optionTenor, Time swapLength, Rate strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real SwaptionVolatilityStructure::blackVariance(const Date & optionDate, Time swapLength, Rate strike, bool extrapolate = false) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real SwaptionVolatilityStructure::blackVariance(Time optionTime, Time swapLength, Rate strike, bool extrapolate = false) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real SwaptionVolatilityStructure::shift(const Period & optionTenor, const Period & swapTenor, bool extrapolate = false) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real SwaptionVolatilityStructure::shift(const Date & optionDate, const Period & swapTenor, bool extrapolate = false) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real SwaptionVolatilityStructure::shift(Time optionTime, const Period & swapTenor, bool extrapolate = false) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real SwaptionVolatilityStructure::shift(const Period & optionTenor, Time swapLength, bool extrapolate = false) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real SwaptionVolatilityStructure::shift(const Date & optionDate, Time swapLength, bool extrapolate = false) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real SwaptionVolatilityStructure::shift(Time optionTime, Time swapLength, bool extrapolate = false) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|ext::shared_ptr<SmileSection> SwaptionVolatilityStructure::smileSection(const Period & optionTenor, const Period & swapTenor, bool extr = false) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|ext::shared_ptr<SmileSection> SwaptionVolatilityStructure::smileSection(const Date & optionDate, const Period & swapTenor, bool extr = false) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|ext::shared_ptr<SmileSection> SwaptionVolatilityStructure::smileSection(Time optionTime, const Period & swapTenor, bool extr = false) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|ext::shared_ptr<SmileSection> SwaptionVolatilityStructure::smileSection(const Period & optionTenor, Time swapLength, bool extr = false) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|ext::shared_ptr<SmileSection> SwaptionVolatilityStructure::smileSection(const Date & optionDate, Time swapLength, bool extr = false) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|ext::shared_ptr<SmileSection> SwaptionVolatilityStructure::smileSection(Time optionTime, Time swapLength, bool extr = false) const;
|?|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|const Period & SwaptionVolatilityStructure::maxSwapTenor() const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Time SwaptionVolatilityStructure::maxSwapLength() const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|VolatilityType SwaptionVolatilityStructure::volatilityType() const;
|?|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Time SwaptionVolatilityStructure::swapLength(const Period & swapTenor) const;
|v|ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Time SwaptionVolatilityStructure::swapLength(const Date & start, const Date & end) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Volatility volatility(const Period & optionTenor, const Period & swapTenor, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Volatility volatility(const Period & optionTenor, Time swapLength, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real blackVariance(const Period & optionTenor, const Period & swapTenor, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real blackVariance(const Period & optionTenor, Time swapLength, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real shift(const Period & optionTenor, const Period & swapTenor, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real shift(const Period & optionTenor, Time swapLength, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|ext::shared_ptr<SmileSection> smileSection(const Period & optionTenor, const Period & swapTenor, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real blackVariance(const Date & optionDate, const Period & swapTenor, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real blackVariance(Time optionTime, const Period & swapTenor, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real blackVariance(const Date & optionDate, Time swapLength, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real blackVariance(Time optionTime, Time swapLength, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Volatility volatility(const Date & optionDate, const Period & swapTenor, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Volatility volatility(const Date & optionDate, Time swapLength, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Volatility volatility(Time optionTime, const Period & swapTenor, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Volatility volatility(Time optionTime, Time swapLength, Rate strike, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real shift(const Date & optionDate, const Period & swapTenor, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real shift(const Date & optionDate, Time swapLength, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real shift(Time optionTime, const Period & swapTenor, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real shift(Time optionTime, Time swapLength, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|ext::shared_ptr<SmileSection> smileSection(const Date & optionDate, const Period & swapTenor, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|ext::shared_ptr<SmileSection> smileSection(Time optionTime, const Period & swapTenor, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|ext::shared_ptr<SmileSection> smileSection(const Period & optionTenor, Time swapLength, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|ext::shared_ptr<SmileSection> smileSection(const Date & optionDate, Time swapLength, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|ext::shared_ptr<SmileSection> smileSection(Time optionTime, Time swapLength, bool extrapolate) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|ext::shared_ptr<SmileSection> smileSectionImpl(const Date & optionDate, const Period & swapT) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Volatility volatilityImpl(const Date & optionDate, const Period & swapTenor, Rate strike) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real shiftImpl(const Date & optionDate, const Period & swapTenor) const;
| |ql/termstructures/volatility/swaption/swaptionvolstructure.hpp|Real shiftImpl(Time, Time) const;
| |ql/termstructures/volatility/swaption/zabrswaptionvolatilitycube.hpp|static Real extractGamma(const ext::shared_ptr<typename Model::Interpolation> & interp);
| |ql/termstructures/volatility/swaption/zabrswaptionvolatilitycube.hpp|static ext::shared_ptr<typename Model::SmileSection> createSmileSection(Time optionTime, Real forward, const std::vector<Real> & params, Real shift, VolatilityType);
| |ql/termstructures/volatility/volatilitytype.hpp|std::ostream & operator<<(std::ostream & out, const VolatilityType & t);
| |ql/termstructures/volatility/zabr.hpp|ZabrModel::ZabrModel(Real expiryTime, Real forward, Real alpha, Real beta, Real nu, Real rho, Real gamma);
| |ql/termstructures/volatility/zabr.hpp|Real ZabrModel::localVolatility(Real f) const;
| |ql/termstructures/volatility/zabr.hpp|std::vector<Real> ZabrModel::localVolatility(const std::vector<Real> & f) const;
| |ql/termstructures/volatility/zabr.hpp|Real ZabrModel::fdPrice(Real strike) const;
| |ql/termstructures/volatility/zabr.hpp|std::vector<Real> ZabrModel::fdPrice(const std::vector<Real> & strikes) const;
| |ql/termstructures/volatility/zabr.hpp|Real ZabrModel::fullFdPrice(Real strike) const;
| |ql/termstructures/volatility/zabr.hpp|Real ZabrModel::lognormalVolatility(Real strike) const;
| |ql/termstructures/volatility/zabr.hpp|std::vector<Real> ZabrModel::lognormalVolatility(const std::vector<Real> & strikes) const;
| |ql/termstructures/volatility/zabr.hpp|Real ZabrModel::normalVolatility(Real strike) const;
| |ql/termstructures/volatility/zabr.hpp|std::vector<Real> ZabrModel::normalVolatility(const std::vector<Real> & strikes) const;
|x|ql/termstructures/volatility/zabr.hpp|Real ZabrModel::forward() const;
|x|ql/termstructures/volatility/zabr.hpp|Real ZabrModel::expiryTime() const;
|x|ql/termstructures/volatility/zabr.hpp|Real ZabrModel::alpha() const;
|x|ql/termstructures/volatility/zabr.hpp|Real ZabrModel::beta() const;
| |ql/termstructures/volatility/zabr.hpp|Real ZabrModel::nu() const;
|x|ql/termstructures/volatility/zabr.hpp|Real ZabrModel::rho() const;
|x|ql/termstructures/volatility/zabr.hpp|Real ZabrModel::gamma() const;
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|ZabrInterpolatedSmileSection::ZabrInterpolatedSmileSection<Evaluation>(const Date & optionDate, Handle<Quote> forward, const std::vector<Rate> & strikes, bool hasFloatingStrikes, Handle<Quote> atmVolatility, const std::vector<Handle<Quote>> & volHandles, Real alpha, Real beta, Real nu, Real rho, Real gamma, bool isAlphaFixed = false, bool isBetaFixed = false, bool isNuFixed = false, bool isRhoFixed = false, bool isGammaFixed = false, bool vegaWeighted = true, ext::shared_ptr<EndCriteria> endCriteria = ext::shared_ptr<EndCriteria>(), ext::shared_ptr<OptimizationMethod> method = ext::shared_ptr<OptimizationMethod>(), const DayCounter & dc = Actual365Fixed());
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|ZabrInterpolatedSmileSection::ZabrInterpolatedSmileSection<Evaluation>(const Date & optionDate, const Rate & forward, const std::vector<Rate> & strikes, bool hasFloatingStrikes, const Volatility & atmVolatility, const std::vector<Volatility> & vols, Real alpha, Real beta, Real nu, Real rho, Real gamma, bool isAlphaFixed = false, bool isBetaFixed = false, bool isNuFixed = false, bool isRhoFixed = false, bool isGammaFixed = false, bool vegaWeighted = true, ext::shared_ptr<EndCriteria> endCriteria = ext::shared_ptr<EndCriteria>(), ext::shared_ptr<OptimizationMethod> method = ext::shared_ptr<OptimizationMethod>(), const DayCounter & dc = Actual365Fixed());
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|Real ZabrInterpolatedSmileSection::alpha() const;
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|Real ZabrInterpolatedSmileSection::beta() const;
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|Real ZabrInterpolatedSmileSection::nu() const;
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|Real ZabrInterpolatedSmileSection::rho() const;
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|Real ZabrInterpolatedSmileSection::gamma() const;
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|Real ZabrInterpolatedSmileSection::rmsError() const;
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|Real ZabrInterpolatedSmileSection::maxError() const;
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|EndCriteria::Type ZabrInterpolatedSmileSection::endCriteria() const;
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|void update();
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|Real volatilityImpl(Rate strike) const;
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|Real minStrike() const;
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|Real maxStrike() const;
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|Real atmLevel() const;
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|ZabrInterpolatedSmileSection<Evaluation>(const Date & optionDate, Handle<Quote> forward, const std::vector<Rate> & strikes, bool hasFloatingStrikes, Handle<Quote> atmVolatility, const std::vector<Handle<Quote>> & volHandles, Real alpha, Real beta, Real nu, Real rho, Real gamma, bool isAlphaFixed, bool isBetaFixed, bool isNuFixed, bool isRhoFixed, bool isGammaFixed, bool vegaWeighted, ext::shared_ptr<EndCriteria> endCriteria, ext::shared_ptr<OptimizationMethod> method, const DayCounter & dc);
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|ZabrInterpolatedSmileSection<Evaluation>(const Date & optionDate, const Rate & forward, const std::vector<Rate> & strikes, bool hasFloatingStrikes, const Volatility & atmVolatility, const std::vector<Volatility> & volHandles, Real alpha, Real beta, Real nu, Real rho, Real gamma, bool isAlphaFixed, bool isBetaFixed, bool isNuFixed, bool isRhoFixed, bool isGammaFixed, bool vegaWeighted, ext::shared_ptr<EndCriteria> endCriteria, ext::shared_ptr<OptimizationMethod> method, const DayCounter & dc);
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|void createInterpolation() const;
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|void performCalculations() const;
| |ql/termstructures/volatility/zabrinterpolatedsmilesection.hpp|Real varianceImpl(Real strike) const;
|v|ql/termstructures/volatility/zabrsmilesection.hpp|ZabrSmileSection::ZabrSmileSection<Evaluation>(Time timeToExpiry, Rate forward, std::vector<Real> zabrParameters, const std::vector<Real> & moneyness = std::vector<Real>(), Size fdRefinement = 5);
|v|ql/termstructures/volatility/zabrsmilesection.hpp|ZabrSmileSection::ZabrSmileSection<Evaluation>(const Date & d, Rate forward, std::vector<Real> zabrParameters, const DayCounter & dc = Actual365Fixed(), const std::vector<Real> & moneyness = std::vector<Real>(), Size fdRefinement = 5);
| |ql/termstructures/volatility/zabrsmilesection.hpp|ext::shared_ptr<ZabrModel> ZabrSmileSection::model();
| |ql/termstructures/volatility/zabrsmilesection.hpp|ZabrSmileSection<Evaluation>(Time timeToExpiry, Rate forward, std::vector<Real> zabrParams, const std::vector<Real> & moneyness, const Size fdRefinement);
| |ql/termstructures/volatility/zabrsmilesection.hpp|ZabrSmileSection<Evaluation>(const Date & d, Rate forward, std::vector<Real> zabrParams, const DayCounter & dc, const std::vector<Real> & moneyness, const Size fdRefinement);
|x|ql/termstructures/volatility/zabrsmilesection.hpp|void init(const std::vector<Real> &, ZabrShortMaturityLognormal);
|x|ql/termstructures/volatility/zabrsmilesection.hpp|void init(const std::vector<Real> & a, ZabrShortMaturityNormal);
|x|ql/termstructures/volatility/zabrsmilesection.hpp|void init(const std::vector<Real> & moneyness, ZabrLocalVolatility);
|x|ql/termstructures/volatility/zabrsmilesection.hpp|void init(const std::vector<Real> & moneyness, ZabrFullFd);
|x|ql/termstructures/volatility/zabrsmilesection.hpp|void init2(ZabrShortMaturityLognormal);
|x|ql/termstructures/volatility/zabrsmilesection.hpp|void init2(ZabrShortMaturityNormal);
|x|ql/termstructures/volatility/zabrsmilesection.hpp|void init2(ZabrLocalVolatility);
|x|ql/termstructures/volatility/zabrsmilesection.hpp|void init2(ZabrFullFd);
|x|ql/termstructures/volatility/zabrsmilesection.hpp|void init3(ZabrShortMaturityLognormal);
|x|ql/termstructures/volatility/zabrsmilesection.hpp|void init3(ZabrShortMaturityNormal);
|x|ql/termstructures/volatility/zabrsmilesection.hpp|void init3(ZabrLocalVolatility);
|x|ql/termstructures/volatility/zabrsmilesection.hpp|void init3(ZabrFullFd);
|x|ql/termstructures/volatility/zabrsmilesection.hpp|Real optionPrice(Real strike, Option::Type type, Real discount, ZabrShortMaturityLognormal) const;
|x|ql/termstructures/volatility/zabrsmilesection.hpp|Real optionPrice(Real strike, Option::Type type, Real discount, ZabrShortMaturityNormal) const;
|x|ql/termstructures/volatility/zabrsmilesection.hpp|Real optionPrice(Rate strike, Option::Type type, Real discount, ZabrLocalVolatility) const;
|x|ql/termstructures/volatility/zabrsmilesection.hpp|Real optionPrice(Rate strike, Option::Type type, Real discount, ZabrFullFd) const;
|x|ql/termstructures/volatility/zabrsmilesection.hpp|Real volatilityImpl(Rate strike, ZabrShortMaturityLognormal) const;
|x|ql/termstructures/volatility/zabrsmilesection.hpp|Real volatilityImpl(Rate strike, ZabrShortMaturityNormal) const;
|x|ql/termstructures/volatility/zabrsmilesection.hpp|Real volatilityImpl(Rate strike, ZabrLocalVolatility) const;
|x|ql/termstructures/volatility/zabrsmilesection.hpp|Real volatilityImpl(Rate strike, ZabrFullFd) const;
| |ql/termstructures/voltermstructure.hpp|VolatilityTermStructure::VolatilityTermStructure(BusinessDayConvention bdc, const DayCounter & dc = DayCounter());
| |ql/termstructures/voltermstructure.hpp|VolatilityTermStructure::VolatilityTermStructure(const Date & referenceDate, const Calendar & cal, BusinessDayConvention bdc, const DayCounter & dc = DayCounter());
| |ql/termstructures/voltermstructure.hpp|VolatilityTermStructure::VolatilityTermStructure(Natural settlementDays, const Calendar & cal, BusinessDayConvention bdc, const DayCounter & dc = DayCounter());
|x|ql/termstructures/voltermstructure.hpp|BusinessDayConvention VolatilityTermStructure::businessDayConvention() const;
| |ql/termstructures/voltermstructure.hpp|Date VolatilityTermStructure::optionDateFromTenor(const Period &) const;
|v|ql/termstructures/voltermstructure.hpp|Rate VolatilityTermStructure::minStrike() const;
|v|ql/termstructures/voltermstructure.hpp|Rate VolatilityTermStructure::maxStrike() const;
| |ql/termstructures/voltermstructure.hpp|Date optionDateFromTenor(const Period & p) const;
|v|ql/termstructures/yield/bondhelpers.hpp|BondHelper::BondHelper(const Handle<Quote> & price, const ext::shared_ptr<Bond> & bond, Bond::Price::Type priceType = Bond::Price::Clean);
|x|ql/termstructures/yield/bondhelpers.hpp|Real BondHelper::impliedQuote() const;
|x|ql/termstructures/yield/bondhelpers.hpp|void BondHelper::setTermStructure(YieldTermStructure *);
|v|ql/termstructures/yield/bondhelpers.hpp|ext::shared_ptr<Bond> BondHelper::bond() const;
|x|ql/termstructures/yield/bondhelpers.hpp|Bond::Price::Type BondHelper::priceType() const;
|x|ql/termstructures/yield/bondhelpers.hpp|void BondHelper::accept(AcyclicVisitor &);
|u|ql/termstructures/yield/bondhelpers.hpp|FixedRateBondHelper::FixedRateBondHelper(const Handle<Quote> & price, Natural settlementDays, Real faceAmount, Schedule schedule, const std::vector<Rate> & coupons, const DayCounter & dayCounter, BusinessDayConvention paymentConv = Following, Real redemption = 100.0, const Date & issueDate = Date(), const Calendar & paymentCalendar = Calendar(), const Period & exCouponPeriod = Period(), const Calendar & exCouponCalendar = Calendar(), BusinessDayConvention exCouponConvention = Unadjusted, bool exCouponEndOfMonth = false, Bond::Price::Type priceType = Bond::Price::Clean);
|v|ql/termstructures/yield/bondhelpers.hpp|CPIBondHelper::CPIBondHelper(const Handle<Quote> & price, Natural settlementDays, Real faceAmount, Real baseCPI, const Period & observationLag, const ext::shared_ptr<ZeroInflationIndex> & cpiIndex, CPI::InterpolationType observationInterpolation, Schedule schedule, const std::vector<Rate> & fixedRate, const DayCounter & accrualDayCounter, BusinessDayConvention paymentConvention = Following, const Date & issueDate = Date(), const Calendar & paymentCalendar = Calendar(), const Period & exCouponPeriod = Period(), const Calendar & exCouponCalendar = Calendar(), BusinessDayConvention exCouponConvention = Unadjusted, bool exCouponEndOfMonth = false, Bond::Price::Type priceType = Bond::Price::Clean);
|x|ql/termstructures/yield/bondhelpers.hpp|CPIBondHelper::CPIBondHelper(const Handle<Quote> & price, Natural settlementDays, Real faceAmount, bool growthOnly, Real baseCPI, const Period & observationLag, const ext::shared_ptr<ZeroInflationIndex> & cpiIndex, CPI::InterpolationType observationInterpolation, Schedule schedule, const std::vector<Rate> & fixedRate, const DayCounter & accrualDayCounter, BusinessDayConvention paymentConvention = Following, const Date & issueDate = Date(), const Calendar & paymentCalendar = Calendar(), const Period & exCouponPeriod = Period(), const Calendar & exCouponCalendar = Calendar(), BusinessDayConvention exCouponConvention = Unadjusted, bool exCouponEndOfMonth = false, Bond::Price::Type priceType = Bond::Price::Clean);
| |ql/termstructures/yield/bootstraptraits.hpp|static Date Discount::initialDate(const YieldTermStructure * c);
| |ql/termstructures/yield/bootstraptraits.hpp|static Real Discount::initialValue(const YieldTermStructure *);
| |ql/termstructures/yield/bootstraptraits.hpp|static void Discount::updateGuess(std::vector<Real> & data, Real discount, Size i);
| |ql/termstructures/yield/bootstraptraits.hpp|static Size Discount::maxIterations();
| |ql/termstructures/yield/bootstraptraits.hpp|static Date ZeroYield::initialDate(const YieldTermStructure * c);
| |ql/termstructures/yield/bootstraptraits.hpp|static Real ZeroYield::initialValue(const YieldTermStructure *);
| |ql/termstructures/yield/bootstraptraits.hpp|static void ZeroYield::updateGuess(std::vector<Real> & data, Real rate, Size i);
| |ql/termstructures/yield/bootstraptraits.hpp|static Size ZeroYield::maxIterations();
| |ql/termstructures/yield/bootstraptraits.hpp|static Date ForwardRate::initialDate(const YieldTermStructure * c);
| |ql/termstructures/yield/bootstraptraits.hpp|static Real ForwardRate::initialValue(const YieldTermStructure *);
| |ql/termstructures/yield/bootstraptraits.hpp|static void ForwardRate::updateGuess(std::vector<Real> & data, Real forward, Size i);
| |ql/termstructures/yield/bootstraptraits.hpp|static Size ForwardRate::maxIterations();
| |ql/termstructures/yield/bootstraptraits.hpp|static Date SimpleZeroYield::initialDate(const YieldTermStructure * c);
| |ql/termstructures/yield/bootstraptraits.hpp|static Real SimpleZeroYield::initialValue(const YieldTermStructure *);
| |ql/termstructures/yield/bootstraptraits.hpp|static void SimpleZeroYield::updateGuess(std::vector<Real> & data, Real rate, Size i);
| |ql/termstructures/yield/bootstraptraits.hpp|static Size SimpleZeroYield::maxIterations();
|v|ql/termstructures/yield/compositezeroyieldstructure.hpp|CompositeZeroYieldStructure::CompositeZeroYieldStructure<BinaryFunction>(Handle<YieldTermStructure> h1, Handle<YieldTermStructure> h2, const BinaryFunction & f, Compounding comp = Continuous, Frequency freq = NoFrequency);
|v|ql/termstructures/yield/compositezeroyieldstructure.hpp|CompositeZeroYieldStructure<BinaryFunction>(Handle<YieldTermStructure> h1, Handle<YieldTermStructure> h2, const BinaryFunction & f, Compounding comp, Frequency freq);
|?|ql/termstructures/yield/compositezeroyieldstructure.hpp|DayCounter dayCounter() const;
|?|ql/termstructures/yield/compositezeroyieldstructure.hpp|Calendar calendar() const;
| |ql/termstructures/yield/compositezeroyieldstructure.hpp|Natural settlementDays() const;
| |ql/termstructures/yield/compositezeroyieldstructure.hpp|const Date & referenceDate() const;
| |ql/termstructures/yield/compositezeroyieldstructure.hpp|Date maxDate() const;
| |ql/termstructures/yield/compositezeroyieldstructure.hpp|Time maxTime() const;
| |ql/termstructures/yield/compositezeroyieldstructure.hpp|void update();
| |ql/termstructures/yield/compositezeroyieldstructure.hpp|Rate zeroYieldImpl(Time t) const;
|?|ql/termstructures/yield/discountcurve.hpp|InterpolatedDiscountCurve::InterpolatedDiscountCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<DiscountFactor> & dfs, const DayCounter & dayCounter, const Calendar & cal = Calendar(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { }, const Interpolator & interpolator = { });
|?|ql/termstructures/yield/discountcurve.hpp|InterpolatedDiscountCurve::InterpolatedDiscountCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<DiscountFactor> & dfs, const DayCounter & dayCounter, const Calendar & calendar, const Interpolator & interpolator);
|?|ql/termstructures/yield/discountcurve.hpp|InterpolatedDiscountCurve::InterpolatedDiscountCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<DiscountFactor> & dfs, const DayCounter & dayCounter, const Interpolator & interpolator);
| |ql/termstructures/yield/discountcurve.hpp|const std::vector<Time> & InterpolatedDiscountCurve::times() const;
|x|ql/termstructures/yield/discountcurve.hpp|const std::vector<Date> & InterpolatedDiscountCurve::dates() const;
| |ql/termstructures/yield/discountcurve.hpp|const std::vector<Real> & InterpolatedDiscountCurve::data() const;
| |ql/termstructures/yield/discountcurve.hpp|const std::vector<DiscountFactor> & InterpolatedDiscountCurve::discounts() const;
| |ql/termstructures/yield/discountcurve.hpp|std::vector<std::pair<Date, Real>> InterpolatedDiscountCurve::nodes() const;
| |ql/termstructures/yield/discountcurve.hpp|Date maxDate() const;
| |ql/termstructures/yield/discountcurve.hpp|DiscountFactor discountImpl(Time t) const;
|?|ql/termstructures/yield/discountcurve.hpp|InterpolatedDiscountCurve<Interpolator>(const DayCounter & dayCounter, const T & interpolator);
|?|ql/termstructures/yield/discountcurve.hpp|InterpolatedDiscountCurve<Interpolator>(const Date & referenceDate, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/yield/discountcurve.hpp|InterpolatedDiscountCurve<Interpolator>(Natural settlementDays, const Calendar & calendar, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/yield/discountcurve.hpp|InterpolatedDiscountCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<DiscountFactor> & discounts, const DayCounter & dayCounter, const Calendar & calendar, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/yield/discountcurve.hpp|InterpolatedDiscountCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<DiscountFactor> & discounts, const DayCounter & dayCounter, const Calendar & calendar, const T & interpolator);
|?|ql/termstructures/yield/discountcurve.hpp|InterpolatedDiscountCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<DiscountFactor> & discounts, const DayCounter & dayCounter, const T & interpolator);
| |ql/termstructures/yield/discountcurve.hpp|void initialize();
|v|ql/termstructures/yield/fittedbonddiscountcurve.hpp|FittedBondDiscountCurve::FittedBondDiscountCurve(Natural settlementDays, const Calendar & calendar, std::vector<ext::shared_ptr<BondHelper>> bonds, const DayCounter & dayCounter, const FittingMethod & fittingMethod, Real accuracy = 1.0e-10, Size maxEvaluations = 10000, Array guess = Array(), Real simplexLambda = 1.0, Size maxStationaryStateIterations = 100);
|?|ql/termstructures/yield/fittedbonddiscountcurve.hpp|FittedBondDiscountCurve::FittedBondDiscountCurve(const Date & referenceDate, std::vector<ext::shared_ptr<BondHelper>> bonds, const DayCounter & dayCounter, const FittingMethod & fittingMethod, Real accuracy = 1.0e-10, Size maxEvaluations = 10000, Array guess = Array(), Real simplexLambda = 1.0, Size maxStationaryStateIterations = 100);
|?|ql/termstructures/yield/fittedbonddiscountcurve.hpp|FittedBondDiscountCurve::FittedBondDiscountCurve(Natural settlementDays, const Calendar & calendar, const FittingMethod & fittingMethod, Array parameters, Date maxDate, const DayCounter & dayCounter);
|?|ql/termstructures/yield/fittedbonddiscountcurve.hpp|FittedBondDiscountCurve::FittedBondDiscountCurve(const Date & referenceDate, const FittingMethod & fittingMethod, Array parameters, Date maxDate, const DayCounter & dayCounter);
|x|ql/termstructures/yield/fittedbonddiscountcurve.hpp|Size FittedBondDiscountCurve::numberOfBonds() const;
|x|ql/termstructures/yield/fittedbonddiscountcurve.hpp|Date FittedBondDiscountCurve::maxDate() const;
|x|ql/termstructures/yield/fittedbonddiscountcurve.hpp|const FittingMethod & FittedBondDiscountCurve::fitResults() const;
|x|ql/termstructures/yield/fittedbonddiscountcurve.hpp|void FittedBondDiscountCurve::resetGuess(const Array & guess);
| |ql/termstructures/yield/fittedbonddiscountcurve.hpp|Size FittingMethod::size() const;
| |ql/termstructures/yield/fittedbonddiscountcurve.hpp|Array FittingMethod::solution() const;
| |ql/termstructures/yield/fittedbonddiscountcurve.hpp|Integer FittingMethod::numberOfIterations() const;
| |ql/termstructures/yield/fittedbonddiscountcurve.hpp|Real FittingMethod::minimumCostValue() const;
| |ql/termstructures/yield/fittedbonddiscountcurve.hpp|EndCriteria::Type FittingMethod::errorCode() const;
| |ql/termstructures/yield/fittedbonddiscountcurve.hpp|std::unique_ptr<FittingMethod> FittingMethod::clone() const;
|x|ql/termstructures/yield/fittedbonddiscountcurve.hpp|bool FittingMethod::constrainAtZero() const;
|x|ql/termstructures/yield/fittedbonddiscountcurve.hpp|Array FittingMethod::weights() const;
|x|ql/termstructures/yield/fittedbonddiscountcurve.hpp|Array FittingMethod::l2() const;
|x|ql/termstructures/yield/fittedbonddiscountcurve.hpp|ext::shared_ptr<OptimizationMethod> FittingMethod::optimizationMethod() const;
|x|ql/termstructures/yield/fittedbonddiscountcurve.hpp|const Constraint & FittingMethod::constraint() const;
| |ql/termstructures/yield/fittedbonddiscountcurve.hpp|DiscountFactor FittingMethod::discount(const Array & x, Time t) const;
|x|ql/termstructures/yield/fittedbonddiscountcurve.hpp|const FittedBondDiscountCurve::FittingMethod & fitResults() const;
| |ql/termstructures/yield/fittedbonddiscountcurve.hpp|void update();
| |ql/termstructures/yield/fittedbonddiscountcurve.hpp|void setup();
| |ql/termstructures/yield/fittedbonddiscountcurve.hpp|DiscountFactor discountImpl(Time t) const;
|v|ql/termstructures/yield/flatforward.hpp|FlatForward::FlatForward(const Date & referenceDate, Handle<Quote> forward, const DayCounter & dayCounter, Compounding compounding = Continuous, Frequency frequency = Annual);
|x|ql/termstructures/yield/flatforward.hpp|FlatForward::FlatForward(const Date & referenceDate, Rate forward, const DayCounter & dayCounter, Compounding compounding = Continuous, Frequency frequency = Annual);
|v|ql/termstructures/yield/flatforward.hpp|FlatForward::FlatForward(Natural settlementDays, const Calendar & calendar, Handle<Quote> forward, const DayCounter & dayCounter, Compounding compounding = Continuous, Frequency frequency = Annual);
|x|ql/termstructures/yield/flatforward.hpp|FlatForward::FlatForward(Natural settlementDays, const Calendar & calendar, Rate forward, const DayCounter & dayCounter, Compounding compounding = Continuous, Frequency frequency = Annual);
|x|ql/termstructures/yield/flatforward.hpp|Compounding FlatForward::compounding() const;
|x|ql/termstructures/yield/flatforward.hpp|Frequency FlatForward::compoundingFrequency() const;
| |ql/termstructures/yield/flatforward.hpp|void update();
| |ql/termstructures/yield/flatforward.hpp|DiscountFactor discountImpl(Time t) const;
| |ql/termstructures/yield/flatforward.hpp|void performCalculations() const;
|?|ql/termstructures/yield/forwardcurve.hpp|InterpolatedForwardCurve::InterpolatedForwardCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & forwards, const DayCounter & dayCounter, const Calendar & cal = Calendar(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { }, const Interpolator & interpolator = { });
|?|ql/termstructures/yield/forwardcurve.hpp|InterpolatedForwardCurve::InterpolatedForwardCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & forwards, const DayCounter & dayCounter, const Calendar & calendar, const Interpolator & interpolator);
|?|ql/termstructures/yield/forwardcurve.hpp|InterpolatedForwardCurve::InterpolatedForwardCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & forwards, const DayCounter & dayCounter, const Interpolator & interpolator);
| |ql/termstructures/yield/forwardcurve.hpp|const std::vector<Time> & InterpolatedForwardCurve::times() const;
|x|ql/termstructures/yield/forwardcurve.hpp|const std::vector<Date> & InterpolatedForwardCurve::dates() const;
| |ql/termstructures/yield/forwardcurve.hpp|const std::vector<Real> & InterpolatedForwardCurve::data() const;
| |ql/termstructures/yield/forwardcurve.hpp|const std::vector<Rate> & InterpolatedForwardCurve::forwards() const;
| |ql/termstructures/yield/forwardcurve.hpp|std::vector<std::pair<Date, Real>> InterpolatedForwardCurve::nodes() const;
| |ql/termstructures/yield/forwardcurve.hpp|Date maxDate() const;
| |ql/termstructures/yield/forwardcurve.hpp|Rate zeroYieldImpl(Time t) const;
|?|ql/termstructures/yield/forwardcurve.hpp|InterpolatedForwardCurve<Interpolator>(const DayCounter & dayCounter, const T & interpolator);
|?|ql/termstructures/yield/forwardcurve.hpp|InterpolatedForwardCurve<Interpolator>(const Date & referenceDate, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/yield/forwardcurve.hpp|InterpolatedForwardCurve<Interpolator>(Natural settlementDays, const Calendar & calendar, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/yield/forwardcurve.hpp|InterpolatedForwardCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & forwards, const DayCounter & dayCounter, const Calendar & calendar, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/yield/forwardcurve.hpp|InterpolatedForwardCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & forwards, const DayCounter & dayCounter, const Calendar & calendar, const T & interpolator);
|?|ql/termstructures/yield/forwardcurve.hpp|InterpolatedForwardCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & forwards, const DayCounter & dayCounter, const T & interpolator);
| |ql/termstructures/yield/forwardcurve.hpp|void initialize();
|v|ql/termstructures/yield/forwardspreadedtermstructure.hpp|ForwardSpreadedTermStructure::ForwardSpreadedTermStructure(Handle<YieldTermStructure>, Handle<Quote> spread);
|v|ql/termstructures/yield/forwardspreadedtermstructure.hpp|ForwardSpreadedTermStructure(Handle<YieldTermStructure> h, Handle<Quote> spread);
|?|ql/termstructures/yield/forwardspreadedtermstructure.hpp|DayCounter dayCounter() const;
|?|ql/termstructures/yield/forwardspreadedtermstructure.hpp|Calendar calendar() const;
| |ql/termstructures/yield/forwardspreadedtermstructure.hpp|Natural settlementDays() const;
| |ql/termstructures/yield/forwardspreadedtermstructure.hpp|const Date & referenceDate() const;
| |ql/termstructures/yield/forwardspreadedtermstructure.hpp|Date maxDate() const;
| |ql/termstructures/yield/forwardspreadedtermstructure.hpp|Time maxTime() const;
| |ql/termstructures/yield/forwardspreadedtermstructure.hpp|void update();
| |ql/termstructures/yield/forwardspreadedtermstructure.hpp|Rate zeroYieldImpl(Time t) const;
| |ql/termstructures/yield/forwardstructure.hpp|ForwardRateStructure::ForwardRateStructure(const DayCounter & dayCounter = DayCounter());
| |ql/termstructures/yield/forwardstructure.hpp|ForwardRateStructure::ForwardRateStructure(const Date & referenceDate, const Calendar & cal = Calendar(), const DayCounter & dayCounter = DayCounter(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { });
| |ql/termstructures/yield/forwardstructure.hpp|ForwardRateStructure::ForwardRateStructure(Natural settlementDays, const Calendar & cal, const DayCounter & dayCounter = DayCounter(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { });
|v|ql/termstructures/yield/impliedtermstructure.hpp|ImpliedTermStructure::ImpliedTermStructure(Handle<YieldTermStructure>, const Date & referenceDate);
|v|ql/termstructures/yield/impliedtermstructure.hpp|ImpliedTermStructure(Handle<YieldTermStructure> h, const Date & referenceDate);
|?|ql/termstructures/yield/impliedtermstructure.hpp|DayCounter dayCounter() const;
|?|ql/termstructures/yield/impliedtermstructure.hpp|Calendar calendar() const;
| |ql/termstructures/yield/impliedtermstructure.hpp|Natural settlementDays() const;
| |ql/termstructures/yield/impliedtermstructure.hpp|Date maxDate() const;
| |ql/termstructures/yield/impliedtermstructure.hpp|void update();
| |ql/termstructures/yield/impliedtermstructure.hpp|DiscountFactor discountImpl(Time t) const;
| |ql/termstructures/yield/interpolatedsimplezerocurve.hpp|InterpolatedSimpleZeroCurve::InterpolatedSimpleZeroCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & yields, const DayCounter & dayCounter, const Calendar & calendar = Calendar(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { }, const Interpolator & interpolator = { });
| |ql/termstructures/yield/interpolatedsimplezerocurve.hpp|InterpolatedSimpleZeroCurve::InterpolatedSimpleZeroCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & yields, const DayCounter & dayCounter, const Calendar & calendar, const Interpolator & interpolator);
| |ql/termstructures/yield/interpolatedsimplezerocurve.hpp|InterpolatedSimpleZeroCurve::InterpolatedSimpleZeroCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & yields, const DayCounter & dayCounter, const Interpolator & interpolator);
| |ql/termstructures/yield/interpolatedsimplezerocurve.hpp|const std::vector<Time> & InterpolatedSimpleZeroCurve::times() const;
|x|ql/termstructures/yield/interpolatedsimplezerocurve.hpp|const std::vector<Date> & InterpolatedSimpleZeroCurve::dates() const;
| |ql/termstructures/yield/interpolatedsimplezerocurve.hpp|const std::vector<Real> & InterpolatedSimpleZeroCurve::data() const;
| |ql/termstructures/yield/interpolatedsimplezerocurve.hpp|const std::vector<Rate> & InterpolatedSimpleZeroCurve::zeroRates() const;
| |ql/termstructures/yield/interpolatedsimplezerocurve.hpp|std::vector<std::pair<Date, Real>> InterpolatedSimpleZeroCurve::nodes() const;
| |ql/termstructures/yield/interpolatedsimplezerocurve.hpp|Date maxDate() const;
| |ql/termstructures/yield/interpolatedsimplezerocurve.hpp|DiscountFactor discountImpl(Time t) const;
| |ql/termstructures/yield/interpolatedsimplezerocurve.hpp|InterpolatedSimpleZeroCurve<Interpolator>(const DayCounter & dayCounter, const T & interpolator);
| |ql/termstructures/yield/interpolatedsimplezerocurve.hpp|InterpolatedSimpleZeroCurve<Interpolator>(const Date & referenceDate, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
| |ql/termstructures/yield/interpolatedsimplezerocurve.hpp|InterpolatedSimpleZeroCurve<Interpolator>(Natural settlementDays, const Calendar & calendar, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
| |ql/termstructures/yield/interpolatedsimplezerocurve.hpp|InterpolatedSimpleZeroCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & yields, const DayCounter & dayCounter, const Calendar & calendar, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
| |ql/termstructures/yield/interpolatedsimplezerocurve.hpp|InterpolatedSimpleZeroCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & yields, const DayCounter & dayCounter, const Calendar & calendar, const T & interpolator);
| |ql/termstructures/yield/interpolatedsimplezerocurve.hpp|InterpolatedSimpleZeroCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & yields, const DayCounter & dayCounter, const T & interpolator);
| |ql/termstructures/yield/interpolatedsimplezerocurve.hpp|void initialize();
|v|ql/termstructures/yield/multipleresetsswaphelper.hpp|MultipleResetsSwapRateHelper::MultipleResetsSwapRateHelper(Natural settlementDays, const Period & tenor, const std::variant<Rate, Handle<Quote>> & fixedRate, const ext::shared_ptr<IborIndex> & iborIndex, Size resetsPerCoupon, Handle<YieldTermStructure> discountingCurve = { }, RateAveraging::Type averagingMethod = RateAveraging::Compound, Spread spread = 0.0, Frequency fixedFrequency = NoFrequency, const DayCounter & fixedDayCount = DayCounter(), BusinessDayConvention fixedConvention = ModifiedFollowing);
|x|ql/termstructures/yield/multipleresetsswaphelper.hpp|Real MultipleResetsSwapRateHelper::impliedQuote() const;
|x|ql/termstructures/yield/multipleresetsswaphelper.hpp|void MultipleResetsSwapRateHelper::setTermStructure(YieldTermStructure *);
|x|ql/termstructures/yield/multipleresetsswaphelper.hpp|void MultipleResetsSwapRateHelper::accept(AcyclicVisitor &);
|v|ql/termstructures/yield/nonlinearfittingmethods.hpp|ExponentialSplinesFitting::ExponentialSplinesFitting(bool constrainAtZero = true, const Array & weights = Array(), const ext::shared_ptr<OptimizationMethod> & optimizationMethod = { }, const Array & l2 = Array(), Real minCutoffTime = 0.0, Real maxCutoffTime = QL_MAX_REAL, Size numCoeffs = 9, Real fixedKappa = Null<Real>(), Constraint constraint = NoConstraint());
|x|ql/termstructures/yield/nonlinearfittingmethods.hpp|ExponentialSplinesFitting::ExponentialSplinesFitting(bool constrainAtZero, const Array & weights, const Array & l2, Real minCutoffTime = 0.0, Real maxCutoffTime = QL_MAX_REAL, Size numCoeffs = 9, Real fixedKappa = Null<Real>(), Constraint constraint = NoConstraint());
|x|ql/termstructures/yield/nonlinearfittingmethods.hpp|ExponentialSplinesFitting::ExponentialSplinesFitting(bool constrainAtZero, Size numCoeffs, Real fixedKappa, const Array & weights = Array(), Constraint constraint = NoConstraint());
|v|ql/termstructures/yield/nonlinearfittingmethods.hpp|NelsonSiegelFitting::NelsonSiegelFitting(const Array & weights = Array(), const ext::shared_ptr<OptimizationMethod> & optimizationMethod = { }, const Array & l2 = Array(), Real minCutoffTime = 0.0, Real maxCutoffTime = QL_MAX_REAL, Constraint constraint = NoConstraint());
|x|ql/termstructures/yield/nonlinearfittingmethods.hpp|NelsonSiegelFitting::NelsonSiegelFitting(const Array & weights, const Array & l2, Real minCutoffTime = 0.0, Real maxCutoffTime = QL_MAX_REAL, Constraint constraint = NoConstraint());
|v|ql/termstructures/yield/nonlinearfittingmethods.hpp|SvenssonFitting::SvenssonFitting(const Array & weights = Array(), const ext::shared_ptr<OptimizationMethod> & optimizationMethod = { }, const Array & l2 = Array(), Real minCutoffTime = 0.0, Real maxCutoffTime = QL_MAX_REAL, Constraint constraint = NoConstraint());
|x|ql/termstructures/yield/nonlinearfittingmethods.hpp|SvenssonFitting::SvenssonFitting(const Array & weights, const Array & l2, Real minCutoffTime = 0.0, Real maxCutoffTime = QL_MAX_REAL, Constraint constraint = NoConstraint());
|v|ql/termstructures/yield/nonlinearfittingmethods.hpp|CubicBSplinesFitting::CubicBSplinesFitting(const std::vector<Time> & knotVector, bool constrainAtZero = true, const Array & weights = Array(), const ext::shared_ptr<OptimizationMethod> & optimizationMethod = { }, const Array & l2 = Array(), Real minCutoffTime = 0.0, Real maxCutoffTime = QL_MAX_REAL, Constraint constraint = NoConstraint());
|x|ql/termstructures/yield/nonlinearfittingmethods.hpp|CubicBSplinesFitting::CubicBSplinesFitting(const std::vector<Time> & knotVector, bool constrainAtZero, const Array & weights, const Array & l2, Real minCutoffTime = 0.0, Real maxCutoffTime = QL_MAX_REAL, Constraint constraint = NoConstraint());
| |ql/termstructures/yield/nonlinearfittingmethods.hpp|Real CubicBSplinesFitting::basisFunction(Integer i, Time t) const;
| |ql/termstructures/yield/nonlinearfittingmethods.hpp|NaturalCubicFitting::NaturalCubicFitting(const std::vector<Time> & knotTimes, const Array & weights = Array(), const ext::shared_ptr<OptimizationMethod> & optimizationMethod = { }, const Array & l2 = Array(), Real minCutoffTime = 0.0, Real maxCutoffTime = QL_MAX_REAL, Constraint constraint = NoConstraint());
| |ql/termstructures/yield/nonlinearfittingmethods.hpp|NaturalCubicFitting::NaturalCubicFitting(const std::vector<Time> & knotTimes, const Array & weights, const Array & l2, Real minCutoffTime = 0.0, Real maxCutoffTime = QL_MAX_REAL, Constraint constraint = NoConstraint());
|v|ql/termstructures/yield/nonlinearfittingmethods.hpp|SimplePolynomialFitting::SimplePolynomialFitting(Natural degree, bool constrainAtZero = true, const Array & weights = Array(), const ext::shared_ptr<OptimizationMethod> & optimizationMethod = { }, const Array & l2 = Array(), Real minCutoffTime = 0.0, Real maxCutoffTime = QL_MAX_REAL, Constraint constraint = NoConstraint());
|x|ql/termstructures/yield/nonlinearfittingmethods.hpp|SimplePolynomialFitting::SimplePolynomialFitting(Natural degree, bool constrainAtZero, const Array & weights, const Array & l2, Real minCutoffTime = 0.0, Real maxCutoffTime = QL_MAX_REAL, Constraint constraint = NoConstraint());
| |ql/termstructures/yield/nonlinearfittingmethods.hpp|SpreadFittingMethod::SpreadFittingMethod(const ext::shared_ptr<FittingMethod> & method, Handle<YieldTermStructure> discountCurve, Real minCutoffTime = 0.0, Real maxCutoffTime = QL_MAX_REAL);
|v|ql/termstructures/yield/oisratehelper.hpp|OISRateHelper::OISRateHelper(Natural settlementDays, const Period & tenor, const std::variant<Rate, Handle<Quote>> & fixedRate, const ext::shared_ptr<OvernightIndex> & overnightIndex, Handle<YieldTermStructure> discountingCurve = { }, bool telescopicValueDates = false, Integer paymentLag = 0, BusinessDayConvention paymentConvention = Following, Frequency paymentFrequency = Annual, Calendar paymentCalendar = Calendar(), const Period & forwardStart = 0 * Days, const std::variant<Spread, Handle<Quote>> & overnightSpread = Spread(0.0), Pillar::Choice pillar = Pillar::LastRelevantDate, Date customPillarDate = Date(), RateAveraging::Type averagingMethod = RateAveraging::Compound, ext::optional<bool> endOfMonth = ext::nullopt, ext::optional<Frequency> fixedPaymentFrequency = ext::nullopt, Calendar fixedCalendar = Calendar(), Natural lookbackDays = Null<Natural>(), Natural lockoutDays = 0, bool applyObservationShift = false, ext::shared_ptr<FloatingRateCouponPricer> pricer = { }, DateGeneration::Rule rule = DateGeneration::Backward, Calendar overnightCalendar = Calendar(), BusinessDayConvention convention = ModifiedFollowing);
|v|ql/termstructures/yield/oisratehelper.hpp|OISRateHelper::OISRateHelper(const Date & startDate, const Date & endDate, const std::variant<Rate, Handle<Quote>> & fixedRate, const ext::shared_ptr<OvernightIndex> & overnightIndex, Handle<YieldTermStructure> discountingCurve = { }, bool telescopicValueDates = false, Integer paymentLag = 0, BusinessDayConvention paymentConvention = Following, Frequency paymentFrequency = Annual, Calendar paymentCalendar = Calendar(), const std::variant<Spread, Handle<Quote>> & overnightSpread = Spread(0.0), Pillar::Choice pillar = Pillar::LastRelevantDate, Date customPillarDate = Date(), RateAveraging::Type averagingMethod = RateAveraging::Compound, ext::optional<bool> endOfMonth = ext::nullopt, ext::optional<Frequency> fixedPaymentFrequency = ext::nullopt, Calendar fixedCalendar = Calendar(), Natural lookbackDays = Null<Natural>(), Natural lockoutDays = 0, bool applyObservationShift = false, ext::shared_ptr<FloatingRateCouponPricer> pricer = { }, DateGeneration::Rule rule = DateGeneration::Backward, Calendar overnightCalendar = Calendar(), BusinessDayConvention convention = ModifiedFollowing);
|x|ql/termstructures/yield/oisratehelper.hpp|Real OISRateHelper::impliedQuote() const;
|x|ql/termstructures/yield/oisratehelper.hpp|void OISRateHelper::setTermStructure(YieldTermStructure *);
|v|ql/termstructures/yield/oisratehelper.hpp|ext::shared_ptr<OvernightIndexedSwap> OISRateHelper::swap() const;
|x|ql/termstructures/yield/oisratehelper.hpp|void OISRateHelper::accept(AcyclicVisitor &);
|v|ql/termstructures/yield/overnightindexfutureratehelper.hpp|OvernightIndexFutureRateHelper::OvernightIndexFutureRateHelper(const Handle<Quote> & price, const Date & valueDate, const Date & maturityDate, const ext::shared_ptr<OvernightIndex> & overnightIndex, const Handle<Quote> & convexityAdjustment = { }, RateAveraging::Type averagingMethod = RateAveraging::Compound, Pillar::Choice pillar = Pillar::LastRelevantDate, const Date & customPillarDate = Date());
|x|ql/termstructures/yield/overnightindexfutureratehelper.hpp|Real OvernightIndexFutureRateHelper::impliedQuote() const;
|x|ql/termstructures/yield/overnightindexfutureratehelper.hpp|void OvernightIndexFutureRateHelper::setTermStructure(YieldTermStructure *);
|x|ql/termstructures/yield/overnightindexfutureratehelper.hpp|void OvernightIndexFutureRateHelper::accept(AcyclicVisitor &);
|v|ql/termstructures/yield/overnightindexfutureratehelper.hpp|Real OvernightIndexFutureRateHelper::convexityAdjustment() const;
|v|ql/termstructures/yield/overnightindexfutureratehelper.hpp|SofrFutureRateHelper::SofrFutureRateHelper(const std::variant<Rate, Handle<Quote>> & price, Month referenceMonth, Year referenceYear, Frequency referenceFreq, const std::variant<Rate, Handle<Quote>> & convexityAdjustment = 0.0, Pillar::Choice pillar = Pillar::LastRelevantDate, const Date & customPillarDate = Date());
| |ql/termstructures/yield/piecewiseforwardspreadedtermstructure.hpp|InterpolatedPiecewiseForwardSpreadedTermStructure::InterpolatedPiecewiseForwardSpreadedTermStructure<Interpolator>(Handle<YieldTermStructure>, std::vector<Handle<Quote>> spreads, std::vector<Date> dates, Interpolator factory = Interpolator());
| |ql/termstructures/yield/piecewiseforwardspreadedtermstructure.hpp|InterpolatedPiecewiseForwardSpreadedTermStructure::InterpolatedPiecewiseForwardSpreadedTermStructure<Interpolator>(Handle<YieldTermStructure>, std::vector<Handle<Quote>> spreads, std::vector<Date> dates, const DayCounter & dc, Interpolator factory = Interpolator());
| |ql/termstructures/yield/piecewiseforwardspreadedtermstructure.hpp|InterpolatedPiecewiseForwardSpreadedTermStructure<Interpolator>(Handle<YieldTermStructure> h, std::vector<Handle<Quote>> spreads, std::vector<Date> dates, T factory);
| |ql/termstructures/yield/piecewiseforwardspreadedtermstructure.hpp|InterpolatedPiecewiseForwardSpreadedTermStructure<Interpolator>(Handle<YieldTermStructure> h, std::vector<Handle<Quote>> spreads, std::vector<Date> dates, const DayCounter & dc, T factory);
|?|ql/termstructures/yield/piecewiseforwardspreadedtermstructure.hpp|DayCounter dayCounter() const;
|?|ql/termstructures/yield/piecewiseforwardspreadedtermstructure.hpp|Calendar calendar() const;
| |ql/termstructures/yield/piecewiseforwardspreadedtermstructure.hpp|Natural settlementDays() const;
| |ql/termstructures/yield/piecewiseforwardspreadedtermstructure.hpp|const Date & referenceDate() const;
| |ql/termstructures/yield/piecewiseforwardspreadedtermstructure.hpp|Date maxDate() const;
| |ql/termstructures/yield/piecewiseforwardspreadedtermstructure.hpp|Rate zeroYieldImpl(Time t) const;
| |ql/termstructures/yield/piecewiseforwardspreadedtermstructure.hpp|Spread calcSpread(Time t) const;
| |ql/termstructures/yield/piecewiseforwardspreadedtermstructure.hpp|Spread calcSpreadPrimitive(Time t) const;
| |ql/termstructures/yield/piecewiseforwardspreadedtermstructure.hpp|void update();
| |ql/termstructures/yield/piecewiseforwardspreadedtermstructure.hpp|void updateInterpolation();
| |ql/termstructures/yield/piecewisespreadyieldcurve.hpp|PiecewiseSpreadYieldCurve::PiecewiseSpreadYieldCurve<Traits, Interpolator, Bootstrap>(Handle<YieldTermStructure> baseCurve, std::vector<ext::shared_ptr<typename traits_type::helper>> instruments, const Interpolator & i = { }, typename base_curve::bootstrap_type bootstrap = { });
|?|ql/termstructures/yield/piecewiseyieldcurve.hpp|PiecewiseYieldCurve::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>(const Date & referenceDate, std::vector<ext::shared_ptr<typename Traits::helper>> instruments, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { }, const Interpolator & i = { }, bootstrap_type bootstrap = { });
|?|ql/termstructures/yield/piecewiseyieldcurve.hpp|PiecewiseYieldCurve::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>(const Date & referenceDate, std::vector<ext::shared_ptr<typename Traits::helper>> instruments, const DayCounter & dayCounter, const Interpolator & i, bootstrap_type bootstrap = { });
|?|ql/termstructures/yield/piecewiseyieldcurve.hpp|PiecewiseYieldCurve::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>(const Date & referenceDate, std::vector<ext::shared_ptr<typename Traits::helper>> instruments, const DayCounter & dayCounter, bootstrap_type bootstrap);
|v|ql/termstructures/yield/piecewiseyieldcurve.hpp|PiecewiseYieldCurve::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>(Natural settlementDays, const Calendar & calendar, std::vector<ext::shared_ptr<typename Traits::helper>> instruments, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { }, const Interpolator & i = { }, bootstrap_type bootstrap = { });
|?|ql/termstructures/yield/piecewiseyieldcurve.hpp|PiecewiseYieldCurve::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>(Natural settlementDays, const Calendar & calendar, std::vector<ext::shared_ptr<typename Traits::helper>> instruments, const DayCounter & dayCounter, const Interpolator & i, bootstrap_type bootstrap = { });
|?|ql/termstructures/yield/piecewiseyieldcurve.hpp|PiecewiseYieldCurve::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>(Natural settlementDays, const Calendar & calendar, std::vector<ext::shared_ptr<typename Traits::helper>> instruments, const DayCounter & dayCounter, bootstrap_type bootstrap);
|x|ql/termstructures/yield/piecewiseyieldcurve.hpp|Date PiecewiseYieldCurve::maxDate() const;
|x|ql/termstructures/yield/piecewiseyieldcurve.hpp|const std::vector<Time> & PiecewiseYieldCurve::times() const;
|x|ql/termstructures/yield/piecewiseyieldcurve.hpp|const std::vector<Date> & PiecewiseYieldCurve::dates() const;
|x|ql/termstructures/yield/piecewiseyieldcurve.hpp|const std::vector<Real> & PiecewiseYieldCurve::data() const;
|x|ql/termstructures/yield/piecewiseyieldcurve.hpp|std::vector<std::pair<Date, Real>> PiecewiseYieldCurve::nodes() const;
| |ql/termstructures/yield/piecewiseyieldcurve.hpp|void update();
| |ql/termstructures/yield/piecewiseyieldcurve.hpp|DiscountFactor discountImpl(Time t) const;
| |ql/termstructures/yield/piecewiseyieldcurve.hpp|void performCalculations() const;
| |ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp|InterpolatedPiecewiseZeroSpreadedTermStructure::InterpolatedPiecewiseZeroSpreadedTermStructure<Interpolator>(Handle<YieldTermStructure>, std::vector<Handle<Quote>> spreads, std::vector<Date> dates, Compounding comp = Continuous, Frequency freq = NoFrequency, Interpolator factory = Interpolator());
| |ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp|InterpolatedPiecewiseZeroSpreadedTermStructure::InterpolatedPiecewiseZeroSpreadedTermStructure<Interpolator>(Handle<YieldTermStructure>, std::vector<Handle<Quote>> spreads, std::vector<Date> dates, Compounding comp, Frequency freq, const DayCounter & dc, Interpolator factory = Interpolator());
| |ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp|InterpolatedPiecewiseZeroSpreadedTermStructure<Interpolator>(Handle<YieldTermStructure> h, std::vector<Handle<Quote>> spreads, std::vector<Date> dates, Compounding comp, Frequency freq, T factory);
| |ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp|InterpolatedPiecewiseZeroSpreadedTermStructure<Interpolator>(Handle<YieldTermStructure> h, std::vector<Handle<Quote>> spreads, std::vector<Date> dates, Compounding comp, Frequency freq, const DayCounter & dc, T factory);
|?|ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp|DayCounter dayCounter() const;
|?|ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp|Calendar calendar() const;
| |ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp|Natural settlementDays() const;
| |ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp|const Date & referenceDate() const;
| |ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp|Date maxDate() const;
| |ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp|Rate zeroYieldImpl(Time t) const;
| |ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp|Spread calcSpread(Time t) const;
| |ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp|void update();
| |ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp|void updateInterpolation();
|v|ql/termstructures/yield/quantotermstructure.hpp|QuantoTermStructure::QuantoTermStructure(const Handle<YieldTermStructure> & underlyingDividendTS, Handle<YieldTermStructure> riskFreeTS, Handle<YieldTermStructure> foreignRiskFreeTS, Handle<BlackVolTermStructure> underlyingBlackVolTS, Real strike, Handle<BlackVolTermStructure> exchRateBlackVolTS, Real exchRateATMlevel, Real underlyingExchRateCorrelation);
|?|ql/termstructures/yield/quantotermstructure.hpp|DayCounter dayCounter() const;
|?|ql/termstructures/yield/quantotermstructure.hpp|Calendar calendar() const;
| |ql/termstructures/yield/quantotermstructure.hpp|Natural settlementDays() const;
| |ql/termstructures/yield/quantotermstructure.hpp|const Date & referenceDate() const;
| |ql/termstructures/yield/quantotermstructure.hpp|Date maxDate() const;
| |ql/termstructures/yield/quantotermstructure.hpp|Rate zeroYieldImpl(Time t) const;
|v|ql/termstructures/yield/ratehelpers.hpp|FuturesRateHelper::FuturesRateHelper(const std::variant<Real, Handle<Quote>> & price, const Date & iborStartDate, Natural lengthInMonths, const Calendar & calendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter & dayCounter, const std::variant<Real, Handle<Quote>> & convexityAdjustment = 0.0, Futures::Type type = Futures::IMM);
|v|ql/termstructures/yield/ratehelpers.hpp|FuturesRateHelper::FuturesRateHelper(const std::variant<Real, Handle<Quote>> & price, const Date & iborStartDate, const Date & iborEndDate, const DayCounter & dayCounter, const std::variant<Real, Handle<Quote>> & convexityAdjustment = 0.0, Futures::Type type = Futures::IMM);
|v|ql/termstructures/yield/ratehelpers.hpp|FuturesRateHelper::FuturesRateHelper(const std::variant<Real, Handle<Quote>> & price, const Date & iborStartDate, const ext::shared_ptr<IborIndex> & iborIndex, const std::variant<Real, Handle<Quote>> & convexityAdjustment = 0.0, Futures::Type type = Futures::IMM);
|x|ql/termstructures/yield/ratehelpers.hpp|Real FuturesRateHelper::impliedQuote() const;
|v|ql/termstructures/yield/ratehelpers.hpp|Real FuturesRateHelper::convexityAdjustment() const;
|x|ql/termstructures/yield/ratehelpers.hpp|void FuturesRateHelper::accept(AcyclicVisitor &);
|v|ql/termstructures/yield/ratehelpers.hpp|DepositRateHelper::DepositRateHelper(const std::variant<Rate, Handle<Quote>> & rate, const Period & tenor, Natural fixingDays, const Calendar & calendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter & dayCounter);
|v|ql/termstructures/yield/ratehelpers.hpp|DepositRateHelper::DepositRateHelper(const std::variant<Rate, Handle<Quote>> & rate, const ext::shared_ptr<IborIndex> & iborIndex);
|v|ql/termstructures/yield/ratehelpers.hpp|DepositRateHelper::DepositRateHelper(const std::variant<Rate, Handle<Quote>> & rate, Date fixingDate, const ext::shared_ptr<IborIndex> & iborIndex);
|x|ql/termstructures/yield/ratehelpers.hpp|Real DepositRateHelper::impliedQuote() const;
|x|ql/termstructures/yield/ratehelpers.hpp|void DepositRateHelper::setTermStructure(YieldTermStructure *);
|x|ql/termstructures/yield/ratehelpers.hpp|void DepositRateHelper::accept(AcyclicVisitor &);
|v|ql/termstructures/yield/ratehelpers.hpp|FraRateHelper::FraRateHelper(const std::variant<Rate, Handle<Quote>> & rate, Natural monthsToStart, Natural monthsToEnd, Natural fixingDays, const Calendar & calendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter & dayCounter, Pillar::Choice pillar = Pillar::LastRelevantDate, Date customPillarDate = Date(), bool useIndexedCoupon = true);
|v|ql/termstructures/yield/ratehelpers.hpp|FraRateHelper::FraRateHelper(const std::variant<Rate, Handle<Quote>> & rate, Natural monthsToStart, const ext::shared_ptr<IborIndex> & iborIndex, Pillar::Choice pillar = Pillar::LastRelevantDate, Date customPillarDate = Date(), bool useIndexedCoupon = true);
|v|ql/termstructures/yield/ratehelpers.hpp|FraRateHelper::FraRateHelper(const std::variant<Rate, Handle<Quote>> & rate, Period periodToStart, Natural lengthInMonths, Natural fixingDays, const Calendar & calendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter & dayCounter, Pillar::Choice pillar = Pillar::LastRelevantDate, Date customPillarDate = Date(), bool useIndexedCoupon = true);
|v|ql/termstructures/yield/ratehelpers.hpp|FraRateHelper::FraRateHelper(const std::variant<Rate, Handle<Quote>> & rate, Period periodToStart, const ext::shared_ptr<IborIndex> & iborIndex, Pillar::Choice pillar = Pillar::LastRelevantDate, Date customPillarDate = Date(), bool useIndexedCoupon = true);
|x|ql/termstructures/yield/ratehelpers.hpp|FraRateHelper::FraRateHelper(const std::variant<Rate, Handle<Quote>> & rate, Natural immOffsetStart, Natural immOffsetEnd, const ext::shared_ptr<IborIndex> & iborIndex, Pillar::Choice pillar = Pillar::LastRelevantDate, Date customPillarDate = Date(), bool useIndexedCoupon = true);
|x|ql/termstructures/yield/ratehelpers.hpp|FraRateHelper::FraRateHelper(const std::variant<Rate, Handle<Quote>> & rate, Date startDate, Date endDate, const ext::shared_ptr<IborIndex> & iborIndex, Pillar::Choice pillar = Pillar::LastRelevantDate, Date customPillarDate = Date(), bool useIndexedCoupon = true);
|x|ql/termstructures/yield/ratehelpers.hpp|Real FraRateHelper::impliedQuote() const;
|x|ql/termstructures/yield/ratehelpers.hpp|void FraRateHelper::setTermStructure(YieldTermStructure *);
|x|ql/termstructures/yield/ratehelpers.hpp|void FraRateHelper::accept(AcyclicVisitor &);
|v|ql/termstructures/yield/ratehelpers.hpp|SwapRateHelper::SwapRateHelper(const std::variant<Rate, Handle<Quote>> & rate, const ext::shared_ptr<SwapIndex> & swapIndex, Handle<Quote> spread = { }, const Period & fwdStart = 0 * Days, Handle<YieldTermStructure> discountingCurve = { }, Pillar::Choice pillar = Pillar::LastRelevantDate, Date customPillarDate = Date(), bool endOfMonth = false, const ext::optional<bool> & useIndexedCoupons = ext::nullopt, const ext::shared_ptr<FloatingRateCouponPricer> & couponPricer = { });
|v|ql/termstructures/yield/ratehelpers.hpp|SwapRateHelper::SwapRateHelper(const std::variant<Rate, Handle<Quote>> & rate, const Period & tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, const ext::shared_ptr<IborIndex> & iborIndex, Handle<Quote> spread = { }, const Period & fwdStart = 0 * Days, Handle<YieldTermStructure> discountingCurve = { }, Natural settlementDays = Null<Natural>(), Pillar::Choice pillar = Pillar::LastRelevantDate, Date customPillarDate = Date(), bool endOfMonth = false, const ext::optional<bool> & useIndexedCoupons = ext::nullopt, const ext::optional<BusinessDayConvention> & floatConvention = ext::nullopt, const ext::shared_ptr<FloatingRateCouponPricer> & couponPricer = { });
|x|ql/termstructures/yield/ratehelpers.hpp|SwapRateHelper::SwapRateHelper(const std::variant<Rate, Handle<Quote>> & rate, const Date & startDate, const Date & endDate, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, const ext::shared_ptr<IborIndex> & iborIndex, Handle<Quote> spread = { }, Handle<YieldTermStructure> discountingCurve = { }, Pillar::Choice pillar = Pillar::LastRelevantDate, Date customPillarDate = Date(), bool endOfMonth = false, const ext::optional<bool> & useIndexedCoupons = ext::nullopt, const ext::optional<BusinessDayConvention> & floatConvention = ext::nullopt, const ext::shared_ptr<FloatingRateCouponPricer> & couponPricer = { });
|x|ql/termstructures/yield/ratehelpers.hpp|Real SwapRateHelper::impliedQuote() const;
|x|ql/termstructures/yield/ratehelpers.hpp|void SwapRateHelper::setTermStructure(YieldTermStructure *);
|x|ql/termstructures/yield/ratehelpers.hpp|Spread SwapRateHelper::spread() const;
|v|ql/termstructures/yield/ratehelpers.hpp|ext::shared_ptr<VanillaSwap> SwapRateHelper::swap() const;
|x|ql/termstructures/yield/ratehelpers.hpp|const Period & SwapRateHelper::forwardStart() const;
|x|ql/termstructures/yield/ratehelpers.hpp|void SwapRateHelper::accept(AcyclicVisitor &);
|?|ql/termstructures/yield/ratehelpers.hpp|BMASwapRateHelper::BMASwapRateHelper(const Handle<Quote> & liborFraction, const Period & tenor, Natural settlementDays, Calendar calendar, const Period & bmaPeriod, BusinessDayConvention bmaConvention, DayCounter bmaDayCount, ext::shared_ptr<BMAIndex> bmaIndex, ext::shared_ptr<IborIndex> index);
| |ql/termstructures/yield/ratehelpers.hpp|Real BMASwapRateHelper::impliedQuote() const;
| |ql/termstructures/yield/ratehelpers.hpp|void BMASwapRateHelper::setTermStructure(YieldTermStructure *);
| |ql/termstructures/yield/ratehelpers.hpp|void BMASwapRateHelper::accept(AcyclicVisitor &);
|v|ql/termstructures/yield/ratehelpers.hpp|FxSwapRateHelper::FxSwapRateHelper(const Handle<Quote> & fwdPoint, Handle<Quote> spotFx, const Period & tenor, Natural fixingDays, Calendar calendar, BusinessDayConvention convention, bool endOfMonth, bool isFxBaseCurrencyCollateralCurrency, Handle<YieldTermStructure> collateralCurve, Calendar tradingCalendar = Calendar());
|v|ql/termstructures/yield/ratehelpers.hpp|FxSwapRateHelper::FxSwapRateHelper(const Handle<Quote> & fwdPoint, Handle<Quote> spotFx, const Date & startDate, const Date & endDate, bool isFxBaseCurrencyCollateralCurrency, Handle<YieldTermStructure> collateralCurve);
|x|ql/termstructures/yield/ratehelpers.hpp|Real FxSwapRateHelper::impliedQuote() const;
|x|ql/termstructures/yield/ratehelpers.hpp|void FxSwapRateHelper::setTermStructure(YieldTermStructure *);
|x|ql/termstructures/yield/ratehelpers.hpp|Real FxSwapRateHelper::spot() const;
|x|ql/termstructures/yield/ratehelpers.hpp|Period FxSwapRateHelper::tenor() const;
|x|ql/termstructures/yield/ratehelpers.hpp|Natural FxSwapRateHelper::fixingDays() const;
|x|ql/termstructures/yield/ratehelpers.hpp|Calendar FxSwapRateHelper::calendar() const;
|x|ql/termstructures/yield/ratehelpers.hpp|BusinessDayConvention FxSwapRateHelper::businessDayConvention() const;
|x|ql/termstructures/yield/ratehelpers.hpp|bool FxSwapRateHelper::endOfMonth() const;
|x|ql/termstructures/yield/ratehelpers.hpp|bool FxSwapRateHelper::isFxBaseCurrencyCollateralCurrency() const;
|x|ql/termstructures/yield/ratehelpers.hpp|Calendar FxSwapRateHelper::tradingCalendar() const;
|x|ql/termstructures/yield/ratehelpers.hpp|Calendar FxSwapRateHelper::adjustmentCalendar() const;
|x|ql/termstructures/yield/ratehelpers.hpp|void FxSwapRateHelper::accept(AcyclicVisitor &);
|v|ql/termstructures/yield/spreaddiscountcurve.hpp|InterpolatedSpreadDiscountCurve::InterpolatedSpreadDiscountCurve<Interpolator>(Handle<YieldTermStructure> baseCurve, std::vector<Date> dates, std::vector<DiscountFactor> dfs, const Interpolator & interpolator = { });
|x|ql/termstructures/yield/spreaddiscountcurve.hpp|const Handle<YieldTermStructure> & InterpolatedSpreadDiscountCurve::baseCurve() const;
|x|ql/termstructures/yield/spreaddiscountcurve.hpp|const std::vector<Time> & InterpolatedSpreadDiscountCurve::times() const;
|x|ql/termstructures/yield/spreaddiscountcurve.hpp|const std::vector<Date> & InterpolatedSpreadDiscountCurve::dates() const;
|x|ql/termstructures/yield/spreaddiscountcurve.hpp|const std::vector<Real> & InterpolatedSpreadDiscountCurve::data() const;
|x|ql/termstructures/yield/spreaddiscountcurve.hpp|std::vector<std::pair<Date, Real>> InterpolatedSpreadDiscountCurve::nodes() const;
|v|ql/termstructures/yield/spreaddiscountcurve.hpp|InterpolatedSpreadDiscountCurve<Interpolator>(Handle<YieldTermStructure> baseCurve, std::vector<Date> dates, std::vector<DiscountFactor> dfs, const T & interpolator);
| |ql/termstructures/yield/spreaddiscountcurve.hpp|InterpolatedSpreadDiscountCurve<Interpolator>(Handle<YieldTermStructure> baseCurve, const T & interpolator);
|?|ql/termstructures/yield/spreaddiscountcurve.hpp|DayCounter dayCounter() const;
|?|ql/termstructures/yield/spreaddiscountcurve.hpp|Calendar calendar() const;
| |ql/termstructures/yield/spreaddiscountcurve.hpp|Natural settlementDays() const;
| |ql/termstructures/yield/spreaddiscountcurve.hpp|const Date & referenceDate() const;
| |ql/termstructures/yield/spreaddiscountcurve.hpp|Date maxDate() const;
| |ql/termstructures/yield/spreaddiscountcurve.hpp|DiscountFactor discountImpl(Time t) const;
| |ql/termstructures/yield/spreaddiscountcurve.hpp|DiscountFactor calcSpread(Time t) const;
| |ql/termstructures/yield/spreaddiscountcurve.hpp|void update();
| |ql/termstructures/yield/spreaddiscountcurve.hpp|void updateInterpolation();
|v|ql/termstructures/yield/ultimateforwardtermstructure.hpp|UltimateForwardTermStructure::UltimateForwardTermStructure(Handle<YieldTermStructure>, Handle<Quote> lastLiquidForwardRate, Handle<Quote> ultimateForwardRate, const Period & firstSmoothingPoint, Real alpha, const ext::optional<Integer> & roundingDigits = ext::nullopt, Compounding compounding = Compounded, Frequency frequency = Annual);
|v|ql/termstructures/yield/ultimateforwardtermstructure.hpp|UltimateForwardTermStructure(Handle<YieldTermStructure> h, Handle<Quote> lastLiquidForwardRate, Handle<Quote> ultimateForwardRate, const Period & firstSmoothingPoint, Real alpha, const ext::optional<Integer> & roundingDigits, Compounding compounding, Frequency frequency);
|?|ql/termstructures/yield/ultimateforwardtermstructure.hpp|DayCounter dayCounter() const;
|?|ql/termstructures/yield/ultimateforwardtermstructure.hpp|Calendar calendar() const;
| |ql/termstructures/yield/ultimateforwardtermstructure.hpp|Natural settlementDays() const;
| |ql/termstructures/yield/ultimateforwardtermstructure.hpp|const Date & referenceDate() const;
| |ql/termstructures/yield/ultimateforwardtermstructure.hpp|Date maxDate() const;
| |ql/termstructures/yield/ultimateforwardtermstructure.hpp|void update();
| |ql/termstructures/yield/ultimateforwardtermstructure.hpp|Rate applyRounding(Rate r, Time t) const;
| |ql/termstructures/yield/ultimateforwardtermstructure.hpp|Rate zeroYieldImpl(Time t) const;
|?|ql/termstructures/yield/zerocurve.hpp|InterpolatedZeroCurve::InterpolatedZeroCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & yields, const DayCounter & dayCounter, const Calendar & calendar = Calendar(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { }, const Interpolator & interpolator = { }, Compounding compounding = Continuous, Frequency frequency = Annual);
|?|ql/termstructures/yield/zerocurve.hpp|InterpolatedZeroCurve::InterpolatedZeroCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & yields, const DayCounter & dayCounter, const Calendar & calendar, const Interpolator & interpolator, Compounding compounding = Continuous, Frequency frequency = Annual);
|?|ql/termstructures/yield/zerocurve.hpp|InterpolatedZeroCurve::InterpolatedZeroCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & yields, const DayCounter & dayCounter, const Interpolator & interpolator, Compounding compounding = Continuous, Frequency frequency = Annual);
| |ql/termstructures/yield/zerocurve.hpp|const std::vector<Time> & InterpolatedZeroCurve::times() const;
|x|ql/termstructures/yield/zerocurve.hpp|const std::vector<Date> & InterpolatedZeroCurve::dates() const;
| |ql/termstructures/yield/zerocurve.hpp|const std::vector<Real> & InterpolatedZeroCurve::data() const;
| |ql/termstructures/yield/zerocurve.hpp|const std::vector<Rate> & InterpolatedZeroCurve::zeroRates() const;
| |ql/termstructures/yield/zerocurve.hpp|std::vector<std::pair<Date, Real>> InterpolatedZeroCurve::nodes() const;
| |ql/termstructures/yield/zerocurve.hpp|Date maxDate() const;
| |ql/termstructures/yield/zerocurve.hpp|Rate zeroYieldImpl(Time t) const;
|?|ql/termstructures/yield/zerocurve.hpp|InterpolatedZeroCurve<Interpolator>(const DayCounter & dayCounter, const T & interpolator);
|?|ql/termstructures/yield/zerocurve.hpp|InterpolatedZeroCurve<Interpolator>(const Date & referenceDate, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/yield/zerocurve.hpp|InterpolatedZeroCurve<Interpolator>(Natural settlementDays, const Calendar & calendar, const DayCounter & dayCounter, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator);
|?|ql/termstructures/yield/zerocurve.hpp|InterpolatedZeroCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & yields, const DayCounter & dayCounter, const Calendar & calendar, const std::vector<Handle<Quote>> & jumps, const std::vector<Date> & jumpDates, const T & interpolator, Compounding compounding, Frequency frequency);
|?|ql/termstructures/yield/zerocurve.hpp|InterpolatedZeroCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & yields, const DayCounter & dayCounter, const Calendar & calendar, const T & interpolator, Compounding compounding, Frequency frequency);
|?|ql/termstructures/yield/zerocurve.hpp|InterpolatedZeroCurve<Interpolator>(const std::vector<Date> & dates, const std::vector<Rate> & yields, const DayCounter & dayCounter, const T & interpolator, Compounding compounding, Frequency frequency);
| |ql/termstructures/yield/zerocurve.hpp|void initialize(const Compounding & compounding, const Frequency & frequency);
|v|ql/termstructures/yield/zerospreadedtermstructure.hpp|ZeroSpreadedTermStructure::ZeroSpreadedTermStructure(Handle<YieldTermStructure>, Handle<Quote> spread, Compounding comp = Continuous, Frequency freq = NoFrequency);
|x|ql/termstructures/yield/zerospreadedtermstructure.hpp|ZeroSpreadedTermStructure::ZeroSpreadedTermStructure(Handle<YieldTermStructure>, Handle<Quote> spread, Compounding comp, Frequency freq, const DayCounter & dc);
|v|ql/termstructures/yield/zerospreadedtermstructure.hpp|ZeroSpreadedTermStructure(Handle<YieldTermStructure> h, Handle<Quote> spread, Compounding comp, Frequency freq);
|x|ql/termstructures/yield/zerospreadedtermstructure.hpp|ZeroSpreadedTermStructure(Handle<YieldTermStructure> h, Handle<Quote> spread, Compounding comp, Frequency freq, const DayCounter & dc);
|?|ql/termstructures/yield/zerospreadedtermstructure.hpp|DayCounter dayCounter() const;
|?|ql/termstructures/yield/zerospreadedtermstructure.hpp|Calendar calendar() const;
| |ql/termstructures/yield/zerospreadedtermstructure.hpp|Natural settlementDays() const;
| |ql/termstructures/yield/zerospreadedtermstructure.hpp|const Date & referenceDate() const;
| |ql/termstructures/yield/zerospreadedtermstructure.hpp|Date maxDate() const;
| |ql/termstructures/yield/zerospreadedtermstructure.hpp|Time maxTime() const;
| |ql/termstructures/yield/zerospreadedtermstructure.hpp|void update();
| |ql/termstructures/yield/zerospreadedtermstructure.hpp|Rate zeroYieldImpl(Time t) const;
| |ql/termstructures/yield/zeroyieldstructure.hpp|ZeroYieldStructure::ZeroYieldStructure(const DayCounter & dc = DayCounter());
| |ql/termstructures/yield/zeroyieldstructure.hpp|ZeroYieldStructure::ZeroYieldStructure(const Date & referenceDate, const Calendar & calendar = Calendar(), const DayCounter & dc = DayCounter(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { });
| |ql/termstructures/yield/zeroyieldstructure.hpp|ZeroYieldStructure::ZeroYieldStructure(Natural settlementDays, const Calendar & calendar, const DayCounter & dc = DayCounter(), const std::vector<Handle<Quote>> & jumps = { }, const std::vector<Date> & jumpDates = { });
| |ql/termstructures/yield/zeroyieldstructure.hpp|DiscountFactor discountImpl(Time t) const;
| |ql/termstructures/yieldtermstructure.hpp|YieldTermStructure::YieldTermStructure(const DayCounter & dc = DayCounter());
| |ql/termstructures/yieldtermstructure.hpp|YieldTermStructure::YieldTermStructure(const Date & referenceDate, const Calendar & cal = Calendar(), const DayCounter & dc = DayCounter(), std::vector<Handle<Quote>> jumps = { }, const std::vector<Date> & jumpDates = { });
| |ql/termstructures/yieldtermstructure.hpp|YieldTermStructure::YieldTermStructure(Natural settlementDays, const Calendar & cal, const DayCounter & dc = DayCounter(), std::vector<Handle<Quote>> jumps = { }, const std::vector<Date> & jumpDates = { });
|v|ql/termstructures/yieldtermstructure.hpp|DiscountFactor YieldTermStructure::discount(const Date & d, bool extrapolate = false) const;
|v|ql/termstructures/yieldtermstructure.hpp|DiscountFactor YieldTermStructure::discount(Time t, bool extrapolate = false) const;
|v|ql/termstructures/yieldtermstructure.hpp|InterestRate YieldTermStructure::zeroRate(const Date & d, const DayCounter & resultDayCounter, Compounding comp, Frequency freq = Annual, bool extrapolate = false) const;
|v|ql/termstructures/yieldtermstructure.hpp|InterestRate YieldTermStructure::zeroRate(Time t, Compounding comp, Frequency freq = Annual, bool extrapolate = false) const;
|v|ql/termstructures/yieldtermstructure.hpp|InterestRate YieldTermStructure::forwardRate(const Date & d1, const Date & d2, const DayCounter & resultDayCounter, Compounding comp, Frequency freq = Annual, bool extrapolate = false) const;
|x|ql/termstructures/yieldtermstructure.hpp|InterestRate YieldTermStructure::forwardRate(const Date & d, const Period & p, const DayCounter & resultDayCounter, Compounding comp, Frequency freq = Annual, bool extrapolate = false) const;
|v|ql/termstructures/yieldtermstructure.hpp|InterestRate YieldTermStructure::forwardRate(Time t1, Time t2, Compounding comp, Frequency freq = Annual, bool extrapolate = false) const;
| |ql/termstructures/yieldtermstructure.hpp|const std::vector<Date> & YieldTermStructure::jumpDates() const;
| |ql/termstructures/yieldtermstructure.hpp|const std::vector<Time> & YieldTermStructure::jumpTimes() const;
| |ql/termstructures/yieldtermstructure.hpp|DiscountFactor discount(const Date & d, bool extrapolate) const;
| |ql/termstructures/yieldtermstructure.hpp|InterestRate forwardRate(const Date & d, const Period & p, const DayCounter & dayCounter, Compounding comp, Frequency freq, bool extrapolate) const;
| |ql/time/asx.hpp|static bool ASX::isASXdate(const Date & d, bool mainCycle = true);
| |ql/time/asx.hpp|static bool ASX::isASXcode(const std::string & in, bool mainCycle = true);
| |ql/time/asx.hpp|static std::string ASX::code(const Date & asxDate);
| |ql/time/asx.hpp|static Date ASX::date(const std::string & asxCode, const Date & referenceDate = Date());
| |ql/time/asx.hpp|static Date ASX::nextDate(const Date & d = Date(), bool mainCycle = true);
| |ql/time/asx.hpp|static Date ASX::nextDate(const std::string & asxCode, bool mainCycle = true, const Date & referenceDate = Date());
| |ql/time/asx.hpp|static std::string ASX::nextCode(const Date & d = Date(), bool mainCycle = true);
| |ql/time/asx.hpp|static std::string ASX::nextCode(const std::string & asxCode, bool mainCycle = true, const Date & referenceDate = Date());
| |ql/time/businessdayconvention.hpp|std::ostream & operator<<(std::ostream &, BusinessDayConvention);
| |ql/time/calendar.hpp|std::string Impl::name() const;
| |ql/time/calendar.hpp|bool Impl::isBusinessDay(const Date &) const;
| |ql/time/calendar.hpp|bool Impl::isWeekend(Weekday) const;
|?|ql/time/calendar.hpp|Calendar::Calendar();
| |ql/time/calendar.hpp|bool Calendar::empty() const;
|v|ql/time/calendar.hpp|std::string Calendar::name() const;
| |ql/time/calendar.hpp|const std::set<Date> & Calendar::addedHolidays() const;
| |ql/time/calendar.hpp|const std::set<Date> & Calendar::removedHolidays() const;
| |ql/time/calendar.hpp|void Calendar::resetAddedAndRemovedHolidays();
|v|ql/time/calendar.hpp|bool Calendar::isBusinessDay(const Date & d) const;
|v|ql/time/calendar.hpp|bool Calendar::isHoliday(const Date & d) const;
|v|ql/time/calendar.hpp|bool Calendar::isWeekend(Weekday w) const;
| |ql/time/calendar.hpp|bool Calendar::isStartOfMonth(const Date & d) const;
| |ql/time/calendar.hpp|Date Calendar::startOfMonth(const Date & d) const;
|v|ql/time/calendar.hpp|bool Calendar::isEndOfMonth(const Date & d) const;
|v|ql/time/calendar.hpp|Date Calendar::endOfMonth(const Date & d) const;
|v|ql/time/calendar.hpp|void Calendar::addHoliday(const Date &);
|v|ql/time/calendar.hpp|void Calendar::removeHoliday(const Date &);
|?|ql/time/calendar.hpp|std::vector<Date> Calendar::holidayList(const Date & from, const Date & to, bool includeWeekEnds = false) const;
| |ql/time/calendar.hpp|std::vector<Date> Calendar::businessDayList(const Date & from, const Date & to) const;
|v|ql/time/calendar.hpp|Date Calendar::adjust(const Date &, BusinessDayConvention convention = Following) const;
|v|ql/time/calendar.hpp|Date Calendar::advance(const Date &, Integer n, TimeUnit unit, BusinessDayConvention convention = Following, bool endOfMonth = false) const;
|?|ql/time/calendar.hpp|Date Calendar::advance(const Date & date, const Period & period, BusinessDayConvention convention = Following, bool endOfMonth = false) const;
|v|ql/time/calendar.hpp|Date::serial_type Calendar::businessDaysBetween(const Date & from, const Date & to, bool includeFirst = true, bool includeLast = false) const;
| |ql/time/calendar.hpp|static Day WesternImpl::easterMonday(Year);
| |ql/time/calendar.hpp|static Day OrthodoxImpl::easterMonday(Year);
| |ql/time/calendar.hpp|bool operator==(const Calendar &, const Calendar &);
| |ql/time/calendar.hpp|bool operator!=(const Calendar &, const Calendar &);
| |ql/time/calendar.hpp|std::ostream & operator<<(std::ostream &, const Calendar &);
|x|ql/time/calendar.hpp|bool operator==(const Calendar & c1, const Calendar & c2);
|x|ql/time/calendar.hpp|bool operator!=(const Calendar & c1, const Calendar & c2);
|x|ql/time/calendar.hpp|std::ostream & operator<<(std::ostream & out, const Calendar & c);
|v|ql/time/calendars/argentina.hpp|Argentina::Argentina(Market m = Merval);
|v|ql/time/calendars/australia.hpp|Australia::Australia(Market market = Settlement);
|v|ql/time/calendars/austria.hpp|Austria::Austria(Market market = Settlement);
|x|ql/time/calendars/bespokecalendar.hpp|Impl::Impl(std::string name = "");
|x|ql/time/calendars/bespokecalendar.hpp|std::string Impl::name() const;
|x|ql/time/calendars/bespokecalendar.hpp|bool Impl::isWeekend(Weekday) const;
|x|ql/time/calendars/bespokecalendar.hpp|bool Impl::isBusinessDay(const Date &) const;
|x|ql/time/calendars/bespokecalendar.hpp|void Impl::addWeekend(Weekday);
|?|ql/time/calendars/bespokecalendar.hpp|BespokeCalendar::BespokeCalendar(const std::string & name = "");
|x|ql/time/calendars/bespokecalendar.hpp|void BespokeCalendar::addWeekend(Weekday);
|v|ql/time/calendars/botswana.hpp|std::string Impl::name() const;
|v|ql/time/calendars/botswana.hpp|bool Impl::isBusinessDay(const Date &) const;
|v|ql/time/calendars/botswana.hpp|Botswana::Botswana();
|v|ql/time/calendars/brazil.hpp|Brazil::Brazil(Market market = Settlement);
|v|ql/time/calendars/canada.hpp|Canada::Canada(Market market = Settlement);
|v|ql/time/calendars/chile.hpp|Chile::Chile(Market m = SSE);
|v|ql/time/calendars/china.hpp|IbImpl::IbImpl();
|v|ql/time/calendars/china.hpp|China::China(Market m = SSE);
|v|ql/time/calendars/croatia.hpp|Croatia::Croatia(Market m = ZSE);
|v|ql/time/calendars/czechrepublic.hpp|CzechRepublic::CzechRepublic(Market m = PSE);
|v|ql/time/calendars/denmark.hpp|std::string Impl::name() const;
|v|ql/time/calendars/denmark.hpp|bool Impl::isBusinessDay(const Date &) const;
|v|ql/time/calendars/denmark.hpp|Denmark::Denmark();
|v|ql/time/calendars/finland.hpp|std::string Impl::name() const;
|v|ql/time/calendars/finland.hpp|bool Impl::isBusinessDay(const Date &) const;
|v|ql/time/calendars/finland.hpp|Finland::Finland();
|v|ql/time/calendars/france.hpp|France::France(Market market = Settlement);
|v|ql/time/calendars/germany.hpp|Germany::Germany(Market market = FrankfurtStockExchange);
|v|ql/time/calendars/hongkong.hpp|HongKong::HongKong(Market m = HKEx);
|v|ql/time/calendars/hungary.hpp|std::string Impl::name() const;
|v|ql/time/calendars/hungary.hpp|bool Impl::isBusinessDay(const Date &) const;
|v|ql/time/calendars/hungary.hpp|Hungary::Hungary();
|v|ql/time/calendars/iceland.hpp|Iceland::Iceland(Market m = ICEX);
|v|ql/time/calendars/india.hpp|India::India(Market m = NSE);
|v|ql/time/calendars/indonesia.hpp|Indonesia::Indonesia(Market m = IDX);
| |ql/time/calendars/islamicholidays.hpp|bool isEidAlFitr(const Date &);
| |ql/time/calendars/islamicholidays.hpp|bool isEidAlAdha(const Date &);
|v|ql/time/calendars/israel.hpp|Israel::Israel(Market market = TASE);
|v|ql/time/calendars/italy.hpp|Italy::Italy(Market market = Settlement);
|v|ql/time/calendars/japan.hpp|std::string Impl::name() const;
|v|ql/time/calendars/japan.hpp|bool Impl::isWeekend(Weekday) const;
|v|ql/time/calendars/japan.hpp|bool Impl::isBusinessDay(const Date &) const;
|v|ql/time/calendars/japan.hpp|Japan::Japan();
|x|ql/time/calendars/jointcalendar.hpp|Impl::Impl(const Calendar &, const Calendar &, JointCalendarRule);
|x|ql/time/calendars/jointcalendar.hpp|Impl::Impl(const Calendar &, const Calendar &, const Calendar &, JointCalendarRule);
|x|ql/time/calendars/jointcalendar.hpp|Impl::Impl(const Calendar &, const Calendar &, const Calendar &, const Calendar &, JointCalendarRule);
|x|ql/time/calendars/jointcalendar.hpp|Impl::Impl(std::vector<Calendar>, JointCalendarRule);
|x|ql/time/calendars/jointcalendar.hpp|std::string Impl::name() const;
|x|ql/time/calendars/jointcalendar.hpp|bool Impl::isWeekend(Weekday) const;
|x|ql/time/calendars/jointcalendar.hpp|bool Impl::isBusinessDay(const Date &) const;
|v|ql/time/calendars/jointcalendar.hpp|JointCalendar::JointCalendar(const Calendar &, const Calendar &, JointCalendarRule = JoinHolidays);
|v|ql/time/calendars/jointcalendar.hpp|JointCalendar::JointCalendar(const Calendar &, const Calendar &, const Calendar &, JointCalendarRule = JoinHolidays);
|v|ql/time/calendars/jointcalendar.hpp|JointCalendar::JointCalendar(const Calendar &, const Calendar &, const Calendar &, const Calendar &, JointCalendarRule = JoinHolidays);
|?|ql/time/calendars/jointcalendar.hpp|JointCalendar::JointCalendar(const std::vector<Calendar> &, JointCalendarRule = JoinHolidays);
|v|ql/time/calendars/malta.hpp|Malta::Malta(Market market = MSE);
|v|ql/time/calendars/mexico.hpp|Mexico::Mexico(Market m = BMV);
|v|ql/time/calendars/montenegro.hpp|Montenegro::Montenegro(Market m = MNSE);
|v|ql/time/calendars/newzealand.hpp|NewZealand::NewZealand(Market market = Wellington);
|v|ql/time/calendars/northmacedonia.hpp|NorthMacedonia::NorthMacedonia(Market m = MSE);
|v|ql/time/calendars/norway.hpp|std::string Impl::name() const;
|v|ql/time/calendars/norway.hpp|bool Impl::isBusinessDay(const Date &) const;
|v|ql/time/calendars/norway.hpp|Norway::Norway();
|v|ql/time/calendars/nullcalendar.hpp|std::string Impl::name() const;
|v|ql/time/calendars/nullcalendar.hpp|bool Impl::isWeekend(Weekday) const;
|v|ql/time/calendars/nullcalendar.hpp|bool Impl::isBusinessDay(const Date &) const;
|v|ql/time/calendars/nullcalendar.hpp|NullCalendar::NullCalendar();
|v|ql/time/calendars/poland.hpp|Poland::Poland(Market market = Settlement);
|v|ql/time/calendars/romania.hpp|Romania::Romania(Market market = BVB);
|v|ql/time/calendars/russia.hpp|Russia::Russia(Market = Settlement);
|v|ql/time/calendars/saudiarabia.hpp|SaudiArabia::SaudiArabia(Market m = Tadawul);
|v|ql/time/calendars/serbia.hpp|Serbia::Serbia(Market m = BSE);
|v|ql/time/calendars/singapore.hpp|Singapore::Singapore(Market m = SGX);
|v|ql/time/calendars/slovakia.hpp|Slovakia::Slovakia(Market m = BSSE);
|v|ql/time/calendars/slovenia.hpp|Slovenia::Slovenia(Market m = LSE);
|v|ql/time/calendars/southafrica.hpp|std::string Impl::name() const;
|v|ql/time/calendars/southafrica.hpp|bool Impl::isBusinessDay(const Date &) const;
|v|ql/time/calendars/southafrica.hpp|SouthAfrica::SouthAfrica();
|v|ql/time/calendars/southkorea.hpp|SouthKorea::SouthKorea(Market m = KRX);
|v|ql/time/calendars/sweden.hpp|std::string Impl::name() const;
|v|ql/time/calendars/sweden.hpp|bool Impl::isBusinessDay(const Date &) const;
|v|ql/time/calendars/sweden.hpp|Sweden::Sweden();
|v|ql/time/calendars/switzerland.hpp|std::string Impl::name() const;
|v|ql/time/calendars/switzerland.hpp|bool Impl::isBusinessDay(const Date &) const;
|v|ql/time/calendars/switzerland.hpp|Switzerland::Switzerland();
|v|ql/time/calendars/taiwan.hpp|Taiwan::Taiwan(Market m = TSEC);
|v|ql/time/calendars/target.hpp|std::string Impl::name() const;
|v|ql/time/calendars/target.hpp|bool Impl::isBusinessDay(const Date &) const;
|v|ql/time/calendars/target.hpp|TARGET::TARGET();
|v|ql/time/calendars/thailand.hpp|Thailand::Thailand();
|v|ql/time/calendars/turkey.hpp|std::string Impl::name() const;
|v|ql/time/calendars/turkey.hpp|bool Impl::isWeekend(Weekday) const;
|v|ql/time/calendars/turkey.hpp|bool Impl::isBusinessDay(const Date &) const;
|v|ql/time/calendars/turkey.hpp|Turkey::Turkey();
|v|ql/time/calendars/ukraine.hpp|Ukraine::Ukraine(Market m = USE);
|v|ql/time/calendars/unitedkingdom.hpp|UnitedKingdom::UnitedKingdom(Market market = Settlement);
|v|ql/time/calendars/unitedstates.hpp|UnitedStates::UnitedStates(Market market);
|v|ql/time/calendars/uzbekistan.hpp|std::string Impl::name() const;
|v|ql/time/calendars/uzbekistan.hpp|bool Impl::isBusinessDay(const Date &) const;
|v|ql/time/calendars/uzbekistan.hpp|Uzbekistan::Uzbekistan(Market market = UZSE);
| |ql/time/calendars/weekendsonly.hpp|std::string Impl::name() const;
| |ql/time/calendars/weekendsonly.hpp|bool Impl::isBusinessDay(const Date &) const;
| |ql/time/calendars/weekendsonly.hpp|WeekendsOnly::WeekendsOnly();
| |ql/time/date.hpp|std::ostream & operator<<(std::ostream &, Month);
| |ql/time/date.hpp|Date::Date();
| |ql/time/date.hpp|Date::Date(Date::serial_type serialNumber);
| |ql/time/date.hpp|Date::Date(Day d, Month m, Year y);
| |ql/time/date.hpp|Date::Date(const boost::posix_time::ptime & localTime);
| |ql/time/date.hpp|Date::Date(Day d, Month m, Year y, Hour hours, Minute minutes, Second seconds, Millisecond millisec = 0, Microsecond microsec = 0);
| |ql/time/date.hpp|Weekday Date::weekday() const;
|v|ql/time/date.hpp|Day Date::dayOfMonth() const;
|v|ql/time/date.hpp|Day Date::dayOfYear() const;
|v|ql/time/date.hpp|Month Date::month() const;
|v|ql/time/date.hpp|Year Date::year() const;
| |ql/time/date.hpp|Date::serial_type Date::serialNumber() const;
| |ql/time/date.hpp|Hour Date::hours() const;
| |ql/time/date.hpp|Minute Date::minutes() const;
| |ql/time/date.hpp|Second Date::seconds() const;
| |ql/time/date.hpp|Millisecond Date::milliseconds() const;
| |ql/time/date.hpp|Microsecond Date::microseconds() const;
| |ql/time/date.hpp|Time Date::fractionOfDay() const;
| |ql/time/date.hpp|Time Date::fractionOfSecond() const;
| |ql/time/date.hpp|const boost::posix_time::ptime & Date::dateTime() const;
| |ql/time/date.hpp|Date & Date::operator+=(Date::serial_type days);
| |ql/time/date.hpp|Date & Date::operator+=(const Period &);
| |ql/time/date.hpp|Date & Date::operator-=(Date::serial_type days);
| |ql/time/date.hpp|Date & Date::operator-=(const Period &);
| |ql/time/date.hpp|Date & Date::operator++();
| |ql/time/date.hpp|Date Date::operator++(int);
| |ql/time/date.hpp|Date & Date::operator--();
| |ql/time/date.hpp|Date Date::operator--(int);
| |ql/time/date.hpp|Date Date::operator+(Date::serial_type days) const;
| |ql/time/date.hpp|Date Date::operator+(const Period &) const;
| |ql/time/date.hpp|Date Date::operator-(Date::serial_type days) const;
| |ql/time/date.hpp|Date Date::operator-(const Period &) const;
| |ql/time/date.hpp|static Date Date::todaysDate();
|v|ql/time/date.hpp|static Date Date::minDate();
|v|ql/time/date.hpp|static Date Date::maxDate();
| |ql/time/date.hpp|static bool Date::isLeap(Year y);
| |ql/time/date.hpp|static Date Date::startOfMonth(const Date & d);
| |ql/time/date.hpp|static bool Date::isStartOfMonth(const Date & d);
|v|ql/time/date.hpp|static Date Date::endOfMonth(const Date & d);
|v|ql/time/date.hpp|static bool Date::isEndOfMonth(const Date & d);
|v|ql/time/date.hpp|static Date Date::nextWeekday(const Date & d, Weekday w);
|v|ql/time/date.hpp|static Date Date::nthWeekday(Size n, Weekday w, Month m, Year y);
| |ql/time/date.hpp|static Date Date::localDateTime();
| |ql/time/date.hpp|static Date Date::universalDateTime();
| |ql/time/date.hpp|static boost::posix_time::time_duration::tick_type Date::ticksPerSecond();
| |ql/time/date.hpp|Date::serial_type operator-(const Date &, const Date &);
| |ql/time/date.hpp|Time daysBetween(const Date &, const Date &);
| |ql/time/date.hpp|bool operator==(const Date &, const Date &);
| |ql/time/date.hpp|bool operator!=(const Date &, const Date &);
| |ql/time/date.hpp|bool operator<(const Date &, const Date &);
| |ql/time/date.hpp|bool operator<=(const Date &, const Date &);
| |ql/time/date.hpp|bool operator>(const Date &, const Date &);
| |ql/time/date.hpp|bool operator>=(const Date &, const Date &);
|x|ql/time/date.hpp|std::size_t hash_value(const Date & d);
|x|ql/time/date.hpp|std::ostream & operator<<(std::ostream &, const Date &);
|x|ql/time/date.hpp|short_date_holder::short_date_holder(const Date d);
|x|ql/time/date.hpp|std::ostream & operator<<(std::ostream &, const short_date_holder &);
|x|ql/time/date.hpp|long_date_holder::long_date_holder(const Date & d);
|x|ql/time/date.hpp|std::ostream & operator<<(std::ostream &, const long_date_holder &);
|x|ql/time/date.hpp|iso_date_holder::iso_date_holder(const Date & d);
|x|ql/time/date.hpp|std::ostream & operator<<(std::ostream &, const iso_date_holder &);
|x|ql/time/date.hpp|formatted_date_holder::formatted_date_holder(const Date & d, std::string f);
|x|ql/time/date.hpp|std::ostream & operator<<(std::ostream &, const formatted_date_holder &);
|x|ql/time/date.hpp|iso_datetime_holder::iso_datetime_holder(const Date & d);
|x|ql/time/date.hpp|std::ostream & operator<<(std::ostream &, const iso_datetime_holder &);
|x|ql/time/date.hpp|detail::short_date_holder short_date(const Date &);
|x|ql/time/date.hpp|detail::long_date_holder long_date(const Date &);
|x|ql/time/date.hpp|detail::iso_date_holder iso_date(const Date &);
|x|ql/time/date.hpp|detail::formatted_date_holder formatted_date(const Date &, const std::string & fmt);
|x|ql/time/date.hpp|detail::iso_datetime_holder iso_datetime(const Date &);
|x|ql/time/date.hpp|std::size_t hash::operator()(const QuantLib::Date & d) const;
|x|ql/time/dategenerationrule.hpp|std::ostream & operator<<(std::ostream &, DateGeneration::Rule);
|x|ql/time/daycounter.hpp|std::string Impl::name() const;
| |ql/time/daycounter.hpp|Date::serial_type Impl::dayCount(const Date & d1, const Date & d2) const;
| |ql/time/daycounter.hpp|Time Impl::yearFraction(const Date & d1, const Date & d2, const Date & refPeriodStart, const Date & refPeriodEnd) const;
|?|ql/time/daycounter.hpp|DayCounter::DayCounter();
| |ql/time/daycounter.hpp|bool DayCounter::empty() const;
|v|ql/time/daycounter.hpp|std::string DayCounter::name() const;
|v|ql/time/daycounter.hpp|Date::serial_type DayCounter::dayCount(const Date &, const Date &) const;
|v|ql/time/daycounter.hpp|Time DayCounter::yearFraction(const Date &, const Date &, const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date()) const;
| |ql/time/daycounter.hpp|bool operator==(const DayCounter &, const DayCounter &);
| |ql/time/daycounter.hpp|bool operator!=(const DayCounter &, const DayCounter &);
| |ql/time/daycounter.hpp|std::ostream & operator<<(std::ostream &, const DayCounter &);
| |ql/time/daycounter.hpp|bool operator==(const DayCounter & d1, const DayCounter & d2);
| |ql/time/daycounter.hpp|bool operator!=(const DayCounter & d1, const DayCounter & d2);
| |ql/time/daycounter.hpp|std::ostream & operator<<(std::ostream & out, const DayCounter & d);
|x|ql/time/daycounters/actual360.hpp|Impl::Impl(const bool includeLastDay);
|x|ql/time/daycounters/actual360.hpp|std::string Impl::name() const;
|x|ql/time/daycounters/actual360.hpp|Date::serial_type Impl::dayCount(const Date & d1, const Date & d2) const;
|v|ql/time/daycounters/actual360.hpp|Actual360::Actual360(const bool includeLastDay = false);
|x|ql/time/daycounters/actual364.hpp|std::string Impl::name() const;
|v|ql/time/daycounters/actual364.hpp|Actual364::Actual364();
|x|ql/time/daycounters/actual36525.hpp|Impl::Impl(const bool includeLastDay);
|x|ql/time/daycounters/actual36525.hpp|std::string Impl::name() const;
|x|ql/time/daycounters/actual36525.hpp|Date::serial_type Impl::dayCount(const Date & d1, const Date & d2) const;
|v|ql/time/daycounters/actual36525.hpp|Actual36525::Actual36525(const bool includeLastDay = false);
|v|ql/time/daycounters/actual365fixed.hpp|Actual365Fixed::Actual365Fixed(Convention c = Actual365Fixed::Standard);
|x|ql/time/daycounters/actual365fixed.hpp|std::string Impl::name() const;
|x|ql/time/daycounters/actual366.hpp|Impl::Impl(const bool includeLastDay);
|x|ql/time/daycounters/actual366.hpp|std::string Impl::name() const;
|x|ql/time/daycounters/actual366.hpp|Date::serial_type Impl::dayCount(const Date & d1, const Date & d2) const;
|v|ql/time/daycounters/actual366.hpp|Actual366::Actual366(const bool includeLastDay = false);
|x|ql/time/daycounters/actualactual.hpp|ISMA_Impl::ISMA_Impl(Schedule schedule);
|v|ql/time/daycounters/actualactual.hpp|ActualActual::ActualActual(Convention c, Schedule schedule = Schedule());
|x|ql/time/daycounters/business252.hpp|std::string Impl::name() const;
|x|ql/time/daycounters/business252.hpp|Date::serial_type Impl::dayCount(const Date & d1, const Date & d2) const;
|x|ql/time/daycounters/business252.hpp|Impl::Impl(Calendar c);
|v|ql/time/daycounters/business252.hpp|Business252::Business252(const Calendar & c = Brazil());
|x|ql/time/daycounters/one.hpp|std::string Impl::name() const;
|x|ql/time/daycounters/one.hpp|Date::serial_type Impl::dayCount(const Date & d1, const Date & d2) const;
|x|ql/time/daycounters/one.hpp|OneDayCounter::OneDayCounter();
|x|ql/time/daycounters/simpledaycounter.hpp|std::string Impl::name() const;
|x|ql/time/daycounters/simpledaycounter.hpp|Date::serial_type Impl::dayCount(const Date & d1, const Date & d2) const;
| |ql/time/daycounters/simpledaycounter.hpp|SimpleDayCounter::SimpleDayCounter();
|x|ql/time/daycounters/thirty360.hpp|ISDA_Impl::ISDA_Impl(const Date & terminationDate);
|v|ql/time/daycounters/thirty360.hpp|Thirty360::Thirty360(Convention c, const Date & terminationDate = Date());
|x|ql/time/daycounters/thirty365.hpp|std::string Impl::name() const;
|x|ql/time/daycounters/thirty365.hpp|Date::serial_type Impl::dayCount(const Date & d1, const Date & d2) const;
|v|ql/time/daycounters/thirty365.hpp|Thirty365::Thirty365();
| |ql/time/daycounters/yearfractiontodate.hpp|Date yearFractionToDate(const DayCounter & dayCounter, const Date & referenceDate, Time t);
|?|ql/time/ecb.hpp|static const std::set<Date> & ECB::knownDates();
|v|ql/time/ecb.hpp|static void ECB::addDate(const Date & d);
|v|ql/time/ecb.hpp|static void ECB::removeDate(const Date & d);
|v|ql/time/ecb.hpp|static Date ECB::date(Month m, Year y);
|v|ql/time/ecb.hpp|static Date ECB::date(const std::string & ecbCode, const Date & referenceDate = Date());
|v|ql/time/ecb.hpp|static std::string ECB::code(const Date & ecbDate);
|v|ql/time/ecb.hpp|static Date ECB::nextDate(const Date & d = Date());
|v|ql/time/ecb.hpp|static Date ECB::nextDate(const std::string & ecbCode, const Date & referenceDate = Date());
|?|ql/time/ecb.hpp|static std::vector<Date> ECB::nextDates(const Date & d = Date());
|?|ql/time/ecb.hpp|static std::vector<Date> ECB::nextDates(const std::string & ecbCode, const Date & referenceDate = Date());
|v|ql/time/ecb.hpp|static bool ECB::isECBdate(const Date & d);
|v|ql/time/ecb.hpp|static bool ECB::isECBcode(const std::string & in);
|v|ql/time/ecb.hpp|static std::string ECB::nextCode(const Date & d = Date());
|v|ql/time/ecb.hpp|static std::string ECB::nextCode(const std::string & ecbCode);
| |ql/time/frequency.hpp|std::ostream & operator<<(std::ostream & out, Frequency f);
|v|ql/time/imm.hpp|static bool IMM::isIMMdate(const Date & d, bool mainCycle = true);
|v|ql/time/imm.hpp|static bool IMM::isIMMcode(const std::string & in, bool mainCycle = true);
|v|ql/time/imm.hpp|static std::string IMM::code(const Date & immDate);
|v|ql/time/imm.hpp|static Date IMM::date(const std::string & immCode, const Date & referenceDate = Date());
|v|ql/time/imm.hpp|static Date IMM::nextDate(const Date & d = Date(), bool mainCycle = true);
|v|ql/time/imm.hpp|static Date IMM::nextDate(const std::string & immCode, bool mainCycle = true, const Date & referenceDate = Date());
|v|ql/time/imm.hpp|static std::string IMM::nextCode(const Date & d = Date(), bool mainCycle = true);
|v|ql/time/imm.hpp|static std::string IMM::nextCode(const std::string & immCode, bool mainCycle = true, const Date & referenceDate = Date());
|x|ql/time/period.hpp|Period::Period();
|x|ql/time/period.hpp|Period::Period(Integer n, TimeUnit units);
|x|ql/time/period.hpp|Period::Period(Frequency f);
|x|ql/time/period.hpp|Integer Period::length() const;
|x|ql/time/period.hpp|TimeUnit Period::units() const;
|x|ql/time/period.hpp|Frequency Period::frequency() const;
|x|ql/time/period.hpp|Period & Period::operator+=(const Period &);
|x|ql/time/period.hpp|Period & Period::operator-=(const Period &);
|x|ql/time/period.hpp|Period & Period::operator*=(Integer);
|x|ql/time/period.hpp|Period & Period::operator/=(Integer);
|x|ql/time/period.hpp|void Period::normalize();
|x|ql/time/period.hpp|Period Period::normalized() const;
|x|ql/time/period.hpp|Real years(const Period &);
|x|ql/time/period.hpp|Real months(const Period &);
|x|ql/time/period.hpp|Real weeks(const Period &);
|x|ql/time/period.hpp|Real days(const Period &);
|x|ql/time/period.hpp|Period operator-(const Period &);
|x|ql/time/period.hpp|Period operator*(Integer n, const Period &);
|x|ql/time/period.hpp|Period operator*(const Period &, Integer n);
|x|ql/time/period.hpp|Period operator/(const Period &, Integer n);
|x|ql/time/period.hpp|Period operator+(const Period &, const Period &);
|x|ql/time/period.hpp|Period operator-(const Period &, const Period &);
|x|ql/time/period.hpp|bool operator<(const Period &, const Period &);
|x|ql/time/period.hpp|bool operator==(const Period &, const Period &);
|x|ql/time/period.hpp|bool operator!=(const Period &, const Period &);
|x|ql/time/period.hpp|bool operator>(const Period &, const Period &);
|x|ql/time/period.hpp|bool operator<=(const Period &, const Period &);
|x|ql/time/period.hpp|bool operator>=(const Period &, const Period &);
|x|ql/time/period.hpp|std::ostream & operator<<(std::ostream &, const Period &);
|x|ql/time/period.hpp|long_period_holder::long_period_holder(const Period & p);
|x|ql/time/period.hpp|std::ostream & operator<<(std::ostream &, const long_period_holder &);
|x|ql/time/period.hpp|short_period_holder::short_period_holder(Period p);
|x|ql/time/period.hpp|std::ostream & operator<<(std::ostream &, const short_period_holder &);
|x|ql/time/period.hpp|detail::long_period_holder long_period(const Period &);
|x|ql/time/period.hpp|detail::short_period_holder short_period(const Period &);
|x|ql/time/period.hpp|Period operator-(const Period & p);
|x|ql/time/period.hpp|Period operator*(Integer n, const Period & p);
|x|ql/time/period.hpp|Period operator*(const Period & p, Integer n);
|x|ql/time/period.hpp|bool operator==(const Period & p1, const Period & p2);
|x|ql/time/period.hpp|bool operator!=(const Period & p1, const Period & p2);
|x|ql/time/period.hpp|bool operator>(const Period & p1, const Period & p2);
|x|ql/time/period.hpp|bool operator<=(const Period & p1, const Period & p2);
|x|ql/time/period.hpp|bool operator>=(const Period & p1, const Period & p2);
|u|ql/time/schedule.hpp|Schedule::Schedule(const std::vector<Date> &, Calendar calendar = NullCalendar(), BusinessDayConvention convention = Unadjusted, const ext::optional<BusinessDayConvention> & terminationDateConvention = ext::nullopt, const ext::optional<Period> & tenor = ext::nullopt, const ext::optional<DateGeneration::Rule> & rule = ext::nullopt, const ext::optional<bool> & endOfMonth = ext::nullopt, std::vector<bool> isRegular = std::vector<bool>(0));
|v|ql/time/schedule.hpp|Schedule::Schedule(Date effectiveDate, const Date & terminationDate, const Period & tenor, Calendar calendar, BusinessDayConvention convention, BusinessDayConvention terminationDateConvention, DateGeneration::Rule rule, bool endOfMonth, const Date & firstDate = Date(), const Date & nextToLastDate = Date());
|?|ql/time/schedule.hpp|Schedule::Schedule();
|x|ql/time/schedule.hpp|Size Schedule::size() const;
|x|ql/time/schedule.hpp|const Date & Schedule::operator[](Size i) const;
|x|ql/time/schedule.hpp|const Date & Schedule::at(Size i) const;
|x|ql/time/schedule.hpp|const Date & Schedule::date(Size i) const;
|x|ql/time/schedule.hpp|const std::vector<Date> & Schedule::dates() const;
|x|ql/time/schedule.hpp|bool Schedule::empty() const;
|x|ql/time/schedule.hpp|const Date & Schedule::front() const;
|x|ql/time/schedule.hpp|const Date & Schedule::back() const;
|x|ql/time/schedule.hpp|Date Schedule::previousDate(const Date & refDate) const;
|x|ql/time/schedule.hpp|Date Schedule::nextDate(const Date & refDate) const;
|x|ql/time/schedule.hpp|bool Schedule::hasIsRegular() const;
|x|ql/time/schedule.hpp|bool Schedule::isRegular(Size i) const;
|x|ql/time/schedule.hpp|const std::vector<bool> & Schedule::isRegular() const;
|x|ql/time/schedule.hpp|const Calendar & Schedule::calendar() const;
|x|ql/time/schedule.hpp|const Date & Schedule::startDate() const;
|x|ql/time/schedule.hpp|const Date & Schedule::endDate() const;
|x|ql/time/schedule.hpp|bool Schedule::hasTenor() const;
|x|ql/time/schedule.hpp|const Period & Schedule::tenor() const;
|x|ql/time/schedule.hpp|BusinessDayConvention Schedule::businessDayConvention() const;
|x|ql/time/schedule.hpp|bool Schedule::hasTerminationDateBusinessDayConvention() const;
|x|ql/time/schedule.hpp|BusinessDayConvention Schedule::terminationDateBusinessDayConvention() const;
|x|ql/time/schedule.hpp|bool Schedule::hasRule() const;
|x|ql/time/schedule.hpp|DateGeneration::Rule Schedule::rule() const;
|x|ql/time/schedule.hpp|bool Schedule::hasEndOfMonth() const;
|x|ql/time/schedule.hpp|bool Schedule::endOfMonth() const;
|x|ql/time/schedule.hpp|const_iterator Schedule::begin() const;
|x|ql/time/schedule.hpp|const_iterator Schedule::end() const;
|x|ql/time/schedule.hpp|const_iterator Schedule::lower_bound(const Date & d = Date()) const;
|x|ql/time/schedule.hpp|Schedule Schedule::after(const Date & truncationDate) const;
|v|ql/time/schedule.hpp|Schedule Schedule::until(const Date & truncationDate) const;
| |ql/time/schedule.hpp|MakeSchedule & MakeSchedule::from(const Date & effectiveDate);
| |ql/time/schedule.hpp|MakeSchedule & MakeSchedule::to(const Date & terminationDate);
| |ql/time/schedule.hpp|MakeSchedule & MakeSchedule::withTenor(const Period &);
| |ql/time/schedule.hpp|MakeSchedule & MakeSchedule::withFrequency(Frequency);
| |ql/time/schedule.hpp|MakeSchedule & MakeSchedule::withCalendar(const Calendar &);
| |ql/time/schedule.hpp|MakeSchedule & MakeSchedule::withConvention(BusinessDayConvention);
| |ql/time/schedule.hpp|MakeSchedule & MakeSchedule::withTerminationDateConvention(BusinessDayConvention);
| |ql/time/schedule.hpp|MakeSchedule & MakeSchedule::withRule(DateGeneration::Rule);
| |ql/time/schedule.hpp|MakeSchedule & MakeSchedule::forwards();
| |ql/time/schedule.hpp|MakeSchedule & MakeSchedule::backwards();
| |ql/time/schedule.hpp|MakeSchedule & MakeSchedule::endOfMonth(bool flag = true);
| |ql/time/schedule.hpp|MakeSchedule & MakeSchedule::withFirstDate(const Date & d);
| |ql/time/schedule.hpp|MakeSchedule & MakeSchedule::withNextToLastDate(const Date & d);
| |ql/time/schedule.hpp|Date previousTwentieth(const Date & d, DateGeneration::Rule rule);
| |ql/time/schedule.hpp|bool allowsEndOfMonth(const Period & tenor);
| |ql/time/schedule.hpp|const Date & operator[](Size i) const;
| |ql/time/timeunit.hpp|std::ostream & operator<<(std::ostream &, const TimeUnit &);
| |ql/time/weekday.hpp|std::ostream & operator<<(std::ostream &, const Weekday &);
| |ql/time/weekday.hpp|long_weekday_holder::long_weekday_holder(Weekday d);
| |ql/time/weekday.hpp|std::ostream & operator<<(std::ostream &, const long_weekday_holder &);
| |ql/time/weekday.hpp|short_weekday_holder::short_weekday_holder(Weekday d);
| |ql/time/weekday.hpp|std::ostream & operator<<(std::ostream &, const short_weekday_holder &);
| |ql/time/weekday.hpp|shortest_weekday_holder::shortest_weekday_holder(Weekday d);
| |ql/time/weekday.hpp|std::ostream & operator<<(std::ostream &, const shortest_weekday_holder &);
| |ql/time/weekday.hpp|detail::long_weekday_holder long_weekday(Weekday);
| |ql/time/weekday.hpp|detail::short_weekday_holder short_weekday(Weekday);
| |ql/time/weekday.hpp|detail::shortest_weekday_holder shortest_weekday(Weekday);
|?|ql/timegrid.hpp|TimeGrid::TimeGrid();
|v|ql/timegrid.hpp|TimeGrid::TimeGrid(Time end, Size steps);
|?|ql/timegrid.hpp|TimeGrid::TimeGrid(std::initializer_list<Time> times);
|v|ql/timegrid.hpp|TimeGrid::TimeGrid(std::initializer_list<Time> times, Size steps);
|x|ql/timegrid.hpp|Size TimeGrid::index(Time t) const;
|x|ql/timegrid.hpp|Size TimeGrid::closestIndex(Time t) const;
|x|ql/timegrid.hpp|Time TimeGrid::closestTime(Time t) const;
|x|ql/timegrid.hpp|const std::vector<Time> & TimeGrid::mandatoryTimes() const;
|x|ql/timegrid.hpp|Time TimeGrid::dt(Size i) const;
|x|ql/timegrid.hpp|Time TimeGrid::operator[](Size i) const;
|v|ql/timegrid.hpp|Time TimeGrid::at(Size i) const;
|v|ql/timegrid.hpp|Size TimeGrid::size() const;
|x|ql/timegrid.hpp|bool TimeGrid::empty() const;
|x|ql/timegrid.hpp|const_iterator TimeGrid::begin() const;
|x|ql/timegrid.hpp|const_iterator TimeGrid::end() const;
|x|ql/timegrid.hpp|const_reverse_iterator TimeGrid::rbegin() const;
|x|ql/timegrid.hpp|const_reverse_iterator TimeGrid::rend() const;
|x|ql/timegrid.hpp|Time TimeGrid::front() const;
|x|ql/timegrid.hpp|Time TimeGrid::back() const;
| |ql/timeseries.hpp|TimeSeries::TimeSeries<T, Container>();
| |ql/timeseries.hpp|Date TimeSeries::firstDate() const;
| |ql/timeseries.hpp|Date TimeSeries::lastDate() const;
| |ql/timeseries.hpp|Size TimeSeries::size() const;
| |ql/timeseries.hpp|bool TimeSeries::empty() const;
| |ql/timeseries.hpp|T TimeSeries::operator[](const Date & d) const;
| |ql/timeseries.hpp|T & TimeSeries::operator[](const Date & d);
| |ql/timeseries.hpp|reverse::reverse<container, iterator_category>(const container & c);
| |ql/timeseries.hpp|const_reverse_iterator reverse::rbegin() const;
| |ql/timeseries.hpp|const_reverse_iterator reverse::rend() const;
| |ql/timeseries.hpp|TimeSeries::reverse<container, std::bidirectional_iterator_tag>(const container & c);
| |ql/timeseries.hpp|const_reverse_iterator TimeSeries::rbegin() const;
| |ql/timeseries.hpp|const_reverse_iterator TimeSeries::rend() const;
| |ql/timeseries.hpp|const_iterator TimeSeries::cbegin() const;
| |ql/timeseries.hpp|const_iterator TimeSeries::cend() const;
| |ql/timeseries.hpp|const_iterator TimeSeries::begin() const;
| |ql/timeseries.hpp|const_iterator TimeSeries::end() const;
| |ql/timeseries.hpp|const_reverse_iterator TimeSeries::crbegin() const;
| |ql/timeseries.hpp|const_reverse_iterator TimeSeries::crend() const;
| |ql/timeseries.hpp|const_iterator TimeSeries::find(const Date &);
| |ql/timeseries.hpp|std::vector<Date> TimeSeries::dates() const;
| |ql/timeseries.hpp|std::vector<T> TimeSeries::values() const;
| |ql/timeseries.hpp|typename TimeSeries<T, C>::const_iterator cbegin() const;
| |ql/timeseries.hpp|typename TimeSeries<T, C>::const_iterator cend() const;
| |ql/timeseries.hpp|typename TimeSeries<T, C>::const_iterator find(const Date & d);
|x|ql/utilities/clone.hpp|Clone::Clone<T>();
|x|ql/utilities/clone.hpp|Clone::Clone<T>(std::unique_ptr<T> &&);
|x|ql/utilities/clone.hpp|Clone::Clone<T>(const T &);
|x|ql/utilities/clone.hpp|Clone::Clone<T>(const Clone<T> &);
|x|ql/utilities/clone.hpp|Clone::Clone<T>(Clone<T> &&);
|x|ql/utilities/clone.hpp|Clone<T> & Clone::operator=(const T &);
|x|ql/utilities/clone.hpp|Clone<T> & Clone::operator=(const Clone<T> &);
|x|ql/utilities/clone.hpp|Clone<T> & Clone::operator=(Clone<T> &&);
|x|ql/utilities/clone.hpp|T & Clone::operator*() const;
|x|ql/utilities/clone.hpp|T * Clone::operator->() const;
|x|ql/utilities/clone.hpp|bool Clone::empty() const;
|x|ql/utilities/clone.hpp|void Clone::swap(Clone<T> & t);
|x|ql/utilities/clone.hpp|Clone<T>(std::unique_ptr<T> && p);
|x|ql/utilities/clone.hpp|Clone<T>(const T & t);
|x|ql/utilities/clone.hpp|Clone<T>(const Clone<T> & t);
|x|ql/utilities/clone.hpp|Clone<T>(Clone<T> && t);
|x|ql/utilities/clone.hpp|Clone<T> & operator=(const T & t);
|x|ql/utilities/clone.hpp|Clone<T> & operator=(const Clone<T> & t);
|x|ql/utilities/clone.hpp|Clone<T> & operator=(Clone<T> && t);
|x|ql/utilities/clone.hpp|T & operator*() const;
|x|ql/utilities/clone.hpp|T * operator->() const;
| |ql/utilities/dataformatters.hpp|null_checker::null_checker<T>(T value);
| |ql/utilities/dataformatters.hpp|ordinal_holder::ordinal_holder(Size n);
| |ql/utilities/dataformatters.hpp|std::ostream & operator<<(std::ostream &, const ordinal_holder &);
| |ql/utilities/dataformatters.hpp|power_of_two_holder::power_of_two_holder<T>(T n);
| |ql/utilities/dataformatters.hpp|percent_holder::percent_holder(Real value);
| |ql/utilities/dataformatters.hpp|std::ostream & operator<<(std::ostream &, const percent_holder &);
| |ql/utilities/dataformatters.hpp|sequence_holder::sequence_holder<InputIterator>(InputIterator begin, InputIterator end);
| |ql/utilities/dataformatters.hpp|detail::ordinal_holder ordinal(Size);
| |ql/utilities/dataformatters.hpp|detail::percent_holder percent(Real);
| |ql/utilities/dataformatters.hpp|detail::percent_holder rate(Rate);
| |ql/utilities/dataformatters.hpp|detail::percent_holder volatility(Volatility);
| |ql/utilities/dataformatters.hpp|detail::ordinal_holder ordinal(Size n);
| |ql/utilities/dataformatters.hpp|detail::percent_holder percent(Real x);
| |ql/utilities/dataformatters.hpp|detail::percent_holder rate(Rate r);
| |ql/utilities/dataformatters.hpp|detail::percent_holder volatility(Volatility v);
|?|ql/utilities/dataparsers.hpp|static Period PeriodParser::parse(const std::string & str);
| |ql/utilities/dataparsers.hpp|static Date DateParser::parseFormatted(const std::string & str, const std::string & fmt);
| |ql/utilities/dataparsers.hpp|static Date DateParser::parseISO(const std::string & str);
|x|ql/utilities/null.hpp|Null::Null<Type>();
|x|ql/utilities/observablevalue.hpp|ObservableValue::ObservableValue<T>();
|x|ql/utilities/observablevalue.hpp|ObservableValue::ObservableValue<T>(T &&);
|x|ql/utilities/observablevalue.hpp|ObservableValue::ObservableValue<T>(const T &);
|x|ql/utilities/observablevalue.hpp|ObservableValue::ObservableValue<T>(const ObservableValue<T> &);
|x|ql/utilities/observablevalue.hpp|ObservableValue<T> & ObservableValue::operator=(T &&);
|x|ql/utilities/observablevalue.hpp|ObservableValue<T> & ObservableValue::operator=(const T &);
|x|ql/utilities/observablevalue.hpp|ObservableValue<T> & ObservableValue::operator=(const ObservableValue<T> &);
|x|ql/utilities/observablevalue.hpp|const T & ObservableValue::value() const;
|x|ql/utilities/observablevalue.hpp|ObservableValue<T>();
|x|ql/utilities/observablevalue.hpp|ObservableValue<T>(T && t);
|x|ql/utilities/observablevalue.hpp|ObservableValue<T>(const T & t);
|x|ql/utilities/observablevalue.hpp|ObservableValue<T>(const ObservableValue<T> & t);
|x|ql/utilities/observablevalue.hpp|ObservableValue<T> & operator=(T && t);
|x|ql/utilities/observablevalue.hpp|ObservableValue<T> & operator=(const T & t);
|x|ql/utilities/observablevalue.hpp|ObservableValue<T> & operator=(const ObservableValue<T> & t);
|x|ql/utilities/steppingiterator.hpp|step_iterator::step_iterator<Iterator>();
|x|ql/utilities/steppingiterator.hpp|step_iterator::step_iterator<Iterator>(const step_iterator<Iterator> & other);
|x|ql/utilities/steppingiterator.hpp|step_iterator::step_iterator<Iterator>(const Iterator & base, Size step);
|x|ql/utilities/steppingiterator.hpp|Size step_iterator::step() const;
|x|ql/utilities/steppingiterator.hpp|step_iterator<Iterator> & step_iterator::operator=(const step_iterator<Iterator> & other);
|x|ql/utilities/steppingiterator.hpp|step_iterator<Iterator> & step_iterator::operator++();
|x|ql/utilities/steppingiterator.hpp|step_iterator<Iterator> step_iterator::operator++(int);
|x|ql/utilities/steppingiterator.hpp|reference step_iterator::operator*() const;
|x|ql/utilities/steppingiterator.hpp|step_iterator<Iterator> & step_iterator::operator--();
|x|ql/utilities/steppingiterator.hpp|step_iterator<Iterator> step_iterator::operator--(int);
|x|ql/utilities/steppingiterator.hpp|step_iterator<Iterator> & step_iterator::operator+=(Size n);
|x|ql/utilities/steppingiterator.hpp|step_iterator<Iterator> & step_iterator::operator-=(Size n);
|x|ql/utilities/steppingiterator.hpp|reference step_iterator::operator[](Size n) const;
|x|ql/utilities/steppingiterator.hpp|step_iterator<Iterator> step_iterator::operator+(const step_iterator<Iterator> & i, Size n);
|x|ql/utilities/steppingiterator.hpp|step_iterator<Iterator> step_iterator::operator+(Size n, const step_iterator<Iterator> & i);
|x|ql/utilities/steppingiterator.hpp|step_iterator<Iterator> step_iterator::operator-(const step_iterator<Iterator> & i, Size n);
|x|ql/utilities/steppingiterator.hpp|difference_type step_iterator::operator-(const step_iterator<Iterator> & lhs, const step_iterator<Iterator> & rhs);
|x|ql/utilities/steppingiterator.hpp|bool step_iterator::operator==(const step_iterator<Iterator> & lhs, const step_iterator<Iterator> & rhs);
|x|ql/utilities/steppingiterator.hpp|bool step_iterator::operator!=(const step_iterator<Iterator> & lhs, const step_iterator<Iterator> & rhs);
|x|ql/utilities/steppingiterator.hpp|bool step_iterator::operator<(const step_iterator<Iterator> & lhs, const step_iterator<Iterator> & rhs);
|x|ql/utilities/steppingiterator.hpp|bool step_iterator::operator>(const step_iterator<Iterator> & lhs, const step_iterator<Iterator> & rhs);
|x|ql/utilities/steppingiterator.hpp|bool step_iterator::operator<=(const step_iterator<Iterator> & lhs, const step_iterator<Iterator> & rhs);
|x|ql/utilities/steppingiterator.hpp|bool step_iterator::operator>=(const step_iterator<Iterator> & lhs, const step_iterator<Iterator> & rhs);
|x|ql/utilities/tracing.hpp|void Tracing::enable();
|x|ql/utilities/tracing.hpp|void Tracing::disable();
|x|ql/utilities/tracing.hpp|void Tracing::setStream(std::ostream & stream);
|x|ql/utilities/tracing.hpp|bool Tracing::enabled() const;
|x|ql/utilities/tracing.hpp|std::ostream & Tracing::stream();
|x|ql/utilities/tracing.hpp|Integer Tracing::depth() const;
|x|ql/utilities/tracing.hpp|void Tracing::down();
|x|ql/utilities/tracing.hpp|void Tracing::up();
|x|ql/version.hpp|std::size_t compiledBoostVersion();
|u|ql/volatilitymodel.hpp|TimeSeries<Volatility> LocalVolatilityEstimator::calculate(const TimeSeries<T> & quoteSeries);
|u|ql/volatilitymodel.hpp|time_series VolatilityCompositor::calculate(const time_series & volatilitySeries);
|x|ql/volatilitymodel.hpp|void VolatilityCompositor::calibrate(const time_series & volatilitySeries);
|v|ql/models/equity/hestonslvmcmodel.hpp|HestonSLVMCModel::HestonSLVMCModel(Handle<LocalVolTermStructure> localVol, Handle<HestonModel> hestonModel, ext::shared_ptr<BrownianGeneratorFactory> brownianGeneratorFactory, const Date & endDate, Size timeStepsPerYear = 365, Size nBins = 201, Size calibrationPaths = (1 << 15), const std::vector<Date> & mandatoryDates = std::vector<Date>(), Real mixingFactor = 1.0);