QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
OneFactorGaussianCopula Member List

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

calculate() const LazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
checkMoments(Real tolerance) const OneFactorCopula
conditionalProbability(Real prob, Real m) const OneFactorCopula
conditionalProbability(const std::vector< Real > &prob, Real m) const OneFactorCopula
correlation() const OneFactorCopula
correlation_ (defined in OneFactorCopula)OneFactorCopulaprotected
cumulativeY(Real y) const OneFactorGaussianCopulavirtual
cumulativeY_ (defined in OneFactorCopula)OneFactorCopulamutableprotected
cumulativeZ(Real z) const OneFactorGaussianCopulavirtual
density(Real m) const OneFactorGaussianCopulavirtual
densitydm(Size i) const (defined in OneFactorCopula)OneFactorCopulaprotected
dm(Size i) const (defined in OneFactorCopula)OneFactorCopulaprotected
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
integral(Real p) const OneFactorCopula
integral(const F &f, std::vector< Real > &probabilities) const OneFactorCopula
integral(const F &f, const std::vector< Real > &nominals, const std::vector< Real > &probabilities) const OneFactorCopula
inverseCumulativeY(Real p) const OneFactorGaussianCopulavirtual
LazyObject() (defined in LazyObject)LazyObject
m(Size i) const (defined in OneFactorCopula)OneFactorCopulaprotected
max_ (defined in OneFactorCopula)OneFactorCopulamutableprotected
min_ (defined in OneFactorCopula)OneFactorCopulamutableprotected
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
OneFactorCopula(const Handle< Quote > &correlation, Real maximum=5.0, Size integrationSteps=50, Real minimum=-5.0) (defined in OneFactorCopula)OneFactorCopula
OneFactorGaussianCopula(const Handle< Quote > &correlation, Real maximum=5, Size integrationSteps=50) (defined in OneFactorGaussianCopula)OneFactorGaussianCopula
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
steps() const (defined in OneFactorCopula)OneFactorCopulaprotected
steps_ (defined in OneFactorCopula)OneFactorCopulamutableprotected
testCumulativeY(Real y) const (defined in OneFactorGaussianCopula)OneFactorGaussianCopula
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
y_ (defined in OneFactorCopula)OneFactorCopulamutableprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual