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

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

arguments_ (defined in LmCorrelationModel)LmCorrelationModelprotected
correlation(Time t, const Array &x=Null< Array >()) const (defined in LmExponentialCorrelationModel)LmExponentialCorrelationModelvirtual
correlation(Size i, Size j, Time t, const Array &x) const (defined in LmExponentialCorrelationModel)LmExponentialCorrelationModelvirtual
factors() const (defined in LmCorrelationModel)LmCorrelationModelvirtual
generateArguments() (defined in LmExponentialCorrelationModel)LmExponentialCorrelationModelprotectedvirtual
isTimeIndependent() const (defined in LmExponentialCorrelationModel)LmExponentialCorrelationModelvirtual
LmCorrelationModel(Size size, Size nArguments) (defined in LmCorrelationModel)LmCorrelationModel
LmExponentialCorrelationModel(Size size, Real rho) (defined in LmExponentialCorrelationModel)LmExponentialCorrelationModel
params() (defined in LmCorrelationModel)LmCorrelationModel
pseudoSqrt(Time t, const Array &x=Null< Array >()) const (defined in LmExponentialCorrelationModel)LmExponentialCorrelationModelvirtual
setParams(const std::vector< Parameter > &arguments) (defined in LmCorrelationModel)LmCorrelationModel
size() const (defined in LmCorrelationModel)LmCorrelationModelvirtual
size_ (defined in LmCorrelationModel)LmCorrelationModelprotected
~LmCorrelationModel() (defined in LmCorrelationModel)LmCorrelationModelvirtual