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

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

add(const Clone< MarketModelMultiProduct > &, Real multiplier=1.0) (defined in MarketModelComposite)MarketModelComposite
allEvolutionTimes_ (defined in MarketModelComposite)MarketModelCompositeprotected
cashflowTimes_ (defined in MarketModelComposite)MarketModelCompositeprotected
clone() const =0MarketModelMultiProductpure virtual
components_ (defined in MarketModelComposite)MarketModelCompositeprotected
const_iterator typedef (defined in MarketModelComposite)MarketModelCompositeprotected
currentIndex_ (defined in MarketModelComposite)MarketModelCompositeprotected
evolution() const (defined in MarketModelComposite)MarketModelCompositevirtual
evolution_ (defined in MarketModelComposite)MarketModelCompositeprotected
evolutionTimes_ (defined in MarketModelComposite)MarketModelCompositeprotected
finalize() (defined in MarketModelComposite)MarketModelComposite
finalized_ (defined in MarketModelComposite)MarketModelCompositeprotected
isInSubset_ (defined in MarketModelComposite)MarketModelCompositeprotected
item(Size i) const (defined in MarketModelComposite)MarketModelComposite
item(Size i) (defined in MarketModelComposite)MarketModelComposite
iterator typedef (defined in MarketModelComposite)MarketModelCompositeprotected
MarketModelComposite() (defined in MarketModelComposite)MarketModelComposite
maxNumberOfCashFlowsPerProductPerStep() const =0 (defined in MarketModelMultiProduct)MarketModelMultiProductpure virtual
multiplier(Size i) const (defined in MarketModelComposite)MarketModelComposite
nextTimeStep(const CurveState &currentState, std::vector< Size > &numberCashFlowsThisStep, std::vector< std::vector< CashFlow > > &cashFlowsGenerated)=0MarketModelMultiProductpure virtual
numberOfProducts() const =0 (defined in MarketModelMultiProduct)MarketModelMultiProductpure virtual
possibleCashFlowTimes() const (defined in MarketModelComposite)MarketModelCompositevirtual
rateTimes_ (defined in MarketModelComposite)MarketModelCompositeprotected
reset()MarketModelCompositevirtual
size() const (defined in MarketModelComposite)MarketModelComposite
subtract(const Clone< MarketModelMultiProduct > &, Real multiplier=1.0) (defined in MarketModelComposite)MarketModelComposite
suggestedNumeraires() const (defined in MarketModelComposite)MarketModelCompositevirtual
~MarketModelMultiProduct() (defined in MarketModelMultiProduct)MarketModelMultiProductvirtual