QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.12

OneFactorStudentGaussianCopula Member List

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

alwaysForward_ (defined in LazyObject) | LazyObject | mutableprotected
alwaysForwardNotifications() | LazyObject |
calculate() const | LazyObject | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
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) | OneFactorCopula | protected
cumulativeY(Real y) const | OneFactorCopula | virtual
cumulativeY_ (defined in OneFactorCopula) | OneFactorCopula | mutableprotected
cumulativeZ(Real z) const | OneFactorStudentGaussianCopula | virtual
deepUpdate() | Observer | virtual
density(Real m) const | OneFactorStudentGaussianCopula | virtual
densitydm(Size i) const (defined in OneFactorCopula) | OneFactorCopula | protected
dm(Size i) const (defined in OneFactorCopula) | OneFactorCopula | protected
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected
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 | OneFactorCopula | virtual
iterator typedef (defined in Observer) | Observer |
LazyObject() (defined in LazyObject) | LazyObject |
m(Size i) const (defined in OneFactorCopula) | OneFactorCopula | protected
max_ (defined in OneFactorCopula) | OneFactorCopula | mutableprotected
min_ (defined in OneFactorCopula) | OneFactorCopula | mutableprotected
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 |
OneFactorStudentGaussianCopula(const Handle< Quote > &correlation, int nm, Real maximum=10, Size integrationSteps=200) (defined in OneFactorStudentGaussianCopula) | OneFactorStudentGaussianCopula |
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
recalculate() | LazyObject |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
set_type typedef (defined in Observer) | Observer |
steps() const (defined in OneFactorCopula) | OneFactorCopula | protected
steps_ (defined in OneFactorCopula) | OneFactorCopula | mutableprotected
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | LazyObject | virtual
y_ (defined in OneFactorCopula) | OneFactorCopula | mutableprotected
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual