QuantLib: Member List

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

LatentModel< copulaPolicyImpl > Member List

This is the complete list of members for LatentModel< copulaPolicyImpl >, including all inherited members.

allFactorCumulInverter(const std::vector< Real > &probs) const | LatentModel< copulaPolicyImpl > |
cachedMktFactor_ (defined in LatentModel< copulaPolicyImpl >) | LatentModel< copulaPolicyImpl > | mutableprotected
copula() const (defined in LatentModel< copulaPolicyImpl >) | LatentModel< copulaPolicyImpl > |
copula_ (defined in LatentModel< copulaPolicyImpl >) | LatentModel< copulaPolicyImpl > | mutableprotected
copulaType typedef (defined in LatentModel< copulaPolicyImpl >) | LatentModel< copulaPolicyImpl > |
cumulativeY(Real val, Size iVariable) const | LatentModel< copulaPolicyImpl > |
cumulativeZ(Real z) const | LatentModel< copulaPolicyImpl > |
deepUpdate() | Observer | virtual
density(const std::vector< Real > &m) const | LatentModel< copulaPolicyImpl > |
factorWeights() const | LatentModel< copulaPolicyImpl > |
factorWeights_ (defined in LatentModel< copulaPolicyImpl >) | LatentModel< copulaPolicyImpl > | mutableprotected
idiosyncFctrs() const | LatentModel< copulaPolicyImpl > |
idiosyncFctrs_ (defined in LatentModel< copulaPolicyImpl >) | LatentModel< copulaPolicyImpl > | mutableprotected
integratedExpectedValue(const boost::function< Real(const std::vector< Real > &v1)> &f) const | LatentModel< copulaPolicyImpl > |
integratedExpectedValue(const boost::function< Disposable< std::vector< Real > >(const std::vector< Real > &v1)> &f) const | LatentModel< copulaPolicyImpl > |
integration() const (defined in LatentModel< copulaPolicyImpl >) | LatentModel< copulaPolicyImpl > | protectedvirtual
inverseCumulativeDensity(Probability p, Size iFactor) const | LatentModel< copulaPolicyImpl > |
inverseCumulativeY(Probability p, Size iVariable) const | LatentModel< copulaPolicyImpl > |
inverseCumulativeZ(Probability p) const | LatentModel< copulaPolicyImpl > |
iterator typedef (defined in Observer) | Observer |
LatentModel(const std::vector< std::vector< Real > > &factorsWeights, const typename copulaType::initTraits &ini=copulaType::initTraits()) | LatentModel< copulaPolicyImpl > | explicit
LatentModel(const std::vector< Real > &factorsWeight, const typename copulaType::initTraits &ini=copulaType::initTraits()) | LatentModel< copulaPolicyImpl > | explicit
LatentModel(const Real correlSqr, Size nVariables, const typename copulaType::initTraits &ini=copulaType::initTraits()) | LatentModel< copulaPolicyImpl > | explicit
LatentModel(const Handle< Quote > &singleFactorCorrel, Size nVariables, const typename copulaType::initTraits &ini=copulaType::initTraits()) | LatentModel< copulaPolicyImpl > | explicit
latentVariableCorrel(Size iVar1, Size iVar2) const | LatentModel< copulaPolicyImpl > |
latentVarValue(const std::vector< Real > &allFactors, Size iVar) const | LatentModel< copulaPolicyImpl > |
nFactors_ | LatentModel< copulaPolicyImpl > | mutableprotected
notifyObservers() | Observable |
numFactors() const | LatentModel< copulaPolicyImpl > |
numTotalFactors() const | LatentModel< copulaPolicyImpl > |
nVariables_ | LatentModel< copulaPolicyImpl > | mutableprotected
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
operator=(const Observer &) (defined in Observer) | Observer |
QuantLib::Observable::operator=(const Observable &) | Observable |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
set_type typedef (defined in Observer) | Observer |
size() const (defined in LatentModel< copulaPolicyImpl >) | LatentModel< copulaPolicyImpl > |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | LatentModel< copulaPolicyImpl > | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual