QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.20

CreditRiskPlus Member List

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

CreditRiskPlus(const std::vector< Real > &exposure, const std::vector< Real > &defaultProbability, const std::vector< Size > &sector, const std::vector< Real > &relativeDefaultVariance, const Matrix &correlation, Real unit) (defined in CreditRiskPlus) | CreditRiskPlus |
expectedLoss() const (defined in CreditRiskPlus) | CreditRiskPlus |
exposure() const (defined in CreditRiskPlus) | CreditRiskPlus |
loss() (defined in CreditRiskPlus) | CreditRiskPlus |
lossQuantile(Real p) (defined in CreditRiskPlus) | CreditRiskPlus |
marginalLoss() (defined in CreditRiskPlus) | CreditRiskPlus |
relativeDefaultVariance() const (defined in CreditRiskPlus) | CreditRiskPlus |
sectorExpectedLoss() const (defined in CreditRiskPlus) | CreditRiskPlus |
sectorExposures() const (defined in CreditRiskPlus) | CreditRiskPlus |
sectorUnexpectedLoss() const (defined in CreditRiskPlus) | CreditRiskPlus |
unexpectedLoss() const (defined in CreditRiskPlus) | CreditRiskPlus |