QuantLib: Member List

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

LmLinearExponentialCorrelationModel Member List

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

arguments_ (defined in LmCorrelationModel) | LmCorrelationModel | protected
correlation(Time t, const Array &x=Null< Array >()) const (defined in LmLinearExponentialCorrelationModel) | LmLinearExponentialCorrelationModel | virtual
correlation(Size i, Size j, Time t, const Array &x) const (defined in LmLinearExponentialCorrelationModel) | LmLinearExponentialCorrelationModel | virtual
factors() const (defined in LmLinearExponentialCorrelationModel) | LmLinearExponentialCorrelationModel | virtual
generateArguments() (defined in LmLinearExponentialCorrelationModel) | LmLinearExponentialCorrelationModel | protectedvirtual
isTimeIndependent() const (defined in LmLinearExponentialCorrelationModel) | LmLinearExponentialCorrelationModel | virtual
LmCorrelationModel(Size size, Size nArguments) (defined in LmCorrelationModel) | LmCorrelationModel |
LmLinearExponentialCorrelationModel(Size size, Real rho, Real beta, Size factors=Null< Size >()) (defined in LmLinearExponentialCorrelationModel) | LmLinearExponentialCorrelationModel |
params() (defined in LmCorrelationModel) | LmCorrelationModel |
pseudoSqrt(Time t, const Array &x=Null< Array >()) const (defined in LmLinearExponentialCorrelationModel) | LmLinearExponentialCorrelationModel | virtual
setParams(const std::vector< Parameter > &arguments) (defined in LmCorrelationModel) | LmCorrelationModel |
size() const (defined in LmCorrelationModel) | LmCorrelationModel | virtual
size_ (defined in LmCorrelationModel) | LmCorrelationModel | protected
~LmCorrelationModel() (defined in LmCorrelationModel) | LmCorrelationModel | virtual