QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
LmLinearExponentialCorrelationModel Member List

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

arguments_ (defined in LmCorrelationModel)LmCorrelationModelprotected
correlation(Time t, const Array &x=Null< Array >()) const (defined in LmLinearExponentialCorrelationModel)LmLinearExponentialCorrelationModelvirtual
correlation(Size i, Size j, Time t, const Array &x) const (defined in LmLinearExponentialCorrelationModel)LmLinearExponentialCorrelationModelvirtual
factors() const (defined in LmLinearExponentialCorrelationModel)LmLinearExponentialCorrelationModelvirtual
generateArguments() (defined in LmLinearExponentialCorrelationModel)LmLinearExponentialCorrelationModelprotectedvirtual
isTimeIndependent() const (defined in LmLinearExponentialCorrelationModel)LmLinearExponentialCorrelationModelvirtual
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)LmLinearExponentialCorrelationModelvirtual
setParams(const std::vector< Parameter > &arguments) (defined in LmCorrelationModel)LmCorrelationModel
size() const (defined in LmCorrelationModel)LmCorrelationModelvirtual
size_ (defined in LmCorrelationModel)LmCorrelationModelprotected
~LmCorrelationModel() (defined in LmCorrelationModel)LmCorrelationModelvirtual