QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T > Member List

This is the complete list of members for BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >, including all inherited members.

BaseCorrelationLossModel(const Handle< BaseCorrelationTermStructure< Corr2DInt_T > > &correlTS, const std::vector< Real > &recoveries, const initTraits &traits=initTraits()) (defined in BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >)BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >
basket_ (defined in DefaultLossModel)DefaultLossModelmutableprotected
defaultCorrelation(const Date &d, Size iName, Size jName) const DefaultLossModelprotectedvirtual
DefaultLossModel() (defined in DefaultLossModel)DefaultLossModelprotected
densityTrancheLoss(const Date &d, Real lossFraction) const DefaultLossModelprotectedvirtual
expectedRecovery(const Date &, Size iName, const DefaultProbKey &) const DefaultLossModelprotectedvirtual
expectedShortfall(const Date &d, Real percentile) const DefaultLossModelprotectedvirtual
iterator typedef (defined in Observer)Observer
lossDistribution(const Date &) const DefaultLossModelprotectedvirtual
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
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
percentile(const Date &d, Real percentile) const DefaultLossModelprotectedvirtual
probAtLeastNEvents(Size n, const Date &d) const DefaultLossModelprotectedvirtual
probOverLoss(const Date &d, Real lossFraction) const DefaultLossModelprotectedvirtual
probsBeingNthEvent(Size n, const Date &d) const DefaultLossModelprotectedvirtual
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
set_type typedef (defined in Observer)Observer
setupModels() const BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >protected
setupModels() const (defined in BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >)BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >protected
setupModels() const (defined in BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >)BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >protected
setupModels() const (defined in BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >)BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >protected
setupModels() const (defined in BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >)BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >protected
splitESFLevel(const Date &d, Real loss) const DefaultLossModelprotectedvirtual
splitVaRLevel(const Date &d, Real loss) const DefaultLossModelprotectedvirtual
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual