Reference manual - version orea_version
Credit simulation description. More...
#include <orea/aggregation/creditsimulationparameters.hpp>
Public Member Functions | |
| CreditSimulationParameters () | |
| Default constructor. | |
Inspectors | |
| const std::map< string, Matrix > & | transitionMatrix () const |
| const std::vector< string > & | entities () const |
| const std::vector< Array > & | factorLoadings () const |
| const std::vector< string > & | transitionMatrices () const |
| const std::vector< Size > & | initialStates () const |
| bool | marketRisk () const |
| bool | creditRisk () const |
| bool | zeroMarketPnl () const |
| const string & | evaluation () const |
| bool | doubleDefault () const |
| Size | seed () const |
| Size | paths () const |
| const std::string & | creditMode () const |
| const std::string & | loanExposureMode () const |
| const std::vector< string > & | nettingSetIds () const |
Setters | |
| std::map< string, Matrix > & | transitionMatrix () |
| std::vector< string > & | entities () |
| std::vector< Array > & | factorLoadings () |
| std::vector< string > & | transitionMatrices () |
| std::vector< Size > & | initialStates () |
| bool & | marketRisk () |
| bool & | creditRisk () |
| bool & | zeroMarketPnl () |
| string & | evaluation () |
| bool & | doubleDefault () |
| Size & | seed () |
| Size & | paths () |
| std::string & | creditMode () |
| std::string & | loanExposureMode () |
| std::vector< string > & | nettingSetIds () |
Serialisation | |
| virtual void | fromXML (XMLNode *node) |
| virtual XMLNode * | toXML (XMLDocument &doc) const |
Credit simulation description.
