Reference manual - version ored_version
This is the complete list of members for HwModelData, including all inherited members.
| calibrateKappa() (defined in HwModelData) | HwModelData | |
| calibratePcaSigma0() (defined in HwModelData) | HwModelData | |
| calibrateSigma() (defined in HwModelData) | HwModelData | |
| calibrationType() (defined in IrModelData) | IrModelData | |
| calibrationType_ (defined in IrModelData) | IrModelData | protected |
| ccy() const (defined in IrModelData) | IrModelData | virtual |
| clear() override | HwModelData | virtual |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromXML(XMLNode *node) override (defined in HwModelData) | HwModelData | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| HwModelData() | HwModelData | |
| HwModelData(std::string qualifier, CalibrationType calibrationType, bool calibrateKappa, ParamType kappaType, std::vector< Time > kappaTimes, std::vector< QuantLib::Array > kappaValues, bool calibrateSigma, ParamType sigmaType, std::vector< Time > sigmaTimes, std::vector< QuantLib::Matrix > sigmaValues, std::vector< std::vector< double > > pcaLoadings={}, bool calibratePcaSigma0=false, ParamType pcaSigma0Type=ParamType::Constant, std::vector< double > pcaSigma0Times={}, std::vector< double > pcaSigma0Values={}, std::vector< double > pcaSigmaRatios={}, std::vector< std::string > optionExpiries=std::vector< std::string >(), std::vector< std::string > optionTerms=std::vector< std::string >(), std::vector< std::string > optionStrikes=std::vector< std::string >()) | HwModelData | |
| IrModelData(const std::string &name) | IrModelData | |
| IrModelData(const std::string &name, const std::string &qualifier, CalibrationType calibrationType) | IrModelData | |
| kappaTimes() (defined in HwModelData) | HwModelData | |
| kappaType() (defined in HwModelData) | HwModelData | |
| kappaValues() (defined in HwModelData) | HwModelData | |
| name() (defined in IrModelData) | IrModelData | |
| name_ (defined in IrModelData) | IrModelData | protected |
| operator!=(const HwModelData &rhs) (defined in HwModelData) | HwModelData | |
| operator==(const HwModelData &rhs) (defined in HwModelData) | HwModelData | |
| optionExpiries() (defined in HwModelData) | HwModelData | |
| optionStrikes() (defined in HwModelData) | HwModelData | |
| optionTerms() (defined in HwModelData) | HwModelData | |
| pcaLoadings() (defined in HwModelData) | HwModelData | |
| pcaSigma0Times() (defined in HwModelData) | HwModelData | |
| pcaSigma0Type() (defined in HwModelData) | HwModelData | |
| pcaSigma0Values() (defined in HwModelData) | HwModelData | |
| pcaSigmaRatios() (defined in HwModelData) | HwModelData | |
| qualifier() const (defined in IrModelData) | IrModelData | |
| qualifier() (defined in IrModelData) | IrModelData | |
| qualifier_ (defined in IrModelData) | IrModelData | protected |
| reset() override | HwModelData | virtual |
| sigmaTimes() (defined in HwModelData) | HwModelData | |
| sigmaType() (defined in HwModelData) | HwModelData | |
| sigmaValues() (defined in HwModelData) | HwModelData | |
| toFile(const std::string &filename) const (defined in XMLSerializable) | XMLSerializable | |
| toXML(XMLDocument &doc) const override (defined in HwModelData) | HwModelData | virtual |
| toXMLString() const | XMLSerializable | |
| toXMLStringUnformatted() const (defined in XMLSerializable) | XMLSerializable | |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |