Reference manual - version ored_version
This is the complete list of members for IrModelBuilder, including all inherited members.
| allowChangingFallbacksUnderScenarios_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| allowModelFallbacks_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| bootstrapTolerance_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| buildSwaptionBasket(const bool enforceFullRebuild) const (defined in IrModelBuilder) | IrModelBuilder | protected |
| calibrate() const =0 (defined in IrModelBuilder) | IrModelBuilder | protectedpure virtual |
| calibrationDiscountCurve_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| calibrationErrorType_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| ccy() (defined in IrModelBuilder) | IrModelBuilder | |
| configuration_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| continueOnError_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| currency_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| data_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| discountCurve() (defined in IrModelBuilder) | IrModelBuilder | |
| dontCalibrate_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| endCriteria_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| error() const | IrModelBuilder | |
| error_ (defined in IrModelBuilder) | IrModelBuilder | mutableprotected |
| FallbackType enum name (defined in IrModelBuilder) | IrModelBuilder | |
| forceCalibration_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| forceRecalculate() override (defined in IrModelBuilder) | IrModelBuilder | |
| getBasketDetails(std::vector< QuantExt::SwaptionData > &swaptionData) const (defined in IrModelBuilder) | IrModelBuilder | protected |
| getExpiryAndTerm(const Size j, Period &expiryPb, Period &termPb, Date &expiryDb, Date &termDb, Real &termT, bool &expiryDateBased, bool &termDateBased) const (defined in IrModelBuilder) | IrModelBuilder | protected |
| getPricingEngine() const =0 (defined in IrModelBuilder) | IrModelBuilder | protectedpure virtual |
| getStrike(const Size j) const (defined in IrModelBuilder) | IrModelBuilder | protected |
| id_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| initParametrization() const =0 (defined in IrModelBuilder) | IrModelBuilder | protectedpure virtual |
| IrModelBuilder(const QuantLib::ext::shared_ptr< ore::data::Market > &market, const QuantLib::ext::shared_ptr< IrModelData > &data, const std::vector< std::string > &optionExpires, const std::vector< std::string > &optionTerms, const std::vector< std::string > &optionStrikes, const std::string &configuration=Market::defaultConfiguration, Real bootstrapTolerance=0.001, const bool continueOnError=false, const std::string &referenceCalibrationGrid="", BlackCalibrationHelper::CalibrationErrorType calibrationErrorType=BlackCalibrationHelper::RelativePriceError, const bool allowChangingFallbacksUnderScenarios=false, const bool allowModelFallbacks=false, const bool requiresCalibration=true, const bool dontCalibrate=false, const std::string &modelLabel="unknown", const std::string &id="unknown") | IrModelBuilder | |
| market_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| marketObserver_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| maxAtmStdDev (defined in IrModelBuilder) | IrModelBuilder | static |
| model() const (defined in IrModelBuilder) | IrModelBuilder | |
| model_ (defined in IrModelBuilder) | IrModelBuilder | mutableprotected |
| modelDiscountCurve_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| modelLabel_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| newCalcWithoutRecalibration() const override (defined in IrModelBuilder) | IrModelBuilder | |
| optimizationMethod_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| optionExpiries_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| optionStrikes_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| optionTerms_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| parametrization() const (defined in IrModelBuilder) | IrModelBuilder | |
| parametrization_ (defined in IrModelBuilder) | IrModelBuilder | mutableprotected |
| parametrizationIsInitialized_ (defined in IrModelBuilder) | IrModelBuilder | mutableprotected |
| params_ (defined in IrModelBuilder) | IrModelBuilder | mutableprotected |
| performCalculations() const override (defined in IrModelBuilder) | IrModelBuilder | protected |
| processException(const std::string &s, const std::exception &e) (defined in IrModelBuilder) | IrModelBuilder | protected |
| qualifier() (defined in IrModelBuilder) | IrModelBuilder | |
| recalibrate() const override (defined in IrModelBuilder) | IrModelBuilder | |
| referenceCalibrationGrid_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| requiresCalibration_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| requiresRecalibration() const override (defined in IrModelBuilder) | IrModelBuilder | |
| setCalibrationInfo_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| shortSwapIndex_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| suspendCalibration_ (defined in IrModelBuilder) | IrModelBuilder | mutableprotected |
| svts_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| swapIndex_ (defined in IrModelBuilder) | IrModelBuilder | protected |
| swaptionBasket() const (defined in IrModelBuilder) | IrModelBuilder | |
| swaptionBasket_ (defined in IrModelBuilder) | IrModelBuilder | mutableprotected |
| swaptionBasketRefDate_ (defined in IrModelBuilder) | IrModelBuilder | mutableprotected |
| swaptionBasketVols_ (defined in IrModelBuilder) | IrModelBuilder | mutableprotected |
| swaptionExpiries_ (defined in IrModelBuilder) | IrModelBuilder | mutableprotected |
| swaptionFallbackType_ (defined in IrModelBuilder) | IrModelBuilder | mutableprotected |
| swaptionIndexInBasket_ (defined in IrModelBuilder) | IrModelBuilder | mutableprotected |
| swaptionMaturities_ (defined in IrModelBuilder) | IrModelBuilder | mutableprotected |
| swaptionStrike_ (defined in IrModelBuilder) | IrModelBuilder | mutableprotected |
| swaptionVolCache_ (defined in IrModelBuilder) | IrModelBuilder | mutableprotected |
| updateSwaptionBasketVols() const (defined in IrModelBuilder) | IrModelBuilder | protected |
| volSurfaceChanged(const bool updateCache) const (defined in IrModelBuilder) | IrModelBuilder | protected |