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Reference manual - version ored_version
LgmCG Member List

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

averagedOnRate(const QuantLib::ext::shared_ptr< OvernightIndex > &index, const std::vector< Date > &fixingDates, const std::vector< Date > &valueDates, const std::vector< Real > &dt, const Natural rateCutoff, const bool includeSpread, const Real spread, const Real gearing, const Period lookback, Real cap, Real floor, const bool localCapFloor, const bool nakedOption, const Date &t, const std::size_t x) const (defined in LgmCG)LgmCG
compoundedOnRate(const QuantLib::ext::shared_ptr< OvernightIndex > &index, const std::vector< Date > &fixingDates, const std::vector< Date > &valueDates, const std::vector< Real > &dt, const Natural rateCutoff, const bool includeSpread, const Real spread, const Real gearing, const Period lookback, Real cap, Real floor, const bool localCapFloor, const bool nakedOption, const Date &t, const std::size_t x) const (defined in LgmCG)LgmCG
discountBond(const Date &d, const Date &e, const std::size_t x, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const std::string &discountCurveId="default") const (defined in LgmCG)LgmCG
fixing(const QuantLib::ext::shared_ptr< InterestRateIndex > &index, const Date &fixingDate, const Date &t, const std::size_t x) const (defined in LgmCG)LgmCG
LgmCG(const std::string &qualifier, QuantExt::ComputationGraph &g, const std::function< QuantLib::ext::shared_ptr< IrLgm1fParametrization >()> &p, std::set< ModelCG::ModelParameter > &modelParameters, std::set< ModelCG::ModelParameter > &cachedParameters) (defined in LgmCG)LgmCG
numeraire(const Date &d, const std::size_t x, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const std::string &discountCurveId="default") const (defined in LgmCG)LgmCG
parametrization() const (defined in LgmCG)LgmCG
reducedDiscountBond(const Date &d, Date e, const std::size_t x, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const std::string &discountCurveId="default", const Date &expiryDate=Date()) const (defined in LgmCG)LgmCG