Reference manual - version ored_version
This is the complete list of members for ModelCG, including all inherited members.
| actualTimeFromReference(const Date &d) const =0 (defined in ModelCG) | ModelCG | pure virtual |
| additionalResults() const (defined in ModelCG) | ModelCG | |
| additionalResults_ (defined in ModelCG) | ModelCG | mutableprotected |
| addModelParameter(const ModelCG::ModelParameter &p, const std::function< double(void)> &f) const (defined in ModelCG) | ModelCG | |
| barrierProbability(const std::string &index, const Date &obsdate1, const Date &obsdate2, const std::size_t barrier, const bool above) const =0 (defined in ModelCG) | ModelCG | pure virtual |
| baseCcy() const =0 (defined in ModelCG) | ModelCG | pure virtual |
| cachedParameters() const (defined in ModelCG) | ModelCG | |
| cachedParameters_ (defined in ModelCG) | ModelCG | mutableprotected |
| calculate() const override (defined in ModelCG) | ModelCG | |
| cgVersion() const =0 (defined in ModelCG) | ModelCG | pure virtual |
| computationGraph() (defined in ModelCG) | ModelCG | |
| currencies() const =0 (defined in ModelCG) | ModelCG | pure virtual |
| discount(const Date &obsdate, const Date &paydate, const std::string ¤cy) const =0 (defined in ModelCG) | ModelCG | pure virtual |
| dt(const Date &d1, const Date &d2) const (defined in ModelCG) | ModelCG | virtual |
| eval(const std::string &index, const Date &obsdate, const Date &fwddate, const bool returnMissingFixingAsNull=false, const bool ignoreTodaysFixing=false) const =0 (defined in ModelCG) | ModelCG | pure virtual |
| extractT0Result(const QuantExt::RandomVariable &value) const =0 (defined in ModelCG) | ModelCG | pure virtual |
| fwdCompAvg(const bool isAvg, const std::string &index, const Date &obsdate, const Date &start, const Date &end, const Real spread, const Real gearing, const Integer lookback, const Natural rateCutoff, const Natural fixingDays, const bool includeSpread, const Real cap, const Real floor, const bool nakedOption, const bool localCapFloor) const =0 (defined in ModelCG) | ModelCG | pure virtual |
| fxSpotT0(const std::string &forCcy, const std::string &domCcy) const =0 (defined in ModelCG) | ModelCG | pure virtual |
| g_ (defined in ModelCG) | ModelCG | protected |
| getDirectDiscountT0(const Date &paydate, const std::string ¤cy) const =0 (defined in ModelCG) | ModelCG | pure virtual |
| getDirectFxSpotT0(const std::string &forCcy, const std::string &domCcy) const =0 (defined in ModelCG) | ModelCG | pure virtual |
| getInterpolationWeights(const QuantLib::Date &d, const std::set< Date > &knownDates) const (defined in ModelCG) | ModelCG | |
| getInterpolationWeights(const double t, const QuantLib::TimeGrid &knownTimes) const (defined in ModelCG) | ModelCG | |
| ModelCG(const QuantLib::Size n) (defined in ModelCG) | ModelCG | |
| modelParameters() const (defined in ModelCG) | ModelCG | |
| modelParameters_ (defined in ModelCG) | ModelCG | mutableprotected |
| npv(const std::size_t amount, const Date &obsdate, const std::size_t filter, const std::optional< long > &memSlot, const std::set< std::size_t > addRegressors, const std::optional< std::set< std::size_t > > &overwriteRegressors) const =0 (defined in ModelCG) | ModelCG | pure virtual |
| npvRegressors(const Date &obsdate, const std::optional< std::set< std::string > > &relevantCurrencies) const =0 (defined in ModelCG) | ModelCG | pure virtual |
| numeraire(const Date &s) const =0 (defined in ModelCG) | ModelCG | pure virtual |
| pay(const std::size_t amount, const Date &obsdate, const Date &paydate, const std::string ¤cy) const =0 (defined in ModelCG) | ModelCG | pure virtual |
| randomVariates() const =0 (defined in ModelCG) | ModelCG | pure virtual |
| referenceDate() const =0 (defined in ModelCG) | ModelCG | pure virtual |
| resetNPVMem() (defined in ModelCG) | ModelCG | virtual |
| size() const (defined in ModelCG) | ModelCG | virtual |
| toggleTrainingPaths() const (defined in ModelCG) | ModelCG | virtual |
| trainingSamples() const (defined in ModelCG) | ModelCG | virtual |
| Type enum name (defined in ModelCG) | ModelCG | |
| type() const =0 (defined in ModelCG) | ModelCG | pure virtual |
| useStickyCloseOutDates(const bool b) const (defined in ModelCG) | ModelCG | virtual |
| ~ModelCG() (defined in ModelCG) | ModelCG | virtual |