Reference manual - version qle_version
This is the complete list of members for HwPiecewiseStatisticalParametrization< TS >, including all inherited members.
| currency() const | Parametrization | virtual |
| direct(const Size, const Real x) const | Parametrization | virtual |
| g(const QuantLib::Time t, const QuantLib::Time T) const override | HwPiecewiseParametrization< TS > | virtual |
| g_part(double t, double a, double b, double kappa) const (defined in HwPiecewiseParametrization< TS >) | HwPiecewiseParametrization< TS > | protected |
| h2_ (defined in Parametrization) | Parametrization | protected |
| h_ | Parametrization | protected |
| HwParametrization(const QuantLib::Size n, const QuantLib::Size m, const QuantLib::Currency ¤cy, const QuantLib::Handle< TS > &termStructure, const std::string &name=std::string()) (defined in HwParametrization< TS >) | HwParametrization< TS > | |
| HwPiecewiseParametrization(const QuantLib::Currency ¤cy, const QuantLib::Handle< TS > &termStructure, const QuantLib::Array ×, const std::vector< Matrix > &sigma, const std::vector< QuantLib::Array > &kappa, const std::string &name=std::string()) (defined in HwPiecewiseParametrization< TS >) | HwPiecewiseParametrization< TS > | |
| HwPiecewiseParametrization(const QuantLib::Size n, const QuantLib::Size m, const QuantLib::Currency ¤cy, const QuantLib::Handle< TS > &termStructure, const QuantLib::Array ×, const std::string &name=std::string()) (defined in HwPiecewiseParametrization< TS >) | HwPiecewiseParametrization< TS > | protected |
| HwPiecewiseStatisticalParametrization(const QuantLib::Currency ¤cy, const QuantLib::Handle< TS > &termStructure, const QuantLib::Array ×, const QuantLib::Array &sigma0, const QuantLib::Array &kappa, const QuantLib::Array &sigmaRatios, const std::vector< QuantLib::Array > &loadings, const std::string &name=std::string()) (defined in HwPiecewiseStatisticalParametrization< TS >) | HwPiecewiseStatisticalParametrization< TS > | |
| inverse(const Size, const Real y) const (defined in Parametrization) | Parametrization | virtual |
| kappa(const QuantLib::Time t) const override (defined in HwPiecewiseParametrization< TS >) | HwPiecewiseParametrization< TS > | virtual |
| kappa_ (defined in HwPiecewiseParametrization< TS >) | HwPiecewiseParametrization< TS > | protected |
| kappa_ind(const QuantLib::Size timeIndex) const (defined in HwPiecewiseParametrization< TS >) | HwPiecewiseParametrization< TS > | protected |
| kappaIndex(const QuantLib::Size i, const QuantLib::Size timeIndex) const (defined in HwPiecewiseParametrization< TS >) | HwPiecewiseParametrization< TS > | protectedvirtual |
| m() const (defined in HwParametrization< TS >) | HwParametrization< TS > | |
| m_ (defined in HwParametrization< TS >) | HwParametrization< TS > | protected |
| n() const (defined in HwParametrization< TS >) | HwParametrization< TS > | |
| n_ (defined in HwParametrization< TS >) | HwParametrization< TS > | protected |
| name() const | Parametrization | |
| numberOfParameters() const override | HwParametrization< TS > | virtual |
| parameter(const Size) const override | HwPiecewiseParametrization< TS > | virtual |
| parameterTimes(const Size) const override | HwPiecewiseParametrization< TS > | virtual |
| parameterValues(const Size) const | Parametrization | virtual |
| Parametrization(const Currency ¤cy, const std::string &name="") (defined in Parametrization) | Parametrization | |
| sigma_ (defined in HwPiecewiseParametrization< TS >) | HwPiecewiseParametrization< TS > | protected |
| sigma_x(const QuantLib::Time t) const override | HwPiecewiseParametrization< TS > | virtual |
| sigma_x_ind(const QuantLib::Size timeIndex) const (defined in HwPiecewiseParametrization< TS >) | HwPiecewiseParametrization< TS > | protected |
| sigmaIndex(const QuantLib::Size i, const QuantLib::Size j, const QuantLib::Size timeIndex) const (defined in HwPiecewiseParametrization< TS >) | HwPiecewiseParametrization< TS > | protected |
| termStructure() const | HwParametrization< TS > | |
| timeIndex(const QuantLib::Time t) const (defined in HwPiecewiseParametrization< TS >) | HwPiecewiseParametrization< TS > | protected |
| times_ (defined in HwPiecewiseParametrization< TS >) | HwPiecewiseParametrization< TS > | protected |
| tl(const Time t) const (defined in Parametrization) | Parametrization | protected |
| tl2(const Time t) const (defined in Parametrization) | Parametrization | protected |
| tm2(const Time t) const (defined in Parametrization) | Parametrization | protected |
| tr(const Time t) const | Parametrization | protected |
| tr2(const Time t) const (defined in Parametrization) | Parametrization | protected |
| update() const override | HwParametrization< TS > | virtual |
| y(const QuantLib::Time t) const override | HwPiecewiseParametrization< TS > | virtual |
| y_part(double a, double b, double t, const QuantLib::Array &kappa, const QuantLib::Matrix &sigma, QuantLib::Size i, QuantLib::Size j) const (defined in HwPiecewiseParametrization< TS >) | HwPiecewiseParametrization< TS > | protected |
| zeroKappaCutoff_ (defined in HwPiecewiseParametrization< TS >) | HwPiecewiseParametrization< TS > | protectedstatic |
| ~Parametrization() (defined in Parametrization) | Parametrization | virtual |