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

amcCalculator() const (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
amcCalculator_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine	mutable
calculate() const override (defined in McCamFxOptionEngine)	McCamFxOptionEngine
calculateFxOptionBase() const (defined in McCamFxOptionEngineBase)	McCamFxOptionEngineBase
calculateModels(const std::set< Real > &simulationTimes, const std::set< Real > &exerciseXvaTimes, const std::set< Real > &exerciseTimes, const std::set< Real > &xvaTimes, const std::vector< CashflowInfo > &cashflowInfo, const std::vector< std::vector< RandomVariable > > &pathValues, const std::vector< std::vector< const RandomVariable * > > &pathValuesRef, std::vector< RegressionModel > &regModelUndDirty, std::vector< RegressionModel > &regModelUndExInto, std::vector< RegressionModel > &regModelRebate, std::vector< RegressionModel > &regModelContinuationValue, std::vector< RegressionModel > &regModelOption, RandomVariable &pathValueUndDirty, RandomVariable &pathValueUndExInto, RandomVariable &pathValueOption) const (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
calibrationPathGenerator_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
calibrationSamples_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
calibrationSeed_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
cashflowPathValue(const CashflowInfo &cf, const std::vector< std::vector< RandomVariable > > &pathValues, const std::set< Real > &simulationTimes) const (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
cashSettlementDates_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine	mutable
cfOnCpnAddSimTimesCutoff_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
cfOnCpnMaxSimTimes_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
createCashflowInfo(QuantLib::ext::shared_ptr< CashFlow > flow, const Currency &payCcy, bool payer, Size legNo, Size cfNo) const (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
currency_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine	mutable
directionIntegers_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
discountCurves_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
domesticCcy_ (defined in McCamFxOptionEngineBase)	McCamFxOptionEngineBase	protected
exercise_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine	mutable
exerciseIntoIncludeSameDayFlows_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine	mutable
externalModelIndices_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
foreignCcy_ (defined in McCamFxOptionEngineBase)	McCamFxOptionEngineBase	protected
fxOptionResultValue_ (defined in McCamFxOptionEngineBase)	McCamFxOptionEngineBase	mutableprotected
fxOptionUnderlyingNpv_ (defined in McCamFxOptionEngineBase)	McCamFxOptionEngineBase	mutableprotected
generatePathValues(const std::vector< Real > &simulationTimes, std::vector< std::vector< RandomVariable > > &pathValues) const (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
Global enum value (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
includeReferenceDateEvents_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine	mutable
includeTodaysCashflows_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine	mutable
Lagged enum value (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
LaggedEQ enum value (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
LaggedFX enum value (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
LaggedIR enum value (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
leg_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine	mutable
lgmVectorised_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine	mutable
McCamFxOptionEngine(const Handle< CrossAssetModel > &model, const Currency &domesticCcy, const Currency &foreignCcy, const Currency &npvCcy, const SequenceType calibrationPathGenerator, const SequenceType pricingPathGenerator, const Size calibrationSamples, const Size pricingSamples, const Size calibrationSeed, const Size pricingSeed, const Size polynomOrder, const LsmBasisSystem::PolynomialType polynomType, const SobolBrownianGenerator::Ordering ordering=SobolBrownianGenerator::Steps, const SobolRsg::DirectionIntegers directionIntegers=SobolRsg::JoeKuoD7, const std::vector< Handle< YieldTermStructure > > &discountCurves=std::vector< Handle< YieldTermStructure > >(), const std::vector< Date > &simulationDates=std::vector< Date >(), const std::vector< Date > &stickyCloseOutDates=std::vector< Date >(), const std::vector< Size > &externalModelIndices=std::vector< Size >(), const bool minimalObsDate=true, const RegressorModel regressorModel=RegressorModel::Simple, const Real regressionVarianceCutoff=Null< Real >(), const bool recalibrateOnStickyCloseOutDates=false, const bool reevaluateExerciseInStickyRun=false, const Size cfOnCpnMaxSimTimes=1, const Period &cfOnCpnAddSimTimesCutoff=Period(), const Size regressionMaxSimTimesIr=0, const Size regressionMaxSimTimesFx=0, const Size regressionMaxSimTimesEq=0, const VarGroupMode regressionVarGroupMode=VarGroupMode::Global) (defined in McCamFxOptionEngine)	McCamFxOptionEngine
McCamFxOptionEngineBase(const Handle< CrossAssetModel > &model, const Currency &domesticCcy, const Currency &foreignCcy, const Currency &npvCcy, const SequenceType calibrationPathGenerator, const SequenceType pricingPathGenerator, const Size calibrationSamples, const Size pricingSamples, const Size calibrationSeed, const Size pricingSeed, const Size polynomOrder, const LsmBasisSystem::PolynomialType polynomType, const SobolBrownianGenerator::Ordering ordering=SobolBrownianGenerator::Steps, const SobolRsg::DirectionIntegers directionIntegers=SobolRsg::JoeKuoD7, const std::vector< Handle< YieldTermStructure > > &discountCurves=std::vector< Handle< YieldTermStructure > >(), const std::vector< Date > &simulationDates=std::vector< Date >(), const std::vector< Date > &stickyCloseOutDates=std::vector< Date >(), const std::vector< Size > &externalModelIndices=std::vector< Size >(), const bool minimalObsDate=true, const RegressorModel regressorModel=RegressorModel::Simple, const Real regressionVarianceCutoff=Null< Real >(), const bool recalibrateOnStickyCloseOutDates=false, const bool reevaluateExerciseInStickyRun=false, const Size cfOnCpnMaxSimTimes=1, const Period &cfOnCpnAddSimTimesCutoff=Period(), const Size regressionMaxSimTimesIr=0, const Size regressionMaxSimTimesFx=0, const Size regressionMaxSimTimesEq=0, const VarGroupMode regressionVarGroupMode=VarGroupMode::Global) (defined in McCamFxOptionEngineBase)	McCamFxOptionEngineBase
McMultiLegBaseEngine(const Handle< CrossAssetModel > &model, const SequenceType calibrationPathGenerator, const SequenceType pricingPathGenerator, const Size calibrationSamples, const Size pricingSamples, const Size calibrationSeed, const Size pricingSeed, const Size polynomOrder, const LsmBasisSystem::PolynomialType polynomType, const SobolBrownianGenerator::Ordering ordering, const SobolRsg::DirectionIntegers directionIntegers, const std::vector< Handle< YieldTermStructure > > &discountCurves=std::vector< Handle< YieldTermStructure > >(), const std::vector< Date > &simulationDates=std::vector< Date >(), const std::vector< Date > &stickyCloseOutDates=std::vector< Date >(), const std::vector< Size > &externalModelIndices=std::vector< Size >(), const bool minimalObsDate=true, const RegressorModel regressorModel=RegressorModel::Simple, const Real regressionVarianceCutoff=Null< Real >(), const bool recalibrateOnStickyCloseOutDates=false, const bool reevaluateExerciseInStickyRun=false, const Size cfOnCpnMaxSimTimes=1, const Period &cfOnCpnAddSimTimesCutoff=Period(), const Size regressionMaxSimTimesIr=0, const Size regressionMaxSimTimesFx=0, const Size regressionMaxSimTimesEq=0, const VarGroupMode regressionVarGroupMode=VarGroupMode::Global)	McMultiLegBaseEngine
minimalObsDate_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
model() const (defined in McCamFxOptionEngineBase)	McCamFxOptionEngineBase
model_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
npvCcy_ (defined in McCamFxOptionEngineBase)	McCamFxOptionEngineBase	protected
optionSettlement_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine	mutable
ordering_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
overwritePathValueUndDirty(double t, const RandomVariable &pathValueUndDirty, const std::set< Real > &exerciseXvaTimes, const std::vector< std::vector< QuantExt::RandomVariable > > &paths) const (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine	virtual
payDate_ (defined in McCamFxOptionEngineBase)	McCamFxOptionEngineBase	mutableprotected
payer_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine	mutable
payoff_ (defined in McCamFxOptionEngineBase)	McCamFxOptionEngineBase	mutableprotected
polynomOrder_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
polynomType_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
pricingPathGenerator_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
pricingSamples_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
pricingSeed_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
recalibrateOnStickyCloseOutDates_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
reevaluateExerciseInStickyRun_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
regressionMaxSimTimesEq_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
regressionMaxSimTimesFx_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
regressionMaxSimTimesIr_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
regressionVarGroupMode_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
regressionVarianceCutoff_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
RegressorModel enum name (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
regressorModel_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
resultUnderlyingNpv_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine	mutable
resultValue_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
setupLegs() const (defined in McCamFxOptionEngineBase)	McCamFxOptionEngineBase
Simple enum value (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
simulationDates_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
stickyCloseOutDates_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
time(const Date &d) const (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
timeIndex(const Time t, const std::set< Real > &simulationTimes) const (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
tinyTime (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine	static
today_ (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine	mutable
Trivial enum value (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
useOverwritePathValueUndDirty() const (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine	virtual
VarGroupMode enum name (defined in McMultiLegBaseEngine)	McMultiLegBaseEngine
~McMultiLegBaseEngine()	McMultiLegBaseEngine	virtual