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| RandomVariable (const RandomVariable &r) |
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| RandomVariable (RandomVariable &&r) |
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RandomVariable & | operator= (const RandomVariable &r) |
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RandomVariable & | operator= (RandomVariable &&r) |
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| RandomVariable (const Size n, const Real value=0.0, const Real time=Null< Real >()) |
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| RandomVariable (const Filter &f, const Real valueTrue=1.0, const Real valueFalse=0.0, const Real time=Null< Real >()) |
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| RandomVariable (const Size n, const Real *const data, const Real time=Null< Real >()) |
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| RandomVariable (const std::vector< double > &data, const Real time=Null< Real >()) |
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| RandomVariable (const QuantLib::Array &data, const Real time=Null< Real >()) |
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void | copyToMatrixCol (QuantLib::Matrix &, const Size j) const |
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void | copyToArray (QuantLib::Array &array) const |
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void | clear () |
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void | set (const Size i, const Real v) |
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void | setTime (const Real time) |
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void | setAll (const Real v) |
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void | resetSize (const Size n) |
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bool | deterministic () const |
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void | updateDeterministic () |
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bool | initialised () const |
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bool | isfinite () const |
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Size | size () const |
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Real | operator[] (const Size i) const |
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Real | at (const Size i) const |
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Real | time () const |
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RandomVariable & | operator+= (const RandomVariable &) |
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RandomVariable & | operator-= (const RandomVariable &) |
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RandomVariable & | operator*= (const RandomVariable &) |
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RandomVariable & | operator/= (const RandomVariable &) |
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void | expand () |
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double * | data () |
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class | boost::serialization::access |
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bool | operator== (const RandomVariable &a, const RandomVariable &b) |
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RandomVariable | operator+ (RandomVariable, const RandomVariable &) |
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RandomVariable | operator- (RandomVariable, const RandomVariable &) |
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RandomVariable | operator* (RandomVariable, const RandomVariable &) |
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RandomVariable | operator/ (RandomVariable, const RandomVariable &) |
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RandomVariable | max (RandomVariable, const RandomVariable &) |
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RandomVariable | min (RandomVariable, const RandomVariable &) |
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RandomVariable | pow (RandomVariable, const RandomVariable &) |
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RandomVariable | operator- (RandomVariable) |
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RandomVariable | abs (RandomVariable) |
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RandomVariable | exp (RandomVariable) |
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RandomVariable | log (RandomVariable) |
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RandomVariable | sqrt (RandomVariable) |
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RandomVariable | sin (RandomVariable) |
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RandomVariable | cos (RandomVariable) |
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RandomVariable | normalCdf (RandomVariable) |
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RandomVariable | normalPdf (RandomVariable) |
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Filter | close_enough (const RandomVariable &, const RandomVariable &) |
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Filter | operator< (const RandomVariable &, const RandomVariable &) |
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Filter | operator<= (const RandomVariable &, const RandomVariable &) |
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Filter | operator> (const RandomVariable &, const RandomVariable &) |
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Filter | operator>= (const RandomVariable &, const RandomVariable &) |
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bool | close_enough_all (const RandomVariable &, const RandomVariable &) |
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RandomVariable | applyFilter (RandomVariable, const Filter &) |
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RandomVariable | applyInverseFilter (RandomVariable, const Filter &) |
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RandomVariable | conditionalResult (const Filter &, RandomVariable, const RandomVariable &) |
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RandomVariable | indicatorEq (RandomVariable, const RandomVariable &, const Real trueVal=1.0, const Real falseVal=0.0) |
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RandomVariable | indicatorGt (RandomVariable, const RandomVariable &, const Real trueVal=1.0, const Real falseVal=0.0, const Real eps=0.0) |
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RandomVariable | indicatorGeq (RandomVariable, const RandomVariable &, const Real trueVal=1.0, const Real falseVal=0.0, const Real eps=0.0) |
