QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
LatentModel< copulaPolicyImpl > Member List

This is the complete list of members for LatentModel< copulaPolicyImpl >, including all inherited members.

allFactorCumulInverter(const std::vector< Real > &probs) const LatentModel< copulaPolicyImpl >
cachedMktFactor_ (defined in LatentModel< copulaPolicyImpl >)LatentModel< copulaPolicyImpl >mutableprotected
copula() const (defined in LatentModel< copulaPolicyImpl >)LatentModel< copulaPolicyImpl >
copula_ (defined in LatentModel< copulaPolicyImpl >)LatentModel< copulaPolicyImpl >mutableprotected
copulaType typedef (defined in LatentModel< copulaPolicyImpl >)LatentModel< copulaPolicyImpl >
cumulativeY(Real val, Size iVariable) const LatentModel< copulaPolicyImpl >
cumulativeZ(Real z) const LatentModel< copulaPolicyImpl >
density(const std::vector< Real > &m) const LatentModel< copulaPolicyImpl >
factorWeights() const LatentModel< copulaPolicyImpl >
factorWeights_ (defined in LatentModel< copulaPolicyImpl >)LatentModel< copulaPolicyImpl >mutableprotected
idiosyncFctrs() const LatentModel< copulaPolicyImpl >
idiosyncFctrs_ (defined in LatentModel< copulaPolicyImpl >)LatentModel< copulaPolicyImpl >mutableprotected
integratedExpectedValue(const boost::function< Real(const std::vector< Real > &v1)> &f) const LatentModel< copulaPolicyImpl >
integratedExpectedValue(const boost::function< Disposable< std::vector< Real > >(const std::vector< Real > &v1)> &f) const LatentModel< copulaPolicyImpl >
integration() const (defined in LatentModel< copulaPolicyImpl >)LatentModel< copulaPolicyImpl >protectedvirtual
inverseCumulativeDensity(Probability p, Size iFactor) const LatentModel< copulaPolicyImpl >
inverseCumulativeY(Probability p, Size iVariable) const LatentModel< copulaPolicyImpl >
inverseCumulativeZ(Probability p) const LatentModel< copulaPolicyImpl >
LatentModel(const std::vector< std::vector< Real > > &factorsWeights, const typename copulaType::initTraits &ini=copulaType::initTraits())LatentModel< copulaPolicyImpl >explicit
LatentModel(const std::vector< Real > &factorsWeight, const typename copulaType::initTraits &ini=copulaType::initTraits())LatentModel< copulaPolicyImpl >explicit
LatentModel(const Real correlSqr, Size nVariables, const typename copulaType::initTraits &ini=copulaType::initTraits())LatentModel< copulaPolicyImpl >explicit
LatentModel(const Handle< Quote > &singleFactorCorrel, Size nVariables, const typename copulaType::initTraits &ini=copulaType::initTraits())LatentModel< copulaPolicyImpl >explicit
latentVariableCorrel(Size iVar1, Size iVar2) const LatentModel< copulaPolicyImpl >
latentVarValue(const std::vector< Real > &allFactors, Size iVar) const LatentModel< copulaPolicyImpl >
nFactors_LatentModel< copulaPolicyImpl >mutableprotected
notifyObservers()Observable
numFactors() const LatentModel< copulaPolicyImpl >
numTotalFactors() const LatentModel< copulaPolicyImpl >
nVariables_LatentModel< copulaPolicyImpl >mutableprotected
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
size() const (defined in LatentModel< copulaPolicyImpl >)LatentModel< copulaPolicyImpl >
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LatentModel< copulaPolicyImpl >virtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual