QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
OneFactorGaussianStudentCopula Member List

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

alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
calculate() constLazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
checkMoments(Real tolerance) constOneFactorCopula
conditionalProbability(Real prob, Real m) constOneFactorCopula
conditionalProbability(const std::vector< Real > &prob, Real m) constOneFactorCopula
correlation() constOneFactorCopula
correlation_ (defined in OneFactorCopula)OneFactorCopulaprotected
cumulativeY(Real y) constOneFactorCopulavirtual
cumulativeY_ (defined in OneFactorCopula)OneFactorCopulamutableprotected
cumulativeZ(Real z) constOneFactorGaussianStudentCopulavirtual
deepUpdate()Observervirtual
density(Real m) constOneFactorGaussianStudentCopulavirtual
densitydm(Size i) const (defined in OneFactorCopula)OneFactorCopulaprotected
dm(Size i) const (defined in OneFactorCopula)OneFactorCopulaprotected
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectprotected
integral(Real p) constOneFactorCopula
integral(const F &f, std::vector< Real > &probabilities) constOneFactorCopula
integral(const F &f, const std::vector< Real > &nominals, const std::vector< Real > &probabilities) constOneFactorCopula
inverseCumulativeY(Real p) constOneFactorCopulavirtual
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
m(Size i) const (defined in OneFactorCopula)OneFactorCopulaprotected
max_ (defined in OneFactorCopula)OneFactorCopulamutableprotected
min_ (defined in OneFactorCopula)OneFactorCopulamutableprotected
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
OneFactorCopula(const Handle< Quote > &correlation, Real maximum=5.0, Size integrationSteps=50, Real minimum=-5.0) (defined in OneFactorCopula)OneFactorCopula
OneFactorGaussianStudentCopula(const Handle< Quote > &correlation, int nz, Real maximum=10, Size integrationSteps=200) (defined in OneFactorGaussianStudentCopula)OneFactorGaussianStudentCopula
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
recalculate()LazyObject
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
set_type typedef (defined in Observer)Observer
steps() const (defined in OneFactorCopula)OneFactorCopulaprotected
steps_ (defined in OneFactorCopula)OneFactorCopulamutableprotected
unfreeze()LazyObject
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
y_ (defined in OneFactorCopula)OneFactorCopulamutableprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual