QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
MultiProductComposite Member List

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

add(const Clone< MarketModelMultiProduct > &, Real multiplier=1.0) (defined in MarketModelComposite)MarketModelComposite
allEvolutionTimes_ (defined in MarketModelComposite)MarketModelCompositeprotected
cashflowTimes_ (defined in MarketModelComposite)MarketModelCompositeprotected
clone() const MultiProductCompositevirtual
components_ (defined in MarketModelComposite)MarketModelCompositeprotected
const_iterator typedef (defined in MarketModelComposite)MarketModelCompositeprotected
currentIndex_ (defined in MarketModelComposite)MarketModelCompositeprotected
evolution() const (defined in MarketModelComposite)MarketModelCompositevirtual
evolution_ (defined in MarketModelComposite)MarketModelCompositeprotected
evolutionTimes_ (defined in MarketModelComposite)MarketModelCompositeprotected
finalize() (defined in MarketModelComposite)MarketModelComposite
finalized_ (defined in MarketModelComposite)MarketModelCompositeprotected
isInSubset_ (defined in MarketModelComposite)MarketModelCompositeprotected
item(Size i) const (defined in MarketModelComposite)MarketModelComposite
item(Size i) (defined in MarketModelComposite)MarketModelComposite
iterator typedef (defined in MarketModelComposite)MarketModelCompositeprotected
MarketModelComposite() (defined in MarketModelComposite)MarketModelComposite
maxNumberOfCashFlowsPerProductPerStep() const (defined in MultiProductComposite)MultiProductCompositevirtual
multiplier(Size i) const (defined in MarketModelComposite)MarketModelComposite
nextTimeStep(const CurveState &currentState, std::vector< Size > &numberCashFlowsThisStep, std::vector< std::vector< CashFlow > > &cashFlowsGenerated)MultiProductCompositevirtual
numberOfProducts() const (defined in MultiProductComposite)MultiProductCompositevirtual
possibleCashFlowTimes() const (defined in MarketModelComposite)MarketModelCompositevirtual
rateTimes_ (defined in MarketModelComposite)MarketModelCompositeprotected
reset()MarketModelCompositevirtual
size() const (defined in MarketModelComposite)MarketModelComposite
subtract(const Clone< MarketModelMultiProduct > &, Real multiplier=1.0) (defined in MarketModelComposite)MarketModelComposite
suggestedNumeraires() const (defined in MarketModelComposite)MarketModelCompositevirtual
~MarketModelMultiProduct() (defined in MarketModelMultiProduct)MarketModelMultiProductvirtual