OneFactorGaussianStudentCopula Member List

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

calculate() const LazyObject [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
checkMoments(Real tolerance) const OneFactorCopula
conditionalProbability(Real prob, Real m) const OneFactorCopula
conditionalProbability(const std::vector< Real > &prob, Real m) const OneFactorCopula
correlation() const OneFactorCopula
correlation_ (defined in OneFactorCopula)OneFactorCopula [protected]
cumulativeY(Real y) const OneFactorCopula [virtual]
cumulativeY_ (defined in OneFactorCopula)OneFactorCopula [mutable, protected]
cumulativeZ(Real z) const OneFactorGaussianStudentCopula [virtual]
density(Real m) const OneFactorGaussianStudentCopula [virtual]
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
integral(Real p) const OneFactorCopula
integral(const F &f, std::vector< Real > &probabilities) const OneFactorCopula
integral(const F &f, const std::vector< Real > &nominals, const std::vector< Real > &probabilities) const OneFactorCopula
inverseCumulativeY(Real p) const OneFactorCopula [virtual]
LazyObject() (defined in LazyObject)LazyObject
max_ (defined in OneFactorCopula)OneFactorCopula [mutable, protected]
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, Size integrationSteps=50) (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 boost::shared_ptr< Observable > &) (defined in Observer)Observer
steps_ (defined in OneFactorCopula)OneFactorCopula [mutable, protected]
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()LazyObject [virtual]
y_ (defined in OneFactorCopula)OneFactorCopula [mutable, protected]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]