- QuantLib
- GaussianRandomDefaultModel
defaultKeys_ (defined in RandomDefaultModel) | RandomDefaultModel | [protected] |
GaussianRandomDefaultModel(boost::shared_ptr< Pool > pool, const std::vector< DefaultProbKey > &defaultKeys, Handle< OneFactorCopula > copula, Real accuracy, long seed) (defined in GaussianRandomDefaultModel) | GaussianRandomDefaultModel | |
nextSequence(Real tmax=QL_MAX_REAL) | GaussianRandomDefaultModel | [virtual] |
pool_ (defined in RandomDefaultModel) | RandomDefaultModel | [protected] |
RandomDefaultModel(boost::shared_ptr< Pool > pool, const std::vector< DefaultProbKey > &defaultKeys) (defined in RandomDefaultModel) | RandomDefaultModel | |
reset() (defined in GaussianRandomDefaultModel) | GaussianRandomDefaultModel | [virtual] |
~RandomDefaultModel() (defined in RandomDefaultModel) | RandomDefaultModel | [virtual] |