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| void | nextSample (const std::vector< Real > &values) const | 
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| void | initDates () const | 
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| Real | getEventRecovery (const defaultSimEvent &evt) const | 
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| Real | latentVarValue (const std::vector< Real > &factorsSample, Size iVar) const | 
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| Size | basketSize () const | 
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| Real | conditionalRecovery (Real latentVarSample, Size iName, const Date &d) const | 
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|  Protected Member Functions inherited from RandomLM< RandomLossLM, copulaPolicy, USNG > | 
|  | RandomLM (Size numFactors, Size numLMVars, const copulaPolicy &copula, Size nSims, BigNatural seed) | 
|  | 
| void | update () | 
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| void | performCalculations () const | 
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| void | performSimulations () const | 
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| const std::vector< simEvent< RandomLossLM< copulaPolicy, USNG > > > & | getSim (const Size iSim) const | 
|  | 
| Real | getEventRecovery (const simEvent< RandomLossLM< copulaPolicy, USNG > > &evt) const | 
|  | 
| virtual Probability | probAtLeastNEvents (Size n, const Date &d) const | 
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| virtual Disposable< std::vector< Probability > > | probsBeingNthEvent (Size n, const Date &d) const | 
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| virtual Real | defaultCorrelation (const Date &d, Size iName, Size jName) const | 
|  | Pearsons' default probability correlation. 
 | 
|  | 
| virtual Real | expectedTrancheLoss (const Date &d) const | 
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| virtual std::pair< Real, Real > | expectedTrancheLossInterval (const Date &d, Probability confidencePerc) const | 
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| virtual Disposable< std::map< Real, Probability > > | lossDistribution (const Date &d) const | 
|  | Full loss distribution. 
 | 
|  | 
| virtual Histogram | computeHistogram (const Date &d) const | 
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| virtual Real | expectedShortfall (const Date &d, Real percent) const | 
|  | Expected shortfall given a default loss percentile. 
 | 
|  | 
| virtual Real | percentile (const Date &d, Real percentile) const | 
|  | Value at Risk given a default loss percentile. 
 | 
|  | 
| virtual boost::tuples::tuple< Real, Real, Real > | percentileAndInterval (const Date &d, Real percentile) const | 
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| virtual Disposable< std::vector< Real > > | splitVaRLevel (const Date &date, Real loss) const | 
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| virtual Disposable< std::vector< std::vector< Real > > > | splitVaRAndError (const Date &date, Real loss, Probability confInterval) const | 
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| virtual void | calculate () const | 
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| virtual Probability | probOverLoss (const Date &d, Real lossFraction) const | 
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| virtual Disposable< std::vector< Real > > | splitESFLevel (const Date &d, Real loss) const | 
|  | Associated ESF fraction to each counterparty. 
 | 
|  | 
| virtual Real | densityTrancheLoss (const Date &d, Real lossFraction) const | 
|  | Probability density of a given loss fraction of the basket notional. 
 | 
|  | 
| virtual Real | expectedRecovery (const Date &, Size iName, const DefaultProbKey &) const | 
|  | 
template<class copulaPolicy, class USNG = SobolRsg>
class QuantLib::RandomLossLM< copulaPolicy, USNG >
Random spot recovery rate loss model simulation for an arbitrary copula.