#include <ql/experimental/credit/basecorrelationstructure.hpp>
 Inheritance diagram for BaseCorrelationTermStructure< Interpolator2D_T >:
 Inheritance diagram for BaseCorrelationTermStructure< Interpolator2D_T >:| Public Member Functions | |
| BaseCorrelationTermStructure (Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const std::vector< Period > &tenors, const std::vector< Real > &lossLevel, const std::vector< std::vector< Handle< Quote > > > &correls, const DayCounter &dc=DayCounter()) | |
| Size | correlationSize () const | 
| The size of the squared correlation. | |
| Real | ImplicitCorrelation (Real, Real) | 
| Implicit correlation for the given loss interval. | |
| void | checkTrancheTenors () const | 
| void | checkLosses () const | 
| void | initializeTrancheTimes () const | 
| void | checkInputs (Size volRows, Size volsColumns) const | 
| void | registerWithMarketData () | 
| void | update () | 
| void | updateMatrix () const | 
| Date | maxDate () const | 
| the latest date for which the curve can return values | |
| Real | correlation (const Date &d, Real lossLevel, bool extrapolate=false) const | 
| Real | correlation (Time t, Real lossLevel, bool extrapolate=false) const | 
|  Public Member Functions inherited from CorrelationTermStructure | |
| BusinessDayConvention | businessDayConvention () const | 
| Date | dateFromTenor (const Period &) const | 
| period/date conversion | |
| CorrelationTermStructure (const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | |
| default constructor  More... | |
| CorrelationTermStructure (const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | |
| initialize with a fixed reference date | |
| CorrelationTermStructure (Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) | |
| calculate the reference date based on the global evaluation date | |
|  Public Member Functions inherited from TermStructure | |
| TermStructure (const DayCounter &dc=DayCounter()) | |
| default constructor  More... | |
| TermStructure (const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter()) | |
| initialize with a fixed reference date | |
| TermStructure (Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter()) | |
| calculate the reference date based on the global evaluation date | |
| virtual DayCounter | dayCounter () const | 
| the day counter used for date/time conversion | |
| Time | timeFromReference (const Date &date) const | 
| date/time conversion | |
| virtual Time | maxTime () const | 
| the latest time for which the curve can return values | |
| virtual const Date & | referenceDate () const | 
| the date at which discount = 1.0 and/or variance = 0.0 | |
| virtual Calendar | calendar () const | 
| the calendar used for reference and/or option date calculation | |
| virtual Natural | settlementDays () const | 
| the settlementDays used for reference date calculation | |
| void | update () | 
|  Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) | 
| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) | 
| void | registerWithObservables (const boost::shared_ptr< Observer > &) | 
| Size | unregisterWith (const boost::shared_ptr< Observable > &) | 
| void | unregisterWithAll () | 
| virtual void | deepUpdate () | 
|  Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) | 
| void | notifyObservers () | 
|  Public Member Functions inherited from Extrapolator | |
| void | enableExtrapolation (bool b=true) | 
| enable extrapolation in subsequent calls | |
| void | disableExtrapolation (bool b=true) | 
| disable extrapolation in subsequent calls | |
| bool | allowsExtrapolation () const | 
| tells whether extrapolation is enabled | |
| Additional Inherited Members | |
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
|  Protected Member Functions inherited from TermStructure | |
| void | checkRange (const Date &d, bool extrapolate) const | 
| date-range check | |
| void | checkRange (Time t, bool extrapolate) const | 
| time-range check | |
|  Protected Attributes inherited from TermStructure | |
| bool | moving_ | 
| bool | updated_ | 
| Calendar | calendar_ | 
Matrix based Base Correlation Term Structure
| 
 | virtual | 
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Implements Observer.