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Globals
"ql/experimental/credit/randomdefaultmodel"
GaussianRandomDefaultModel
Class GaussianRandomDefaultModel
Hierarchy
RandomDefaultModel
GaussianRandomDefaultModel
Implements
Observer
Observable
Index
Constructors
constructor
Properties
_accuracy
_copula
_default
Keys
_is
Disposed
_observables
_observers
_pool
_rsg
_seed
dispose
is
Disposed
notify
Observers
register
Observer
register
With
register
With
Observables
unregister
Observer
unregister
With
unregister
With
All
Methods
deep
Update
next
Sequence
reset
update
Constructors
constructor
new
Gaussian
Random
Default
Model
(
pool
:
Pool
, defaultKeys
:
DefaultProbKey
[]
, copula
:
Handle
<
OneFactorCopula
>
, accuracy
:
Real
, seed
:
Size
)
:
GaussianRandomDefaultModel
Parameters
pool:
Pool
defaultKeys:
DefaultProbKey
[]
copula:
Handle
<
OneFactorCopula
>
accuracy:
Real
seed:
Size
Returns
GaussianRandomDefaultModel
Properties
Private
_accuracy
_accuracy
:
Real
Private
_copula
_copula
:
Handle
<
OneFactorCopula
>
Protected
_default
Keys
_default
Keys
:
DefaultProbKey
[]
_is
Disposed
_is
Disposed
:
boolean
= false
_observables
_observables
:
Set
<
Observable
>
= new Set()
_observers
_observers
:
Set
<
Observer
>
= new Set()
Protected
_pool
_pool
:
Pool
Private
_rsg
_rsg
:
rsg_type
Private
_seed
_seed
:
Size
dispose
dispose
:
(
)
=>
void
Type declaration
(
)
:
void
Returns
void
is
Disposed
is
Disposed
:
boolean
notify
Observers
notify
Observers
:
(
)
=>
void
Type declaration
(
)
:
void
Returns
void
register
Observer
register
Observer
:
(
o
:
Observer
)
=>
void
Type declaration
(
o
:
Observer
)
:
void
Parameters
o:
Observer
Returns
void
register
With
register
With
:
(
h
:
Observable
)
=>
void
Type declaration
(
h
:
Observable
)
:
void
Parameters
h:
Observable
Returns
void
register
With
Observables
register
With
Observables
:
(
o
:
Observer
)
=>
void
Type declaration
(
o
:
Observer
)
:
void
Parameters
o:
Observer
Returns
void
unregister
Observer
unregister
Observer
:
(
o
:
Observer
)
=>
void
Type declaration
(
o
:
Observer
)
:
void
Parameters
o:
Observer
Returns
void
unregister
With
unregister
With
:
(
h
:
Observable
)
=>
Size
Type declaration
(
h
:
Observable
)
:
Size
Parameters
h:
Observable
Returns
Size
unregister
With
All
unregister
With
All
:
(
)
=>
void
Type declaration
(
)
:
void
Returns
void
Methods
deep
Update
deep
Update
(
)
:
void
Returns
void
next
Sequence
next
Sequence
(
tmax
?:
Real
)
:
void
Parameters
Default value
tmax:
Real
= QL_MAX_REAL
Returns
void
reset
reset
(
)
:
void
Returns
void
update
update
(
)
:
void
Returns
void
Globals
"ql/experimental/credit/randomdefaultmodel"
Gaussian
Random
Default
Model
constructor
_accuracy
_copula
_default
Keys
_is
Disposed
_observables
_observers
_pool
_rsg
_seed
dispose
is
Disposed
notify
Observers
register
Observer
register
With
register
With
Observables
unregister
Observer
unregister
With
unregister
With
All
deep
Update
next
Sequence
reset
update
Random
Default
Model
Root