Reference manual - version orea_version
Inherited by BaCvaAnalyticImpl, CalibrationAnalyticImpl, CorrelationAnalyticImpl, CrifAnalyticImpl, IMScheduleAnalyticImpl, MarketDataAnalyticImpl, ParConversionAnalyticImpl, ParScenarioAnalyticImpl, ParStressConversionAnalyticImpl, PnlAnalyticImpl, PnlExplainAnalyticImpl, PortfolioDetailsAnalyticImpl, PricingAnalyticImpl, SaCcrAnalyticImpl, SaCvaAnalyticImpl, ScenarioAnalyticImpl, ScenarioGenerationAnalyticImpl, SensitivityStressAnalyticImpl, SimmAnalyticImpl, SmrcAnalyticImpl, StressTestAnalyticImpl, VarAnalyticImpl, XvaAnalyticImpl, XvaExplainAnalyticImpl, XvaSensitivityAnalyticImpl, XvaStressAnalyticImpl, and ZeroToParShiftAnalyticImpl.
Public Member Functions | |
| Impl (const QuantLib::ext::shared_ptr< InputParameters > &inputs) | |
| virtual void | runAnalytic (const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader, const std::set< std::string > &runTypes={})=0 |
| void | initialise () |
| const bool | initialised () |
| virtual void | buildDependencies () |
| virtual void | buildConfigurations () |
| virtual void | setUpConfigurations () |
| virtual QuantLib::ext::shared_ptr< ore::data::EngineFactory > | engineFactory () |
| build an engine factory | |
| void | setLabel (const string &label) |
| const std::string & | label () const |
| void | setAnalytic (Analytic *analytic) |
| Analytic * | analytic () const |
| void | setInputs (const QuantLib::ext::shared_ptr< InputParameters > &inputs) |
| bool | generateAdditionalResults () const |
| void | setGenerateAdditionalResults (const bool generateAdditionalResults) |
| bool | hasDependentAnalytic (const std::string &key) |
| template<class T> | |
| QuantLib::ext::shared_ptr< T > | dependentAnalytic (const std::string &key) const |
| QuantLib::ext::shared_ptr< Analytic > | dependentAnalytic (const std::string &key) const |
| const std::map< std::string, std::pair< QuantLib::ext::shared_ptr< Analytic >, bool > > & | dependentAnalytics () const |
| void | addDependentAnalytic (const std::string &key, const QuantLib::ext::shared_ptr< Analytic > &analytic, const bool incDependentReports=false) |
| std::vector< QuantLib::ext::shared_ptr< Analytic > > | allDependentAnalytics () const |
| virtual std::vector< QuantLib::Date > | additionalMarketDates () const |
Protected Attributes | |
| QuantLib::ext::shared_ptr< InputParameters > | inputs_ |
| std::string | label_ |
| label for logging purposes primarily | |
| std::map< std::string, std::pair< QuantLib::ext::shared_ptr< Analytic >, bool > > | dependentAnalytics_ |
| map to dependent analytics, holds a bool if we want to report intermeditate reports | |
|
virtual |
build an engine factory
Reimplemented in CalibrationAnalyticImpl, and XvaAnalyticImpl.