This is the complete list of members for BaCvaCalculator, including all inherited members.
| BaCvaCalculator(const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const QuantLib::ext::shared_ptr< ore::data::NettingSetManager > &nettingSetManager, const QuantLib::ext::shared_ptr< ore::data::CounterpartyManager > &counterpartyManager, const QuantLib::ext::shared_ptr< ore::data::Market > &market, const std::string &calculationCcy, const QuantLib::ext::shared_ptr< ore::data::CollateralBalances > &collateralBalances, const QuantLib::ext::shared_ptr< ore::data::CollateralBalances > &calculatedCollateralBalances, const QuantLib::ext::shared_ptr< SimmBasicNameMapper > &nameMapper, const QuantLib::ext::shared_ptr< SimmBucketMapper > &bucketMapper, const QuantLib::ext::shared_ptr< ReferenceDataManager > &refDataManager=nullptr, QuantLib::Real rho=0.5, QuantLib::Real alpha=1.4, QuantLib::Real discount=0.65) (defined in BaCvaCalculator) | BaCvaCalculator | |
| BaCvaCalculator(const QuantLib::ext::shared_ptr< SaccrCalculator > &saccrCalculator, const QuantLib::ext::shared_ptr< SaccrTradeData > &saccrTradeData, const std::string &calculationCcy, QuantLib::Real rho=0.5, QuantLib::Real alpha=1.4) (defined in BaCvaCalculator) | BaCvaCalculator | |
| calculate() (defined in BaCvaCalculator) | BaCvaCalculator | |
| calculateEffectiveMaturity() (defined in BaCvaCalculator) | BaCvaCalculator | protected |
| calculationCurrency() const | BaCvaCalculator | |
| counterpartyNettingSets() (defined in BaCvaCalculator) | BaCvaCalculator | |
| counterpartySCVA(std::string counterparty) (defined in BaCvaCalculator) | BaCvaCalculator | |
| cvaResult() const | BaCvaCalculator | |
| discountFactor(std::string nettingSet) (defined in BaCvaCalculator) | BaCvaCalculator | |
| EAD(std::string nettingSet) (defined in BaCvaCalculator) | BaCvaCalculator | |
| effectiveMaturity(std::string nettingSet) (defined in BaCvaCalculator) | BaCvaCalculator | |
| riskWeight(std::string counterparty) (defined in BaCvaCalculator) | BaCvaCalculator | |
| timer() const (defined in BaCvaCalculator) | BaCvaCalculator |