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Reference manual - version orea_version
CamSensitivityStorageManager Member List

This is the complete list of members for CamSensitivityStorageManager, including all inherited members.

addSensitivities(QuantLib::ext::shared_ptr< ore::analytics::NPVCube > cube, const QuantLib::ext::shared_ptr< ore::data::Trade > &trade, const QuantLib::ext::shared_ptr< ore::data::Market > &market, const QuantLib::Size dateIndex=QuantLib::Null< QuantLib::Size >(), const QuantLib::Size sampleIndex=QuantLib::Null< QuantLib::Size >()) const overrideCamSensitivityStorageManagervirtual
CamSensitivityStorageManager(const std::vector< std::string > &camCurrencies, const QuantLib::Size nCurveSensitivities, const QuantLib::Size nVegaOptSensitivities, const QuantLib::Size nVegaUndSensitivities, const QuantLib::Size nFxVegaSensitivities, const QuantLib::Size firstCubeIndexToUse, const bool use2ndOrderSensitivities)CamSensitivityStorageManagerexplicit
getRequiredSize() const overrideCamSensitivityStorageManagervirtual
getSensitivities(const QuantLib::ext::shared_ptr< ore::analytics::NPVCube > &cube, const std::string &nettingSetId, const QuantLib::Size dateIndex=QuantLib::Null< QuantLib::Size >(), const QuantLib::Size sampleIndex=QuantLib::Null< QuantLib::Size >()) const overrideCamSensitivityStorageManagervirtual
~SensitivityStorageManager() (defined in SensitivityStorageManager)SensitivityStorageManagervirtual