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Reference manual - version orea_version
CashflowReportCalculator Member List

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

calculate(const QuantLib::ext::shared_ptr< Trade > &trade, Size tradeIndex, const QuantLib::ext::shared_ptr< SimMarket > &simMarket, QuantLib::ext::shared_ptr< NPVCube > &outputCube, QuantLib::ext::shared_ptr< NPVCube > &outputCubeNettingSet, const Date &date, Size dateIndex, Size sample, bool isCloseOut=false) override (defined in CashflowReportCalculator)CashflowReportCalculatorvirtual
calculateT0(const QuantLib::ext::shared_ptr< Trade > &trade, Size tradeIndex, const QuantLib::ext::shared_ptr< SimMarket > &simMarket, QuantLib::ext::shared_ptr< NPVCube > &outputCube, QuantLib::ext::shared_ptr< NPVCube > &outputCubeNettingSet) override (defined in CashflowReportCalculator)CashflowReportCalculatorvirtual
CashflowReportCalculator(const std::string &baseCcyCode, const bool includePastCashflows, std::vector< std::vector< std::vector< TradeCashflowReportData > > > &cfCube) (defined in CashflowReportCalculator)CashflowReportCalculator
init(const QuantLib::ext::shared_ptr< Portfolio > &portfolio, const QuantLib::ext::shared_ptr< SimMarket > &simMarket) override (defined in CashflowReportCalculator)CashflowReportCalculatorvirtual
initScenario() override (defined in CashflowReportCalculator)CashflowReportCalculatorvirtual
~ValuationCalculator() (defined in ValuationCalculator)ValuationCalculatorvirtual