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

addReport(const std::string &key, const std::string &subKey, const QuantLib::ext::shared_ptr< ore::data::InMemoryReport > &report) (defined in Analytic)	Analytic
addTimer(const std::string &key, const Timer &timer) (defined in Analytic)	Analytic
allDependentAnalytics() const (defined in Analytic)	Analytic
Analytic()	Analytic
Analytic(std::unique_ptr< Impl > impl, const std::set< std::string > &analyticTypes, const QuantLib::ext::shared_ptr< InputParameters > &inputs, const QuantLib::ext::weak_ptr< AnalyticsManager > &analyticsManager, bool simulationConfig=false, bool sensitivityConfig=false, bool scenarioGeneratorConfig=false, bool crossAssetModelConfig=false)	Analytic
analytic_mktcubes typedef (defined in Analytic)	Analytic
analytic_npvcubes typedef (defined in Analytic)	Analytic
analytic_reports typedef (defined in Analytic)	Analytic
analytic_stresstests typedef (defined in Analytic)	Analytic
analyticsManager() const (defined in Analytic)	Analytic
analyticsManager_	Analytic	protected
analyticTypes() const (defined in Analytic)	Analytic
baseCurrency() const (defined in CrifAnalytic)	CrifAnalytic
buildConfigurations(const bool=false) (defined in Analytic)	Analytic	virtual
buildMarket(const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader, const bool marketRequired=true) (defined in Analytic)	Analytic	virtual
buildPortfolio(const bool emitStructuredError=true) (defined in Analytic)	Analytic	virtual
computeCrif(const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const QuantLib::ext::shared_ptr< SensitivityStream > &sensiStream, const QuantLib::ext::shared_ptr< InputParameters > &inputs, const QuantLib::ext::shared_ptr< CrifMarket > &crifMarket, double usdSpot)	CrifAnalytic
configurations() (defined in Analytic)	Analytic
configurations_ (defined in Analytic)	Analytic	protected
crif() (defined in CrifAnalytic)	CrifAnalytic
CrifAnalytic(const QuantLib::ext::shared_ptr< ore::analytics::InputParameters > &inputs, const QuantLib::ext::weak_ptr< ore::analytics::AnalyticsManager > &analyticsManager, const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio=nullptr, const std::string &baseCurrency="") (defined in CrifAnalytic)	CrifAnalytic
enrichIndexFixings(const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio) (defined in Analytic)	Analytic	virtual
getMarket() const (defined in Analytic)	Analytic
getReport(const std::string &key, const std::string &subKey) (defined in Analytic)	Analytic
getTimer() (defined in Analytic)	Analytic
getWriteIntermediateReports() const (defined in Analytic)	Analytic
impl() (defined in Analytic)	Analytic
impl_ (defined in Analytic)	Analytic	protected
initialise() (defined in Analytic)	Analytic
inputs() const (defined in Analytic)	Analytic
inputs_	Analytic	protected
label() const	Analytic
loader() const (defined in Analytic)	Analytic
loader_ (defined in Analytic)	Analytic	protected
market() const (defined in Analytic)	Analytic
market_ (defined in Analytic)	Analytic	protected
marketCalibration(const QuantLib::ext::shared_ptr< MarketCalibrationReportBase > &mcr=nullptr) (defined in Analytic)	Analytic	virtual
marketDates() const (defined in Analytic)	Analytic
match(const std::set< std::string > &runTypes)	Analytic
mktCubes() (defined in Analytic)	Analytic
mktCubes_ (defined in Analytic)	Analytic	protected
modifyPortfolio() (defined in Analytic)	Analytic	virtual
npvCubes() (defined in Analytic)	Analytic
npvCubes_ (defined in Analytic)	Analytic	protected
parCvaSensiCubeStream() (defined in Analytic)	Analytic
parCvaSensiCubeStream_ (defined in Analytic)	Analytic	protected
portfolio() const (defined in Analytic)	Analytic
portfolio_ (defined in Analytic)	Analytic	protected
portfolioNoSimmExemptions() const (defined in CrifAnalytic)	CrifAnalytic
portfolioSimmExemptions() const (defined in CrifAnalytic)	CrifAnalytic
replaceTrades() (defined in Analytic)	Analytic	virtual
reports()	Analytic
reports_ (defined in Analytic)	Analytic	protected
requiresMarketData() const (defined in Analytic)	Analytic	virtual
runAnalytic(const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader, const std::set< std::string > &runTypes={})	Analytic	virtual
setInputs(const QuantLib::ext::shared_ptr< InputParameters > &inputs) (defined in Analytic)	Analytic
setMarket(const QuantLib::ext::shared_ptr< ore::data::Market > &market) (defined in Analytic)	Analytic
setPortfolio(const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio) (defined in Analytic)	Analytic
setPortfolioNoSimmExemptions(const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio) (defined in CrifAnalytic)	CrifAnalytic
setPortfolioSimmExemptions(const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio) (defined in CrifAnalytic)	CrifAnalytic
setUp() (defined in Analytic)	Analytic
setWriteIntermediateReports(const bool flag) (defined in Analytic)	Analytic
simmExemptionOverrides() const (defined in CrifAnalytic)	CrifAnalytic
startTimer(const std::string &key) (defined in Analytic)	Analytic
stopTimer(const std::string &key, const bool returnTimer=false) (defined in Analytic)	Analytic
stressTests() (defined in Analytic)	Analytic
stressTests_ (defined in Analytic)	Analytic	protected
timer_ (defined in Analytic)	Analytic	protected
todaysMarketParams() (defined in Analytic)	Analytic
types_	Analytic	protected
writeIntermediateReports_	Analytic	protected
~Analytic() (defined in Analytic)	Analytic	virtual