Logo
Reference manual - version orea_version
CrifGenerator Member List

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

CrifGenerator(const QuantLib::ext::shared_ptr< SimmConfiguration > &simmConfiguration, const QuantLib::ext::shared_ptr< SimmNameMapper > &nameMapper, const QuantLib::ext::shared_ptr< SimmTradeData > &tradeData, const QuantLib::ext::shared_ptr< CrifMarket > &crifMarket, bool xccyDiscounting=false, const std::string &currency="USD", QuantLib::Real usdSpot=1.0, const QuantLib::ext::shared_ptr< ore::data::PortfolioFieldGetter > &fieldGetter=nullptr, const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &referenceData=nullptr, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs=nullptr, const std::string &discountIndex="")CrifGenerator
discountIndex() constCrifGenerator
generateCrif(const QuantLib::ext::shared_ptr< ore::analytics::SensitivityStream > &ss)CrifGenerator
hasNettingSetDetails() constCrifGenerator
processSensitivityStream(ore::analytics::SensitivityStream &ss, std::set< std::string > &failedTrades) (defined in CrifGenerator)CrifGenerator