DecomposedSensitivityStream Class Reference

Class that wraps a sensitivity stream and decompose default, equity and commodity risk records given weights. More...

#include <orea/engine/decomposedsensitivitystream.hpp>

Inheritance diagram for DecomposedSensitivityStream:

Public Member Functions
	DecomposedSensitivityStream (const QuantLib::ext::shared_ptr< SensitivityStream > &ss, const std::string &baseCurrency, const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &refDataManager=nullptr, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs=nullptr, const QuantLib::ext::shared_ptr< SensitivityScenarioData > &scenarioData=nullptr, const QuantLib::ext::shared_ptr< ore::data::Market > &todaysMarket=nullptr)
SensitivityRecord	next () override
	Returns the next SensitivityRecord in the stream after filtering.
void	reset () override
	Resets the stream so that SensitivityRecord objects can be streamed again.
Public Member Functions inherited from SensitivityStream
virtual	~SensitivityStream ()
	Destructor.

Detailed Description

Class that wraps a sensitivity stream and decompose default, equity and commodity risk records given weights.

Constructor & Destructor Documentation

DecomposedSensitivityStream()

DecomposedSensitivityStream	(	const QuantLib::ext::shared_ptr< SensitivityStream > &	ss,
		const std::string &	baseCurrency,
		const QuantLib::ext::shared_ptr< ore::data::Portfolio > &	portfolio,
		const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &	refDataManager = nullptr,
		const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &	curveConfigs = nullptr,
		const QuantLib::ext::shared_ptr< SensitivityScenarioData > &	scenarioData = nullptr,
		const QuantLib::ext::shared_ptr< ore::data::Market > &	todaysMarket = nullptr )

Constructor providing the weights for the credit index decomposition and the ids and reference data used for

Member Function Documentation

next()

SensitivityRecord next ( )

overridevirtual

Returns the next SensitivityRecord in the stream after filtering.

Implements SensitivityStream.

reset()

void reset ( )

overridevirtual

Resets the stream so that SensitivityRecord objects can be streamed again.

Implements SensitivityStream.