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Reference manual - version orea_version
DimHelper Member List

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

DimHelper(const QuantLib::ext::shared_ptr< CrossAssetModel > &model, const QuantLib::ext::shared_ptr< NPVCube > &cube, const QuantLib::ext::shared_ptr< SensitivityStorageManager > &sensitivityStorageManager, const std::vector< Time > &curveSensitivityGrid, const Size dimHorizonCalendarDays)DimHelper
var(const std::string &nettingSetId, const Size order, const Real quantile, const Real thetaFactor=0.0, const Size dateIndex=Null< Size >(), const Size sampleIndex=Null< Size >())DimHelper