This is the complete list of members for DynamicSimmCalculator, including all inherited members.
| build() override | DynamicSimmCalculator | virtual |
| cashFlow(const string &nettingSet) const | DynamicInitialMarginCalculator | |
| cube_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| cubeInterpretation_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| cubeIsRegular_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| currentIM() const | DynamicInitialMarginCalculator | |
| currentIM_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| datesLoopSize_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| dimCube() const | DynamicInitialMarginCalculator | |
| dimCube_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| dynamicIM(const string &nettingSet) const | DynamicInitialMarginCalculator | |
| DynamicInitialMarginCalculator(const QuantLib::ext::shared_ptr< InputParameters > &inputs, const QuantLib::ext::shared_ptr< Portfolio > &portfolio, const QuantLib::ext::shared_ptr< NPVCube > &cube, const QuantLib::ext::shared_ptr< CubeInterpretation > &cubeInterpretation, const QuantLib::ext::shared_ptr< AggregationScenarioData > &scenarioData, Real quantile=0.99, Size horizonCalendarDays=14, const std::map< std::string, Real > ¤tIM=std::map< std::string, Real >(), Size dimCubeDepth=1) | DynamicInitialMarginCalculator | |
| DynamicSimmCalculator(const QuantLib::ext::shared_ptr< InputParameters > &inputs, const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const QuantLib::ext::shared_ptr< ore::analytics::NPVCube > &cube, const QuantLib::ext::shared_ptr< ore::analytics::CubeInterpretation > &cubeInterpretation, const QuantLib::ext::shared_ptr< ore::analytics::AggregationScenarioData > &scenarioData, const QuantLib::ext::shared_ptr< SimmHelper > &simmHelper, QuantLib::Real quantile=0.99, QuantLib::Size horizonCalendarDays=14, const std::map< std::string, Real > ¤tIM=std::map< std::string, Real >(), const Size &simmCubeDepth=4) | DynamicSimmCalculator | |
| expectedIM(const string &nettingSet) const | DynamicInitialMarginCalculator | |
| exportDimCube(ore::data::Report &dimCubeReport) const | DynamicInitialMarginCalculator | virtual |
| exportDimDistribution(ore::data::Report &dimDistributionReport, const Size gridSize=50, const Real coveredStdDevs=5.0) const | DynamicInitialMarginCalculator | virtual |
| exportDimEvolution(ore::data::Report &dimEvolutionReport) const | DynamicInitialMarginCalculator | virtual |
| getInitialMarginScaling() const | DynamicInitialMarginCalculator | |
| horizonCalendarDays_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| inputs_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| nettingSetCloseOutNPV_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| nettingSetDeltaNPV_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| nettingSetDIM_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| nettingSetExpectedDIM_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| nettingSetFLOW_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| nettingSetIds_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| nettingSetNPV_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| nettingSetScaling_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| portfolio_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| quantile_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| scenarioData_ (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | protected |
| unscaledCurrentDIM() const override | DynamicSimmCalculator | virtual |
| ~DynamicInitialMarginCalculator() (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | virtual |