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

buildCube(const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const std::function< std::vector< QuantLib::ext::shared_ptr< ore::analytics::ValuationCalculator > >()> &calculators, const ValuationEngine::ErrorPolicy errorPolicy=ValuationEngine::ErrorPolicy::RemoveAll, const std::function< std::vector< QuantLib::ext::shared_ptr< ore::analytics::CounterpartyCalculator > >()> &cptyCalculators={}, bool mporStickyDate=true, bool dryRun=false) (defined in MultiThreadedValuationEngine)	MultiThreadedValuationEngine
MultiThreadedValuationEngine(const QuantLib::Size nThreads, const QuantLib::Date &today, const QuantLib::ext::shared_ptr< ore::analytics::DateGrid > &dateGrid, const QuantLib::Size nSamples, const QuantLib::ext::shared_ptr< ore::data::Loader > &loader, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioGenerator > &scenarioGenerator, const QuantLib::ext::shared_ptr< ore::data::EngineData > &engineData, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs, const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams, const std::string &configuration, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketData, const bool useSpreadedTermStructures=false, const bool cacheSimData=false, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioFilter > &scenarioFilter=QuantLib::ext::make_shared< ore::analytics::ScenarioFilter >(), const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &referenceData=nullptr, const QuantLib::ext::shared_ptr< ore::data::IborFallbackConfig > &iborFallbackConfig=QuantLib::ext::make_shared< ore::data::IborFallbackConfig >(ore::data::IborFallbackConfig::defaultConfig()), const bool handlePseudoCurrenciesTodaysMarket=true, const bool handlePseudoCurrenciesSimMarket=true, const bool recalibrateModels=true, const std::function< QuantLib::ext::shared_ptr< ore::analytics::NPVCube >(const QuantLib::Date &, const std::set< std::string > &, const std::vector< QuantLib::Date > &, const QuantLib::Size)> &cubeFactory={}, const std::function< QuantLib::ext::shared_ptr< ore::analytics::NPVCube >(const QuantLib::Date &, const std::vector< QuantLib::Date > &, const QuantLib::Size)> &nettingSetCubeFactory={}, const std::function< QuantLib::ext::shared_ptr< ore::analytics::NPVCube >(const QuantLib::Date &, const std::set< std::string > &, const std::vector< QuantLib::Date > &, const QuantLib::Size)> &cptyCubeFactory={}, const std::string &context="unspecified", const QuantLib::ext::shared_ptr< ore::analytics::Scenario > &offSetScenario=nullptr) (defined in MultiThreadedValuationEngine)	MultiThreadedValuationEngine
outputCptyCubes() const (defined in MultiThreadedValuationEngine)	MultiThreadedValuationEngine
outputCubes() const (defined in MultiThreadedValuationEngine)	MultiThreadedValuationEngine
outputNettingSetCubes() const (defined in MultiThreadedValuationEngine)	MultiThreadedValuationEngine
setAggregationScenarioData(const QuantLib::ext::shared_ptr< AggregationScenarioData > &aggregationScenarioData) (defined in MultiThreadedValuationEngine)	MultiThreadedValuationEngine