ParametricVarAnalyticImpl Class Reference

Inheritance diagram for ParametricVarAnalyticImpl:

Public Member Functions
	ParametricVarAnalyticImpl (const QuantLib::ext::shared_ptr< InputParameters > &inputs)
virtual void	setUpConfigurations () override
virtual QuantLib::ext::shared_ptr< SensitivityStream >	sensiStream (const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader)
Public Member Functions inherited from VarAnalyticImpl
	VarAnalyticImpl (const QuantLib::ext::shared_ptr< InputParameters > &inputs, const string &label)
virtual void	runAnalytic (const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader, const std::set< std::string > &runTypes={}) override
Public Member Functions inherited from Analytic::Impl
	Impl (const QuantLib::ext::shared_ptr< InputParameters > &inputs)
void	initialise ()
const bool	initialised ()
virtual void	buildDependencies ()
virtual void	buildConfigurations ()
virtual QuantLib::ext::shared_ptr< ore::data::EngineFactory >	engineFactory ()
	build an engine factory
void	setLabel (const string &label)
const std::string &	label () const
void	setAnalytic (Analytic *analytic)
Analytic *	analytic () const
void	setInputs (const QuantLib::ext::shared_ptr< InputParameters > &inputs)
bool	generateAdditionalResults () const
void	setGenerateAdditionalResults (const bool generateAdditionalResults)
bool	hasDependentAnalytic (const std::string &key)
template<class T>
QuantLib::ext::shared_ptr< T >	dependentAnalytic (const std::string &key) const
QuantLib::ext::shared_ptr< Analytic >	dependentAnalytic (const std::string &key) const
const std::map< std::string, std::pair< QuantLib::ext::shared_ptr< Analytic >, bool > > &	dependentAnalytics () const
void	addDependentAnalytic (const std::string &key, const QuantLib::ext::shared_ptr< Analytic > &analytic, const bool incDependentReports=false)
std::vector< QuantLib::ext::shared_ptr< Analytic > >	allDependentAnalytics () const
virtual std::vector< QuantLib::Date >	additionalMarketDates () const

Static Public Attributes
static constexpr const char *	LABEL = "PARAMETRIC_VAR"

Protected Member Functions
void	setVarReport (const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader) override
Protected Member Functions inherited from VarAnalyticImpl
virtual void	addAdditionalReports (const QuantLib::ext::shared_ptr< MarketRiskReport::Reports > &reports)

Additional Inherited Members
Protected Attributes inherited from VarAnalyticImpl
QuantLib::ext::shared_ptr< VarReport >	varReport_
Protected Attributes inherited from Analytic::Impl
QuantLib::ext::shared_ptr< InputParameters >	inputs_
std::string	label_
	label for logging purposes primarily
std::map< std::string, std::pair< QuantLib::ext::shared_ptr< Analytic >, bool > >	dependentAnalytics_
	map to dependent analytics, holds a bool if we want to report intermeditate reports

Member Function Documentation

setUpConfigurations()

virtual void setUpConfigurations ( )

overridevirtual

Reimplemented from VarAnalyticImpl.

setVarReport()

void setVarReport ( const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > & loader )

overrideprotectedvirtual

Reimplemented from VarAnalyticImpl.