Reference manual - version orea_version
This is the complete list of members for SaccrCalculator, including all inherited members.
| addOn(NettingSetDetails nettingSetDetails) const (defined in SaccrCalculator) | SaccrCalculator | |
| addOn(NettingSetDetails nettingSetDetails, SaccrTradeData::AssetClass assetClass) const (defined in SaccrCalculator) | SaccrCalculator | |
| addOn(NettingSetDetails nettingSetDetails, SaccrTradeData::AssetClass assetClass, string hedgingSet) const (defined in SaccrCalculator) | SaccrCalculator | |
| assetClasses(NettingSetDetails nettingSetDetails) const (defined in SaccrCalculator) | SaccrCalculator | |
| AssetClassKey typedef (defined in SaccrCalculator) | SaccrCalculator | |
| CC() const (defined in SaccrCalculator) | SaccrCalculator | |
| CC(NettingSetDetails nettingSetDetails) const (defined in SaccrCalculator) | SaccrCalculator | |
| counterpartyManager() const (defined in SaccrCalculator) | SaccrCalculator | |
| EAD(NettingSetDetails nettingSetDetails) const (defined in SaccrCalculator) | SaccrCalculator | |
| EAD(string nettingSet) const (defined in SaccrCalculator) | SaccrCalculator | |
| HedgingSetKey typedef (defined in SaccrCalculator) | SaccrCalculator | |
| hedgingSets(NettingSetDetails nettingSetDetails, SaccrTradeData::AssetClass assetClass) const (defined in SaccrCalculator) | SaccrCalculator | |
| HedgingSubsetKey typedef (defined in SaccrCalculator) | SaccrCalculator | |
| market() const (defined in SaccrCalculator) | SaccrCalculator | |
| multiplier(NettingSetDetails nettingSetDetails) const (defined in SaccrCalculator) | SaccrCalculator | |
| nettingSetDetails() const (defined in SaccrCalculator) | SaccrCalculator | |
| nettingSetManager() const (defined in SaccrCalculator) | SaccrCalculator | |
| NPV() const (defined in SaccrCalculator) | SaccrCalculator | |
| NPV(NettingSetDetails nettingSetDetails) const (defined in SaccrCalculator) | SaccrCalculator | |
| PFE(NettingSetDetails nettingSetDetails) const (defined in SaccrCalculator) | SaccrCalculator | |
| RC(NettingSetDetails nettingSetDetails) const (defined in SaccrCalculator) | SaccrCalculator | |
| ReportType enum name (defined in SaccrCalculator) | SaccrCalculator | |
| RW(NettingSetDetails nettingSetDetails) const (defined in SaccrCalculator) | SaccrCalculator | |
| SaccrCalculator(const QuantLib::ext::shared_ptr< Crif > &capitalCrif, const QuantLib::ext::shared_ptr< SaccrTradeData > &saccrTradeData, const std::string &baseCurrency, const QuantLib::ext::shared_ptr< NettingSetManager > &nettingSetManager, const QuantLib::ext::shared_ptr< ore::data::CounterpartyManager > &counterpartyManager, const QuantLib::ext::shared_ptr< Market > &market, const std::map< ReportType, QuantLib::ext::shared_ptr< ore::data::Report > > &outReports={}) (defined in SaccrCalculator) | SaccrCalculator | |
| saccrTradeData() const (defined in SaccrCalculator) | SaccrCalculator |