Reference manual - version orea_version
This is the complete list of members for SaccrTradeData, including all inherited members.
| AssetClass enum name (defined in SaccrTradeData) | SaccrTradeData | |
| baseCurrency() const (defined in SaccrTradeData) | SaccrTradeData | |
| bucketMapper() const (defined in SaccrTradeData) | SaccrTradeData | |
| calculatedCollateralBalances() const (defined in SaccrTradeData) | SaccrTradeData | |
| collateralBalances() const (defined in SaccrTradeData) | SaccrTradeData | |
| Commodity enum value (defined in SaccrTradeData) | SaccrTradeData | |
| CommodityHedgingSet enum name (defined in SaccrTradeData) | SaccrTradeData | |
| counterparty(const ore::data::NettingSetDetails &nsd) const (defined in SaccrTradeData) | SaccrTradeData | |
| counterpartyManager() const (defined in SaccrTradeData) | SaccrTradeData | |
| Credit enum value (defined in SaccrTradeData) | SaccrTradeData | |
| data() const (defined in SaccrTradeData) | SaccrTradeData | |
| defaultIMBalances() const (defined in SaccrTradeData) | SaccrTradeData | |
| defaultVMBalances() const (defined in SaccrTradeData) | SaccrTradeData | |
| Equity enum value (defined in SaccrTradeData) | SaccrTradeData | |
| FX enum value (defined in SaccrTradeData) | SaccrTradeData | |
| getCommodityHedgingSet(const std::string &comm) const (defined in SaccrTradeData) | SaccrTradeData | |
| getCommodityHedgingSubset(const std::string &comm, bool mapQualifier=true) const (defined in SaccrTradeData) | SaccrTradeData | |
| getFxRate(const std::string &ccyPair) const (defined in SaccrTradeData) | SaccrTradeData | |
| getQualifierCommodityMapping(const std::string &qualifier) const (defined in SaccrTradeData) | SaccrTradeData | |
| getSimmQualifier(const std::string &name) const (defined in SaccrTradeData) | SaccrTradeData | |
| getUnderlyingName(const std::string &index, const ore::data::AssetClass &assetClass, bool withPrefix=false) const (defined in SaccrTradeData) | SaccrTradeData | |
| initialise(const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio) (defined in SaccrTradeData) | SaccrTradeData | |
| IR enum value (defined in SaccrTradeData) | SaccrTradeData | |
| market() (defined in SaccrTradeData) | SaccrTradeData | |
| nameMapper() const (defined in SaccrTradeData) | SaccrTradeData | |
| nettingSetManager() const (defined in SaccrTradeData) | SaccrTradeData | |
| nettingSets() const (defined in SaccrTradeData) | SaccrTradeData | |
| None enum value (defined in SaccrTradeData) | SaccrTradeData | |
| NPV(const ore::data::NettingSetDetails &nsd) const (defined in SaccrTradeData) | SaccrTradeData | |
| nullString() const (defined in SaccrTradeData) | SaccrTradeData | |
| oreAssetClassToSaccr(const ore::data::AssetClass &oreAssetClass) (defined in SaccrTradeData) | SaccrTradeData | static |
| portfolio() (defined in SaccrTradeData) | SaccrTradeData | |
| refDataManager() const (defined in SaccrTradeData) | SaccrTradeData | |
| saccrAssetClassToOre(const AssetClass &saccrAssetClass) (defined in SaccrTradeData) | SaccrTradeData | static |
| SaccrTradeData(const QuantLib::ext::shared_ptr< ore::data::Market > &market, const QuantLib::ext::shared_ptr< ore::analytics::SimmNameMapper > &nameMapper, const QuantLib::ext::shared_ptr< ore::analytics::SimmBucketMapper > &bucketMapper, const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &refDataManager, const std::string &baseCurrency, const std::string &nullString="#N/A", const QuantLib::ext::shared_ptr< ore::data::NettingSetManager > &nettingSetManager=nullptr, const QuantLib::ext::shared_ptr< ore::data::CounterpartyManager > &counterpartyManager=nullptr, const QuantLib::ext::shared_ptr< ore::data::CollateralBalances > &collateralBalances=nullptr, const QuantLib::ext::shared_ptr< ore::data::CollateralBalances > &calculatedCollateralBalances=nullptr) (defined in SaccrTradeData) | SaccrTradeData | |
| size() const (defined in SaccrTradeData) | SaccrTradeData | |
| tradeCount(const ore::data::NettingSetDetails &nsd) const (defined in SaccrTradeData) | SaccrTradeData |