Reference manual - version orea_version
This is the complete list of members for ScenarioSimMarket, including all inherited members.
| absoluteSimData_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| addSwapIndexToSsm(const std::string &indexName) | ScenarioSimMarket | protected |
| addYieldCurve(const QuantLib::ext::shared_ptr< Market > &initMarket, const std::string &configuration, const RiskFactorKey::KeyType rf, const string &key, const vector< Period > &tenors, bool &simDataWritten, bool simulate=true, bool spreaded=false) (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| aggregationScenarioData() | ScenarioSimMarket | virtual |
| aggregationScenarioData() const | ScenarioSimMarket | virtual |
| allowPartialScenarios_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| applyCurveAlgebra() (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| applyCurveAlgebraSpreadedYieldCurve(const Handle< YieldTermStructure > &target, const std::vector< Handle< YieldTermStructure > > &bases, const std::vector< double > &multiplier) (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| applyScenario(const QuantLib::ext::shared_ptr< Scenario > &scenario) (defined in ScenarioSimMarket) | ScenarioSimMarket | |
| asd_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| baseScenario() const | ScenarioSimMarket | virtual |
| baseScenario_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| baseScenarioAbsolute() const | ScenarioSimMarket | virtual |
| baseScenarioAbsolute_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| cachedSimData_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| cachedSimDataActive_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| cachedSimDataKeysHash_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| cacheSimData_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| coordinatesData_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| currentScenario_ (defined in ScenarioSimMarket) | ScenarioSimMarket | mutableprotected |
| diffToBaseKeys_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| filter() | ScenarioSimMarket | virtual |
| filter() const | ScenarioSimMarket | virtual |
| filter_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| fixingManager() const override | ScenarioSimMarket | virtual |
| fixingManager_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| getYieldCurve(const std::string &key) const (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| getYieldCurve(const std::string &yieldSpecId, const ore::data::TodaysMarketParameters &todaysMarketParams, const std::string &configuration, const QuantLib::ext::shared_ptr< ore::data::Market > &market=nullptr) const | ScenarioSimMarket | protected |
| iborFallbackConfig_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| isSimulated(const RiskFactorKey::KeyType &factor) const | ScenarioSimMarket | virtual |
| label() | SimMarket | |
| label_ (defined in SimMarket) | SimMarket | protected |
| nonSimulatedFactors_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| numeraire() | SimMarket | |
| numeraire_ (defined in SimMarket) | SimMarket | protected |
| offsetScenario() const | ScenarioSimMarket | |
| offsetScenario_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| parameters_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| postUpdate(const Date &d, bool withFixings) override | ScenarioSimMarket | virtual |
| preUpdate() override | ScenarioSimMarket | virtual |
| reset() override | ScenarioSimMarket | virtual |
| scenarioGenerator() | ScenarioSimMarket | virtual |
| scenarioGenerator() const | ScenarioSimMarket | virtual |
| scenarioGenerator_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| scenarioInformationSetter_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| ScenarioSimMarket(const bool handlePseudoCurrencies) | ScenarioSimMarket | explicit |
| ScenarioSimMarket(const QuantLib::ext::shared_ptr< Market > &initMarket, const QuantLib::ext::shared_ptr< ScenarioSimMarketParameters > ¶meters, const std::string &configuration=Market::defaultConfiguration, const ore::data::CurveConfigurations &curveConfigs=ore::data::CurveConfigurations(), const ore::data::TodaysMarketParameters &todaysMarketParams=ore::data::TodaysMarketParameters(), const bool continueOnError=false, const bool useSpreadedTermStructures=false, const bool cacheSimData=false, const bool allowPartialScenarios=false, const QuantLib::ext::shared_ptr< IborFallbackConfig > &iborFallbackConfig=QuantLib::ext::make_shared< IborFallbackConfig >(IborFallbackConfig::defaultConfig()), const bool handlePseudoCurrencies=true, const QuantLib::ext::shared_ptr< Scenario > &offSetScenario=nullptr) (defined in ScenarioSimMarket) | ScenarioSimMarket | |
| ScenarioSimMarket(const QuantLib::ext::shared_ptr< Market > &initMarket, const QuantLib::ext::shared_ptr< ScenarioSimMarketParameters > ¶meters, const QuantLib::ext::shared_ptr< FixingManager > &fixingManager, const std::string &configuration=Market::defaultConfiguration, const ore::data::CurveConfigurations &curveConfigs=ore::data::CurveConfigurations(), const ore::data::TodaysMarketParameters &todaysMarketParams=ore::data::TodaysMarketParameters(), const bool continueOnError=false, const bool useSpreadedTermStructures=false, const bool cacheSimData=false, const bool allowPartialScenarios=false, const QuantLib::ext::shared_ptr< IborFallbackConfig > &iborFallbackConfig=QuantLib::ext::make_shared< IborFallbackConfig >(IborFallbackConfig::defaultConfig()), const bool handlePseudoCurrencies=true, const QuantLib::ext::shared_ptr< Scenario > &offSetScenario=nullptr) (defined in ScenarioSimMarket) | ScenarioSimMarket | |
| simData_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| SimMarket(const bool handlePseudoCurrencies) (defined in SimMarket) | SimMarket | explicit |
| update(const Date &d) | SimMarket | virtual |
| updateAsd(const Date &) override | ScenarioSimMarket | virtual |
| updateDate(const Date &) override | ScenarioSimMarket | virtual |
| updateScenario(const Date &) override | ScenarioSimMarket | virtual |
| useSpreadedTermStructures() const | ScenarioSimMarket | |
| useSpreadedTermStructures_ (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |
| writeSimData(std::map< RiskFactorKey, QuantLib::ext::shared_ptr< SimpleQuote > > &simDataTmp, std::map< RiskFactorKey, Real > &absoluteSimDataTmp, const RiskFactorKey::KeyType keyType, const std::string &name, const std::vector< std::vector< Real > > &coordinates) (defined in ScenarioSimMarket) | ScenarioSimMarket | protected |