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Reference manual - version orea_version
SensitivityCalculator Member List

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

calculate(const QuantLib::ext::shared_ptr< ore::data::Trade > &trade, QuantLib::Size tradeIndex, const QuantLib::ext::shared_ptr< ore::analytics::SimMarket > &simMarket, QuantLib::ext::shared_ptr< ore::analytics::NPVCube > &outputCube, QuantLib::ext::shared_ptr< ore::analytics::NPVCube > &outputCubeNettingSet, const Date &date, Size dateIndex, QuantLib::Size sample, bool isCloseOut=false) override (defined in SensitivityCalculator)SensitivityCalculator
ore::analytics::ValuationCalculator::calculate(const QuantLib::ext::shared_ptr< Trade > &trade, Size tradeIndex, const QuantLib::ext::shared_ptr< SimMarket > &simMarket, QuantLib::ext::shared_ptr< NPVCube > &outputCube, QuantLib::ext::shared_ptr< NPVCube > &outputCubeNettingSet, const Date &date, Size dateIndex, Size sample, bool isCloseOut=false)=0ValuationCalculatorpure virtual
calculateT0(const QuantLib::ext::shared_ptr< ore::data::Trade > &trade, QuantLib::Size tradeIndex, const QuantLib::ext::shared_ptr< ore::analytics::SimMarket > &simMarket, QuantLib::ext::shared_ptr< ore::analytics::NPVCube > &outputCube, QuantLib::ext::shared_ptr< ore::analytics::NPVCube > &outputCubeNettingSet) override (defined in SensitivityCalculator)SensitivityCalculator
ore::analytics::ValuationCalculator::calculateT0(const QuantLib::ext::shared_ptr< Trade > &trade, Size tradeIndex, const QuantLib::ext::shared_ptr< SimMarket > &simMarket, QuantLib::ext::shared_ptr< NPVCube > &outputCube, QuantLib::ext::shared_ptr< NPVCube > &outputCubeNettingSet)=0ValuationCalculatorpure virtual
init(const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const QuantLib::ext::shared_ptr< ore::analytics::SimMarket > &simMarket) override (defined in SensitivityCalculator)SensitivityCalculator
init(const QuantLib::ext::shared_ptr< Portfolio > &portfolio, const QuantLib::ext::shared_ptr< SimMarket > &simMarket)=0 (defined in ValuationCalculator)ValuationCalculatorpure virtual
initScenario() override (defined in SensitivityCalculator)SensitivityCalculatorvirtual
SensitivityCalculator(const QuantLib::ext::shared_ptr< SensitivityStorageManager > &sensitivityStorageManager)SensitivityCalculatorexplicit
~ValuationCalculator() (defined in ValuationCalculator)ValuationCalculatorvirtual