Reference manual - version orea_version
This is the complete list of members for SensitivityScenarioData, including all inherited members.
| addBaseCorrelationShiftData(const string &s, const QuantLib::ext::shared_ptr< BaseCorrelationShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addCapFloorVolShiftData(const string &s, const QuantLib::ext::shared_ptr< CapFloorVolShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addCdsVolShiftData(const string &s, const QuantLib::ext::shared_ptr< CdsVolShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addCommodityCurrencies(const string &s, const string &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addCommodityCurveShiftData(const string &s, const QuantLib::ext::shared_ptr< CurveShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addCommodityVolShiftData(const string &s, const QuantLib::ext::shared_ptr< VolShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addCorrelationShiftData(const string &s, const QuantLib::ext::shared_ptr< VolShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addCreditCcys(const string &s, const string &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addCreditCurveShiftData(const string &s, const QuantLib::ext::shared_ptr< CurveShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addDiscountCurveShiftData(const string &s, const QuantLib::ext::shared_ptr< CurveShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addDividendYieldShiftData(const string &s, const QuantLib::ext::shared_ptr< CurveShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addEquityShiftData(const string &s, const QuantLib::ext::shared_ptr< SpotShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addEquityVolShiftData(const string &s, const QuantLib::ext::shared_ptr< VolShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addFxShiftData(const string &s, const QuantLib::ext::shared_ptr< SpotShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addFxVolShiftData(const string &s, const QuantLib::ext::shared_ptr< VolShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addIndexCurveShiftData(const string &s, const QuantLib::ext::shared_ptr< CurveShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addSecurityShiftData(const string &s, const QuantLib::ext::shared_ptr< SpotShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addSwaptionVolShiftData(const string &s, const QuantLib::ext::shared_ptr< GenericYieldVolShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addYieldCurveShiftData(const string &s, const QuantLib::ext::shared_ptr< CurveShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addYieldVolShiftData(const string &s, const QuantLib::ext::shared_ptr< GenericYieldVolShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addYoyInflationCapFloorVolShiftData(const string &s, const QuantLib::ext::shared_ptr< CapFloorVolShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addYoyInflationCurveShiftData(const string &s, const QuantLib::ext::shared_ptr< CurveShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addZeroInflationCapFloorVolShiftData(const string &s, const QuantLib::ext::shared_ptr< CapFloorVolShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| addZeroInflationCurveShiftData(const string &s, const QuantLib::ext::shared_ptr< CurveShiftData > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| baseCorrelationShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| baseCorrelationShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| baseCorrelationShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| capFloorVolShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| capFloorVolShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| capFloorVolShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| cdsVolShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| cdsVolShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| cdsVolShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| commodityCurrencies() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| commodityCurrencies() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| commodityCurrencies_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| commodityCurveShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| commodityCurveShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| commodityCurveShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| commodityVolShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| commodityVolShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| commodityVolShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| computeGamma() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| computeGamma() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| computeGamma_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| correlationShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| correlationShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| correlationShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| creditCcys() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| creditCcys() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| creditCcys_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| creditCurveShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| creditCurveShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| creditCurveShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| crossGammaFilter() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| crossGammaFilter() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| crossGammaFilter_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| curveShiftDataFromXML(XMLNode *child, CurveShiftData &data) (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| curveShiftDataToXML(ore::data::XMLDocument &doc, XMLNode *node, const CurveShiftData &data) const (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| discountCurveShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| discountCurveShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| discountCurveShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| dividendYieldShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| dividendYieldShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| dividendYieldShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| equityShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| equityShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| equityShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| equityVolShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| equityVolShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| equityVolShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| fromXML(XMLNode *node) override (defined in SensitivityScenarioData) | SensitivityScenarioData | virtual |
| fxShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| fxShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| fxShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| fxVolShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| fxVolShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| fxVolShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| getIndexCurrency(string indexName) | SensitivityScenarioData | |
| indexCurveShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| indexCurveShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| indexCurveShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| parConversion() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| parConversion_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| parConversionExcludeFixings() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| parConversionExcludeFixings_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| parConversionExcludes() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| parConversionExcludes() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| parConversionExcludes_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| parConversionMatrixRegularisation() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| parConversionMatrixRegularisation_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| securityShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| securityShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| securityShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| SensitivityScenarioData(bool parConversion=true, std::string parConversionExcludeFixings=".*", ore::data::ParConversionMatrixRegularisation parConversionMatrixRegularisation=ore::data::ParConversionMatrixRegularisation::Silent) | SensitivityScenarioData | |
| setComputeGamma(const bool b) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| setCrossGammaFilter(const vector< pair< string, string > > &d) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| setParConversion(const bool b) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| setParConversionExcludeFixings(const std::string b) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| setParConversionMatrixRegularisation(const ore::data::ParConversionMatrixRegularisation &r) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| setUseSpreadedTermStructures(const bool b) (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| shiftData(const ore::analytics::RiskFactorKey::KeyType &keyType, const std::string &name) const | SensitivityScenarioData | |
| shiftDataFromXML(XMLNode *child, ShiftData &data) (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| shiftDataToXML(ore::data::XMLDocument &doc, XMLNode *node, const ShiftData &data) const | SensitivityScenarioData | protected |
| SpotShiftData typedef (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| swaptionVolShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| swaptionVolShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| swaptionVolShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| toXML(ore::data::XMLDocument &doc) const override (defined in SensitivityScenarioData) | SensitivityScenarioData | virtual |
| useSpreadedTermStructures() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| useSpreadedTermStructures() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| useSpreadedTermStructures_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| volShiftDataFromXML(XMLNode *child, VolShiftData &data, const bool requireShiftStrikes=true) (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| volShiftDataToXML(ore::data::XMLDocument &doc, XMLNode *node, const VolShiftData &data) const (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| yieldCurveShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| yieldCurveShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| yieldCurveShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| yieldVolShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| yieldVolShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| yieldVolShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| yoyInflationCapFloorVolShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| yoyInflationCapFloorVolShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| yoyInflationCapFloorVolShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| yoyInflationCurveShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| yoyInflationCurveShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| yoyInflationCurveShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| zeroInflationCapFloorVolShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| zeroInflationCapFloorVolShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| zeroInflationCapFloorVolShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |
| zeroInflationCurveShiftData() const (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| zeroInflationCurveShiftData() (defined in SensitivityScenarioData) | SensitivityScenarioData | |
| zeroInflationCurveShiftData_ (defined in SensitivityScenarioData) | SensitivityScenarioData | protected |