Reference manual - version orea_version
This is the complete list of members for SimmCalculator, including all inherited members.
| calculateRegulationSimm(const ore::analytics::Crif &crif, const ore::data::NettingSetDetails &nsd, const std::set< CrifRecord::Regulation > ®ulation, const SimmSide &side) | SimmCalculator | |
| calculationCurrency(const SimmSide &side) const | SimmCalculator | |
| finalSimmResults(const SimmSide &side, const ore::data::NettingSetDetails &nettingSetDetails) const | SimmCalculator | |
| finalSimmResults(const SimmSide &side) const | SimmCalculator | |
| finalSimmResults() const (defined in SimmCalculator) | SimmCalculator | |
| finalTradeIds() const (defined in SimmCalculator) | SimmCalculator | |
| populateFinalResults(const std::map< SimmSide, std::map< ore::data::NettingSetDetails, CrifRecord::Regulation > > &winningRegulations) | SimmCalculator | |
| resultCurrency() const | SimmCalculator | |
| RiskType typedef (defined in SimmCalculator) | SimmCalculator | |
| SimmCalculator(const QuantLib::ext::shared_ptr< ore::analytics::Crif > &crif, const QuantLib::ext::shared_ptr< SimmConfiguration > &simmConfiguration, const std::string &calculationCcyCall="USD", const std::string &calculationCcyPost="USD", const std::string &resultCcy="", const QuantLib::ext::shared_ptr< ore::data::Market > market=nullptr, const bool determineWinningRegulations=true, const bool enforceIMRegulations=false, const bool quiet=false, const std::map< SimmSide, std::set< NettingSetDetails > > &hasSEC=std::map< SimmSide, std::set< NettingSetDetails > >()) | SimmCalculator | |
| simmParameters() const (defined in SimmCalculator) | SimmCalculator | |
| simmResults(const SimmSide &side, const ore::data::NettingSetDetails &nettingSetDetails, const std::set< CrifRecord::Regulation > ®ulation) const | SimmCalculator | |
| simmResults(const SimmSide &side, const ore::data::NettingSetDetails &nettingSetDetails) const (defined in SimmCalculator) | SimmCalculator | |
| simmResults(const SimmSide &side) const | SimmCalculator | |
| simmResults() const (defined in SimmCalculator) | SimmCalculator | |
| SimmSide typedef (defined in SimmCalculator) | SimmCalculator | |
| timer() const (defined in SimmCalculator) | SimmCalculator | |
| winningRegulations(const SimmSide &side, const ore::data::NettingSetDetails &nettingSetDetails) const | SimmCalculator | |
| winningRegulations(const SimmSide &side) const (defined in SimmCalculator) | SimmCalculator | |
| winningRegulations() const (defined in SimmCalculator) | SimmCalculator |