Logo
Reference manual - version orea_version
SimmHelper Member List

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

curvatureMargin() (defined in SimmHelper)SimmHelper
deltaMargin() (defined in SimmHelper)SimmHelper
fxDeltaMargin() (defined in SimmHelper)SimmHelper
initialMargin(const std::string &nettingSetId, const Size dateIndex=Null< Size >(), const Size sampleIndex=Null< Size >())SimmHelper
irDeltaMargin() (defined in SimmHelper)SimmHelper
SimmHelper(const std::vector< std::string > &currencies, const QuantLib::ext::shared_ptr< NPVCube > &cube, const QuantLib::ext::shared_ptr< AggregationScenarioData > &marketCube, const QuantLib::ext::shared_ptr< SensitivityStorageManager > &sensitivityStorageManager, const QuantLib::ext::shared_ptr< ore::data::Market > &market)SimmHelper
vegaMargin() (defined in SimmHelper)SimmHelper