Logo
Reference manual - version orea_version
SimmSensitivityStorageManager Member List

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

addSensitivities(QuantLib::ext::shared_ptr< ore::analytics::NPVCube > cube, const QuantLib::ext::shared_ptr< ore::data::Trade > &trade, const QuantLib::ext::shared_ptr< ore::data::Market > &market, const QuantLib::Size dateIndex=QuantLib::Null< QuantLib::Size >(), const QuantLib::Size sampleIndex=QuantLib::Null< QuantLib::Size >()) const overrideSimmSensitivityStorageManagervirtual
fxVegaTerms() (defined in SimmSensitivityStorageManager)SimmSensitivityStorageManager
getRequiredSize() const overrideSimmSensitivityStorageManagervirtual
getSensitivities(const QuantLib::ext::shared_ptr< ore::analytics::NPVCube > &cube, const std::string &nettingSetId, const QuantLib::Size dateIndex=QuantLib::Null< QuantLib::Size >(), const QuantLib::Size sampleIndex=QuantLib::Null< QuantLib::Size >()) const overrideSimmSensitivityStorageManagervirtual
irDeltaTerms() (defined in SimmSensitivityStorageManager)SimmSensitivityStorageManager
irVegaTerms() (defined in SimmSensitivityStorageManager)SimmSensitivityStorageManager
irVegaUnderlyingTerms() (defined in SimmSensitivityStorageManager)SimmSensitivityStorageManager
SimmSensitivityStorageManager(const std::vector< std::string > &currencies, const QuantLib::Size firstCubeIndexToUse) (defined in SimmSensitivityStorageManager)SimmSensitivityStorageManagerexplicit
~SensitivityStorageManager() (defined in SensitivityStorageManager)SensitivityStorageManagervirtual