Reference manual - version orea_version
This is the complete list of members for StandardApproachCvaCalculator, including all inherited members.
| calculate() | StandardApproachCvaCalculator | |
| checkRiskFactor(const CvaRiskFactorKey::KeyType &riskType, const CvaRiskFactorKey::MarginType &marginType, const std::string &riskFactor) | StandardApproachCvaCalculator | |
| cvaNettingSetResults() (defined in StandardApproachCvaCalculator) | StandardApproachCvaCalculator | |
| cvaRiskTypeResults() (defined in StandardApproachCvaCalculator) | StandardApproachCvaCalculator | |
| getBucketCorrelation(const CvaRiskFactorKey::KeyType &riskType, const std::string &bucket_1, const std::string &bucket_2) (defined in StandardApproachCvaCalculator) | StandardApproachCvaCalculator | |
| getHedgeSensi(const CvaRiskFactorKey::KeyType &riskType, const std::string &bucket, const CvaRiskFactorKey::MarginType &marginType, const std::string &riskFactor, const QuantLib::Real &cvaSensi) (defined in StandardApproachCvaCalculator) | StandardApproachCvaCalculator | |
| getRiskFactorCorrelation(const CvaRiskFactorKey::KeyType &riskType, const std::string &bucket, const CvaRiskFactorKey::MarginType &marginType, const std::string &riskFactor_1, const std::string &riskFactor_2) (defined in StandardApproachCvaCalculator) | StandardApproachCvaCalculator | |
| getRiskWeight(const CvaRiskFactorKey::KeyType &riskType, const std::string &bucket, const CvaRiskFactorKey::MarginType &marginType, const std::string &riskFactor) (defined in StandardApproachCvaCalculator) | StandardApproachCvaCalculator | |
| ReportType enum name (defined in StandardApproachCvaCalculator) | StandardApproachCvaCalculator | |
| StandardApproachCvaCalculator(const std::string &calculationCcy, const SaCvaNetSensitivities &cvaNetSensitivities, const QuantLib::ext::shared_ptr< ore::data::CounterpartyManager > &counterpartyManager, const std::map< ReportType, QuantLib::ext::shared_ptr< ore::data::Report > > &outReports, bool unhedgedSensitivity=false, const std::vector< std::string > &perfectHedges=std::vector< std::string >()) (defined in StandardApproachCvaCalculator) | StandardApproachCvaCalculator |