Here is a list of all documented class members with links to the class documentation for each member:

- r -

• ragLevels_ : MarketRiskBacktest::BacktestArgs
• rawKeys() : ParSensitivityConverter
• read() : CubeCsvReader
• reader_ : ScenarioCSVReader
• record() : CrifRecordGenerator, SimmRecordGenerator
• RegressionDynamicInitialMarginCalculator() : RegressionDynamicInitialMarginCalculator
• regularisationThreshold : ParSensitivityAnalysis
• Regulation : CrifRecord
• relevantRiskFactors() : ParSensitivityAnalysis, SensitivityCube
• relevantScenarios() : JointNPVSensiCube, NPVSensiCube, SensiCube
• remove() : JointNPVSensiCube, NPVCube, SensiCube
• removeT0() : JointNPVSensiCube, NPVCube, SensiCube
• reports() : Analytic
• ReportType : MarketRiskBacktest::BacktestReports
• ReportWriter() : ReportWriter
• requiredHeaders : CrifLoader
• requiredNpvCubeDepth() : CubeInterpretation
• reset() : BufferedSensitivityStream, ClonedScenarioGenerator, CrossAssetModelScenarioGenerator, CSVScenarioGenerator, CvaScenarioLoader, CvaSensitivityCubeStream, DecomposedSensitivityStream, FilteredSensitivityStream, FixingManager, HistoricalScenarioGenerator, HistoricalScenarioGeneratorRandom, HistoricalScenarioGeneratorWithFilteredDates, LgmScenarioGenerator, ParSensitivityCubeStream, ScenarioGenerator, ScenarioGeneratorTransform, ScenarioLoaderPathGenerator, ScenarioSimMarket, ScenarioWriter, SensitivityAggregator, SensitivityCubeStream, SensitivityInMemoryStream, SensitivityInputStream, SensitivityReportStream, SensitivityStream, ShiftScenarioGenerator, SimMarket, StaticScenarioGenerator, VolatilityDataCrif
• resetLoader() : MarketDataLoader
• resultCurrency() : SimmCalculator
• retrieveFixings() : MarketDataCsvLoaderImpl, MarketDataInMemoryLoaderImpl, MarketDataLoaderImpl
• retrieveMarketData() : MarketDataCsvLoaderImpl, MarketDataInMemoryLoaderImpl, MarketDataLoaderImpl
• ReturnConfiguration() : ReturnConfiguration
• returnConfiguration() : HistoricalScenarioGenerator
• returnType() : ReturnConfiguration
• returnValue() : ReturnConfiguration
• RiskClass : MarketRiskConfiguration, SimmConfiguration
• riskClassCorrelation_ : SimmConfigurationBase
• riskClasses() : MarketRiskConfiguration, SimmConfiguration
• riskClassToRiskType() : SimmConfiguration
• riskFactorNames() : PortfolioAnalyser
• riskFactorReport() : PortfolioAnalyser
• riskFactors() : PortfolioAnalyser
• RiskFactorScenarioFilter() : RiskFactorScenarioFilter
• riskFactorTypes() : PortfolioAnalyser
• RiskFactorTypeScenarioFilter() : RiskFactorTypeScenarioFilter
• RiskType : CrifRecord, MarketRiskConfiguration
• riskTypes() : MarketRiskConfiguration, SimmConfiguration
• riskTypeToRiskClass() : SimmConfiguration
• rtWithBuckets_ : SimmBucketMapperBase
• run() : OREApp
• runAnalytic() : Analytic
• rwRiskType_ : SimmConfigurationBase