Reference manual - version ored_version
This is the complete list of members for CdoEngineBuilder, including all inherited members.
| assumedRecovery(const std::string &indexSubFamily, const std::string &tier) const (defined in CdoEngineBuilder) | CdoEngineBuilder | |
| CachingEngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes) | CachingEngineBuilder< T, PricingEngine, Args... > | |
| calibrateConstituentCurve() const (defined in CdoEngineBuilder) | CdoEngineBuilder | |
| calibrationIndexTerms() const (defined in CdoEngineBuilder) | CdoEngineBuilder | |
| CdoEngineBuilder(const std::string &model, const std::string &engine) (defined in CdoEngineBuilder) | CdoEngineBuilder | |
| configuration(const MarketContext &key) const | EngineBuilder | |
| configurations_ (defined in EngineBuilder) | EngineBuilder | protected |
| engine(Args... params) | CachingEngineBuilder< T, PricingEngine, Args... > | |
| ore::data::EngineBuilder::engine() const | EngineBuilder | |
| engine_ (defined in EngineBuilder) | EngineBuilder | protected |
| EngineBuilder(const string &model, const string &engine, const set< string > &tradeTypes) | EngineBuilder | |
| engineFactory() const | EngineBuilder | |
| engineFactory_ (defined in EngineBuilder) | EngineBuilder | protected |
| engineImpl(const Currency &, bool isIndex, const std::string &qualifier, const std::vector< std::string > &creditCurves, const std::vector< Handle< DefaultProbabilityTermStructure > > &, const std::vector< double > &, const bool calibrated=false, const Real fixedRecovery=Null< Real >()) override (defined in CdoEngineBuilder) | CdoEngineBuilder | protected |
| engineParameter(const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const | EngineBuilder | virtual |
| engineParameters_ (defined in EngineBuilder) | EngineBuilder | protected |
| getParameter(const std::map< std::string, std::string > &m, const std::string &p, const std::vector< std::string > &qs, const bool mandatory, const std::string &defaultValue) const (defined in EngineBuilder) | EngineBuilder | protected |
| globalParameters() const | EngineBuilder | |
| globalParameters_ (defined in EngineBuilder) | EngineBuilder | protected |
| init(EngineFactory *const engineFactory, const QuantLib::ext::shared_ptr< Market > market, const map< MarketContext, string > &configurations, const map< string, string > &modelParameters, const map< string, string > &engineParameters, const std::map< std::string, std::string > &globalParameters={}) | EngineBuilder | |
| keyImpl(const Currency &ccy, bool isIndex, const std::string &qualifier, const std::vector< std::string > &creditCurves, const std::vector< Handle< DefaultProbabilityTermStructure > > &, const std::vector< double > &, const bool calibrated=false, const Real fixedRecovery=Null< Real >()) override (defined in CdoEngineBuilder) | CdoEngineBuilder | protected |
| lossModel(const string &qualifier, const vector< Real > &recoveryRates, const Real &detachmentPoint, const QuantLib::Date &trancheMaturity, bool homogeneous, const std::vector< std::string > &names, const std::string &indexFamily, bool checkExpectedRecovery)=0 (defined in CdoEngineBuilder) | CdoEngineBuilder | pure virtual |
| market_ (defined in EngineBuilder) | EngineBuilder | protected |
| model() const | EngineBuilder | |
| model_ (defined in EngineBuilder) | EngineBuilder | protected |
| modelParameter(const std::string &p, const std::vector< std::string > &qualifiers={}, const bool mandatory=true, const std::string &defaultValue="") const | EngineBuilder | virtual |
| modelParameters_ (defined in EngineBuilder) | EngineBuilder | protected |
| optimizedSensitivityCalculation() const (defined in CdoEngineBuilder) | CdoEngineBuilder | |
| recoveryGrid(const std::string &indexSubFamily, const std::string &tier) const (defined in CdoEngineBuilder) | CdoEngineBuilder | |
| recoveryProbabilities(const std::string &indexSubFamily, const std::string &tier) const (defined in CdoEngineBuilder) | CdoEngineBuilder | |
| reset() override | CachingEngineBuilder< T, PricingEngine, Args... > | virtual |
| sensitivityDecomposition() const (defined in CdoEngineBuilder) | CdoEngineBuilder | |
| tradeTypes() const | EngineBuilder | |
| tradeTypes_ (defined in EngineBuilder) | EngineBuilder | protected |
| updateRecoveryGrids(vector< vector< double > > &recoveryGrids, vector< vector< double > > &recoveryProbabilities, const vector< string > &names, const vector< double > &recoveryRates, const string &indexFamilyName, const bool useStochasticRecovery) (defined in CdoEngineBuilder) | CdoEngineBuilder | |
| useAssumedRecoveries() const (defined in CdoEngineBuilder) | CdoEngineBuilder | |
| ~EngineBuilder() | EngineBuilder | virtual |