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Reference manual - version orea_version
Public Member Functions | List of all members
AnalyticsManager Class Reference

Public Member Functions

 AnalyticsManager (const QuantLib::ext::shared_ptr< InputParameters > &inputs, const QuantLib::ext::shared_ptr< MarketDataLoader > &marketDataLoader)
 
bool hasAnalytic (const std::string &type)
 Valid analytics in the analytics manager are the union of analytics types provided by analytics_ map.
 
const std::set< std::string > & validAnalytics ()
 
const std::set< std::string > & requestedAnalytics ()
 
const QuantLib::ext::shared_ptr< Analytic > & getAnalytic (const std::string &type) const
 
Size numberOfAnalytics ()
 
const QuantLib::ext::shared_ptr< InputParameters > & inputs ()
 
std::vector< QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > > todaysMarketParams ()
 
void runAnalytics (const QuantLib::ext::shared_ptr< MarketCalibrationReportBase > &marketCalibrationReport=nullptr)
 
void addAnalytic (const std::string &label, const QuantLib::ext::shared_ptr< Analytic > &analytic)
 
std::map< std::string, QuantLib::ext::shared_ptr< Analytic > > analytics ()
 
void clear ()
 
Analytic::analytic_reports const reports ()
 
Analytic::analytic_npvcubes const npvCubes ()
 
Analytic::analytic_mktcubes const mktCubes ()
 
Analytic::analytic_stresstests const stressTests ()
 
void toFile (const Analytic::analytic_reports &reports, const std::string &outputPath, const std::map< std::string, std::string > &reportNames={}, const char sep=',', const bool commentCharacter=false, char quoteChar='\0', const string &nullString="#N/A", const std::set< std::string > &lowerHeaderReportNames={})
 

Constructor & Destructor Documentation

◆ AnalyticsManager()

AnalyticsManager ( const QuantLib::ext::shared_ptr< InputParameters > &  inputs,
const QuantLib::ext::shared_ptr< MarketDataLoader > &  marketDataLoader 
)
Parameters
inputsContainer for the inputs required by the standard analytics
marketDataLoaderA market data loader object that can retrieve required data from a large repository