This is the complete list of members for CollateralExposureHelper, including all inherited members.
AsymmetricCVA enum value (defined in CollateralExposureHelper) | CollateralExposureHelper | |
AsymmetricDVA enum value (defined in CollateralExposureHelper) | CollateralExposureHelper | |
CalculationType enum name | CollateralExposureHelper | |
collateralBalancePaths(const QuantLib::ext::shared_ptr< NettingSetDefinition > &csaDef, const Real &nettingSetPv, const Date &date_t0, const vector< vector< Real >> &nettingSetValues, const Date &nettingSet_maturity, const vector< Date > &dateGrid, const Real &csaFxTodayRate, const vector< vector< Real >> &csaFxScenarioRates, const Real &csaTodayCollatCurve, const vector< vector< Real >> &csaScenCollatCurves, const CalculationType &calcType=Symmetric, const QuantLib::ext::shared_ptr< CollateralBalance > &balance=QuantLib::ext::shared_ptr< CollateralBalance >()) | CollateralExposureHelper | static |
creditSupportAmount(const QuantLib::ext::shared_ptr< ore::data::NettingSetDefinition > &nettingSet, const Real &uncollatValueCsaCur) | CollateralExposureHelper | static |
estimateUncollatValue(const Date &simulationDate, const Real &npv_t0, const Date &date_t0, const vector< vector< T >> &scenPvProfiles, const unsigned &scenIndex, const vector< Date > &dateGrid) | CollateralExposureHelper | static |
marginRequirementCalc(const QuantLib::ext::shared_ptr< CollateralAccount > &collat, const Real &uncollatValue, const Date &simulationDate) | CollateralExposureHelper | static |
NoLag enum value (defined in CollateralExposureHelper) | CollateralExposureHelper | |
Symmetric enum value (defined in CollateralExposureHelper) | CollateralExposureHelper | |
updateMarginCall(const QuantLib::ext::shared_ptr< CollateralAccount > &collat, const Real &uncollatValue, const Date &simulationDate, const Real &accrualFactor, const CalculationType &calcType=Symmetric, const bool &eligMarginReqDateUs=true, const bool &eligMarginReqDateCtp=true) | CollateralExposureHelper | static |