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Reference manual - version orea_version
CubeInterpretation Member List

This is the complete list of members for CubeInterpretation, including all inherited members.

aggregationScenarioData() const (defined in CubeInterpretation)CubeInterpretation
closeOutDateNpvIndex() const (defined in CubeInterpretation)CubeInterpretation
creditStateNPVsIndex() const (defined in CubeInterpretation)CubeInterpretation
CubeInterpretation(const bool storeFlows, const bool withCloseOutLag, const QuantLib::Handle< AggregationScenarioData > &aggregationScenarioData=QuantLib::Handle< AggregationScenarioData >(), const QuantLib::ext::shared_ptr< DateGrid > &dateGrid=nullptr, const Size storeCreditStateNPVs=0, const bool flipViewXVA=false) (defined in CubeInterpretation)CubeInterpretation
dateGrid() const (defined in CubeInterpretation)CubeInterpretation
defaultDateNpvIndex() constCubeInterpretation
flipViewXVA() const (defined in CubeInterpretation)CubeInterpretation
getCloseOutAggregationScenarioData(const AggregationScenarioDataType &dataType, Size dateIdx, Size sampleIdx, const std::string &qualifier="") constCubeInterpretation
getCloseOutNpv(const QuantLib::ext::shared_ptr< NPVCube > &cube, Size tradeIdx, Size dateIdx, Size sampleIdx) constCubeInterpretation
getDefaultAggregationScenarioData(const AggregationScenarioDataType &dataType, Size dateIdx, Size sampleIdx, const std::string &qualifier="") constCubeInterpretation
getDefaultNpv(const QuantLib::ext::shared_ptr< NPVCube > &cube, Size tradeIdx, Size dateIdx, Size sampleIdx) constCubeInterpretation
getGenericValue(const QuantLib::ext::shared_ptr< NPVCube > &cube, Size tradeIdx, Size dateIdx, Size sampleIdx, Size depth) constCubeInterpretation
getMporCalendarDays(const QuantLib::ext::shared_ptr< NPVCube > &cube, Size dateIdx) constCubeInterpretation
getMporFlows(const QuantLib::ext::shared_ptr< NPVCube > &cube, Size tradeIdx, Size dateIdx, Size sampleIdx) constCubeInterpretation
getMporNegativeFlows(const QuantLib::ext::shared_ptr< NPVCube > &cube, Size tradeIdx, Size dateIdx, Size sampleIdx) constCubeInterpretation
getMporPositiveFlows(const QuantLib::ext::shared_ptr< NPVCube > &cube, Size tradeIdx, Size dateIdx, Size sampleIdx) constCubeInterpretation
mporFlowsIndex() const (defined in CubeInterpretation)CubeInterpretation
requiredNpvCubeDepth() constCubeInterpretation
storeCreditStateNPVs() const (defined in CubeInterpretation)CubeInterpretation
storeFlows() constCubeInterpretation
withCloseOutLag() const (defined in CubeInterpretation)CubeInterpretation