DynamicInitialMarginCalculator Member List

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

build()=0	DynamicInitialMarginCalculator	pure virtual
cashFlow(const string &nettingSet)	DynamicInitialMarginCalculator
cube_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
cubeInterpretation_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
cubeIsRegular_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
currentIM() const	DynamicInitialMarginCalculator
currentIM_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
datesLoopSize_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
dimCube()	DynamicInitialMarginCalculator
dimCube_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
dynamicIM(const string &nettingSet)	DynamicInitialMarginCalculator
DynamicInitialMarginCalculator(const QuantLib::ext::shared_ptr< InputParameters > &inputs, const QuantLib::ext::shared_ptr< Portfolio > &portfolio, const QuantLib::ext::shared_ptr< NPVCube > &cube, const QuantLib::ext::shared_ptr< CubeInterpretation > &cubeInterpretation, const QuantLib::ext::shared_ptr< AggregationScenarioData > &scenarioData, Real quantile=0.99, Size horizonCalendarDays=14, const std::map< std::string, Real > &currentIM=std::map< std::string, Real >())	DynamicInitialMarginCalculator
expectedIM(const string &nettingSet)	DynamicInitialMarginCalculator
exportDimEvolution(ore::data::Report &dimEvolutionReport) const	DynamicInitialMarginCalculator	virtual
getInitialMarginScaling()	DynamicInitialMarginCalculator
horizonCalendarDays_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
inputs_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
nettingSetCloseOutNPV_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
nettingSetDeltaNPV_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
nettingSetDIM_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
nettingSetExpectedDIM_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
nettingSetFLOW_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
nettingSetIds_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
nettingSetNPV_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
nettingSetScaling_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
portfolio_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
quantile_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
scenarioData_ (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	protected
unscaledCurrentDIM()=0	DynamicInitialMarginCalculator	pure virtual
~DynamicInitialMarginCalculator() (defined in DynamicInitialMarginCalculator)	DynamicInitialMarginCalculator	virtual