Reference manual - version orea_version
This is the complete list of members for FlatDynamicInitialMarginCalculator, including all inherited members.
| build() override | FlatDynamicInitialMarginCalculator | 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 |
| dimResults(const std::string &nettingSet) const (defined in FlatDynamicInitialMarginCalculator) | FlatDynamicInitialMarginCalculator | |
| 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 > ¤tIM=std::map< std::string, Real >()) | DynamicInitialMarginCalculator | |
| expectedIM(const string &nettingSet) | DynamicInitialMarginCalculator | |
| exportDimEvolution(ore::data::Report &dimEvolutionReport) const override | FlatDynamicInitialMarginCalculator | virtual |
| FlatDynamicInitialMarginCalculator(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) | FlatDynamicInitialMarginCalculator | |
| 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() override | FlatDynamicInitialMarginCalculator | virtual |
| ~DynamicInitialMarginCalculator() (defined in DynamicInitialMarginCalculator) | DynamicInitialMarginCalculator | virtual |