HistoricalSimulationVarAnalyticImpl Class Reference

Inheritance diagram for HistoricalSimulationVarAnalyticImpl:

Public Member Functions
	HistoricalSimulationVarAnalyticImpl (const QuantLib::ext::shared_ptr< InputParameters > &inputs)
void	setUpConfigurations () override
Public Member Functions inherited from VarAnalyticImpl
	VarAnalyticImpl (const QuantLib::ext::shared_ptr< InputParameters > &inputs, const string &label)
virtual void	runAnalytic (const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader, const std::set< std::string > &runTypes={}) override
Public Member Functions inherited from Analytic::Impl
	Impl (const QuantLib::ext::shared_ptr< InputParameters > &inputs)
virtual QuantLib::ext::shared_ptr< ore::data::EngineFactory >	engineFactory ()
	build an engine factory
void	setLabel (const string &label)
const std::string &	label () const
void	setAnalytic (Analytic *analytic)
Analytic *	analytic () const
void	setInputs (const QuantLib::ext::shared_ptr< InputParameters > &inputs)
bool	generateAdditionalResults () const
void	setGenerateAdditionalResults (const bool generateAdditionalResults)
bool	hasDependentAnalytic (const std::string &key)
template<class T >
QuantLib::ext::shared_ptr< T >	dependentAnalytic (const std::string &key) const
QuantLib::ext::shared_ptr< Analytic >	dependentAnalytic (const std::string &key) const
const std::map< std::string, QuantLib::ext::shared_ptr< Analytic > > &	dependentAnalytics () const
void	addDependentAnalytic (const std::string &key, const QuantLib::ext::shared_ptr< Analytic > &analytic)
std::vector< QuantLib::ext::shared_ptr< Analytic > >	allDependentAnalytics () const
virtual std::vector< QuantLib::Date >	additionalMarketDates () const

Static Public Attributes
static constexpr const char *	LABEL = "HISTSIM_VAR"

Protected Member Functions
void	setVarReport (const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader) override

Additional Inherited Members
Protected Attributes inherited from VarAnalyticImpl
QuantLib::ext::shared_ptr< VarReport >	varReport_
Protected Attributes inherited from Analytic::Impl
QuantLib::ext::shared_ptr< InputParameters >	inputs_
std::string	label_
	label for logging purposes primarily
std::map< std::string, QuantLib::ext::shared_ptr< Analytic > >	dependentAnalytics_