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Reference manual - version orea_version
IMScheduleCalculator Member List

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

calculationCurrency() constIMScheduleCalculator
finalImScheduleSummaryResults(const SimmSide &side, const ore::data::NettingSetDetails &nsd) const (defined in IMScheduleCalculator)IMScheduleCalculator
finalImScheduleSummaryResults(const SimmSide &side) const (defined in IMScheduleCalculator)IMScheduleCalculator
finalImScheduleSummaryResults() const (defined in IMScheduleCalculator)IMScheduleCalculator
finalImScheduleTradeResults(const std::string &tradeId) const (defined in IMScheduleCalculator)IMScheduleCalculator
finalImScheduleTradeResults() const (defined in IMScheduleCalculator)IMScheduleCalculator
finalTradeIds() constIMScheduleCalculator
IMScheduleCalculator(const Crif &crif, const std::string &calculationCcy="USD", const QuantLib::ext::shared_ptr< ore::data::Market > market=nullptr, const bool determineWinningRegulations=true, const bool enforceIMRegulations=false, const bool quiet=false, const std::map< SimmSide, std::set< NettingSetDetails >> &hasSEC=std::map< SimmSide, std::set< NettingSetDetails >>(), const std::map< SimmSide, std::set< NettingSetDetails >> &hasCFTC=std::map< SimmSide, std::set< NettingSetDetails >>())IMScheduleCalculator
imScheduleSummaryResults(const SimmSide &side, const ore::data::NettingSetDetails &nsd) constIMScheduleCalculator
imScheduleSummaryResults(const SimmSide &side) const (defined in IMScheduleCalculator)IMScheduleCalculator
imScheduleSummaryResults() const (defined in IMScheduleCalculator)IMScheduleCalculator
imScheduleTradeResults(const std::string &tradeId) constIMScheduleCalculator
imScheduleTradeResults() const (defined in IMScheduleCalculator)IMScheduleCalculator
label(const ProductClass &productClass, const QuantLib::Real &maturity) (defined in IMScheduleCalculator)IMScheduleCalculatorstatic
labelString(const IMScheduleLabel &label) (defined in IMScheduleCalculator)IMScheduleCalculatorstatic
populateFinalResults(const std::map< SimmSide, std::map< ore::data::NettingSetDetails, std::string >> &winningRegulations) (defined in IMScheduleCalculator)IMScheduleCalculator
ProductClass typedef (defined in IMScheduleCalculator)IMScheduleCalculator
Regulation typedef (defined in IMScheduleCalculator)IMScheduleCalculator
RiskType typedef (defined in IMScheduleCalculator)IMScheduleCalculator
SimmSide typedef (defined in IMScheduleCalculator)IMScheduleCalculator
winningRegulations(const SimmSide &side, const ore::data::NettingSetDetails &nettingSetDetails) constIMScheduleCalculator
winningRegulations(const SimmSide &side) const (defined in IMScheduleCalculator)IMScheduleCalculator
winningRegulations() const (defined in IMScheduleCalculator)IMScheduleCalculator