Logo
Reference manual - version orea_version
NPVCalculator Member List

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

baseCcyCode_ (defined in NPVCalculator)NPVCalculatorprotected
calculate(const QuantLib::ext::shared_ptr< Trade > &trade, Size tradeIndex, const QuantLib::ext::shared_ptr< SimMarket > &simMarket, QuantLib::ext::shared_ptr< NPVCube > &outputCube, QuantLib::ext::shared_ptr< NPVCube > &outputCubeNettingSet, const Date &date, Size dateIndex, Size sample, bool isCloseOut=false) override (defined in NPVCalculator)NPVCalculatorvirtual
calculateT0(const QuantLib::ext::shared_ptr< Trade > &trade, Size tradeIndex, const QuantLib::ext::shared_ptr< SimMarket > &simMarket, QuantLib::ext::shared_ptr< NPVCube > &outputCube, QuantLib::ext::shared_ptr< NPVCube > &outputCubeNettingSet) override (defined in NPVCalculator)NPVCalculatorvirtual
ccyQuotes_ (defined in NPVCalculator)NPVCalculatorprotected
fxRates_ (defined in NPVCalculator)NPVCalculatorprotected
index_ (defined in NPVCalculator)NPVCalculatorprotected
init(const QuantLib::ext::shared_ptr< Portfolio > &portfolio, const QuantLib::ext::shared_ptr< SimMarket > &simMarket) override (defined in NPVCalculator)NPVCalculatorvirtual
initScenario() override (defined in NPVCalculator)NPVCalculatorvirtual
npv(Size tradeIndex, const QuantLib::ext::shared_ptr< Trade > &trade, const QuantLib::ext::shared_ptr< SimMarket > &simMarket) (defined in NPVCalculator)NPVCalculatorvirtual
NPVCalculator(const std::string &baseCcyCode, Size index=0)NPVCalculator
tradeCcyIndex_ (defined in NPVCalculator)NPVCalculatorprotected
~ValuationCalculator() (defined in ValuationCalculator)ValuationCalculatorvirtual