Logo
Reference manual - version orea_version
ParSensitivityAnalysis Member List

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

alignPillars()ParSensitivityAnalysis
computeParInstrumentSensitivities(const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarket > &simMarket)ParSensitivityAnalysis
disable(const std::set< ore::analytics::RiskFactorKey::KeyType > &types)ParSensitivityAnalysis
isParType(ore::analytics::RiskFactorKey::KeyType type)ParSensitivityAnalysisstatic
ParContainer typedef (defined in ParSensitivityAnalysis)ParSensitivityAnalysis
parInstruments() const (defined in ParSensitivityAnalysis)ParSensitivityAnalysis
parSensitivities() constParSensitivityAnalysis
ParSensitivityAnalysis(const QuantLib::Date &asof, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketParams, const ore::analytics::SensitivityScenarioData &sensitivityData, const string &marketConfiguration=Market::defaultConfiguration, const bool continueOnError=false, const std::set< ore::analytics::RiskFactorKey::KeyType > &typesDisabled={})ParSensitivityAnalysis
relevantRiskFactors() constParSensitivityAnalysis
relevantRiskFactors() (defined in ParSensitivityAnalysis)ParSensitivityAnalysis
shiftSizes() constParSensitivityAnalysis
typesDisabled() constParSensitivityAnalysis
~ParSensitivityAnalysis() (defined in ParSensitivityAnalysis)ParSensitivityAnalysisvirtual