ParSensitivityInstrumentBuilder Class Reference

Classes
struct	Instruments

Public Member Functions
void	createParInstruments (ParSensitivityInstrumentBuilder::Instruments &instruments, const QuantLib::Date &asof, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketParams, const ore::analytics::SensitivityScenarioData &sensitivityData, const std::set< ore::analytics::RiskFactorKey::KeyType > &typesDisabled={}, const std::set< ore::analytics::RiskFactorKey::KeyType > &parTypes={}, const std::set< ore::analytics::RiskFactorKey > &relevantRiskFactors={}, const bool continueOnError=false, const std::string &marketConfiguration=ore::data::Market::defaultConfiguration, const QuantLib::ext::shared_ptr< ore::analytics::Market > &simMarket=nullptr) const
	Create par QuantLib::Instruments.