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Reference manual - version orea_version
ParStressScenarioConverter Member List

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

convertScenario(const StressTestScenarioData::StressTestData &scenario) constParStressScenarioConverter
ParStressScenarioConverter(const QuantLib::Date &asof, const std::vector< RiskFactorKey > &sortedParInstrumentRiskFactorKeys, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketParams, const QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioData > &sensiScenarioData, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarket > &simMarket, const ore::analytics::ParSensitivityInstrumentBuilder::Instruments &parInstruments, bool useSpreadedTermStructure) (defined in ParStressScenarioConverter)ParStressScenarioConverter