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Reference manual - version orea_version
ParStressTestConverter Member List

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

computeParSensitivity(const std::set< RiskFactorKey::KeyType > &typesDisabled) constParStressTestConverter
convertStressScenarioData(const QuantLib::ext::shared_ptr< ore::analytics::StressTestScenarioData > &scenarioData) constParStressTestConverter
ParStressTestConverter(const QuantLib::Date &asof, QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketParams, const QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioData > &sensiScenarioData, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs, const QuantLib::ext::shared_ptr< ore::data::Market > &todaysMarket, const QuantLib::ext::shared_ptr< ore::data::IborFallbackConfig > &iborFallbackConfig) (defined in ParStressTestConverter)ParStressTestConverter