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Reference manual - version orea_version
ReportWriter Member List

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

addMarketDatum(ore::data::Report &report, const ore::data::MarketDatum &md, const QuantLib::Date &actualDate=Date()) (defined in ReportWriter)ReportWriterprotected
nullString() const (defined in ReportWriter)ReportWriter
nullString_ (defined in ReportWriter)ReportWriterprotected
ReportWriter(const std::string &nullString="#NA")ReportWriter
writeAdditionalResultsReport(ore::data::Report &report, QuantLib::ext::shared_ptr< ore::data::Portfolio > portfolio, QuantLib::ext::shared_ptr< Market > market, const std::string &baseCurrency, const std::size_t precision=6) (defined in ReportWriter)ReportWritervirtual
writeAggregationScenarioData(ore::data::Report &report, const AggregationScenarioData &data) (defined in ReportWriter)ReportWritervirtual
writeCashflow(ore::data::Report &report, const std::string &baseCurrency, QuantLib::ext::shared_ptr< ore::data::Portfolio > portfolio, QuantLib::ext::shared_ptr< ore::data::Market > market=QuantLib::ext::shared_ptr< ore::data::Market >(), const std::string &configuration=ore::data::Market::defaultConfiguration, const bool includePastCashflows=false) (defined in ReportWriter)ReportWritervirtual
writeCashflowNpv(ore::data::Report &report, const ore::data::InMemoryReport &cashflowReport, QuantLib::ext::shared_ptr< ore::data::Market > market, const std::string &configuration, const std::string &baseCcy, const Date &horizon=Date::maxDate()) (defined in ReportWriter)ReportWritervirtual
writeCrifReport(const QuantLib::ext::shared_ptr< ore::data::Report > &report, const ore::analytics::Crif &crifRecords)ReportWritervirtual
writeCube(ore::data::Report &report, const QuantLib::ext::shared_ptr< NPVCube > &cube, const std::map< std::string, std::string > &nettingSetMap=std::map< std::string, std::string >()) (defined in ReportWriter)ReportWritervirtual
writeCurves(ore::data::Report &report, const std::string &configID, const DateGrid &grid, const TodaysMarketParameters &marketConfig, const QuantLib::ext::shared_ptr< Market > &market, const bool continueOnError=false) (defined in ReportWriter)ReportWritervirtual
writeDividends(ore::data::Report &report, const QuantLib::ext::shared_ptr< ore::data::Loader > &loader) (defined in ReportWriter)ReportWritervirtual
writeFixings(ore::data::Report &report, const QuantLib::ext::shared_ptr< ore::data::Loader > &loader) (defined in ReportWriter)ReportWritervirtual
writeHistoricalScenarioDetails(const QuantLib::ext::shared_ptr< ore::analytics::HistoricalScenarioGenerator > &generator, ore::data::Report &report) (defined in ReportWriter)ReportWritervirtual
writeHistoricalScenarioDistributions(QuantLib::ext::shared_ptr< HistoricalScenarioGenerator > &hsgen, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarket > &simMarket, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketParams, QuantLib::ext::shared_ptr< ore::data::Report > histScenDetailsReport, QuantLib::ext::shared_ptr< ore::data::Report > statReport, QuantLib::ext::shared_ptr< ore::data::Report > distReport, QuantLib::Size distSteps=Null< Size >()) (defined in ReportWriter)ReportWriter
writeHistoricalScenarios(const QuantLib::ext::shared_ptr< HistoricalScenarioLoader > &hsloader, const QuantLib::ext::shared_ptr< ore::data::Report > &report) (defined in ReportWriter)ReportWriter
writeIMScheduleSummaryReport(const std::map< SimmConfiguration::SimmSide, std::map< NettingSetDetails, std::pair< std::string, IMScheduleResults >>> &finalResultsMap, const QuantLib::ext::shared_ptr< Report > report, const bool hasNettingSetDetails=false, const std::string &simmResultCcy="", const std::string &reportCcy="", QuantLib::Real fxSpot=1.0, QuantLib::Real outputThreshold=0.005) (defined in ReportWriter)ReportWritervirtual
writeIMScheduleTradeReport(const std::map< std::string, std::vector< IMScheduleCalculator::IMScheduleTradeData >> &tradeResults, const QuantLib::ext::shared_ptr< ore::data::Report > report, const bool hasNettingSetDetails=false) (defined in ReportWriter)ReportWritervirtual
writeMarketData(ore::data::Report &report, const QuantLib::ext::shared_ptr< ore::data::Loader > &loader, const QuantLib::Date &asof, const set< string > &quoteNames, bool returnAll) (defined in ReportWriter)ReportWritervirtual
writeNettingSetColva(ore::data::Report &report, QuantLib::ext::shared_ptr< PostProcess > postProcess, const std::string &nettingSetId) (defined in ReportWriter)ReportWritervirtual
writeNettingSetCvaSensitivities(ore::data::Report &report, QuantLib::ext::shared_ptr< PostProcess > postProcess, const std::string &nettingSetId) (defined in ReportWriter)ReportWritervirtual
writeNettingSetExposures(ore::data::Report &report, QuantLib::ext::shared_ptr< PostProcess > postProcess, const std::string &nettingSetId) (defined in ReportWriter)ReportWritervirtual
writeNettingSetExposures(ore::data::Report &report, QuantLib::ext::shared_ptr< PostProcess > postProcess) (defined in ReportWriter)ReportWritervirtual
writeNpv(ore::data::Report &report, const std::string &baseCurrency, QuantLib::ext::shared_ptr< ore::data::Market > market, const std::string &configuration, QuantLib::ext::shared_ptr< Portfolio > portfolio) (defined in ReportWriter)ReportWritervirtual
writePnlReport(ore::data::Report &report, const ext::shared_ptr< InMemoryReport > &t0NpvReport, const ext::shared_ptr< InMemoryReport > &t0NpvLaggedReport, const ext::shared_ptr< InMemoryReport > &t1NpvLaggedReport, const ext::shared_ptr< InMemoryReport > &t1NpvReport, const ext::shared_ptr< InMemoryReport > &t0CashFlowReport, const Date &startDate, const Date &endDate, const std::string &baseCurrency, const ext::shared_ptr< ore::data::Market > &market, const std::string &configuration, const ext::shared_ptr< Portfolio > &portfolio) (defined in ReportWriter)ReportWritervirtual
writePricingStats(ore::data::Report &report, const QuantLib::ext::shared_ptr< Portfolio > &portfolio) (defined in ReportWriter)ReportWritervirtual
writeScenarioDistributions(const QuantLib::ext::shared_ptr< ore::analytics::ScenarioGenerator > &generator, const std::vector< ore::analytics::RiskFactorKey > &keys, QuantLib::Size numPaths, const std::vector< QuantLib::Date > &dates, QuantLib::Size distSteps, ore::data::Report &report) (defined in ReportWriter)ReportWritervirtual
writeScenarioReport(ore::data::Report &report, const std::vector< QuantLib::ext::shared_ptr< SensitivityCube >> &sensitivityCubes, QuantLib::Real outputThreshold=0.0) (defined in ReportWriter)ReportWritervirtual
writeScenarioStatistics(const QuantLib::ext::shared_ptr< ore::analytics::ScenarioGenerator > &generator, const std::vector< ore::analytics::RiskFactorKey > &keys, QuantLib::Size numPaths, const std::vector< QuantLib::Date > &dates, ore::data::Report &report) (defined in ReportWriter)ReportWritervirtual
writeSensitivityConfigReport(ore::data::Report &report, const std::map< RiskFactorKey, QuantLib::Real > &shiftSizes, const std::map< RiskFactorKey, QuantLib::Real > &baseValues, const std::map< RiskFactorKey, std::string > &keyToFactor) (defined in ReportWriter)ReportWritervirtual
writeSensitivityReport(ore::data::Report &report, const QuantLib::ext::shared_ptr< SensitivityStream > &ss, QuantLib::Real outputThreshold=0.0, QuantLib::Size outputPrecision=2) (defined in ReportWriter)ReportWritervirtual
writeSIMMData(const ore::analytics::Crif &simmData, const QuantLib::ext::shared_ptr< ore::data::Report > &dataReport, const bool hasNettingSetDetails=false)ReportWritervirtual
writeSIMMReport(const std::map< SimmConfiguration::SimmSide, std::map< NettingSetDetails, std::pair< std::string, SimmResults >>> &simmResultsMap, const QuantLib::ext::shared_ptr< ore::data::Report > report, const bool hasNettingSetDetails=false, const std::string &simmResultCcy="", const std::string &simmCalcCcyCall="", const std::string &simmCalcCcyPost="", const std::string &reportCcy="", QuantLib::Real fxSpot=1.0, QuantLib::Real outputThreshold=0.005)ReportWritervirtual
writeSIMMReport(const std::map< SimmConfiguration::SimmSide, std::map< NettingSetDetails, std::map< std::string, SimmResults >>> &simmResultsMap, const QuantLib::ext::shared_ptr< ore::data::Report > report, const bool hasNettingSetDetails=false, const std::string &simmResultCcy="", const std::string &simmCalcCcyCall="", const std::string &simmCalcCcyPost="", const std::string &reportCcy="", const bool isFinalSimm=true, QuantLib::Real fxSpot=1.0, QuantLib::Real outputThreshold=0.005) (defined in ReportWriter)ReportWritervirtual
writeStockSplitReport(const QuantLib::ext::shared_ptr< ore::analytics::Scenario > &baseScenario, const QuantLib::ext::shared_ptr< ore::analytics::HistoricalScenarioLoader > &hsloader, const QuantLib::ext::shared_ptr< ore::data::AdjustmentFactors > &adjFactors, const QuantLib::ext::shared_ptr< ore::data::Report > &report) (defined in ReportWriter)ReportWritervirtual
writeTradeExposures(ore::data::Report &report, QuantLib::ext::shared_ptr< PostProcess > postProcess, const std::string &tradeId) (defined in ReportWriter)ReportWritervirtual
writeXVA(ore::data::Report &report, const string &allocationMethod, QuantLib::ext::shared_ptr< Portfolio > portfolio, QuantLib::ext::shared_ptr< PostProcess > postProcess) (defined in ReportWriter)ReportWritervirtual
~ReportWriter() (defined in ReportWriter)ReportWritervirtual
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