This is the complete list of members for ScenarioAnalytic, including all inherited members.
allDependentAnalytics() const (defined in Analytic) | Analytic | |
Analytic() | Analytic | |
Analytic(std::unique_ptr< Impl > impl, const std::set< std::string > &analyticTypes, const QuantLib::ext::shared_ptr< InputParameters > &inputs, bool simulationConfig=false, bool sensitivityConfig=false, bool scenarioGeneratorConfig=false, bool crossAssetModelConfig=false) | Analytic | |
analytic_mktcubes typedef (defined in Analytic) | Analytic | |
analytic_npvcubes typedef (defined in Analytic) | Analytic | |
analytic_reports typedef (defined in Analytic) | Analytic | |
analytic_stresstests typedef (defined in Analytic) | Analytic | |
analyticTypes() const (defined in Analytic) | Analytic | |
buildConfigurations(const bool=false) (defined in Analytic) | Analytic | virtual |
buildMarket(const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader, const bool marketRequired=true) (defined in Analytic) | Analytic | virtual |
buildPortfolio() (defined in Analytic) | Analytic | virtual |
configurations() (defined in Analytic) | Analytic | |
configurations_ (defined in Analytic) | Analytic | protected |
getMarket() const (defined in Analytic) | Analytic | |
getWriteIntermediateReports() const (defined in Analytic) | Analytic | |
impl() (defined in Analytic) | Analytic | |
impl_ (defined in Analytic) | Analytic | protected |
inputs() const (defined in Analytic) | Analytic | |
inputs_ | Analytic | protected |
label() const | Analytic | |
loader() const (defined in Analytic) | Analytic | |
loader_ (defined in Analytic) | Analytic | protected |
market() const (defined in Analytic) | Analytic | |
market_ (defined in Analytic) | Analytic | protected |
marketCalibration(const QuantLib::ext::shared_ptr< MarketCalibrationReportBase > &mcr=nullptr) (defined in Analytic) | Analytic | virtual |
marketDates() const (defined in Analytic) | Analytic | |
match(const std::set< std::string > &runTypes) | Analytic | |
mktCubes() (defined in Analytic) | Analytic | |
mktCubes_ (defined in Analytic) | Analytic | protected |
modifyPortfolio() (defined in Analytic) | Analytic | virtual |
npvCubes() (defined in Analytic) | Analytic | |
npvCubes_ (defined in Analytic) | Analytic | protected |
portfolio() const (defined in Analytic) | Analytic | |
portfolio_ (defined in Analytic) | Analytic | protected |
replaceTrades() (defined in Analytic) | Analytic | virtual |
reports() | Analytic | |
reports_ (defined in Analytic) | Analytic | protected |
runAnalytic(const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader, const std::set< std::string > &runTypes={}) | Analytic | virtual |
ScenarioAnalytic(const QuantLib::ext::shared_ptr< InputParameters > &inputs) (defined in ScenarioAnalytic) | ScenarioAnalytic | |
setInputs(const QuantLib::ext::shared_ptr< InputParameters > &inputs) (defined in Analytic) | Analytic | |
setMarket(const QuantLib::ext::shared_ptr< ore::data::Market > &market) (defined in Analytic) | Analytic | |
setPortfolio(const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio) (defined in Analytic) | Analytic | |
setUpConfigurations() (defined in Analytic) | Analytic | virtual |
setWriteIntermediateReports(const bool flag) (defined in Analytic) | Analytic | |
stressTests() (defined in Analytic) | Analytic | |
stressTests_ (defined in Analytic) | Analytic | protected |
todaysMarketParams() (defined in Analytic) | Analytic | |
types_ | Analytic | protected |
writeIntermediateReports_ | Analytic | protected |
~Analytic() (defined in Analytic) | Analytic | virtual |