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Reference manual - version orea_version
ScenarioShiftCalculator Member List

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

ScenarioShiftCalculator(const QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioData > &sensitivityConfig, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketConfig, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarket > &simMarket=QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarket >())ScenarioShiftCalculator
shift(const ore::analytics::RiskFactorKey &key, const ore::analytics::Scenario &s_1, const ore::analytics::Scenario &s_2) constScenarioShiftCalculator