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Reference manual - version orea_version
SensitivityAnalysis Member List

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

asof() constSensitivityAnalysis
generateSensitivities()SensitivityAnalysis
marketConfiguration() constSensitivityAnalysis
overrideTenors(const bool b)SensitivityAnalysis
portfolio() constSensitivityAnalysis
progressIndicators() constProgressReporter
registerProgressIndicator(const QuantLib::ext::shared_ptr< ProgressIndicator > &indicator)ProgressReporter
resetProgress()ProgressReporter
scenarioGenerator() constSensitivityAnalysis
sensiCube() constSensitivityAnalysis
sensiCubes() constSensitivityAnalysis
SensitivityAnalysis(const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const QuantLib::ext::shared_ptr< ore::data::Market > &market, const string &marketConfiguration, const QuantLib::ext::shared_ptr< ore::data::EngineData > &engineData, const QuantLib::ext::shared_ptr< ScenarioSimMarketParameters > &simMarketData, const QuantLib::ext::shared_ptr< SensitivityScenarioData > &sensitivityData, const bool recalibrateModels, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs=nullptr, const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams=nullptr, const bool nonShiftedBaseCurrencyConversion=false, const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceData=nullptr, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig(), const bool continueOnError=false, bool dryRun=false)SensitivityAnalysis
SensitivityAnalysis(const Size nThreads, const Date &asof, const QuantLib::ext::shared_ptr< ore::data::Loader > &loader, const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const string &marketConfiguration, const QuantLib::ext::shared_ptr< ore::data::EngineData > &engineData, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketData, const QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioData > &sensitivityData, const bool recalibrateModels, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs, const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams, const bool nonShiftedBaseCurrencyConversion=false, const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceData=nullptr, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig(), const bool continueOnError=false, bool dryRun=false, const std::string &context="sensi analysis")SensitivityAnalysis
sensitivityData() constSensitivityAnalysis
simMarket() constSensitivityAnalysis
simMarketData() constSensitivityAnalysis
unregisterAllProgressIndicators()ProgressReporter
unregisterProgressIndicator(const QuantLib::ext::shared_ptr< ProgressIndicator > &indicator)ProgressReporter
updateProgress(const unsigned long progress, const unsigned long total, const std::string &detail="")ProgressReporter
~SensitivityAnalysis() (defined in SensitivityAnalysis)SensitivityAnalysisvirtual