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Reference manual - version orea_version
ShiftScenarioGenerator Member List

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

applyShift(Size j, Real shiftSize, bool up, ShiftType type, const vector< Time > &shiftTimes, const vector< Real > &values, const vector< Time > &times, vector< Real > &shiftedValues, bool initialise)ShiftScenarioGenerator
applyShift(Size j, Size k, Real shiftSize, bool up, ShiftType type, const vector< Time > &shiftX, const vector< Time > &shiftY, const vector< Time > &dataX, const vector< Time > &dataY, const vector< vector< Real >> &data, vector< vector< Real >> &shiftedData, bool initialise)ShiftScenarioGenerator
baseScenario()ShiftScenarioGenerator
baseScenario() constShiftScenarioGenerator
baseScenario_ (defined in ShiftScenarioGenerator)ShiftScenarioGeneratorprotected
counter_ (defined in ShiftScenarioGenerator)ShiftScenarioGeneratorprotected
factorToKey()ShiftScenarioGenerator
factorToKey_ (defined in ShiftScenarioGenerator)ShiftScenarioGeneratorprotected
keyToFactor() (defined in ShiftScenarioGenerator)ShiftScenarioGenerator
keyToFactor_ (defined in ShiftScenarioGenerator)ShiftScenarioGeneratorprotected
next(const Date &d) overrideShiftScenarioGeneratorvirtual
reset() overrideShiftScenarioGeneratorvirtual
samples()ShiftScenarioGenerator
scenarioDescriptions()ShiftScenarioGenerator
scenarioDescriptions_ (defined in ShiftScenarioGenerator)ShiftScenarioGeneratorprotected
scenarios()ShiftScenarioGenerator
scenarios_ (defined in ShiftScenarioGenerator)ShiftScenarioGeneratorprotected
ShiftScenarioGenerator(const QuantLib::ext::shared_ptr< Scenario > &baseScenario, const QuantLib::ext::shared_ptr< ScenarioSimMarketParameters > &simMarketData, const QuantLib::ext::weak_ptr< ScenarioSimMarket > &simMarket)ShiftScenarioGenerator
simMarket_ (defined in ShiftScenarioGenerator)ShiftScenarioGeneratorprotected
simMarketData_ (defined in ShiftScenarioGenerator)ShiftScenarioGeneratorprotected
~ScenarioGenerator()ScenarioGeneratorvirtual
~ShiftScenarioGenerator()ShiftScenarioGenerator