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| SimmAnalytic (const QuantLib::ext::shared_ptr< InputParameters > &inputs, const Crif &crif=Crif(), const bool hasNettingSetDetails=false, const bool determineWinningRegulations=true) |
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const Crif & | crif () const |
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bool | hasNettingSetDetails () |
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bool | determineWinningRegulations () |
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virtual void | loadCrifRecords (const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader) |
| | Load CRIF from external source, override to generate CRIF.
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| Analytic () |
| | Constructors.
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| | 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) |
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virtual void | runAnalytic (const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader, const std::set< std::string > &runTypes={}) |
| | Run only those analytic types that are inclcuded in the runTypes vector, run all if the runType vector is empty.
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virtual void | buildConfigurations (const bool=false) |
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virtual void | setUpConfigurations () |
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virtual void | buildMarket (const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader, const bool marketRequired=true) |
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virtual void | buildPortfolio () |
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virtual void | marketCalibration (const QuantLib::ext::shared_ptr< MarketCalibrationReportBase > &mcr=nullptr) |
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virtual void | modifyPortfolio () |
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virtual void | replaceTrades () |
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const std::string | label () const |
| | Inspectors.
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const std::set< std::string > & | analyticTypes () const |
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const QuantLib::ext::shared_ptr< InputParameters > & | inputs () const |
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const QuantLib::ext::shared_ptr< ore::data::Market > & | market () const |
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QuantLib::ext::shared_ptr< MarketImpl > | getMarket () const |
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const QuantLib::ext::shared_ptr< ore::data::Portfolio > & | portfolio () const |
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void | setInputs (const QuantLib::ext::shared_ptr< InputParameters > &inputs) |
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void | setMarket (const QuantLib::ext::shared_ptr< ore::data::Market > &market) |
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void | setPortfolio (const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio) |
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std::vector< QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > > | todaysMarketParams () |
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const QuantLib::ext::shared_ptr< ore::data::Loader > & | loader () const |
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Configurations & | configurations () |
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analytic_reports & | reports () |
| | Result reports.
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analytic_npvcubes & | npvCubes () |
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analytic_mktcubes & | mktCubes () |
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analytic_stresstests & | stressTests () |
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const bool | getWriteIntermediateReports () const |
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void | setWriteIntermediateReports (const bool flag) |
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bool | match (const std::set< std::string > &runTypes) |
| | Check whether any of the requested run types is covered by this analytic.
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const std::unique_ptr< Impl > & | impl () |
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std::set< QuantLib::Date > | marketDates () const |
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std::vector< QuantLib::ext::shared_ptr< Analytic > > | allDependentAnalytics () const |
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typedef std::map< std::string, std::map< std::string, QuantLib::ext::shared_ptr< ore::data::InMemoryReport > > > | analytic_reports |
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typedef std::map< std::string, std::map< std::string, QuantLib::ext::shared_ptr< NPVCube > > > | analytic_npvcubes |
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typedef std::map< std::string, std::map< std::string, QuantLib::ext::shared_ptr< AggregationScenarioData > > > | analytic_mktcubes |
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typedef std::map< std::string, std::map< std::string, QuantLib::ext::shared_ptr< StressTestScenarioData > > > | analytic_stresstests |
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std::unique_ptr< Impl > | impl_ |
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std::set< std::string > | types_ |
| | list of analytic types run by this analytic
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QuantLib::ext::shared_ptr< InputParameters > | inputs_ |
| | contains all the input parameters for the run
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Configurations | configurations_ |
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QuantLib::ext::shared_ptr< ore::data::Market > | market_ |
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QuantLib::ext::shared_ptr< ore::data::Loader > | loader_ |
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QuantLib::ext::shared_ptr< ore::data::Portfolio > | portfolio_ |
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analytic_reports | reports_ |
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analytic_npvcubes | npvCubes_ |
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analytic_mktcubes | mktCubes_ |
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analytic_stresstests | stressTests_ |
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| bool | writeIntermediateReports_ = true |
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Inheritance diagram for SimmAnalytic: