Inheritance diagram for SimmCalibration::RiskClassData::FXRiskWeights:

Public Member Functions
	FXRiskWeights (ore::data::XMLNode *node)

Public Member Functions inherited from SimmCalibration::RiskClassData::RiskWeights
	RiskWeights (const SimmConfiguration::RiskClass &rc)

	RiskWeights (const SimmConfiguration::RiskClass &rc, ore::data::XMLNode *node)

virtual const std::map< CrifRecord::RiskType, std::map< QuantLib::Size, QuantLib::ext::shared_ptr< Amount > > >	uniqueRiskWeights () const

ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override

void	fromXML (ore::data::XMLNode *node) override

const std::map< QuantLib::Size, Amounts > &	delta () const

const std::map< QuantLib::Size, Amounts > &	vega () const

const std::map< QuantLib::Size, QuantLib::ext::shared_ptr< Amount > > &	historicalVolatilityRatio () const

Public Member Functions inherited from XMLSerializable
void	fromXMLString (const std::string &xml)

std::string	toXMLString () const

Serialisation
ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override

void	fromXML (ore::data::XMLNode *node) override

const CurrencyLists &	currencyLists () const

Public Member Functions

Serialisation