Public Member Functions | |
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 |
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 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 |