Reference manual - version orea_version
This is the complete list of members for SimmConfiguration, including all inherited members.
| addLabels2(const CrifRecord::RiskType &rt, const std::string &label_2)=0 | SimmConfiguration | pure virtual |
| AMFQ enum value (defined in SimmConfiguration) | SimmConfiguration | |
| APRA enum value (defined in SimmConfiguration) | SimmConfiguration | |
| BACEN enum value (defined in SimmConfiguration) | SimmConfiguration | |
| bucket(const ore::analytics::CrifRecord::RiskType &rt, const std::string &qualifier) const =0 | CrifConfiguration | pure virtual |
| bucketMapper() const =0 | CrifConfiguration | pure virtual |
| buckets(const CrifRecord::RiskType &rt) const =0 | SimmConfiguration | pure virtual |
| CFTC enum value (defined in SimmConfiguration) | SimmConfiguration | |
| concentrationThreshold(const CrifRecord::RiskType &rt, const std::string &qualifier) const =0 | SimmConfiguration | pure virtual |
| correlation(const CrifRecord::RiskType &firstRt, const std::string &firstQualifier, const std::string &firstLabel_1, const std::string &firstLabel_2, const CrifRecord::RiskType &secondRt, const std::string &secondQualifier, const std::string &secondLabel_1, const std::string &secondLabel_2, const std::string &calculationCurrency="") const =0 | SimmConfiguration | pure virtual |
| correlationRiskClasses(const RiskClass &rc_1, const RiskClass &rc_2) const =0 | SimmConfiguration | pure virtual |
| curvatureMarginScaling() const =0 | SimmConfiguration | pure virtual |
| curvatureWeight(const CrifRecord::RiskType &rt, const std::string &label_1) const =0 | SimmConfiguration | pure virtual |
| ESA enum value (defined in SimmConfiguration) | SimmConfiguration | |
| FINMA enum value (defined in SimmConfiguration) | SimmConfiguration | |
| greater_than(const CrifRecord::ProductClass &lhs, const CrifRecord::ProductClass &rhs) (defined in SimmConfiguration) | SimmConfiguration | static |
| greater_than_or_equal_to(const CrifRecord::ProductClass &lhs, const CrifRecord::ProductClass &rhs) (defined in SimmConfiguration) | SimmConfiguration | static |
| hasBucketMapping(const CrifRecord::RiskType &rt, const std::string &qualifier) const override | SimmConfiguration | virtual |
| hasBuckets(const CrifRecord::RiskType &rt) const =0 | SimmConfiguration | pure virtual |
| historicalVolatilityRatio(const CrifRecord::RiskType &rt) const =0 | SimmConfiguration | pure virtual |
| HKMA enum value (defined in SimmConfiguration) | SimmConfiguration | |
| IMModel enum name (defined in SimmConfiguration) | SimmConfiguration | |
| Included enum value (defined in SimmConfiguration) | SimmConfiguration | |
| Invalid enum value (defined in SimmConfiguration) | SimmConfiguration | |
| isSimmConfigCalibration() const (defined in SimmConfiguration) | SimmConfiguration | virtual |
| isValidRiskType(const CrifRecord::RiskType &rt) const =0 | SimmConfiguration | pure virtual |
| JFSA enum value (defined in SimmConfiguration) | SimmConfiguration | |
| KFSC enum value (defined in SimmConfiguration) | SimmConfiguration | |
| label2(const QuantLib::ext::shared_ptr< QuantLib::InterestRateIndex > &irIndex) const | CrifConfiguration | virtual |
| label2(const QuantLib::Period &p) const | CrifConfiguration | virtual |
| labels1(const CrifRecord::RiskType &rt) const =0 | SimmConfiguration | pure virtual |
| labels2(const CrifRecord::RiskType &rt) const =0 | SimmConfiguration | pure virtual |
| less_than(const CrifRecord::ProductClass &lhs, const CrifRecord::ProductClass &rhs) | SimmConfiguration | static |
| less_than_or_equal_to(const CrifRecord::ProductClass &lhs, const CrifRecord::ProductClass &rhs) (defined in SimmConfiguration) | SimmConfiguration | static |
| MarginType enum name | SimmConfiguration | |
| marginTypes(bool includeAll=false) | SimmConfiguration | static |
| MAS enum value (defined in SimmConfiguration) | SimmConfiguration | |
| maxProductClass(CrifRecord::ProductClass pc1, CrifRecord::ProductClass pc2) | SimmConfiguration | static |
| name() const =0 | CrifConfiguration | pure virtual |
| NONREG enum value (defined in SimmConfiguration) | SimmConfiguration | |
| numberOfMarginTypes | SimmConfiguration | protectedstatic |
| numberOfRegulations | SimmConfiguration | protectedstatic |
| numberOfRiskClasses | SimmConfiguration | protectedstatic |
| OSFI enum value (defined in SimmConfiguration) | SimmConfiguration | |
| productClasses(bool includeAll=false) | SimmConfiguration | static |
| RBI enum value (defined in SimmConfiguration) | SimmConfiguration | |
| Regulation enum name | SimmConfiguration | |
| RiskClass enum name | SimmConfiguration | |
| riskClasses(bool includeAll=false) | SimmConfiguration | static |
| riskClassToRiskType(const RiskClass &rc) | SimmConfiguration | static |
| riskTypes(bool includeAll=false) | SimmConfiguration | static |
| riskTypeToRiskClass(const CrifRecord::RiskType &rt) | SimmConfiguration | static |
| SANT enum value (defined in SimmConfiguration) | SimmConfiguration | |
| SEC enum value (defined in SimmConfiguration) | SimmConfiguration | |
| SEC_unseg enum value (defined in SimmConfiguration) | SimmConfiguration | |
| SFC enum value (defined in SimmConfiguration) | SimmConfiguration | |
| sigma(const CrifRecord::RiskType &rt, boost::optional< std::string > qualifier=boost::none, boost::optional< std::string > label_1=boost::none, const std::string &calculationCurrency="") const =0 | SimmConfiguration | pure virtual |
| SimmSide enum name | SimmConfiguration | |
| UK enum value (defined in SimmConfiguration) | SimmConfiguration | |
| Unspecified enum value (defined in SimmConfiguration) | SimmConfiguration | |
| USPR enum value (defined in SimmConfiguration) | SimmConfiguration | |
| version() const =0 | CrifConfiguration | pure virtual |
| weight(const CrifRecord::RiskType &rt, boost::optional< std::string > qualifier=boost::none, boost::optional< std::string > label_1=boost::none, const std::string &calculationCurrency="") const =0 | SimmConfiguration | pure virtual |
| ~CrifConfiguration() (defined in CrifConfiguration) | CrifConfiguration | virtual |
| ~SimmConfiguration() (defined in SimmConfiguration) | SimmConfiguration | virtual |