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Reference manual - version orea_version
ValuationCalculator Member List

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

calculate(const QuantLib::ext::shared_ptr< Trade > &trade, Size tradeIndex, const QuantLib::ext::shared_ptr< SimMarket > &simMarket, QuantLib::ext::shared_ptr< NPVCube > &outputCube, QuantLib::ext::shared_ptr< NPVCube > &outputCubeNettingSet, const Date &date, Size dateIndex, Size sample, bool isCloseOut=false)=0ValuationCalculatorpure virtual
calculateT0(const QuantLib::ext::shared_ptr< Trade > &trade, Size tradeIndex, const QuantLib::ext::shared_ptr< SimMarket > &simMarket, QuantLib::ext::shared_ptr< NPVCube > &outputCube, QuantLib::ext::shared_ptr< NPVCube > &outputCubeNettingSet)=0ValuationCalculatorpure virtual
init(const QuantLib::ext::shared_ptr< Portfolio > &portfolio, const QuantLib::ext::shared_ptr< SimMarket > &simMarket)=0 (defined in ValuationCalculator)ValuationCalculatorpure virtual
initScenario()=0 (defined in ValuationCalculator)ValuationCalculatorpure virtual
~ValuationCalculator() (defined in ValuationCalculator)ValuationCalculatorvirtual