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Reference manual - version orea_version
ValuationEngine Member List

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

buildCube(const QuantLib::ext::shared_ptr< data::Portfolio > &portfolio, QuantLib::ext::shared_ptr< analytics::NPVCube > outputCube, std::vector< QuantLib::ext::shared_ptr< ValuationCalculator >> calculators, bool mporStickyDate=true, QuantLib::ext::shared_ptr< analytics::NPVCube > outputCubeNettingSet=nullptr, QuantLib::ext::shared_ptr< analytics::NPVCube > outputCptyCube=nullptr, std::vector< QuantLib::ext::shared_ptr< CounterpartyCalculator >> cptyCalculators={}, bool dryRun=false)ValuationEngine
progressIndicators() constProgressReporter
registerProgressIndicator(const QuantLib::ext::shared_ptr< ProgressIndicator > &indicator)ProgressReporter
resetProgress()ProgressReporter
unregisterAllProgressIndicators()ProgressReporter
unregisterProgressIndicator(const QuantLib::ext::shared_ptr< ProgressIndicator > &indicator)ProgressReporter
updateProgress(const unsigned long progress, const unsigned long total, const std::string &detail="")ProgressReporter
ValuationEngine(const QuantLib::Date &today, const QuantLib::ext::shared_ptr< ore::data::DateGrid > &dg, const QuantLib::ext::shared_ptr< analytics::SimMarket > &simMarket, const set< std::pair< std::string, QuantLib::ext::shared_ptr< QuantExt::ModelBuilder >>> &modelBuilders=set< std::pair< std::string, QuantLib::ext::shared_ptr< QuantExt::ModelBuilder >>>())ValuationEngine