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Reference manual - version orea_version
VarAnalytic Member List

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

allDependentAnalytics() const (defined in Analytic)Analytic
Analytic()Analytic
Analytic(std::unique_ptr< Impl > impl, const std::set< std::string > &analyticTypes, const QuantLib::ext::shared_ptr< InputParameters > &inputs, bool simulationConfig=false, bool sensitivityConfig=false, bool scenarioGeneratorConfig=false, bool crossAssetModelConfig=false)Analytic
analytic_mktcubes typedef (defined in Analytic)Analytic
analytic_npvcubes typedef (defined in Analytic)Analytic
analytic_reports typedef (defined in Analytic)Analytic
analytic_stresstests typedef (defined in Analytic)Analytic
analyticTypes() const (defined in Analytic)Analytic
buildConfigurations(const bool=false) (defined in Analytic)Analyticvirtual
buildMarket(const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader, const bool marketRequired=true) (defined in Analytic)Analyticvirtual
buildPortfolio() (defined in Analytic)Analyticvirtual
configurations() (defined in Analytic)Analytic
configurations_ (defined in Analytic)Analyticprotected
getMarket() const (defined in Analytic)Analytic
getWriteIntermediateReports() const (defined in Analytic)Analytic
impl() (defined in Analytic)Analytic
impl_ (defined in Analytic)Analyticprotected
inputs() const (defined in Analytic)Analytic
inputs_Analyticprotected
label() constAnalytic
loader() const (defined in Analytic)Analytic
loader_ (defined in Analytic)Analyticprotected
market() const (defined in Analytic)Analytic
market_ (defined in Analytic)Analyticprotected
marketCalibration(const QuantLib::ext::shared_ptr< MarketCalibrationReportBase > &mcr=nullptr) (defined in Analytic)Analyticvirtual
marketDates() const (defined in Analytic)Analytic
match(const std::set< std::string > &runTypes)Analytic
mktCubes() (defined in Analytic)Analytic
mktCubes_ (defined in Analytic)Analyticprotected
modifyPortfolio() (defined in Analytic)Analyticvirtual
npvCubes() (defined in Analytic)Analytic
npvCubes_ (defined in Analytic)Analyticprotected
portfolio() const (defined in Analytic)Analytic
portfolio_ (defined in Analytic)Analyticprotected
replaceTrades() (defined in Analytic)Analyticvirtual
reports()Analytic
reports_ (defined in Analytic)Analyticprotected
runAnalytic(const QuantLib::ext::shared_ptr< ore::data::InMemoryLoader > &loader, const std::set< std::string > &runTypes={})Analyticvirtual
setInputs(const QuantLib::ext::shared_ptr< InputParameters > &inputs) (defined in Analytic)Analytic
setMarket(const QuantLib::ext::shared_ptr< ore::data::Market > &market) (defined in Analytic)Analytic
setPortfolio(const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio) (defined in Analytic)Analytic
setUpConfigurations() (defined in Analytic)Analyticvirtual
setWriteIntermediateReports(const bool flag) (defined in Analytic)Analytic
stressTests() (defined in Analytic)Analytic
stressTests_ (defined in Analytic)Analyticprotected
todaysMarketParams() (defined in Analytic)Analytic
types_Analyticprotected
VarAnalytic(std::unique_ptr< Analytic::Impl > impl, const std::set< std::string > &analyticTypes, const QuantLib::ext::shared_ptr< InputParameters > &inputs, bool simulationConfig=false, bool sensitivityConfig=false) (defined in VarAnalytic)VarAnalytic
writeIntermediateReports_Analyticprotected
~Analytic() (defined in Analytic)Analyticvirtual