This is the complete list of members for XvaEngineCG, including all inherited members.
exposureReport() (defined in XvaEngineCG) | XvaEngineCG | |
progressIndicators() const | ProgressReporter | |
registerProgressIndicator(const QuantLib::ext::shared_ptr< ProgressIndicator > &indicator) | ProgressReporter | |
resetProgress() | ProgressReporter | |
sensiReport() (defined in XvaEngineCG) | XvaEngineCG | |
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 | |
XvaEngineCG(const Size nThreads, const Date &asof, const QuantLib::ext::shared_ptr< ore::data::Loader > &loader, const QuantLib::ext::shared_ptr< ore::data::CurveConfigurations > &curveConfigs, const QuantLib::ext::shared_ptr< ore::data::TodaysMarketParameters > &todaysMarketParams, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > &simMarketData, const QuantLib::ext::shared_ptr< ore::data::EngineData > &engineData, const QuantLib::ext::shared_ptr< ore::analytics::CrossAssetModelData > &crossAssetModelData, const QuantLib::ext::shared_ptr< ore::analytics::ScenarioGeneratorData > &scenarioGeneratorData, const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio, const string &marketConfiguration=Market::defaultConfiguration, const string &marketConfigurationInCcy=Market::inCcyConfiguration, const QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioData > &sensitivityData=nullptr, const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceData=nullptr, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig(), const bool bumpCvaSensis=false, const bool continueOnCalibrationError=true, const bool continueOnError=true, const std::string &context="xva engine cg") (defined in XvaEngineCG) | XvaEngineCG |