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Reference manual - version orea_version
XvaEngineCG Member List

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

exposureReport() (defined in XvaEngineCG)XvaEngineCG
progressIndicators() constProgressReporter
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