XvaEngineCG Class Reference

Inheritance diagram for XvaEngineCG:

Public Member Functions
	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")
QuantLib::ext::shared_ptr< InMemoryReport >	exposureReport ()
QuantLib::ext::shared_ptr< InMemoryReport >	sensiReport ()
Public Member Functions inherited from ProgressReporter
void	registerProgressIndicator (const QuantLib::ext::shared_ptr< ProgressIndicator > &indicator)
void	unregisterProgressIndicator (const QuantLib::ext::shared_ptr< ProgressIndicator > &indicator)
void	unregisterAllProgressIndicators ()
void	updateProgress (const unsigned long progress, const unsigned long total, const std::string &detail="")
void	resetProgress ()
const std::set< QuantLib::ext::shared_ptr< ProgressIndicator > > &	progressIndicators () const