Here is a list of all documented class members with links to the class documentation for each member:

- c -

• cal() : HistoricalScenarioGenerator
• calculate() : CounterpartyCalculator , ValuationCalculator
• calculateBenchmarks() : MarketRiskBacktest
• calculateRegulationSimm() : SimmCalculator
• calculateT0() : CounterpartyCalculator , ValuationCalculator
• calculationCurrency() : IMScheduleCalculator , SimmCalculator
• CalculationType : CollateralExposureHelper
• callTradeIds_ : MarketRiskBacktest::BacktestArgs
• capFloorVolAdjustOptionletPillars() : ScenarioSimMarketParameters
• capFloorVolUseCapAtm() : ScenarioSimMarketParameters
• cashFlow() : DynamicInitialMarginCalculator
• CashflowCalculator() : CashflowCalculator
• category() : SimmConcentrationBase
• checkRiskType() : SimmBucketMapperBase
• clear() : IMScheduleResults , SimmResults
• clone() : DeltaScenario , Scenario , SimpleScenario
• CloneScenarioFactory() : CloneScenarioFactory
• close() : ScenarioWriter
• closeAccount() : CollateralAccount
• closeLog() : OREApp
• CollateralAccount() : CollateralAccount
• collateralBalancePaths() : CollateralExposureHelper
• collateralFloorIncrements() : PostProcess
• collateralPaths() : PostProcess
• columnIndex_ : StringStreamCrifLoader
• colvaIncrements() : PostProcess
• computeParInstrumentSensitivities() : ParSensitivityAnalysis
• computeParSensitivity() : ParStressTestConverter
• concentrationThreshold() : SimmConfiguration , SimmConfigurationBase
• confidence_ : MarketRiskBacktest::BacktestArgs
• configuration_ : CrifLoader
• convert() : SimmResults
• convertScenario() : ParStressScenarioConverter
• convertSensitivity() : ParSensitivityConverter
• convertStressScenarioData() : ParStressTestConverter
• coordinates() : DeltaScenario , Scenario , SimpleScenario
• correlation() : SimmConfiguration , SimmConfiguration_ISDA_V2_2 , SimmConfiguration_ISDA_V2_3 , SimmConfiguration_ISDA_V2_3_8 , SimmConfiguration_ISDA_V2_5 , SimmConfiguration_ISDA_V2_5A , SimmConfiguration_ISDA_V2_6 , SimmConfigurationBase , SimmConfigurationCalibration
• correlationRiskClasses() : SimmConfiguration , SimmConfigurationBase
• counterpartyId() : PostProcess
• covarianceInput_ : MarketRiskReport::SensiRunArgs
• cptyCube() : PostProcess
• createParInstruments() : ParSensitivityInstrumentBuilder
• creditMigrationUpperBucketBounds() : PostProcess
• CreditSimulationParameters() : CreditSimulationParameters
• creditSupportAmount() : CollateralExposureHelper
• CrifLoader() : CrifLoader
• crnqDiffIntraCorr_ : SimmConfigurationBase
• crnqInterCorr_ : SimmConfigurationBase
• crnqResidualIntraCorr_ : SimmConfigurationBase
• crnqSameIntraCorr_ : SimmConfigurationBase
• CrossAssetModelScenarioGenerator() : CrossAssetModelScenarioGenerator
• crossFactor() : SensitivityCube
• crossFactors() : SensitivityCube
• crossGamma() : SensitivityCube
• CrossPair : SensitivityAggregator
• crqDiffIntraCorr_ : SimmConfigurationBase
• crqResidualIntraCorr_ : SimmConfigurationBase
• crqSameIntraCorr_ : SimmConfigurationBase
• csaDef() : CollateralAccount
• cube() : HistoricalPnlGenerator , PostProcess
• CubeCsvReader() : CubeCsvReader
• cubeDir_ : MarketRiskReport::FullRevalArgs
• cubeFilename_ : MarketRiskReport::FullRevalArgs
• CubeWriter() : CubeWriter
• currencyOverrides() : CrifLoader
• currentIM() : DynamicInitialMarginCalculator
• curvatureMarginScaling() : SimmConfiguration , SimmConfiguration_ISDA_V2_1 , SimmConfiguration_ISDA_V2_2 , SimmConfiguration_ISDA_V2_3 , SimmConfiguration_ISDA_V2_3_8 , SimmConfiguration_ISDA_V2_5 , SimmConfiguration_ISDA_V2_5A , SimmConfiguration_ISDA_V2_6 , SimmConfigurationBase , SimmConfigurationCalibration
• CurvatureScenario : CrifRecord
• curvatureWeight() : SimmConfiguration , SimmConfigurationBase
• curvatureWeights_ : SimmConfigurationBase
• cvaSpreadSensiShiftSize() : PostProcess
• CVASpreadSensitivityCalculator() : CVASpreadSensitivityCalculator