Reference manual - version orea_version
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- g -
gamma() :
SensitivityCube
generateCube() :
HistoricalPnlGenerator
generateSensitivities() :
SensitivityAnalysis
get() :
AggregationScenarioData
,
DeltaScenario
,
IMScheduleResults
,
InMemoryAggregationScenarioData
,
InMemoryCube1< T >
,
InMemoryCubeN< T >
,
JaggedCube< T >
,
JointNPVCube
,
JointNPVSensiCube
,
NPVCube
,
NPVSensiCube
,
Scenario
,
SensiCube< T >
,
SimmResults
,
SimpleScenario
,
SparseNpvCube< T >
getCloseOutAggregationScenarioData() :
CubeInterpretation
getCloseOutNpv() :
CubeInterpretation
getDefaultAggregationScenarioData() :
CubeInterpretation
getDefaultNpv() :
CubeInterpretation
getGenericValue() :
CubeInterpretation
getHistoricalScenario() :
HistoricalScenarioLoader
getIndexCurrency() :
SensitivityScenarioData
getInitialMarginScaling() :
DynamicInitialMarginCalculator
getMporCalendarDays() :
CubeInterpretation
getMporFlows() :
CubeInterpretation
getMporNegativeFlows() :
CubeInterpretation
getMporPositiveFlows() :
CubeInterpretation
getNumeraire() :
DeltaScenario
,
Scenario
,
SimpleScenario
getRunTime() :
OREApp
getT0() :
InMemoryCube1< T >
,
InMemoryCubeN< T >
,
JaggedCube< T >
,
JointNPVCube
,
JointNPVSensiCube
,
NPVCube
,
SensiCube< T >
,
SparseNpvCube< T >
getTradeIndex() :
NPVSensiCube
getTradeNPVs() :
JointNPVSensiCube
,
NPVSensiCube
getYieldCurve() :
ScenarioSimMarket
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