Here is a list of all documented class members with links to the class documentation for each member:
- r -
- ragLevels_
: MarketRiskBacktest::BacktestArgs
- rawKeys()
: ParSensitivityConverter
- read()
: CubeCsvReader
- RegressionDynamicInitialMarginCalculator()
: RegressionDynamicInitialMarginCalculator
- Regulation
: SimmConfiguration
- relevantRiskFactors()
: ParSensitivityAnalysis
, SensitivityCube
- relevantScenarios()
: JointNPVSensiCube
, NPVSensiCube
, SensiCube< T >
- remove()
: JointNPVSensiCube
, NPVCube
, SensiCube< T >
- reports()
: Analytic
- ReportType
: MarketRiskBacktest::BacktestReports
- ReportWriter()
: ReportWriter
- requiredHeaders
: CrifLoader
- requiredNpvCubeDepth()
: CubeInterpretation
- reset()
: BufferedSensitivityStream
, ClonedScenarioGenerator
, CrossAssetModelScenarioGenerator
, CSVScenarioGenerator
, DecomposedSensitivityStream
, FilteredSensitivityStream
, FixingManager
, HistoricalScenarioGenerator
, HistoricalScenarioGeneratorRandom
, HistoricalScenarioGeneratorWithFilteredDates
, LgmScenarioGenerator
, ParSensitivityCubeStream
, ScenarioGenerator
, ScenarioGeneratorTransform
, ScenarioSimMarket
, ScenarioWriter
, SensitivityAggregator
, SensitivityCubeStream
, SensitivityInMemoryStream
, SensitivityInputStream
, SensitivityReportStream
, SensitivityStream
, ShiftScenarioGenerator
, SimMarket
, StaticScenarioGenerator
- resetLoader()
: MarketDataLoader
- resultCurrency()
: SimmCalculator
- retrieveFixings()
: MarketDataCsvLoaderImpl
, MarketDataInMemoryLoaderImpl
, MarketDataLoaderImpl
- retrieveMarketData()
: MarketDataCsvLoaderImpl
, MarketDataInMemoryLoaderImpl
, MarketDataLoaderImpl
- returnConfiguration()
: HistoricalScenarioGenerator
- ReturnConfiguration()
: ReturnConfiguration
- returnTypes()
: ReturnConfiguration
- returnValue()
: ReturnConfiguration
- RiskClass
: MarketRiskConfiguration
, SimmConfiguration
- riskClassCorrelation_
: SimmConfigurationBase
- riskClasses()
: MarketRiskConfiguration
, SimmConfiguration
- riskClassToRiskType()
: SimmConfiguration
- RiskFactorKey()
: RiskFactorKey
- RiskFactorScenarioFilter()
: RiskFactorScenarioFilter
- RiskFactorTypeScenarioFilter()
: RiskFactorTypeScenarioFilter
- RiskType
: CrifRecord
, MarketRiskConfiguration
- riskTypes()
: MarketRiskConfiguration
, SimmConfiguration
- riskTypeToRiskClass()
: SimmConfiguration
- rtWithBuckets_
: SimmBucketMapperBase
- run()
: OREApp
- runAnalytic()
: Analytic
- rwRiskType_
: SimmConfigurationBase