Reference manual - version orea_version
This is the complete list of members for MarketRiskBacktest::BacktestArgs, including all inherited members.
| BacktestArgs(ore::data::TimePeriod btPeriod, ore::data::TimePeriod bmPeriod, QuantLib::Real conf=0.99, QuantLib::Real exThres=0.01, bool tdc=false, const std::set< std::string > &callTradeIds={}, const std::set< std::string > &postTradeIds={}) (defined in MarketRiskBacktest::BacktestArgs) | MarketRiskBacktest::BacktestArgs | |
| backtestPeriod_ | MarketRiskBacktest::BacktestArgs | |
| benchmarkPeriod_ | MarketRiskBacktest::BacktestArgs | |
| callTradeIds_ | MarketRiskBacktest::BacktestArgs | |
| confidence_ | MarketRiskBacktest::BacktestArgs | |
| exceptionThreshold_ | MarketRiskBacktest::BacktestArgs | |
| postTradeIds_ | MarketRiskBacktest::BacktestArgs | |
| ragLevels_ | MarketRiskBacktest::BacktestArgs | |
| tradeDetailIncludeAllColumns_ (defined in MarketRiskBacktest::BacktestArgs) | MarketRiskBacktest::BacktestArgs |