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Reference manual - version orea_version
Public Member Functions | Public Attributes | List of all members
MarketRiskReport::FullRevalArgs Struct Reference

Public Member Functions

 FullRevalArgs (const QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarket > &sm, const QuantLib::ext::shared_ptr< ore::data::EngineData > &ed, const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &rd=nullptr, const ore::data::IborFallbackConfig ifc=ore::data::IborFallbackConfig::defaultConfig(), const bool dr=false)
 

Public Attributes

QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketsimMarket_
 
QuantLib::ext::shared_ptr< ore::data::EngineDataengineData_
 
QuantLib::ext::shared_ptr< ore::data::ReferenceDataManagerreferenceData_
 
ore::data::IborFallbackConfig iborFallbackConfig_
 
bool dryRun_ = false
 
bool writeCube_ = false
 True to enable cube writing.
 
std::string cubeDir_
 If cube writing is enabled, cube(s) will be written to this directory.
 
std::string cubeFilename_
 

Member Data Documentation

◆ cubeFilename_

std::string cubeFilename_

If cube writing is enabled, cube(s) will be written to this file with the FILTER pattern replaced by a description of the scenario filter