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::ScenarioSimMarket > | simMarket_ |
QuantLib::ext::shared_ptr< ore::data::EngineData > | engineData_ |
QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > | referenceData_ |
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_ |
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