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Reference manual - version orea_version
MarketRiskReport::SensiRunArgs Member List

This is the complete list of members for MarketRiskReport::SensiRunArgs, including all inherited members.

covarianceInput_MarketRiskReport::SensiRunArgs
pnlWriteThreshold_MarketRiskReport::SensiRunArgs
SensiRunArgs(const QuantLib::ext::shared_ptr< SensitivityStream > &ss, const QuantLib::ext::shared_ptr< ScenarioShiftCalculator > &sc, QuantLib::Real pnlThres=0.01, std::map< std::pair< RiskFactorKey, RiskFactorKey >, Real > ci={}) (defined in MarketRiskReport::SensiRunArgs)MarketRiskReport::SensiRunArgs
sensitivityStream_MarketRiskReport::SensiRunArgs
shiftCalculator_MarketRiskReport::SensiRunArgs